# EDGAR Filing Document

**Accession Number:** 0001415995
**File Stem:** 0000940400-26-011508
**Filing Date:** 2026-3
**Character Count:** 378965
**Document Hash:** d76a209766def312b3770756c94850db
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011508.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011508

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22227
- **FILM NUMBER:** 26792926

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Schedule of Investments ─ NYLI FTSE International Equity Currency Neutral ETF

January 31, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks — 99.1%** |  |  |
| **Australia — 7.0%** |  |  |
| ALS Ltd. | 35535 | $613389 |
| ANZ Group Holdings Ltd. | 170352 | 4379781 |
| APA Group | 92907 | 576662 |
| Aristocrat Leisure Ltd. | 31526 | 1182901 |
| ASX Ltd. | 14692 | 589553 |
| Atlas Arteria Ltd. | 97265 | 338651 |
| Aurizon Holdings Ltd. | 168132 | 434626 |
| BHP Group Ltd. | 268659 | 9517731 |
| Brambles Ltd. | 80850 | 1268724 |
| CAR Group Ltd. | 25255 | 488310 |
| Charter Hall Group | 35827 | 577519 |
| Cochlear Ltd. | 4024 | 758596 |
| Coles Group Ltd. | 79860 | 1190529 |
| Commonwealth Bank of Australia | 91172 | 9539704 |
| Computershare Ltd. | 33557 | 768958 |
| CSL Ltd. | 26384 | 3353242 |
| Dexus | 88246 | 415435 |
| EBOS Group Ltd. | 9494 | 147638 |
| Endeavour Group Ltd. | 123264 | 319505 |
| Evolution Mining Ltd. | 125599 | 1294309 |
| Fortescue Ltd. | 92275 | 1357508 |
| Glencore PLC\* | 565272 | 3872656 |
| Goodman Group | 111978 | 2410651 |
| GPT Group (The) | 174970 | 648423 |
| HUB24 Ltd. | 5375 | 382156 |
| Insurance Australia Group Ltd. | 145609 | 775248 |
| Lottery Corp., Ltd. (The) | 155601 | 561382 |
| Macquarie Group Ltd. | 20018 | 2975529 |
| Medibank Pvt Ltd. | 194347 | 629012 |
| Mineral Resources Ltd.\* | 10999 | 440361 |
| Mirvac Group | 320889 | 449598 |
| National Australia Bank Ltd. | 171905 | 5222964 |
| Origin Energy Ltd. | 102229 | 845075 |
| PLS Group Ltd.\* | 181239 | 544688 |
| Pro Medicus Ltd. | 3241 | 418041 |
| QBE Insurance Group Ltd. | 89059 | 1231584 |
| Ramsay Health Care Ltd. | 14046 | 357780 |
| REA Group Ltd. | 3285 | 436673 |
| Region Group | 206189 | 333670 |
| Rio Tinto Ltd. | 21590 | 2292175 |
| Rio Tinto PLC | 57371 | 5304651 |
| Santos Ltd. | 198746 | 976013 |
| Scentre Group | 384407 | 1098729 |
| SEEK Ltd. | 25417 | 373389 |
| Sonic Healthcare Ltd. | 32580 | 523809 |
| South32 Ltd. | 291476 | 943374 |
| Steadfast Group Ltd. | 95020 | 348142 |
| Stockland | 191894 | 724585 |
| Suncorp Group Ltd. | 69474 | 827390 |
| Technology One Ltd. | 21025 | 371025 |
| Telstra Group Ltd. | 258037 | 882147 |
| Transurban Group | 182316 | 1781714 |
| Treasury Wine Estates Ltd. | 52538 | 197277 |
| Vicinity Ltd. | 297974 | 513514 |
| Wesfarmers Ltd. | 64757 | 3781669 |
| Westpac Banking Corp. | 192026 | 5222214 |
| WiseTech Global Ltd. | 11155 | 453249 |
| Woodside Energy Group Ltd. | 109143 | 1939793 |
| Woolworths Group Ltd. | 71878 | 1557957 |
| &nbsp;&nbsp;Total Australia |  | 91761578 |
| **Austria — 0.3%** |  |  |
| ANDRITZ AG | 4974 | 431966 |
| Erste Group Bank AG | 16130 | 2101210 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Austria (continued)** |  |  |
| Mondi PLC | 26387 | $309230 |
| OMV AG | 10169 | 605485 |
| Raiffeisen Bank International AG | 9188 | 466516 |
| Strabag SE, Bearer | 1966 | 204650 |
| Verbund AG<sup>(a)</sup> | 4359 | 321254 |
| &nbsp;&nbsp;Total Austria |  | 4440311 |
| **Belgium — 0.8%** |  |  |
| Ageas SA | 10949 | 780880 |
| Anheuser-Busch InBev SA | 48507 | 3467011 |
| D'ieteren Group<sup>(a)</sup> | 1422 | 326327 |
| Groupe Bruxelles Lambert NV | 5590 | 531349 |
| KBC Group NV | 12532 | 1772651 |
| Lotus Bakeries NV<sup>(a)</sup> | 24 | 282662 |
| Sofina SA | 1178 | 344748 |
| Syensqo SA<sup>(a)</sup> | 4206 | 355362 |
| UCB SA | 6489 | 1971604 |
| Warehouses De Pauw CVA | 12123 | 344690 |
| &nbsp;&nbsp;Total Belgium |  | 10177284 |
| **Brazil — 0.0%<sup>(b)</sup>** |  |  |
| Yara International ASA | 10077 | 465268 |
| **Cambodia — 0.0%<sup>(b)</sup>** |  |  |
| NagaCorp Ltd. | 58416 | 34408 |
| **Chile — 0.1%** |  |  |
| Antofagasta PLC | 18988 | 950533 |
| **China — 0.5%** |  |  |
| AAC Technologies Holdings, Inc. | 46290 | 219308 |
| BOC Aviation Ltd. | 19183 | 199206 |
| BOC Hong Kong Holdings Ltd. | 222459 | 1174720 |
| Lenovo Group Ltd.<sup>(a)</sup> | 456282 | 518814 |
| MMG Ltd.\*<sup>(a)</sup> | 245461 | 323418 |
| Nexteer Automotive Group Ltd. | 54502 | 46479 |
| Prosus NV\* | 65385 | 3769100 |
| Shenzhou International Group Holdings Ltd. | 49848 | 397650 |
| Wilmar International Ltd. | 157277 | 420149 |
| Xinyi Glass Holdings Ltd.<sup>(a)</sup> | 139156 | 182104 |
| &nbsp;&nbsp;Total China |  | 7250948 |
| **Denmark — 1.6%** |  |  |
| Carlsberg A/S, Class B | 4813 | 654032 |
| Coloplast A/S, Class B | 7205 | 615223 |
| Danske Bank A/S | 35465 | 1816415 |
| DSV A/S | 10390 | 2928043 |
| Genmab A/S\* | 3441 | 1108408 |
| Novo Nordisk A/S, Class B | 169417 | 9973882 |
| Novonesis Novozymes B, Class B | 19580 | 1203085 |
| Orsted A/S\* | 25558 | 576533 |
| Pandora A/S | 4284 | 347377 |
| Tryg A/S | 19690 | 480236 |
| Vestas Wind Systems A/S | 56479 | 1724368 |
| &nbsp;&nbsp;Total Denmark |  | 21427602 |
| **Finland — 1.0%** |  |  |
| Elisa OYJ | 9187 | 406135 |
| Fortum OYJ | 23472 | 556098 |
| Kesko OYJ, B Shares | 16712 | 424271 |
| Kone OYJ, Class B | 17223 | 1242069 |

---

Schedule of Investments ─ NYLI FTSE International Equity Currency Neutral ETF (continued)

January 31, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Finland (continued)** |  |  |
| Metso Outotec OYJ<sup>(a)</sup> | 37265 | $732151 |
| Neste OYJ | 22311 | 572254 |
| Nokia OYJ | 272717 | 1759758 |
| Nordea Bank Abp | 175302 | 3402475 |
| Orion OYJ, Class B | 6145 | 509171 |
| Sampo OYJ, A Shares | 142466 | 1593162 |
| Stora Enso OYJ, R Shares<sup>(a)</sup> | 31853 | 369013 |
| UPM-Kymmene OYJ<sup>(a)</sup> | 28314 | 787192 |
| Wartsila OYJ Abp | 25236 | 1026757 |
| &nbsp;&nbsp;Total Finland |  | 13380506 |
| **France — 7.6%** |  |  |
| Accor SA | 13223 | 721415 |
| Air Liquide SA | 31605 | 5938392 |
| Airbus SE | 31495 | 7246345 |
| Alstom SA\*<sup>(a)</sup> | 20027 | 643757 |
| Arkema SA | 3904 | 236168 |
| AXA SA | 92419 | 4225252 |
| BioMerieux | 2919 | 339621 |
| BNP Paribas SA | 53967 | 5855231 |
| Bouygues SA | 12748 | 691709 |
| Capgemini SE | 8622 | 1345745 |
| Carrefour SA | 33196 | 546566 |
| Cie de Saint-Gobain SA | 24976 | 2472701 |
| Cie Generale des Etablissements Michelin SCA | 39979 | 1491044 |
| Danone SA | 35979 | 2818123 |
| Dassault Systemes SE | 37278 | 1029759 |
| Edenred SE | 14151 | 297471 |
| Eiffage SA | 4719 | 701467 |
| Engie SA | 99380 | 2967520 |
| EssilorLuxottica SA | 15624 | 4793630 |
| Gecina SA, Class Series 2022-P1 C, 3.30%, expires 4/10/28 | 4079 | 375834 |
| Getlink SE | 21042 | 418297 |
| Hermes International SCA | 1831 | 4419685 |
| Kering SA | 3866 | 1214880 |
| Klepierre SA | 14058 | 542532 |
| Legrand SA | 14756 | 2369864 |
| L'Oreal SA | 12225 | 5628346 |
| LVMH Moet Hennessy Louis Vuitton SE | 13574 | 8831546 |
| Orange SA | 124499 | 2313491 |
| Pernod Ricard SA | 10412 | 929992 |
| Publicis Groupe SA | 12969 | 1299091 |
| Renault SA | 10552 | 400197 |
| Rexel SA | 13516 | 571461 |
| Safran SA | 18811 | 6735957 |
| Sartorius Stedim Biotech | 1605 | 359539 |
| Societe Generale SA | 39058 | 3429157 |
| Sodexo SA<sup>(a)</sup> | 5346 | 274366 |
| Teleperformance SE | 3091 | 200776 |
| Thales SA | 5136 | 1564177 |
| TotalEnergies SE | 101047 | 7350905 |
| Unibail-Rodamco-Westfield\* | 7201 | 796704 |
| Veolia Environnement SA | 34905 | 1313433 |
| Vinci SA | 27720 | 3995191 |
| &nbsp;&nbsp;Total France |  | 99697337 |
| **Germany — 7.8%** |  |  |
| adidas AG | 9201 | 1632598 |
| Allianz SE | 21197 | 9375722 |
| BASF SE | 49855 | 2725899 |
| Bayer AG | 53992 | 2862171 |
| Bayerische Motoren Werke AG | 19425 | 2020193 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Germany (continued)** |  |  |
| Bechtle AG | 5618 | $293004 |
| Beiersdorf AG | 5992 | 716049 |
| Brenntag SE | 7849 | 479953 |
| Commerzbank AG | 38186 | 1575903 |
| Continental AG | 6642 | 526568 |
| CTS Eventim AG & Co. KGaA | 3681 | 310699 |
| Daimler Truck Holding AG | 28975 | 1411901 |
| Deutsche Bank AG | 99125 | 3926887 |
| Deutsche Boerse AG | 10302 | 2614167 |
| Deutsche Lufthansa AG | 41141 | 425809 |
| Deutsche Post AG | 51196 | 2882051 |
| Deutsche Telekom AG | 188586 | 6320002 |
| E.ON SE | 126337 | 2685063 |
| Fresenius Medical Care AG | 12403 | 559373 |
| Fresenius SE & Co. KGaA | 23845 | 1339221 |
| GEA Group AG | 9428 | 677450 |
| Hannover Rueck SE | 3652 | 1037495 |
| Heidelberg Materials AG | 7068 | 1944881 |
| Henkel AG & Co. KGaA | 6069 | 502874 |
| Infineon Technologies AG | 71188 | 3523915 |
| KION Group AG | 4752 | 337498 |
| Knorr-Bremse AG | 4375 | 512407 |
| LEG Immobilien SE | 4940 | 357315 |
| Mercedes-Benz Group AG | 41905 | 2880975 |
| Merck KGaA | 7456 | 1113637 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 7177 | 4374949 |
| Nemetschek SE | 3552 | 312487 |
| RENK Group AG | 4279 | 275143 |
| Rheinmetall AG | 2421 | 5130995 |
| RWE AG | 37603 | 2394195 |
| SAP SE | 55159 | 11192176 |
| Scout24 SE | 4672 | 467156 |
| Siemens AG | 39499 | 12043582 |
| Siemens Energy AG\* | 40015 | 6881163 |
| Siemens Healthineers AG | 17408 | 873320 |
| Vonovia SE | 40019 | 1171652 |
| Zalando SE\* | 13654 | 395368 |
| &nbsp;&nbsp;Total Germany |  | 103083866 |
| **Hong Kong — 1.7%** |  |  |
| AIA Group Ltd. | 574188 | 6642750 |
| ASMPT Ltd. | 25141 | 334475 |
| CK Asset Holdings Ltd. | 123434 | 724511 |
| CLP Holdings Ltd. | 101046 | 956804 |
| Henderson Land Development Co., Ltd. | 112122 | 446782 |
| Hong Kong & China Gas Co., Ltd. | 725781 | 684918 |
| Hong Kong Exchanges & Clearing Ltd. | 65724 | 3637260 |
| Hongkong Land Holdings Ltd. | 72269 | 613564 |
| Link REIT | 161454 | 742593 |
| MTR Corp., Ltd.<sup>(a)</sup> | 127265 | 563507 |
| Power Assets Holdings Ltd. | 88829 | 689845 |
| Prudential PLC | 136184 | 2250952 |
| Sino Land Co., Ltd. | 318569 | 480523 |
| Sun Hung Kai Properties Ltd. | 87855 | 1414059 |
| Swire Pacific Ltd., Class A | 31280 | 301998 |
| Techtronic Industries Co., Ltd. | 81103 | 1105993 |
| WH Group Ltd. | 501608 | 589621 |
| Wharf Real Estate Investment Co., Ltd. | 110662 | 385136 |
| &nbsp;&nbsp;Total Hong Kong |  | 22565291 |
| **Indonesia — 0.1%** |  |  |
| Jardine Matheson Holdings Ltd. | 10201 | 742327 |

---

Schedule of Investments ─ NYLI FTSE International Equity Currency Neutral ETF (continued)

January 31, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Ireland — 0.3%** |  |  |
| AIB Group PLC | 117367 | $1319468 |
| Bank of Ireland Group PLC | 53511 | 1091444 |
| Kerry Group PLC, Class A | 9065 | 806659 |
| Kingspan Group PLC | 8291 | 724962 |
| &nbsp;&nbsp;Total Ireland |  | 3942533 |
| **Israel — 1.1%** |  |  |
| Bank Hapoalim BM | 95606 | 2378085 |
| Bank Leumi Le-Israel BM | 108081 | 2613543 |
| Big Shopping Centers Ltd. | 3901 | 943945 |
| Camtek Ltd.\* | 3247 | 502432 |
| Elbit Systems Ltd. | 1080 | 768133 |
| ICL Group Ltd. | 59797 | 326616 |
| Israel Discount Bank Ltd., Class A | 113266 | 1343256 |
| Migdal Insurance & Financial Holdings Ltd.\* | 171208 | 925179 |
| Mizrahi Tefahot Bank Ltd. | 16549 | 1303400 |
| Nice Ltd.\* | 3135 | 335878 |
| Shufersal Ltd. | 16953 | 219647 |
| Teva Pharmaceutical Industries Ltd.\* | 59587 | 1947414 |
| Tower Semiconductor Ltd.\* | 7673 | 1046273 |
| &nbsp;&nbsp;Total Israel |  | 14653801 |
| **Italy — 3.0%** |  |  |
| Banca Monte dei Paschi di Siena SpA | 114227 | 1186869 |
| Banco BPM SpA | 87786 | 1317970 |
| BPER Banca SpA | 86256 | 1216499 |
| Brunello Cucinelli SpA<sup>(a)</sup> | 2503 | 240003 |
| Coca-Cola HBC AG\* | 11803 | 639768 |
| Davide Campari-Milano NV<sup>(a)</sup> | 39319 | 279908 |
| Enel SpA | 427345 | 4732122 |
| Eni SpA | 120627 | 2472008 |
| Ferrari NV | 6619 | 2211110 |
| FinecoBank Banca Fineco SpA | 41278 | 1097532 |
| Generali<sup>(a)</sup> | 58091 | 2376632 |
| Intesa Sanpaolo SpA | 847993 | 6018614 |
| Leonardo SpA | 23032 | 1542627 |
| Mediobanca Banca di Credito Finanziario SpA | 8507 | 178423 |
| Moncler SpA | 13781 | 803501 |
| Nexi SpA<sup>(a)</sup> | 31369 | 134532 |
| PRADA SpA | 32554 | 166903 |
| Prysmian SpA | 17044 | 2036772 |
| Recordati Industria Chimica e Farmaceutica SpA | 8177 | 450787 |
| Snam SpA<sup>(a)</sup> | 159568 | 1100639 |
| Telecom Italia SpA\* | 1057228 | 716910 |
| Terna - Rete Elettrica Nazionale | 105267 | 1142862 |
| UniCredit SpA | 82813 | 7236212 |
| &nbsp;&nbsp;Total Italy |  | 39299203 |
| **Ivory Coast (Cote D'Ivoire) — 0.1%** |  |  |
| Endeavour Mining PLC | 12613 | 730752 |
| **Japan — 22.9%** |  |  |
| Advantest Corp. | 39775 | 6576309 |
| Aeon Co., Ltd. | 150482 | 2063201 |
| AGC, Inc. | 17083 | 631116 |
| Aisin Corp. | 39300 | 704042 |
| Ajinomoto Co., Inc. | 58355 | 1331580 |
| Aozora Bank Ltd.<sup>(a)</sup> | 16079 | 260791 |
| Asahi Group Holdings Ltd. | 93153 | 973741 |
| Asahi Intecc Co., Ltd. | 16399 | 273210 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Japan (continued)** |  |  |
| Asahi Kasei Corp. | 100187 | $973878 |
| Asics Corp. | 38486 | 926847 |
| Astellas Pharma, Inc. | 111245 | 1546151 |
| Bandai Namco Holdings, Inc. | 32360 | 841201 |
| BayCurrent, Inc. | 8368 | 295153 |
| Bic Camera, Inc.<sup>(a)</sup> | 16727 | 186235 |
| Bridgestone Corp. | 72977 | 1648677 |
| Brother Industries Ltd. | 19123 | 389501 |
| Canon, Inc. | 52361 | 1590246 |
| Capcom Co., Ltd. | 20992 | 535618 |
| Central Japan Railway Co. | 53505 | 1493881 |
| Chubu Electric Power Co., Inc. | 53285 | 776857 |
| Chugai Pharmaceutical Co., Ltd. | 35561 | 2028863 |
| CyberAgent, Inc. | 30423 | 276205 |
| Dai Nippon Printing Co., Ltd. | 31549 | 566005 |
| Daifuku Co., Ltd. | 22343 | 802123 |
| Dai-ichi Life Holdings, Inc. | 201348 | 1765352 |
| Daiichi Sankyo Co., Ltd. | 100620 | 1849853 |
| Daikin Industries Ltd. | 15758 | 1898499 |
| Daito Trust Construction Co., Ltd. | 23792 | 483521 |
| Daiwa House Industry Co., Ltd. | 37854 | 1290756 |
| Daiwa Securities Group, Inc. | 101396 | 988259 |
| Daiwa Securities Living Investments Corp. | 513 | 381774 |
| Denso Corp. | 109934 | 1527217 |
| Dentsu Group, Inc.\*<sup>(a)</sup> | 14770 | 286524 |
| Disco Corp. | 4918 | 2110219 |
| East Japan Railway Co. | 65342 | 1649011 |
| Ebara Corp. | 29908 | 902707 |
| Eisai Co., Ltd. | 16627 | 464664 |
| ENEOS Holdings, Inc. | 169287 | 1424991 |
| FANUC Corp. | 54490 | 2214429 |
| Fast Retailing Co., Ltd. | 9802 | 3736274 |
| Fuji Electric Co., Ltd. | 9763 | 695549 |
| FUJIFILM Holdings Corp. | 70223 | 1405279 |
| Fujikura Ltd. | 15272 | 1937463 |
| Fujitsu Ltd. | 96230 | 2671808 |
| GLP J-Reit | 517 | 476581 |
| Hamamatsu Photonics K.K. | 24012 | 266489 |
| Hankyu Hanshin Holdings, Inc. | 20610 | 576642 |
| Hikari Tsushin, Inc. | 1272 | 350530 |
| Hirose Electric Co., Ltd. | 3034 | 326195 |
| Hitachi Ltd. | 238228 | 8279141 |
| Honda Motor Co., Ltd. | 214655 | 2163805 |
| Hoya Corp. | 18903 | 3170106 |
| Idemitsu Kosan Co., Ltd. | 58477 | 495269 |
| IHI Corp. | 53787 | 1244082 |
| Inpex Corp. | 57114 | 1274754 |
| Isetan Mitsukoshi Holdings Ltd. | 21483 | 344750 |
| Isuzu Motors Ltd. | 38901 | 626663 |
| ITOCHU Corp. | 346434 | 4426432 |
| J Front Retailing Co., Ltd. | 20546 | 300145 |
| Japan Logistics Fund, Inc. | 553 | 362429 |
| Japan Post Bank Co., Ltd. | 115793 | 2056741 |
| Japan Post Holdings Co., Ltd. | 110602 | 1329647 |
| Japan Steel Works Ltd. (The) | 4809 | 266076 |
| Japan Tobacco, Inc. | 67762 | 2451573 |
| Kajima Corp. | 30314 | 1238028 |
| Kansai Electric Power Co., Inc. (The) | 59260 | 948099 |
| Kao Corp. | 28675 | 1149900 |
| Kawasaki Heavy Industries Ltd. | 9766 | 815099 |
| Kawasaki Kisen Kaisha Ltd.<sup>(a)</sup> | 23221 | 335535 |
| KDDI Corp. | 160644 | 2714369 |
| Keio Corp. | 11022 | 275586 |
| Keisei Electric Railway Co., Ltd. | 33078 | 261819 |
| Kewpie Corp. | 13872 | 389830 |

---

Schedule of Investments ─ NYLI FTSE International Equity Currency Neutral ETF (continued)

January 31, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Japan (continued)** |  |  |
| Keyence Corp. | 10432 | $3816816 |
| Kikkoman Corp.<sup>(a)</sup> | 49899 | 449790 |
| Kintetsu Group Holdings Co., Ltd.<sup>(a)</sup> | 17628 | 366479 |
| Kirin Holdings Co., Ltd. | 60844 | 943465 |
| Kobe Bussan Co., Ltd. | 9783 | 241309 |
| Kobe Steel Ltd. | 29153 | 420778 |
| Koito Manufacturing Co., Ltd. | 20142 | 315396 |
| Komatsu Ltd. | 55680 | 2140067 |
| Konami Group Corp. | 5703 | 830717 |
| Kotobuki Spirits Co., Ltd. | 10894 | 126270 |
| K's Holdings Corp. | 21353 | 222652 |
| Kubota Corp. | 65949 | 1013005 |
| Kuraray Co., Ltd. | 28347 | 306054 |
| Kurita Water Industries Ltd. | 10232 | 511600 |
| Kyocera Corp. | 88285 | 1320898 |
| Kyoto Financial Group, Inc. | 23172 | 559847 |
| Kyowa Kirin Co., Ltd. | 20561 | 333820 |
| Kyushu Electric Power Co., Inc. | 34717 | 387657 |
| Lasertec Corp.<sup>(a)</sup> | 4541 | 1071224 |
| Lion Corp. | 23866 | 256359 |
| Lixil Corp. | 28328 | 325498 |
| LY Corp. | 170937 | 439476 |
| M3, Inc. | 26045 | 322566 |
| Makita Corp. | 16563 | 574540 |
| Marubeni Corp. | 85016 | 2818986 |
| Marui Group Co., Ltd. | 18973 | 372179 |
| MatsukiyoCocokara & Co. | 25040 | 402237 |
| MEIJI Holdings Co., Ltd. | 22202 | 521443 |
| MINEBEA MITSUMI, Inc. | 28433 | 577839 |
| MISUMI Group, Inc. | 19371 | 320464 |
| Mitsubishi Chemical Group Corp. | 109276 | 722556 |
| Mitsubishi Corp. | 178614 | 4743819 |
| Mitsubishi Electric Corp. | 112307 | 3516419 |
| Mitsubishi Estate Co., Ltd. | 68174 | 1741252 |
| Mitsubishi Heavy Industries Ltd. | 174513 | 5112305 |
| Mitsubishi UFJ Financial Group, Inc. | 600411 | 10915679 |
| Mitsui & Co., Ltd. | 141629 | 4622728 |
| Mitsui Chemicals, Inc. | 32736 | 478753 |
| Mitsui Fudosan Co., Ltd. | 156124 | 1788858 |
| Mitsui OSK Lines Ltd.<sup>(a)</sup> | 19916 | 624747 |
| Mizuho Financial Group, Inc. | 136796 | 6015087 |
| Modec, Inc. | 4016 | 390510 |
| Money Forward, Inc.\* | 3733 | 94450 |
| Morinaga Milk Industry Co., Ltd. | 8877 | 229032 |
| MS&AD Insurance Group Holdings, Inc. | 72553 | 1849335 |
| Murata Manufacturing Co., Ltd. | 95761 | 1946755 |
| NEC Corp. | 71420 | 2412150 |
| Nexon Co., Ltd. | 25390 | 606193 |
| NGK Insulators Ltd. | 27998 | 669549 |
| NH Foods Ltd. | 10423 | 470812 |
| NIDEC CORP | 54869 | 784656 |
| Nintendo Co., Ltd. | 54790 | 3571331 |
| Nippon Building Fund, Inc. | 747 | 694895 |
| NIPPON EXPRESS HOLDINGS INC | 18694 | 424996 |
| Nippon Paint Holdings Co., Ltd.<sup>(a)</sup> | 60947 | 404772 |
| Nippon Prologis REIT, Inc. | 710 | 415616 |
| Nippon Sanso Holdings Corp. | 13722 | 417015 |
| Nippon Steel Corp. | 311869 | 1305823 |
| Nippon Yusen K.K.<sup>(a)</sup> | 23908 | 786084 |
| Nissan Chemical Corp. | 11210 | 386820 |
| Nissan Motor Co., Ltd.\*<sup>(a)</sup> | 140810 | 344403 |
| Nisshin Seifun Group, Inc. | 30613 | 389757 |
| Nissin Foods Holdings Co., Ltd.<sup>(a)</sup> | 16866 | 342218 |
| Nitto Denko Corp. | 43447 | 964926 |
| Nomura Holdings, Inc. | 183214 | 1678215 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Japan (continued)** |  |  |
| Nomura Real Estate Master Fund, Inc. | 474 | $513454 |
| Nomura Research Institute Ltd. | 25680 | 782586 |
| NSK Ltd. | 68123 | 474291 |
| NTT, Inc. | 1699486 | 1706537 |
| Obayashi Corp. | 48744 | 1101843 |
| Obic Co., Ltd. | 22994 | 640511 |
| Odakyu Electric Railway Co., Ltd. | 29676 | 318768 |
| Oji Holdings Corp. | 83855 | 497498 |
| Olympus Corp. | 63535 | 758252 |
| Omron Corp. | 13772 | 349701 |
| Ono Pharmaceutical Co., Ltd.<sup>(a)</sup> | 31425 | 469053 |
| Oriental Land Co., Ltd. | 61381 | 1078127 |
| ORIX Corp. | 69301 | 2108770 |
| Osaka Gas Co., Ltd. | 25957 | 974944 |
| Otsuka Corp. | 18955 | 376249 |
| Otsuka Holdings Co., Ltd. | 25643 | 1536153 |
| Pan Pacific International Holdings Corp. | 122270 | 725963 |
| Panasonic Holdings Corp. | 129662 | 1779427 |
| Pola Orbis Holdings, Inc.<sup>(a)</sup> | 21817 | 191143 |
| Rakuten Group, Inc.\* | 88807 | 532520 |
| Recruit Holdings Co., Ltd. | 72916 | 3828728 |
| Renesas Electronics Corp.\* | 92133 | 1538536 |
| Resonac Holdings Corp. | 13843 | 803156 |
| Ricoh Co., Ltd. | 40983 | 361849 |
| Rohm Co., Ltd. | 28847 | 503785 |
| Ryohin Keikaku Co., Ltd. | 31394 | 627025 |
| Sanrio Co., Ltd. | 11449 | 352911 |
| Santen Pharmaceutical Co., Ltd. | 31317 | 352839 |
| Sanwa Holdings Corp. | 14736 | 334345 |
| SBI Holdings, Inc. | 38151 | 861650 |
| SCREEN Holdings Co., Ltd. | 5691 | 725302 |
| Secom Co., Ltd. | 28377 | 1041005 |
| Sekisui Chemical Co., Ltd. | 33747 | 597890 |
| Sekisui House Ltd.<sup>(a)</sup> | 45602 | 1016334 |
| Seven & I Holdings Co., Ltd. | 124520 | 1784738 |
| Shimadzu Corp. | 19642 | 530204 |
| Shimamura Co., Ltd. | 4879 | 328145 |
| Shimano, Inc. | 4754 | 543323 |
| Shimizu Corp. | 38747 | 687856 |
| Shin-Etsu Chemical Co., Ltd. | 103530 | 3442275 |
| Shionogi & Co., Ltd. | 49649 | 1021560 |
| Shiseido Co., Ltd.<sup>(a)</sup> | 24570 | 418738 |
| Shizuoka Financial Group, Inc. | 39608 | 646525 |
| SMC Corp. | 3316 | 1292995 |
| Socionext, Inc. | 11769 | 157279 |
| SoftBank Corp. | 1732979 | 2347936 |
| SoftBank Group Corp. | 209652 | 5780176 |
| Sompo Holdings, Inc. | 52249 | 1800568 |
| Sony Financial Group, Inc.\* | 315136 | 317669 |
| Sony Group Corp. | 324910 | 7274985 |
| Stanley Electric Co., Ltd. | 13553 | 267528 |
| Subaru Corp. | 36586 | 789068 |
| Sumitomo Corp. | 60815 | 2463587 |
| Sumitomo Electric Industries Ltd. | 46326 | 2019292 |
| Sumitomo Forestry Co., Ltd.<sup>(a)</sup> | 35932 | 390044 |
| Sumitomo Metal Mining Co., Ltd. | 18412 | 1117181 |
| Sumitomo Mitsui Financial Group, Inc. | 204849 | 7266522 |
| Sumitomo Realty & Development Co., Ltd. | 40868 | 1137871 |
| Suntory Beverage & Food Ltd. | 13083 | 413286 |
| Suzuki Motor Corp. | 102593 | 1400960 |
| Sysmex Corp. | 29345 | 279069 |
| Taisei Corp. | 10475 | 1045055 |
| Takeda Pharmaceutical Co., Ltd. | 92275 | 3135651 |
| TDK Corp. | 110640 | 1420834 |
| Teijin Ltd. | 30157 | 292167 |

---

Schedule of Investments ─ NYLI FTSE International Equity Currency Neutral ETF (continued)

January 31, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Japan (continued)** |  |  |
| Terumo Corp. | 85024 | $1111992 |
| TIS, Inc. | 14797 | 431459 |
| Tobu Railway Co., Ltd. | 21314 | 376788 |
| Toho Co., Ltd. | 7997 | 408352 |
| Tokio Marine Holdings, Inc. | 102430 | 3802778 |
| Tokyo Electric Power Co. Holdings, Inc.\* | 95900 | 361133 |
| Tokyo Electron Ltd. | 24220 | 6485986 |
| Tokyo Gas Co., Ltd. | 21063 | 934768 |
| Tokyu Corp. | 41990 | 475130 |
| Tokyu Fudosan Holdings Corp. | 59656 | 551661 |
| Tomy Co., Ltd. | 8275 | 146178 |
| TOPPAN Holdings, Inc. | 16940 | 523157 |
| Toray Industries, Inc. | 99127 | 731597 |
| Tosoh Corp. | 27472 | 448962 |
| TOTO Ltd. | 11388 | 358856 |
| Toyo Suisan Kaisha Ltd. | 6093 | 435666 |
| Toyota Industries Corp.<sup>(a)</sup> | 10410 | 1333136 |
| Toyota Motor Corp. | 573862 | 13035216 |
| Toyota Tsusho Corp. | 43588 | 1584042 |
| Trend Micro, Inc. | 8519 | 334111 |
| Unicharm Corp. | 80507 | 490265 |
| USS Co., Ltd. | 38568 | 426783 |
| West Japan Railway Co. | 34207 | 700505 |
| Workman Co., Ltd. | 3115 | 128429 |
| Yakult Honsha Co., Ltd. | 18216 | 294271 |
| Yamaha Corp. | 30575 | 221692 |
| Yamaha Motor Co., Ltd.<sup>(a)</sup> | 64570 | 487017 |
| Yamato Holdings Co., Ltd. | 24351 | 318950 |
| Yaskawa Electric Corp. | 17816 | 567650 |
| Yokogawa Electric Corp. | 19444 | 646369 |
| Yokohama Financial Group, Inc. | 81266 | 739644 |
| Zenkoku Hosho Co., Ltd. | 16506 | 328815 |
| Zensho Holdings Co., Ltd. | 6166 | 334841 |
| &nbsp;&nbsp;Total Japan |  | 301694273 |
| **Luxembourg — 0.1%** |  |  |
| ArcelorMittal SA | 23169 | 1267352 |
| Eurofins Scientific SE | 6792 | 550580 |
| RTL Group SA | 2038 | 89344 |
| &nbsp;&nbsp;Total Luxembourg |  | 1907276 |
| **Macau — 0.1%** |  |  |
| Galaxy Entertainment Group Ltd. | 128326 | 653978 |
| Sands China Ltd. | 142547 | 310841 |
| &nbsp;&nbsp;Total Macau |  | 964819 |
| **Netherlands — 4.3%** |  |  |
| ABN AMRO Bank NV | 33898 | 1252554 |
| Adyen NV\* | 1410 | 2102470 |
| Akzo Nobel NV | 9881 | 697070 |
| Argenx SE\*<sup>(a)</sup> | 3285 | 2750462 |
| ASM International NV | 2449 | 2067977 |
| ASML Holding NV | 20817 | 30104387 |
| ASR Nederland NV | 10647 | 774921 |
| BE Semiconductor Industries NV | 3855 | 754417 |
| Euronext NV | 5779 | 810564 |
| EXOR NV<sup>(a)</sup> | 5381 | 442346 |
| Heineken Holding NV | 6497 | 481528 |
| Heineken NV | 15004 | 1237690 |
| ING Groep NV | 161596 | 4771483 |
| Koninklijke Ahold Delhaize NV | 51349 | 2013447 |
| Koninklijke KPN NV | 230018 | 1124121 |
| Koninklijke Philips NV | 41625 | 1194903 |
| Magnum Ice Cream Co. NV (The)\* | 26423 | 471325 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Netherlands (continued)** |  |  |
| NN Group NV | 16411 | $1303774 |
| Randstad NV<sup>(a)</sup> | 7214 | 258409 |
| Universal Music Group NV | 52281 | 1286220 |
| Wolters Kluwer NV | 13166 | 1235497 |
| &nbsp;&nbsp;Total Netherlands |  | 57135565 |
| **New Zealand — 0.3%** |  |  |
| a2 Milk Co., Ltd. (The) | 40114 | 238023 |
| Auckland International Airport Ltd. | 123391 | 616470 |
| Contact Energy Ltd. | 44583 | 252133 |
| Fisher & Paykel Healthcare Corp., Ltd. | 34095 | 802417 |
| Mainfreight Ltd. | 10028 | 407295 |
| Meridian Energy Ltd. | 104848 | 358308 |
| Spark New Zealand Ltd. | 174311 | 238277 |
| Xero Ltd.\* | 9255 | 607836 |
| &nbsp;&nbsp;Total New Zealand |  | 3520759 |
| **Norway — 0.5%** |  |  |
| Aker BP ASA | 17638 | 517065 |
| DNB Bank ASA | 47072 | 1356887 |
| Equinor ASA | 36169 | 968370 |
| Kongsberg Gruppen ASA | 23116 | 796016 |
| Mowi ASA | 24989 | 576366 |
| Norsk Hydro ASA | 82489 | 741787 |
| Orkla ASA | 42885 | 510203 |
| Telenor ASA | 38780 | 654477 |
| Var Energi ASA | 46699 | 169641 |
| Vend Marketplaces ASA, Class B | 9304 | 258018 |
| &nbsp;&nbsp;Total Norway |  | 6548830 |
| **Poland — 0.5%** |  |  |
| Bank Polska Kasa Opieki SA | 11628 | 712868 |
| Dino Polska SA\* | 35635 | 378584 |
| InPost SA\* | 15601 | 244989 |
| KGHM Polska Miedz SA\* | 10769 | 1011321 |
| mBank SA\* | 982 | 288240 |
| ORLEN SA | 40525 | 1237174 |
| Powszechna Kasa Oszczednosci Bank Polski SA | 52022 | 1361912 |
| Powszechny Zaklad Ubezpieczen SA | 45232 | 896364 |
| &nbsp;&nbsp;Total Poland |  | 6131452 |
| **Portugal — 0.2%** |  |  |
| Banco Comercial Portugues SA, Class R | 601643 | 654480 |
| EDP SA | 173937 | 893295 |
| Galp Energia SGPS SA | 26955 | 536483 |
| &nbsp;&nbsp;Total Portugal |  | 2084258 |
| **Singapore — 1.4%** |  |  |
| CapitaLand Ascendas REIT | 350686 | 787593 |
| CapitaLand Integrated Commercial Trust | 525146 | 989045 |
| Capitaland Investment Ltd. | 181867 | 441411 |
| DBS Group Holdings Ltd. | 107539 | 5016792 |
| Genting Singapore Ltd. | 522662 | 302724 |
| Keppel Ltd. | 100235 | 863332 |
| Mapletree Industrial Trust | 298527 | 496369 |
| Oversea-Chinese Banking Corp., Ltd. | 182171 | 3047668 |
| Seatrium Ltd.<sup>(a)</sup> | 135597 | 225461 |
| Singapore Exchange Ltd. | 61312 | 851797 |
| Singapore Technologies Engineering Ltd. | 107053 | 826729 |
| Singapore Telecommunications Ltd. | 430565 | 1557363 |
| STMicroelectronics NV | 36648 | 1039169 |

---

Schedule of Investments ─ NYLI FTSE International Equity Currency Neutral ETF (continued)

January 31, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Singapore (continued)** |  |  |
| United Overseas Bank Ltd. | 67691 | $2041398 |
| &nbsp;&nbsp;Total Singapore |  | 18486851 |
| **South Africa — 0.2%** |  |  |
| Anglo American PLC | 57680 | 2697480 |
| **South Korea — 7.0%** |  |  |
| Alteogen, Inc.\* | 2338 | 670831 |
| Celltrion, Inc.\* | 9471 | 1381763 |
| CJ CheilJedang Corp. | 2256 | 334623 |
| Coway Co., Ltd.\* | 6711 | 388841 |
| DB Insurance Co., Ltd. | 5355 | 530515 |
| Delivery Hero SE\* | 12886 | 361785 |
| Doosan Enerbility Co., Ltd.\* | 27770 | 1747924 |
| Ecopro BM Co., Ltd.\* | 4037 | 650677 |
| Ecopro Co., Ltd. | 8356 | 943344 |
| Ecopro Materials Co., Ltd.\* | 4069 | 190814 |
| Hana Financial Group, Inc. | 20685 | 1438494 |
| Hankook Tire & Technology Co., Ltd. | 13895 | 612986 |
| Hanmi Semiconductor Co., Ltd. | 4914 | 720338 |
| Hanwha Aerospace Co., Ltd.\* | 1986 | 1793664 |
| Hanwha Vision Co., Ltd.\* | 4375 | 187839 |
| HD Hyundai Electric Co., Ltd. | 1529 | 944339 |
| HD Korea Shipbuilding & Offshore Engineering Co., Ltd. | 3151 | 905195 |
| HLB, Inc.\* | 8257 | 318371 |
| HMM Co., Ltd. | 21838 | 303432 |
| Hyundai Mobis Co., Ltd. | 4441 | 1385306 |
| Hyundai Motor Co. | 11352 | 3943310 |
| Industrial Bank of Korea | 56682 | 872243 |
| Kakao Corp. | 19900 | 848868 |
| KakaoBank Corp. | 22722 | 361493 |
| KB Financial Group, Inc. | 23415 | 2199325 |
| Kia Corp. | 16364 | 1734852 |
| Korea Electric Power Corp.\* | 22725 | 920430 |
| Korea Zinc Co., Ltd. | 388 | 507845 |
| Korean Air Lines Co., Ltd.\* | 32343 | 523546 |
| Krafton, Inc.\* | 2199 | 388041 |
| KT&G Corp. | 10106 | 1080529 |
| LG Chem Ltd. | 3717 | 801812 |
| LG Corp. | 10907 | 694853 |
| LG Display Co., Ltd.\* | 62 | 503 |
| LG Energy Solution Ltd.\* | 2970 | 821217 |
| Meritz Financial Group, Inc. | 6321 | 512039 |
| POSCO Holdings, Inc. | 5410 | 1306082 |
| Samsung Biologics Co., Ltd.\* | 826 | 1001369 |
| Samsung C&T Corp. | 6653 | 1393552 |
| Samsung Electro-Mechanics Co., Ltd. | 5441 | 1054633 |
| Samsung Electronics Co., Ltd. | 250530 | 27935296 |
| Samsung Episholdings Co., Ltd.\* | 449 | 189033 |
| Samsung Fire & Marine Insurance Co., Ltd. | 2702 | 940463 |
| Samsung Heavy Industries Co., Ltd.\* | 47007 | 961759 |
| Samsung SDI Co., Ltd.\* | 4612 | 1249604 |
| Samsung SDS Co., Ltd. | 4726 | 568341 |
| SK Hynix, Inc. | 29693 | 18751519 |
| SK Innovation Co., Ltd. | 6245 | 485925 |
| SK Square Co., Ltd.\* | 5886 | 2330846 |
| SK, Inc. | 3945 | 914032 |
| Woori Financial Group, Inc. | 66868 | 1405278 |
| Yuhan Corp.\* | 5431 | 407495 |
| &nbsp;&nbsp;Total South Korea |  | 92917214 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Spain — 3.3%** |  |  |
| ACS Actividades de Construccion y Servicios SA | 10687 | $1203365 |
| Aena SME SA | 39679 | 1238169 |
| Amadeus IT Group SA | 24262 | 1634246 |
| Banco Bilbao Vizcaya Argentaria SA | 301464 | 7692787 |
| Banco de Sabadell SA | 275146 | 1081822 |
| Banco Santander SA | 790538 | 10138238 |
| Bankinter SA | 35779 | 613782 |
| CaixaBank SA | 196169 | 2603280 |
| Cellnex Telecom SA\* | 31232 | 966781 |
| EDP Renovaveis SA<sup>(a)</sup> | 19826 | 301902 |
| Endesa SA<sup>(a)</sup> | 19810 | 732700 |
| Grifols SA<sup>(a)</sup> | 26627 | 341794 |
| Iberdrola SA | 361062 | 8129028 |
| Industria de Diseno Textil SA | 58495 | 3827387 |
| Naturgy Energy Group SA | 17925 | 564674 |
| Red Electrica Corp. SA<sup>(a)</sup> | 29124 | 505507 |
| Repsol SA | 65012 | 1280394 |
| Telefonica SA<sup>(a)</sup> | 224151 | 910652 |
| &nbsp;&nbsp;Total Spain |  | 43766508 |
| **Sweden — 3.1%** |  |  |
| Alfa Laval AB | 17031 | 995435 |
| Assa Abloy AB, Class B | 57138 | 2323021 |
| Atlas Copco AB, A Shares<sup>(a)</sup> | 136726 | 2838081 |
| Atlas Copco AB, B Shares | 83698 | 1514218 |
| Beijer Ref AB | 26944 | 386099 |
| Boliden AB\* | 17114 | 1211402 |
| Castellum AB<sup>(a)</sup> | 30956 | 385016 |
| Epiroc AB, Class A | 36110 | 1018573 |
| Epiroc AB, Class B | 22979 | 576795 |
| EQT AB<sup>(a)</sup> | 29043 | 1108931 |
| Essity AB, Class B<sup>(a)</sup> | 33802 | 1005020 |
| Evolution AB<sup>(a)</sup> | 7139 | 466619 |
| Fastighets AB Balder, B Shares\* | 45818 | 346990 |
| Getinge AB, B Shares<sup>(a)</sup> | 13304 | 293666 |
| H & M Hennes & Mauritz AB, B Shares<sup>(a)</sup> | 29421 | 592757 |
| Hexagon AB, B Shares | 116471 | 1323616 |
| Industrivarden AB, A Shares | 18984 | 954320 |
| Indutrade AB | 17063 | 402854 |
| Investor AB, B Shares | 125514 | 4866153 |
| Nibe Industrier AB, B Shares<sup>(a)</sup> | 83093 | 320085 |
| Saab AB, Class B | 20781 | 1627549 |
| Sandvik AB | 59091 | 2347686 |
| Securitas AB, B Shares | 31219 | 518774 |
| Skandinaviska Enskilda Banken AB, Class A | 90619 | 1958818 |
| Skanska AB, B Shares | 22106 | 676496 |
| SKF AB, B Shares<sup>(a)</sup> | 22455 | 590023 |
| Svenska Cellulosa AB SCA, Class B<sup>(a)</sup> | 36255 | 456861 |
| Svenska Handelsbanken AB, A Shares<sup>(a)</sup> | 87598 | 1391316 |
| Swedbank AB, A Shares | 46109 | 1805868 |
| Tele2 AB, B Shares | 36050 | 663599 |
| Telefonaktiebolaget LM Ericsson, B Shares | 153384 | 1674839 |
| Telia Co. AB | 149288 | 683852 |
| Trelleborg AB, B Shares | 13378 | 544052 |
| Volvo AB, B Shares<sup>(a)</sup> | 95644 | 3500653 |
| &nbsp;&nbsp;Total Sweden |  | 41370037 |
| **Switzerland — 4.3%** |  |  |
| ABB Ltd. | 85661 | 7415314 |
| Adecco Group AG | 11132 | 326999 |
| Avolta AG\* | 6170 | 378990 |

---

Schedule of Investments ─ NYLI FTSE International Equity Currency Neutral ETF (continued)

January 31, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **Switzerland (continued)** |  |  |
| Bachem Holding AG<sup>(a)</sup> | 1995 | $181352 |
| Barry Callebaut AG<sup>(a)</sup> | 208 | 365192 |
| Chocoladefabriken Lindt & Spruengli AG | 106 | 1522447 |
| Cie Financiere Richemont SA, Class A | 28273 | 5490848 |
| DSM-Firmenich AG | 10525 | 828898 |
| EMS-Chemie Holding AG | 532 | 415209 |
| Galderma Group AG | 9642 | 1801810 |
| Geberit AG | 1955 | 1496874 |
| Givaudan SA | 436 | 1691797 |
| Helvetia Baloise Holding AG | 5841 | 1484428 |
| Julius Baer Group Ltd. | 13065 | 1096371 |
| Kuehne + Nagel International AG<sup>(a)</sup> | 2808 | 651632 |
| Logitech International SA | 8507 | 736194 |
| Lonza Group AG | 3715 | 2532790 |
| Partners Group Holding AG | 1240 | 1690799 |
| PSP Swiss Property AG | 4103 | 825875 |
| Sandoz Group AG | 23304 | 1851488 |
| Schindler Holding AG, Participating Certificate | 3628 | 1404934 |
| SGS SA | 9826 | 1184148 |
| SIG Group AG\*<sup>(a)</sup> | 20485 | 317630 |
| Sika AG | 8524 | 1641594 |
| Sonova Holding AG | 2870 | 788267 |
| Straumann Holding AG<sup>(a)</sup> | 5983 | 723352 |
| Swatch Group AG (The), Bearer<sup>(a)</sup> | 2303 | 547301 |
| Swiss Prime Site AG | 6404 | 1091936 |
| Swisscom AG | 1630 | 1340958 |
| Temenos AG | 3438 | 305158 |
| UBS Group AG | 173129 | 8181500 |
| VAT Group AG | 1640 | 1067422 |
| Zurich Insurance Group AG | 7906 | 5636509 |
| &nbsp;&nbsp;Total Switzerland |  | 57016016 |
| **Thailand — 0.0%<sup>(b)</sup>** |  |  |
| Thai Beverage PCL | 391228 | 147982 |
| **United Kingdom — 10.2%** |  |  |
| 3i Group PLC | 53042 | 2439089 |
| Admiral Group PLC | 15178 | 572770 |
| Ashtead Group PLC | 22935 | 1475119 |
| Associated British Foods PLC | 17391 | 454625 |
| AstraZeneca PLC | 79173 | 14775744 |
| Autotrader Group PLC | 51493 | 380158 |
| Aviva PLC | 170019 | 1483376 |
| BAE Systems PLC | 162422 | 4399723 |
| Barclays PLC | 737754 | 4922207 |
| Barratt Redrow PLC | 78993 | 420802 |
| Beazley PLC | 35155 | 546576 |
| Berkeley Group Holdings PLC | 6171 | 348888 |
| British American Tobacco PLC | 113823 | 6835034 |
| British Land Co. PLC (The) | 59420 | 338224 |
| BT Group PLC | 314099 | 824762 |
| Bunzl PLC | 21087 | 592622 |
| Burberry Group PLC\* | 20507 | 309267 |
| Centrica PLC | 277664 | 727566 |
| CK Hutchison Holdings Ltd. | 161441 | 1307495 |
| Compass Group PLC | 93135 | 2795085 |
| Convatec Group PLC | 103916 | 327977 |
| Croda International PLC | 8493 | 317935 |
| DCC PLC | 5410 | 344171 |
| Diageo PLC | 121804 | 2800524 |
| Entain PLC | 33923 | 281633 |
| Halma PLC | 21815 | 1060919 |
| Howden Joinery Group PLC | 33857 | 388873 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **United Kingdom (continued)** |  |  |
| HSBC Holdings PLC | 912075 | $16088005 |
| ICG PLC | 15608 | 388738 |
| IMI PLC | 16130 | 611352 |
| Imperial Brands PLC | 43291 | 1821391 |
| Informa PLC | 71052 | 858010 |
| InterContinental Hotels Group PLC | 8124 | 1095115 |
| International Consolidated Airlines Group SA | 120804 | 693264 |
| Intertek Group PLC | 8517 | 521728 |
| JD Sports Fashion PLC | 150412 | 168796 |
| Kingfisher PLC | 105947 | 490677 |
| Land Securities Group PLC | 49833 | 444834 |
| Legal & General Group PLC | 304797 | 1108801 |
| Lloyds Banking Group PLC | 3183580 | 4759665 |
| London Stock Exchange Group PLC | 26735 | 2979727 |
| M&G PLC | 120475 | 511506 |
| Marks & Spencer Group PLC | 116713 | 586344 |
| Melrose Industries PLC | 70194 | 602987 |
| National Grid PLC | 267890 | 4538172 |
| NatWest Group PLC | 427063 | 3898321 |
| Next PLC | 6616 | 1204304 |
| Pearson PLC | 39793 | 522797 |
| Persimmon PLC | 19138 | 369246 |
| Reckitt Benckiser Group PLC\* | 36983 | 3091686 |
| RELX PLC | 98717 | 3493628 |
| Rentokil Initial PLC | 142734 | 882772 |
| Rightmove PLC | 45572 | 309179 |
| Rolls-Royce Holdings PLC | 453769 | 7540711 |
| Sage Group PLC (The) | 55742 | 732334 |
| Segro PLC | 70967 | 738759 |
| Severn Trent PLC | 16181 | 650144 |
| Smith & Nephew PLC | 48606 | 828409 |
| Smiths Group PLC | 20242 | 697205 |
| Spirax Group PLC | 4404 | 439052 |
| SSE PLC | 69014 | 2293743 |
| St James's Place PLC | 28954 | 603929 |
| Standard Chartered PLC | 98637 | 2520304 |
| Taylor Wimpey PLC | 219145 | 321021 |
| Tesco PLC | 360793 | 2105158 |
| Unilever PLC | 116035 | 7866712 |
| United Utilities Group PLC | 41552 | 711036 |
| Vodafone Group PLC | 1018950 | 1501725 |
| Weir Group PLC (The) | 15561 | 688867 |
| Whitbread PLC | 10663 | 398584 |
| Wise PLC, Class A\* | 42219 | 546327 |
| WPP PLC | 63181 | 261661 |
| &nbsp;&nbsp;Total United Kingdom |  | 134957890 |
| **United States — 7.7%** |  |  |
| Aegon Ltd. | 81299 | 636209 |
| Alcon AG | 27487 | 2228087 |
| Amrize Ltd.\* | 27516 | 1448963 |
| AP Moller - Maersk A/S, Class B<sup>(a)</sup> | 350 | 871487 |
| BP PLC | 830807 | 5287669 |
| Experian PLC | 50238 | 1901341 |
| Ferrovial SE | 26579 | 1802963 |
| GQG Partners, Inc. | 36986 | 40680 |
| GSK PLC | 212291 | 5466552 |
| Haleon PLC | 490643 | 2551077 |
| Holcim AG\* | 27445 | 2834849 |
| James Hardie Industries PLC\*<sup>(a)</sup> | 30466 | 707092 |
| Nestle SA | 133747 | 12753772 |
| Novartis AG | 102370 | 15237516 |
| QIAGEN NV | 10848 | 575838 |

---

Schedule of Investments ─ NYLI FTSE International Equity Currency Neutral ETF (continued)

January 31, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks (continued)** |  |  |
| **United States (continued)** |  |  |
| Roche Holding AG | 38834 | $17685973 |
| Samsonite Group SA | 88807 | 224926 |
| Sanofi SA | 57624 | 5429371 |
| Schneider Electric SE | 29238 | 8427951 |
| Shell PLC | 307923 | 11805976 |
| Stellantis NV | 122105 | 1203647 |
| Swiss Re AG | 16409 | 2630597 |
| &nbsp;&nbsp;Total United States |  | 101752536 |
| **Total Common Stocks** |  |  |
| &nbsp;&nbsp;**(Cost $947,031,020)** |  | **1307703294** |
| **Preferred Stocks — 0.5%** |  |  |
| **Germany — 0.2%** |  |  |
| Henkel AG & Co. KGaA, 2.75%<sup>(a)</sup> | 9323 | 822520 |
| Volkswagen AG, 6.20%<sup>(a)</sup> | 13334 | 1628322 |
| &nbsp;&nbsp;Total Germany |  | 2450842 |
| **South Korea — 0.3%** |  |  |
| Samsung Electronics Co., Ltd., 1.43% | 46780 | 3815459 |
| **Total Preferred Stocks** |  |  |
| &nbsp;&nbsp;**(Cost $4,114,870)** |  | **6266301** |
| **Right — 0.0%<sup>(b)</sup>** |  |  |
| **Spain — 0.0%<sup>(b)</sup>** |  |  |
| ACS Actividades de Construccion y Servicios SA\*<sup>(a)</sup> |  |  |
| **(Cost $5,648)** | 10561 | 5830 |
| **Investment Company — 0.2%** |  |  |
| **International Equity Core Funds — 0.2%** |  |  |
| Vanguard FTSE Developed Markets ETF |  |  |
| **(Cost $2,723,079)** | 43398 | **2872947** |
| **Short-Term Investments — 0.6%** |  |  |
| **Money Market Funds — 0.6%** |  |  |
| Dreyfus Government Cash Management Fund, Institutional Shares, 3.58%<sup>(c)(d)</sup> | 7762385 | 7762385 |
| Dreyfus Institutional Preferred Government Money Market Fund, Institutional Shares, 3.65%<sup>(c)</sup> | 539036 | 539036 |
| **Total Short-Term Investments** |  |  |
| &nbsp;&nbsp;**(Cost $8,301,421)** |  | **8301421** |
| **Total Investments — 100.4%<br> (Cost $962,176,038)** |  | **1325149793** |
| **Other Assets and Liabilities,<br> Net — (0.4)%** |  | **(4882280)** |
| **Net Assets — 100.0%** |  | $**1320267513** |

---

---

| | | |
|:---|:---|:---|
| <br>**Industry** |<br>**Value** | **% of**<br>**Net Assets** |
| Financials | $308160681 | 23.4% |
| Industrials | 255295424 | 19.3 |
| Information Technology | 159023941 | 12.1 |
| Health Care | 135918197 | 10.3 |
| Consumer Discretionary | 120887639 | 9.2 |
| Consumer Staples | 88452296 | 6.7 |
| Materials | 76850449 | 5.8 |
| Communication Services | 48663502 | 3.7 |
| Utilities | 47505120 | 3.6 |
| Energy | 39790678 | 3.0 |
| Real Estate | 33236683 | 2.5 |
| Money Market Funds | 8301421 | 0.6 |
| Investment Companies | 2872948 | 0.2 |
| Chemicals | 190814 | 0.0 <sup>(b)</sup> |
| Total Investments | $1325149793 | 100.4% |
| Other Assets and Liabilities, Net | (4882280) | (0.4) |
| Total Net Assets | $1320267513 | 100 .0% |

---

\* Non-income producing securities.

(a) All or a portion of the security was on loan. In addition, "Other Assets and Liabilities, Net" may include pending sales that are also on loan. The aggregate market value of securities on loan was $29,393,232; total market value of collateral held by the Fund was $31,142,793. Market value of the collateral held includes non-cash U.S. Treasury securities collateral having a value of $23,380,408.

(b) Less than 0.05%.

(c) Reflects the 1-day yield at January 31, 2026.

(d) Represents security purchased with cash collateral received for securities on loan.

Schedule of Investments ─ NYLI FTSE International Equity Currency Neutral ETF (continued)

January 31, 2026 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** |
| **Total Return Benchmark** | **Counterparty** | **Floating Rate<sup>(e)</sup>**  | **Expiration Date** | **Payment Frequency** | **Notional<br> Amount Long/(Short)** | **Value/<br> Unrealized Appreciation/<br> (Depreciation)<sup>(f)</sup>** |
| Vanguard FTSE Developed Markets ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 10/12/2027 | Monthly | $2496534 | $— |

---

At January 31, 2026, there was no collateral held or posted. The Fund either receives fees from, or pays to the counterparty, the total return of the benchmark and the agreed-upon financing rate.

(e) Portfolio pays or receives the floating rate and receives or pays the total return of the reference rate entity.

(f) Reflects the value at reset date of January 31, 2026.

**Abbreviations**

FEDEF — Federal Funds Effective Rate

**Forward Foreign Currency Contracts Outstanding as of January 31, 2026:**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Contracts** | **Settlement Date** | **Counterparty** | **Currency Amount Purchased** | **Value at Settlement Date** | **Value at January 31, 2026** | **Unrealized Appreciation** |
| Swiss Franc | 02/06/26 | Morgan Stanley | **42575797** | $55310051 | $55322982 | $12931 |
| Danish Krone | 02/05/26 | Morgan Stanley | **64728806** | 10312944 | 10314536 | 1592 |
| Euro | 02/05/26 | Morgan Stanley | **164300041** | 195487672 | 195503401 | 15729 |
| Great British Pound | 02/05/26 | Morgan Stanley | **62391434** | 85612091 | 85616276 | 4185 |
| Hong Kong Dollar | 02/05/26 | Morgan Stanley | **92741639** | 11876915 | 11877177 | 262 |
| Japanese Yen | 02/06/26 | Morgan Stanley | **22245062547** | 144248865 | 144274135 | 25270 |
| South Korean Won<sup>#</sup> | 02/05/26 | Morgan Stanley | **54989260176** | 38006010 | 38209783 | 203773 |
| New Zealand Dollar | 02/05/26 | Morgan Stanley | **2312017** | 1398594 | 1398668 | 74 |
| Polish Zloty | 02/05/26 | Morgan Stanley | **9523966** | 2692860 | 2693122 | 262 |
| Swedish Krona | 02/05/26 | Morgan Stanley | **172718939** | 19513228 | 19515908 | 2680 |
| Singapore Dollar | 02/05/26 | Morgan Stanley | **10789894** | 8503860 | 8505457 | 1597 |
| Unrealized Appreciation |  |  |  | $572963090 | $573231445 | $268355 |
| **Sold Contracts** | **Settlement Date** | **Counterparty** | **Currency Amount Sold** | **Value at Settlement Date** | **Value at January 31, 2026** | **Unrealized Appreciation** |
| Hong Kong Dollar | 02/05/26 | Morgan Stanley | **(92741639**) | $(11927290) | $(11877177) | $50113 |
| Unrealized Appreciation |  |  |  | $(11927290) | $(11877177) | $50113 |
| Total Unrealized Appreciation |  |  |  |  |  | $318468 |
| **Purchased Contracts** | **Settlement Date** | **Counterparty** | **Currency Amount Purchased** | **Value at Settlement Date** | **Value at January 31, 2026** | **Unrealized (Depreciation)** |
| Australian Dollar | 02/05/26 | Morgan Stanley | **59017586** | $41346912 | $41344476 | $(2436) |
| Israeli Shekel | 02/05/26 | Morgan Stanley | **21227039** | 6869448 | 6868925 | (523) |
| Norwegian Krone | 02/05/26 | Morgan Stanley | **31474333** | 3278878 | 3278840 | (38) |
| Unrealized Depreciation |  |  |  | $51495238 | $51492241 | $(2997) |
| **Sold Contracts** | **Settlement Date** | **Counterparty** | **Currency Amount Sold** | **Value at Settlement Date** | **Value at January 31, 2026** | **Unrealized (Depreciation)** |
| Australian Dollar | 02/05/26 | Morgan Stanley | **(59017586**) | $(39367251) | $(41344476) | $(1977225) |
| Australian Dollar | 03/03/26 | Morgan Stanley | **(59974500**) | (41997863) | (42013160) | (15297) |
| Swiss Franc | 02/05/26 | Morgan Stanley | **(42575797**) | (53898706) | (55322982) | (1424276) |
| Swiss Franc | 03/03/26 | Morgan Stanley | **(42742108**) | (55658932) | (55679902) | (20970) |
| Danish Krone | 02/05/26 | Morgan Stanley | **(64728806**) | (10192173) | (10314536) | (122363) |
| Danish Krone | 03/03/26 | Morgan Stanley | **(69981295**) | (11163329) | (11167413) | (4084) |
| Euro | 02/05/26 | Morgan Stanley | **(164300041**) | (193162398) | (195503401) | (2341003) |
| Euro | 03/03/26 | Morgan Stanley | **(170027301**) | (202489321) | (202552283) | (62962) |
| British Pound | 02/05/26 | Morgan Stanley | **(62391434**) | (83903940) | (85616276) | (1712336) |
| British Pound | 03/03/26 | Morgan Stanley | **(64152138**) | (87999156) | (88030217) | (31061) |
| Hong Kong Dollar | 03/03/26 | Morgan Stanley | **(99421479**) | (12739562) | (12743754) | (4192) |
| Israeli Shekel | 02/05/26 | Morgan Stanley | **(21227039**) | (6659900) | (6868925) | (209025) |
| Israeli Shekel | 03/03/26 | Morgan Stanley | **(22643053**) | (7326434) | (7328604) | (2170) |
| Japanese Yen | 02/05/26 | Morgan Stanley | **(22245062547**) | (142260424) | (144274135) | (2013711) |
| Japanese Yen | 03/03/26 | Morgan Stanley | **(23269679259**) | (151170265) | (151222246) | (51981) |

---

Schedule of Investments ─ NYLI FTSE International Equity Currency Neutral ETF (continued)

January 31, 2026 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Sold Contracts** | **Settlement Date** | **Counterparty** | **Currency Amount Sold** | **Value at Settlement Date** | **Value at January 31, 2026** | **Unrealized (Depreciation)** |
| South Korean Won<sup>#</sup> | 02/05/26 | Morgan Stanley | (54989260176) | $(38100934) | $(38209782) | $(108848) |
| South Korean Won<sup>#</sup> | 03/03/26 | Morgan Stanley | (70093729335) | (48474058) | (48754465) | (280407) |
| Norwegian Krone | 02/05/26 | Morgan Stanley | (31474333) | (3120203) | (3278840) | (158637) |
| Norwegian Krone | 03/03/26 | Morgan Stanley | (33664334) | (3505586) | (3506635) | (1049) |
| New Zealand Dollar | 02/05/26 | Morgan Stanley | (2312017) | (1331173) | (1398668) | (67495) |
| New Zealand Dollar | 03/03/26 | Morgan Stanley | (2333251) | (1412364) | (1412799) | (435) |
| Polish Zloty | 02/05/26 | Morgan Stanley | (9523966) | (2647713) | (2693122) | (45409) |
| Polish Zloty | 03/03/26 | Morgan Stanley | (10451172) | (2953884) | (2955086) | (1202) |
| Swedish Krona | 02/05/26 | Morgan Stanley | (172718939) | (18763630) | (19515908) | (752278) |
| Swedish Krona | 03/03/26 | Morgan Stanley | (183187345) | (20716905) | (20724401) | (7496) |
| Singapore Dollar | 02/05/26 | Morgan Stanley | (10789894) | (8405316) | (8505457) | (100141) |
| Singapore Dollar | 03/03/26 | Morgan Stanley | (11431033) | (9022624) | (9026296) | (3672) |
| Unrealized Depreciation |  |  |  | $(1258444044) | $(1269963769) | $(11519725) |
| Total Unrealized Depreciation |  |  |  |  |  | $**(11522722)** |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** |  |  |  | $**(11204254)** |

---

As of January 31, 2026, there was no collateral segregated by the counterparty for forward foreign currency contracts.

# Non-deliverable forward.

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the inputs used to value the Fund's investments as of January 31, 2026. For more information on the valuation techniques, and their aggregation into the levels used in the table below, please refer to the Fund's most recent semi-annual or annual financial statements. | The following is a summary of the inputs used to value the Fund's investments as of January 31, 2026. For more information on the valuation techniques, and their aggregation into the levels used in the table below, please refer to the Fund's most recent semi-annual or annual financial statements. | The following is a summary of the inputs used to value the Fund's investments as of January 31, 2026. For more information on the valuation techniques, and their aggregation into the levels used in the table below, please refer to the Fund's most recent semi-annual or annual financial statements. | The following is a summary of the inputs used to value the Fund's investments as of January 31, 2026. For more information on the valuation techniques, and their aggregation into the levels used in the table below, please refer to the Fund's most recent semi-annual or annual financial statements. | The following is a summary of the inputs used to value the Fund's investments as of January 31, 2026. For more information on the valuation techniques, and their aggregation into the levels used in the table below, please refer to the Fund's most recent semi-annual or annual financial statements. |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Asset Valuation Inputs** |  |  |  |  |
| Investments in Securities:<sup>(g)</sup> |  |  |  |  |
| &nbsp;&nbsp;Common Stocks | $1307703294 | $— | $— | $1307703294 |
| &nbsp;&nbsp;Preferred Stocks | 6266301 |  |  | 6266301 |
| &nbsp;&nbsp;Right | 5830 |  |  | 5830 |
| &nbsp;&nbsp;Investment Company | 2872947 |  |  | 2872947 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;Money Market Funds | 8301421 |  |  | 8301421 |
| Total Investments in Securities | 1325149793 |  |  | 1325149793 |
| Other Financial Instruments:<sup>(h)</sup> |  |  |  |  |
| &nbsp;&nbsp;Forward Foreign Currency Contracts |  | 318468 |  | 318468 |
| &nbsp;&nbsp;Swap Contracts |  |  |  |  |
| Total Other Financial Instruments |  | 318468 |  | 318468 |
| Total Investments in Securities and Other Financial Instruments | $1325149793 | $318468 | $— | $1325468261 |
| **Liability Valuation Inputs** |  |  |  |  |
| Other Financial Instruments:<sup>(h)</sup> |  |  |  |  |
| &nbsp;&nbsp;Forward Foreign Currency Contracts |  | (11522722) |  | (11522722) |

---

(g) For a complete listing of investments and their countries, see the Schedule of Investments.

(h) Reflects the unrealized appreciation (depreciation) of the instruments.

For the period ended January 31, 2026, the Fund did not have any transfers into or out of Level 3 within the fair value hierarchy.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1324070477.35

**Total Liabilities:** $18993534.04

**Net Assets:** $1305076943.31

**Cash Not Reported:** $6511.94

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158453 | 0.54%                | 3.19%                | 5.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $105977.49               | $2853301.22                                |
| Month 2  | $-1810322.97             | $42323147.06                               |
| Month 3  | $-180350.92              | $80696653.33                               |

### Schedule of Portfolio Investments

| Name                                                         | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13241.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-543.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Big Shopping Centers Ltd                                     | Big Shopping Centers Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3901 | NS      | $943945.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                | Rio Tinto PLC                                                | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     57160 | NS      | $5285141.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd                                        | Genting Singapore Ltd                                        | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |    516542 | NS      | $299179.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                                  | Makita Corp                                                  | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |     16365 | NS      | $567672.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                          | Deutsche Telekom AG                                          | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    187918 | NS      | $6297616.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                                  | Daiwa House Industry Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |     37890 | NS      | $1291983.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                  | Groupe Bruxelles Lambert NV                                  | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      5527 | NS      | $525360.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                    | Neste Oyj                                                    | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     22050 | NS      | $565559.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd                                        | Fast Retailing Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      9770 | NS      | $3724076.23   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd                                                   | Amrize Ltd                                                   | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |     27201 | NS      | $1432375.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7498.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                 | Chugai Pharmaceutical Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     35596 | NS      | $2030859.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                           | Smith & Nephew PLC                                           | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     48048 | NS      | $818898.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd                                               | Daifuku Co Ltd                                               | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |     22536 | NS      | $809052.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                             | Delivery Hero SE                                             | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |     12733 | NS      | $357489.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                                  | Tokyu Fudosan Holdings Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58954 | NS      | $545169.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunello Cucinelli SpA                                       | Brunello Cucinelli SpA                                       | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      2476 | NS      | $237414.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Svenska Handelsbanken AB                                     | Svenska Handelsbanken AB                                     | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     86581 | NS      | $1375163.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| LY Corp                                                      | LY Corp                                                      | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    168939 | NS      | $434339.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                                   | Japan Post Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |    110686 | NS      | $1330657.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Co PLC/The                                      | British Land Co PLC/The                                      | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |     58727 | NS      | $334279.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2693.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                   | Anheuser-Busch InBev SA/NV                                   | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     48337 | NS      | $3454860.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Zinc Co Ltd                                            | Korea Zinc Co Ltd                                            | CUSIP: 000000000<br>LEI: 988400D0HSQUB1I1VO41 | Long             | EC               | CORP              | KR        |       407 | NS      | $532713.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexteer Automotive Group Ltd                                 | Nexteer Automotive Group Ltd                                 | CUSIP: 000000000<br>LEI: 529900O9GGNBKMJ9UO48 | Long             | EC               | CORP              | US        |     53863 | NS      | $45933.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co Ltd                                          | Asahi Intecc Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |     16210 | NS      | $270061.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                          | Astellas Pharma Inc                                          | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    111333 | NS      | $1547374.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                               | Advantest Corp                                               | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     39629 | NS      | $6552169.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                            | Admiral Group PLC                                            | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     14998 | NS      | $565977.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Woori Financial Group Inc                                    | Woori Financial Group Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     67710 | NS      | $1422973.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co Ltd                                                 | Secom Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |     28388 | NS      | $1041408.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Korean Air Lines Co Ltd                                      | Korean Air Lines Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400C2UFBF4B660C58 | Long             | EC               | CORP              | KR        |     32343 | NS      | $523545.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-577.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                   | Inpex Corp                                                   | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     57156 | NS      | $1275691.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Sien                               | Banca Monte dei Paschi di Siena SpA                          | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    112904 | NS      | $1173122.77   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                       | AP Moller - Maersk A/S                                       | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       350 | NS      | $871487.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CapitaLand Investment Ltd/Sing                               | CapitaLand Investment Ltd/Singapore                          | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |    179734 | NS      | $436233.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                                    | Unibail-Rodamco-Westfield                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7120 | NS      | $787741.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                    | Repsol SA                                                    | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     64256 | NS      | $1265504.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co Ltd                                         | Hyundai Mobis Co Ltd                                         | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      4499 | NS      | $1403397.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                           | Publicis Groupe SA                                           | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     12816 | NS      | $1283765.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Corp                                                    | Lion Corp                                                    | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |     23587 | NS      | $253362.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Insulators Ltd                                           | NGK Insulators Ltd                                           | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |     28137 | NS      | $672873.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-221.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                | Akzo Nobel NV                                                | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      9764 | NS      | $688816.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dino Polska SA                                               | Dino Polska SA                                               | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |     35221 | NS      | $374186.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                      | BASF SE                                                      | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     49279 | NS      | $2694404.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                    | Kering SA                                                    | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      3821 | NS      | $1200738.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd/Australia                                | Endeavour Group Ltd/Australia                                | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |    121824 | NS      | $315772.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                                 | Brambles Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     80567 | NS      | $1264283.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                  | Novartis AG                                                  | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    102005 | NS      | $15183186.94  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group PLC/The                                           | Weir Group PLC/The                                           | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     15381 | NS      | $680898.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapletree Industrial Trust                                   | Mapletree Industrial Trust                                   | CUSIP: 000000000<br>LEI: 549300R7WZFHXNKDJF41 | Long             | EC               | CORP              | SG        |    295035 | NS      | $490562.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     98777 | NS      | $3913100.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22414.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                              | ASML Holding NV                                              | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     20736 | NS      | $29987248.80  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                              | Antofagasta PLC                                              | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | CL        |     18772 | NS      | $939720.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                | UniCredit SpA                                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     82520 | NS      | $7210609.34   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Electric Co Ltd                                   | HD Hyundai Electric Co Ltd                                   | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |      1547 | NS      | $955455.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                                    | Halma PLC                                                    | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     21563 | NS      | $1048663.73   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Inc/Japan                                        | Trend Micro Inc/Japan                                        | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      8420 | NS      | $330228.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT Group AG                                                 | VAT Group AG                                                 | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |      1622 | NS      | $1055705.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                    | Nokia Oyj                                                    | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    269549 | NS      | $1739315.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                            | NatWest Group PLC                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    425536 | NS      | $3884381.69   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                    | Tokio Marine Holdings Inc                                    | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    102064 | NS      | $3789190.51   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-41776.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                       | Aristocrat Leisure Ltd                                       | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |     31406 | NS      | $1178398.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                           | Cellnex Telecom SA                                           | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     30872 | NS      | $955637.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Bank of Korea                                     | Industrial Bank of Korea                                     | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |     57408 | NS      | $883414.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                                  | Subaru Corp                                                  | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     36606 | NS      | $789499.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp                                                   | Disco Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4928 | NS      | $2114510.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                    | Argenx SE                                                    | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      3249 | NS      | $2720319.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| SSE PLC                                                      | SSE PLC                                                      | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     68213 | NS      | $2267120.69   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                               | Atlas Copco AB                                               | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     82726 | NS      | $1496632.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                         | ASM International NV                                         | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      2422 | NS      | $2045177.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Straumann Holding AG                                         | Straumann Holding AG                                         | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |      5911 | NS      | $714647.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1379.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                          | SoftBank Group Corp                                          | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |    208904 | NS      | $5759553.43   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International                                | Raiffeisen Bank International AG                             | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |      9080 | NS      | $461032.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Insurance Co Ltd                                          | DB Insurance Co Ltd                                          | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |      5460 | NS      | $540917.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakao Corp                                                   | Kakao Corp                                                   | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |     20165 | NS      | $860171.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                                         | Fastighets AB Balder                                         | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     45278 | NS      | $342900.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                       | Mercedes-Benz Group AG                                       | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     41755 | NS      | $2870662.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rightmove PLC                                                | Rightmove PLC                                                | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |     45041 | NS      | $305576.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                               | Isetan Mitsukoshi Holdings Ltd                               | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     21231 | NS      | $340706.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                                           | Honda Motor Co Ltd                                           | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    213897 | NS      | $2156163.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                    | Airbus SE                                                    | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     31376 | NS      | $7218965.95   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22138.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                     | United Overseas Bank Ltd                                     | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     67461 | NS      | $2034462.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                           | Deutsche Boerse AG                                           | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     10185 | NS      | $2584477.98   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                               | Atlas Copco AB                                               | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    136236 | NS      | $2827909.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Ageas SA/NV                                                  | Ageas SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     10823 | NS      | $771894.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                   | Diageo PLC                                                   | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    120391 | NS      | $2768036.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                              | UPM-Kymmene Oyj                                              | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |     27990 | NS      | $778184.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Bandai Namco Holdings Inc                                    | Bandai Namco Holdings Inc                                    | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     32397 | NS      | $842162.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewpie Corp                                                  | Kewpie Corp                                                  | CUSIP: 000000000<br>LEI: 529900LQQ53U4P4VZN24 | Long             | EC               | CORP              | JP        |     13710 | NS      | $385277.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                   | Samsung Electronics Co Ltd                                   | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |    252608 | NS      | $28167002.92  | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| M3 Inc                                                       | M3 Inc                                                       | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |     25739 | NS      | $318775.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9733.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                             | SBI Holdings Inc                                             | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     38306 | NS      | $865150.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                                | Coloplast A/S                                                | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      7124 | NS      | $608306.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EBOS Group Ltd                                               | EBOS Group Ltd                                               | CUSIP: 000000000<br>LEI: 254900KJ40C7HBYTWC21 | Long             | EC               | CORP              | AU        |      9386 | NS      | $145959.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                           | Vodafone Group PLC                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1007115 | NS      | $1484282.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                       | Koninklijke Philips NV                                       | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     41139 | NS      | $1180951.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                                | Jardine Matheson Holdings Ltd                                | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |     10084 | NS      | $733812.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ST Engineering                                               | Singapore Technologies Engineering Ltd                       | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |    107140 | NS      | $827401.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                                   | Haleon PLC                                                   | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    484946 | NS      | $2521455.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co Ltd                                                | Sanrio Co Ltd                                                | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |     11314 | NS      | $348749.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica e                                | Recordati Industria Chimica e Farmaceutica SpA               | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      8078 | NS      | $445328.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7516.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1936.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                  | Brenntag SE                                                  | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      7759 | NS      | $474449.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Sanso Holdings Corp                                   | Nippon Sanso Holdings Corp                                   | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |     13560 | NS      | $412091.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuraray Co Ltd                                               | Kuraray Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |     28014 | NS      | $302458.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                          | Imperial Brands PLC                                          | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     42787 | NS      | $1800185.83   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                                            | Sekisui House Ltd                                            | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     45639 | NS      | $1017158.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Westpac Banking Corp                                         | Westpac Banking Corp                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |    191344 | NS      | $5203666.73   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Real Estate Master Fund                               | Nomura Real Estate Master Fund Inc                           | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               | CORP              | JP        |       482 | NS      | $522119.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                               | Sumitomo Mitsui Financial Group Inc                          | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    204124 | NS      | $7240804.67   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Migdal Insurance & Financial H                               | Migdal Insurance & Financial Holdings Ltd                    | CUSIP: 000000000<br>LEI: 549300W4Y1WPXVCYYE42 | Long             | EC               | CORP              | IL        |    172031 | NS      | $929626.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc/T                               | Kansai Electric Power Co Inc/The                             | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     59306 | NS      | $948834.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-667.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                | AIB Group PLC                                                | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    116008 | NS      | $1304189.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Technology One Ltd                                           | Technology One Ltd                                           | CUSIP: 000000000<br>LEI: 875500YEWBJIM91P9N12 | Long             | EC               | CORP              | AU        |     20782 | NS      | $366736.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                             | Pernod Ricard SA                                             | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |     10295 | NS      | $919541.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                                         | Galp Energia SGPS SA                                         | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     26640 | NS      | $530213.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                    | Shin-Etsu Chemical Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |    103159 | NS      | $3429939.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                                  | Investor AB                                                  | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |    125076 | NS      | $4849172.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                              | Nintendo Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     54604 | NS      | $3559206.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                                            | Japan Tobacco Inc                                            | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     67530 | NS      | $2443179.89   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Bakeries NV                                            | Lotus Bakeries NV                                            | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |        24 | NS      | $282661.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Wise PLC                                                     | Wise PLC                                                     | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |     41724 | NS      | $539921.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-44318.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                  | Komatsu Ltd                                                  | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     55718 | NS      | $2141527.43   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                                           | Burberry Group PLC                                           | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     20264 | NS      | $305602.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                           | Anglo American PLC                                           | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     57014 | NS      | $2666333.37   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                             | Novo Nordisk A/S                                             | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    168809 | NS      | $9938087.99   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                     | Mitsubishi Electric Corp                                     | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    111906 | NS      | $3503863.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kikkoman Corp                                                | Kikkoman Corp                                                | CUSIP: 000000000<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |     50473 | NS      | $454963.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Orion Oyj                                                    | Orion Oyj                                                    | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      6073 | NS      | $503205.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                                 | Mirvac Group                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    317127 | NS      | $444326.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                                                    | Orsted AS                                                    | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     25261 | NS      | $569833.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                          | Macquarie Group Ltd                                          | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     19941 | NS      | $2964083.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8489.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                  | Telenor ASA                                                  | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     38330 | NS      | $646882.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurizon Holdings Ltd                                         | Aurizon Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |    166161 | NS      | $429531.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                             | Transurban Group                                             | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |    181664 | NS      | $1775342.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                    | Aviva PLC                                                    | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    168048 | NS      | $1466179.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                            | Telstra Group Ltd                                            | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    258231 | NS      | $882810.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                                | Scentre Group                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    379907 | NS      | $1085866.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                   | Allianz SE                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     21125 | NS      | $9343875.66   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                   | Skanska AB                                                   | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     21845 | NS      | $668509.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                                 | Bankinter SA                                                 | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     35356 | NS      | $606525.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                             | Coca-Cola HBC AG                                             | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     11668 | NS      | $632450.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-848.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                                | Telefonica SA                                                | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    221559 | NS      | $900121.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Davide Campari-Milano NV                                     | Davide Campari-Milano NV                                     | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | IT        |     38860 | NS      | $276640.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nice Ltd                                                     | Nice Ltd                                                     | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      3099 | NS      | $332021.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                                  | ITOCHU Corp                                                  | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    345198 | NS      | $4410639.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                    | Thales SA                                                    | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      5073 | NS      | $1544990.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                 | Takeda Pharmaceutical Co Ltd                                 | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     91952 | NS      | $3124675.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co                                     | Central Japan Railway Co                                     | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     53537 | NS      | $1494774.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                               | Mitsubishi Heavy Industries Ltd                              | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |    173893 | NS      | $5094142.79   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritz Financial Group Inc                                   | Meritz Financial Group Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6321 | NS      | $512038.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAR Group Ltd                                                | CAR Group Ltd                                                | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |     24958 | NS      | $482567.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $327.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                    | Telecom Italia SpA/Milano                                    | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   1044844 | NS      | $708512.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                               | Rheinmetall AG                                               | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      2409 | NS      | $5105562.23   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteogen Inc                                                 | Alteogen Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2338 | NS      | $670830.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken                                | Skandinaviska Enskilda Banken AB                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     89566 | NS      | $1936056.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanwa Holdings Corp                                          | Sanwa Holdings Corp                                          | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |     14565 | NS      | $330464.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                    | Gecina SA                                                    | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |      4034 | NS      | $371687.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                            | Suncorp Group Ltd                                            | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     69535 | NS      | $828116.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                            | Sonova Holding AG                                            | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      2834 | NS      | $778379.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                       | SAP SE                                                       | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     54954 | NS      | $11150579.65  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd                               | Galaxy Entertainment Group Ltd                               | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |    126823 | NS      | $646318.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2208.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                  | Cie Financiere Richemont SA                                  | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     28170 | NS      | $5470844.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Electric Power Co Inc                                 | Kyushu Electric Power Co Inc                                 | CUSIP: 000000000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |     34312 | NS      | $383135.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                           | Intertek Group PLC                                           | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      8418 | NS      | $515663.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PL                               | London Stock Exchange Group PLC                              | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |     26637 | NS      | $2968804.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                              | Sandoz Group AG                                              | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |     23034 | NS      | $1830037.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Holdings Co Ltd                                       | Yamato Holdings Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24856 | NS      | $325564.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Logistics Fund Inc                                     | Japan Logistics Fund Inc                                     | CUSIP: 000000000<br>LEI: 3538004KZWISCQO70151 | Long             | EC               | CORP              | JP        |       559 | NS      | $366361.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bic Camera Inc                                               | Bic Camera Inc                                               | CUSIP: 000000000<br>LEI: 353800MQU1LJXY6N8N97 | Long             | EC               | CORP              | JP        |     16529 | NS      | $184030.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AXA SA                                                       | AXA SA                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     92091 | NS      | $4210256.17   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP SA                                                       | EDP SA                                                       | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    171921 | NS      | $882941.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1246.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                             | Spirax Group PLC                                             | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      4350 | NS      | $433668.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Foods Ltd                                                 | NH Foods Ltd                                                 | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |     10297 | NS      | $465120.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                        | Dexus                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     87211 | NS      | $410562.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp                                       | Yokogawa Electric Corp                                       | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |     19219 | NS      | $638889.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                                      | AGC Inc                                                      | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     16885 | NS      | $623801.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                                  | NIPPON EXPRESS HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19026 | NS      | $432543.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                                          | Swatch Group AG/The                                          | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      2276 | NS      | $540884.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Geberit AG                                                   | Geberit AG                                                   | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |      1928 | NS      | $1476201.29   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                                 | Nippon Paint Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |     60236 | NS      | $400050.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Pearson PLC                                                  | Pearson PLC                                                  | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     39325 | NS      | $516648.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20294.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                   | Fortum Oyj                                                   | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |     23193 | NS      | $549487.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koito Manufacturing Co Ltd                                   | Koito Manufacturing Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19908 | NS      | $311731.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                    | Ono Pharmaceutical Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     31056 | NS      | $463544.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Lonza Group AG                                               | Lonza Group AG                                               | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      3704 | NS      | $2525290.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                    | Stockland                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    189644 | NS      | $716088.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                   | Bank Polska Kasa Opieki SA                                   | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |     11493 | NS      | $704591.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                                 | Techtronic Industries Co Ltd                                 | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     81162 | NS      | $1106797.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                    | Orkla ASA                                                    | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     42381 | NS      | $504207.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley PLC                                                  | Beazley PLC                                                  | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |     34741 | NS      | $540139.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                                    | APA Group                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     91818 | NS      | $569902.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25274.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aozora Bank Ltd                                              | Aozora Bank Ltd                                              | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |     15890 | NS      | $257725.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| POSCO Holdings Inc                                           | POSCO Holdings Inc                                           | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      5473 | NS      | $1321291.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                 | GEA Group AG                                                 | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      9320 | NS      | $669689.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                                     | Mowi ASA                                                     | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     24692 | NS      | $569515.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                            | Origin Energy Ltd                                            | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |    102308 | NS      | $845727.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard FTSE Developed Markets ETF                          | Vanguard FTSE Developed Markets ETF                          | CUSIP: 921943858<br>LEI: N/A                  | Long             | EC               | RF                | US        |     72074 | NS      | $4771298.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group PLC                                    | Legal & General Group PLC                                    | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |    301269 | NS      | $1095967.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                            | Elbit Systems Ltd                                            | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |      1071 | NS      | $761732.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                   | Oriental Land Co Ltd/Japan                                   | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |     61433 | NS      | $1079040.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp                                                  | Terumo Corp                                                  | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |     85089 | NS      | $1112842.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2713.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29240.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                      | Bank Leumi Le-Israel BM                                      | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |    108153 | NS      | $2615284.01   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ CheilJedang Corp                                          | CJ CheilJedang Corp                                          | CUSIP: 000000000<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |      2256 | NS      | $334622.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marui Group Co Ltd                                           | Marui Group Co Ltd                                           | CUSIP: 000000000<br>LEI: 52990081ZYFHQZEEMU57 | Long             | EC               | CORP              | JP        |     18748 | NS      | $367765.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Ltd                                   | Hongkong Land Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |     71423 | NS      | $606381.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sands China Ltd                                              | Sands China Ltd                                              | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | MO        |    140882 | NS      | $307210.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MMG Ltd                                                      | MMG Ltd                                                      | CUSIP: 000000000<br>LEI: 529900XB5IQXFMSWEC48 | Long             | EC               | CORP              | AU        |    242590 | NS      | $319634.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Swedbank AB                                                  | Swedbank AB                                                  | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     46154 | NS      | $1807629.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                     | Snam SpA                                                     | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |    157723 | NS      | $1087913.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Israel Discount Bank Ltd                                     | Israel Discount Bank Ltd                                     | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    113354 | NS      | $1344299.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                                             | Asahi Kasei Corp                                             | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    100270 | NS      | $974684.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25567.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                              | BAE Systems PLC                                              | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    161843 | NS      | $4384039.11   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB24 Ltd                                                    | HUB24 Ltd                                                    | CUSIP: 000000000<br>LEI: 529900O2RAS904TFIR32 | Long             | EC               | CORP              | AU        |      5312 | NS      | $377676.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRADA SpA                                                    | PRADA SpA                                                    | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |     32176 | NS      | $164964.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                                | Assa Abloy AB                                                | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     56472 | NS      | $2295944.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga Milk Industry Co Ltd                                | Morinaga Milk Industry Co Ltd                                | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |      9130 | NS      | $235559.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                   | Vonovia SE                                                   | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     39551 | NS      | $1157950.59   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                             | Bridgestone Corp                                             | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     72717 | NS      | $1642802.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN Holdings Inc                                          | TOPPAN Holdings Inc                                          | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     16742 | NS      | $517041.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimamura Co Ltd                                             | Shimamura Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4825 | NS      | $324513.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nisshin Seifun Group Inc                                     | Nisshin Seifun Group Inc                                     | CUSIP: 000000000<br>LEI: 529900N4QFZS1P6PYX29 | Long             | EC               | CORP              | JP        |     30253 | NS      | $385173.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3456.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                | Sumitomo Corp                                                | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     60610 | NS      | $2455282.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP J-Reit                                                   | GLP J-Reit                                                   | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |       524 | NS      | $483033.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autotrader Group PLC                                         | Autotrader Group PLC                                         | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     50890 | NS      | $375705.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                      | Saab AB                                                      | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     20538 | NS      | $1608517.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                                | AIA Group Ltd                                                | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    572162 | NS      | $6619311.46   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries L                               | Sumitomo Electric Industries Ltd                             | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     46364 | NS      | $2020948.63   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Episholdings Co Ltd                                  | Samsung Episholdings Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       449 | NS      | $189032.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                             | Severn Trent PLC                                             | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |     15992 | NS      | $642550.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keisei Electric Railway Co Ltd                               | Keisei Electric Railway Co Ltd                               | CUSIP: 000000000<br>LEI: 529900VNP95IIHXPCY17 | Long             | EC               | CORP              | JP        |     32691 | NS      | $258756.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                      | EXOR NV                                                      | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |      5318 | NS      | $437166.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2313.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                     | Engie SA                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     99024 | NS      | $2956889.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                        | Idemitsu Kosan Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     57793 | NS      | $489475.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                                  | Hankyu Hanshin Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20367 | NS      | $569842.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp                                                     | IHI Corp                                                     | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     53834 | NS      | $1245168.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co Ltd                                       | Zensho Holdings Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |      6277 | NS      | $340868.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc                                             | Dentsu Group Inc                                             | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |     14599 | NS      | $283206.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Epiroc AB                                                    | Epiroc AB                                                    | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     35696 | NS      | $1006895.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp                                             | Nitto Denko Corp                                             | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     43471 | NS      | $965458.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                                  | Hitachi Ltd                                                  | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    237374 | NS      | $8249462.04   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                                      | Panasonic Holdings Corp                                      | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    129756 | NS      | $1780717.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-765.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                                       | Brother Industries Ltd                                       | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     18898 | NS      | $384918.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HENDERSON LAND                                               | Henderson Land Development Co Ltd                            | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |    110808 | NS      | $441546.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                               | Wesfarmers Ltd                                               | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |     64534 | NS      | $3768646.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lixil Corp                                                   | Lixil Corp                                                   | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |     28899 | NS      | $332059.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Inc                                                       | SK Inc                                                       | CUSIP: 000000000<br>LEI: 988400GMME8AOAFMDK34 | Long             | EC               | CORP              | KR        |      3945 | NS      | $914031.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                             | Roche Holding AG                                             | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     38696 | NS      | $17623124.73  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                       | Standard Chartered PLC                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     97494 | NS      | $2491098.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co                                        | West Japan Railway Co                                        | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |     33802 | NS      | $692211.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                        | STMicroelectronics NV                                        | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |     36225 | NS      | $1027175.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexon Co Ltd                                                 | Nexon Co Ltd                                                 | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |     25093 | NS      | $599102.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-48509.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HKEX                                                         | Hong Kong Exchanges & Clearing Ltd                           | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     65483 | NS      | $3623923.15   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                                 | Cochlear Ltd                                                 | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      3979 | NS      | $750113.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                               | BNP Paribas SA                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     53787 | NS      | $5835702.02   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                    | Arkema SA                                                    | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      3859 | NS      | $233446.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                            | National Grid PLC                                            | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    266928 | NS      | $4521875.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                         | Woolworths Group Ltd                                         | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     71614 | NS      | $1552234.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                     | RELX PLC                                                     | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     98368 | NS      | $3481276.63   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                           | Teleperformance SE                                           | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      3055 | NS      | $198437.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd                                  | Suntory Beverage & Food Ltd                                  | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     12930 | NS      | $408452.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                                          | WiseTech Global Ltd                                          | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |     11020 | NS      | $447763.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11614.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                   | Dai Nippon Printing Co Ltd                                   | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     31180 | NS      | $559384.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                                 | Carlsberg AS                                                 | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      4759 | NS      | $646693.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                 | Iberdrola SA                                                 | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    356832 | NS      | $8033792.86   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Seatrium Ltd                                                 | Seatrium Ltd                                                 | CUSIP: 000000000<br>LEI: 254900MQNHWMN6X1NV39 | Long             | EC               | CORP              | SG        |    134013 | NS      | $222826.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Region Group                                                 | Region Group                                                 | CUSIP: 000000000<br>LEI: 549300MS6NZV0B7K7D28 | Long             | EC               | CORP              | AU        |    203777 | NS      | $329766.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd                                     | Asahi Group Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     93225 | NS      | $974493.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Celltrion Inc                                                | Celltrion Inc                                                | CUSIP: 000000000<br>LEI: 988400JFZG785WJX3D68 | Long             | EC               | CORP              | KR        |      9602 | NS      | $1400875.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                                   | Legrand SA                                                   | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     14585 | NS      | $2342400.49   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                   | Dai-ichi Life Holdings Inc                                   | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    201489 | NS      | $1766588.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsonite Group SA                                           | Samsonite Group SA                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87763 | NS      | $222281.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-963.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| mBank SA                                                     | mBank SA                                                     | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | EC               | CORP              | PL        |       973 | NS      | $285597.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAC Technologies Holdings Inc                                | AAC Technologies Holdings Inc                                | CUSIP: 000000000<br>LEI: 549300SKEDE1VKS0A552 | Long             | EC               | CORP              | CN        |     45750 | NS      | $216749.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                                                 | Leonardo SpA                                                 | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |     22762 | NS      | $1524543.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co Ltd                                                  | Obic Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22724 | NS      | $632989.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                   | Grifols SA                                                   | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |     26312 | NS      | $337750.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Smiths Group PLC                                             | Smiths Group PLC                                             | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     20008 | NS      | $689145.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                        | Schneider Electric SE                                        | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     29126 | NS      | $8395667.04   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                     | Bayer AG                                                     | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     53810 | NS      | $2852522.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                            | HSBC Holdings PLC                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    908824 | NS      | $16030661.15  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                                 | Santen Pharmaceutical Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |     30948 | NS      | $348681.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $615.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                 | Carrefour SA                                                 | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     32809 | NS      | $540194.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                                            | Computershare Ltd                                            | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |     33575 | NS      | $769370.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp                                                    | KT&G Corp                                                    | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |     10238 | NS      | $1094642.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                            | Toyota Motor Corp                                            | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    571812 | NS      | $12988650.64  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                                | Nemetschek SE                                                | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |      3507 | NS      | $308528.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire & Marine Insuranc                               | Samsung Fire & Marine Insurance Co Ltd                       | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |      2748 | NS      | $956473.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung C&T Corp                                             | Samsung C&T Corp                                             | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |      6741 | NS      | $1411985.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                                                 | SIG Group AG                                                 | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |     20242 | NS      | $313862.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Mizuho Financial Group Inc                                   | Mizuho Financial Group Inc                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |    136307 | NS      | $5993584.73   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                             | ArcelorMittal SA                                             | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     22899 | NS      | $1252582.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2464.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo SA                                                   | Syensqo SA                                                   | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |      4161 | NS      | $351559.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Lasertec Corp                                                | Lasertec Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4544 | NS      | $1071931.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BayCurrent Inc                                               | BayCurrent Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8523 | NS      | $300620.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Motor Co                                             | Hyundai Motor Co                                             | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |     11441 | NS      | $3974225.37   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                                                     | Telefonaktiebolaget LM Ericsson                              | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    151611 | NS      | $1655479.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                | Alfa Laval AB                                                | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |     16833 | NS      | $983862.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad NV                                                  | Randstad NV                                                  | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      7133 | NS      | $255507.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Pandora A/S                                                  | Pandora A/S                                                  | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      4230 | NS      | $342998.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                      | CSL Ltd                                                      | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |     26306 | NS      | $3343328.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                 | Unilever PLC                                                 | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    115622 | NS      | $7838712.43   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13930.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21499.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                 | 3i Group PLC                                                 | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     52430 | NS      | $2410946.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vend Marketplaces ASA                                        | Vend Marketplaces ASA                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |      9196 | NS      | $255022.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC                                         | Endeavour Mining PLC                                         | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     12469 | NS      | $722409.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yaskawa Electric Corp                                        | Yaskawa Electric Corp                                        | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |     17609 | NS      | $561054.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Money Forward Inc                                            | Money Forward Inc                                            | CUSIP: 000000000<br>LEI: 35380017JS3GIGP6WN95 | Long             | EC               | CORP              | JP        |      3688 | NS      | $93311.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd                                                | REA Group Ltd                                                | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |      3249 | NS      | $431887.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                                         | Lottery Corp Ltd/The                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    153783 | NS      | $554823.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                   | Verbund AG                                                   | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |      4305 | NS      | $317274.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DSV A/S                                                      | DSV A/S                                                      | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |     10360 | NS      | $2919588.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                    | Land Securities Group PLC                                    | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |     49248 | NS      | $439611.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-949.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                   | Boliden AB                                                   | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     16916 | NS      | $1197386.61   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                     | Mitsubishi Estate Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     68231 | NS      | $1742708.03   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commerci                               | CapitaLand Integrated Commercial Trust                       | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |    518999 | NS      | $977468.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                                        | Kirin Holdings Co Ltd                                        | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     60889 | NS      | $944162.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                  | Aker BP ASA                                                  | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     17431 | NS      | $510996.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kotobuki Spirits Co Ltd                                      | Kotobuki Spirits Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10768 | NS      | $124809.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indutrade AB                                                 | Indutrade AB                                                 | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |     16865 | NS      | $398179.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                                 | Klepierre SA                                                 | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     13896 | NS      | $536280.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                    | adidas AG                                                    | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      9093 | NS      | $1613434.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| a2 Milk Co Ltd/The                                           | a2 Milk Co Ltd/The                                           | CUSIP: 000000000<br>LEI: 529900PVC9CV0KFA2U62 | Long             | EC               | CORP              | NZ        |     39646 | NS      | $235245.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2651.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                | KION Group AG                                                | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      4698 | NS      | $333663.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GQG Partners Inc                                             | GQG Partners Inc                                             | CUSIP: 000000000<br>LEI: 254900I3AQSQQQA75U50 | Long             | EC               | CORP              | US        |     36554 | NS      | $40204.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd                                                     | Xero Ltd                                                     | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |      9147 | NS      | $600743.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Aerospace Co Ltd                                      | Hanwha Aerospace Co Ltd                                      | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |      2021 | NS      | $1825274.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                               | Fisher & Paykel Healthcare Corp Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     34127 | NS      | $803170.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                        | Mitsui Fudosan Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    156247 | NS      | $1790266.91   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                    | Zurich Insurance Group AG                                    | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      7870 | NS      | $5610843.45   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                                      | Tower Semiconductor Ltd                                      | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |      7701 | NS      | $1050091.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohm Co Ltd                                                  | Rohm Co Ltd                                                  | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |     28505 | NS      | $497811.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                      | WPP PLC                                                      | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     62443 | NS      | $258604.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9716.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                    | Sofina SA                                                    | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |      1160 | NS      | $339479.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopro BM Co Ltd                                             | Ecopro BM Co Ltd                                             | CUSIP: 000000000<br>LEI: 988400KB3FIHJINXCS55 | Long             | EC               | CORP              | KR        |      4037 | NS      | $650676.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                         | Schindler Holding AG                                         | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      3583 | NS      | $1387508.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries                               | Teva Pharmaceutical Industries Ltd                           | CUSIP: 000000000<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     59623 | NS      | $1948590.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                             | DSM-Firmenich AG                                             | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |     10399 | NS      | $818974.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                           | Koninklijke KPN NV                                           | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    227354 | NS      | $1111102.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                                                   | Tosoh Corp                                                   | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     27148 | NS      | $443667.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                              | Pro Medicus Ltd                                              | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |      3205 | NS      | $413397.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                  | NN Group NV                                                  | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     16222 | NS      | $1288759.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                       | UCB SA                                                       | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      6417 | NS      | $1949727.33   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7891.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Ltd                                     | Xinyi Glass Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 52990082YXVVZFK1QJ17 | Long             | EC               | CORP              | HK        |    137527 | NS      | $179971.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Aena SME SA                                                  | Aena SME SA                                                  | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     39220 | NS      | $1223846.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PZU                                                          | Powszechny Zaklad Ubezpieczen SA                             | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |     44710 | NS      | $886019.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                       | Otsuka Holdings Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25673 | NS      | $1537950.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow PLC                                           | Barratt Redrow PLC                                           | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |     78066 | NS      | $415863.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro PLC                                                    | Segro PLC                                                    | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     70139 | NS      | $730139.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                       | DBS Group Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    107160 | NS      | $4999111.11   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Heavy Industries Co Lt                               | Samsung Heavy Industries Co Ltd                              | CUSIP: 000000000<br>LEI: 988400OSK0T9LDTWNC20 | Long             | EC               | CORP              | KR        |     47612 | NS      | $974137.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Convatec Group PLC                                           | Convatec Group PLC                                           | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |    102701 | NS      | $324142.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                    | Nestle SA                                                    | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    133270 | NS      | $12708286.60  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3785.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK Innovation Co Ltd                                         | SK Innovation Co Ltd                                         | CUSIP: 000000000<br>LEI: 988400PXP70BWVSJVF07 | Long             | EC               | CORP              | KR        |      6245 | NS      | $485924.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Institutional Preferred Government Money Market Fund | Dreyfus Institutional Preferred Government Money Market Fund | CUSIP: 26200X100<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |    539036 | NS      | $539035.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALS Ltd                                                      | ALS Ltd                                                      | CUSIP: 000000000<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |     35121 | NS      | $606242.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                                                | Obayashi Corp                                                | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     48780 | NS      | $1102656.94   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                                               | BPER Banca SPA                                               | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     85257 | NS      | $1202409.93   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                    | Kesko Oyj                                                    | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     16514 | NS      | $419244.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                     | Lloyds Banking Group PLC                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   3172255 | NS      | $4742733.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramsay Health Care Ltd                                       | Ramsay Health Care Ltd                                       | CUSIP: 000000000<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |     13884 | NS      | $353653.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings                               | MS&AD Insurance Group Holdings Inc                           | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     72615 | NS      | $1850915.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Semiconductor Co Ltd                                   | Hanmi Semiconductor Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5023 | NS      | $736315.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-319.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                       | KB Financial Group Inc                                       | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |     23607 | NS      | $2217358.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Arteria Ltd                                            | Atlas Arteria Ltd                                            | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |     96122 | NS      | $334671.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                       | SKF AB                                                       | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     22194 | NS      | $583165.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Daito Trust Cons                                             | Daito Trust Construction Co Ltd                              | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     24101 | NS      | $489800.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                      | E.ON SE                                                      | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    124870 | NS      | $2653884.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                                | Persimmon PLC                                                | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     18913 | NS      | $364904.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                                                    | Alstom SA                                                    | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     19793 | NS      | $636235.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Stora Enso Oyj                                               | Stora Enso Oyj                                               | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     31484 | NS      | $364737.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Intesa Sanpaolo SpA                                          | Intesa Sanpaolo SpA                                          | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    844985 | NS      | $5997264.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                                      | TIS Inc                                                      | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |     14626 | NS      | $426473.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $224.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                     | Alcon AG                                                     | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     27172 | NS      | $2202553.39   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                            | Hannover Rueck SE                                            | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      3607 | NS      | $1024711.03   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                       | SGS SA                                                       | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |      9709 | NS      | $1170047.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                     | Volvo AB                                                     | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     95303 | NS      | $3488172.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| International Consolidated Air                               | International Consolidated Airlines Group SA                 | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |    119391 | NS      | $685155.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp                                                 | Kyocera Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88345 | NS      | $1321796.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp                                                     | SMC Corp                                                     | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      3310 | NS      | $1290655.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTO Ltd                                                     | TOTO Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11253 | NS      | $354601.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                                     | CapitaLand Ascendas REIT                                     | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |    350944 | NS      | $788172.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                          | EssilorLuxottica SA                                          | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     15575 | NS      | $4778596.33   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-797.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                               | Var Energi ASA                                               | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |     46150 | NS      | $167646.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Cellulosa AB SCA                                     | Svenska Cellulosa AB SCA                                     | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     35832 | NS      | $451530.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Music Group NV                                     | Universal Music Group NV                                     | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     51678 | NS      | $1271385.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development                                | Sumitomo Realty & Development Co Ltd                         | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |     40906 | NS      | $1138929.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                                    | Link REIT                                                    | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |    161586 | NS      | $743200.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                                    | InPost SA                                                    | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | PL        |     15421 | NS      | $242162.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopro Materials Co Ltd                                      | Ecopro Materials Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4069 | NS      | $190813.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                                  | South32 Ltd                                                  | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    288065 | NS      | $932334.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Group                                           | Charter Hall Group                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     35404 | NS      | $570700.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                             | Wartsila OYJ Abp                                             | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     24948 | NS      | $1015039.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7238.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                     | Daimler Truck Holding AG                                     | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     28642 | NS      | $1395674.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                | Koninklijke Ahold Delhaize NV                                | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     50755 | NS      | $1990155.37   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shizuoka Financial Group Inc                                 | Shizuoka Financial Group Inc                                 | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |     39773 | NS      | $649218.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                              | Mitsubishi Corp                                              | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    177984 | NS      | $4727087.05   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                     | Nexi SpA                                                     | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |     31000 | NS      | $132949.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Daikin Industries Ltd                                        | Daikin Industries Ltd                                        | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     15708 | NS      | $1892474.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                        | Julius Baer Group Ltd                                        | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     12912 | NS      | $1083531.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                         | Banco de Sabadell SA                                         | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    271924 | NS      | $1069153.23   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                    | Epiroc AB                                                    | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     22718 | NS      | $570243.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                                          | Nomura Holdings Inc                                          | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    183353 | NS      | $1679487.81   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-266.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-491.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                  | National Australia Bank Ltd                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |    171293 | NS      | $5204369.62   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                    | Woodside Energy Group Ltd                                    | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |    108756 | NS      | $1932915.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd                                | Nomura Research Institute Ltd                                | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     25709 | NS      | $783469.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                   | Ferrari NV                                                   | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |      6538 | NS      | $2184051.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Auckland International Airport                               | Auckland International Airport Ltd                           | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |    121942 | NS      | $609230.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopro Co Ltd                                                | Ecopro Co Ltd                                                | CUSIP: 000000000<br>LEI: 9884006OCHPD0V2O6P20 | Long             | EC               | CORP              | KR        |      8485 | NS      | $957907.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co Ltd                                                 | Eisai Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |     16429 | NS      | $459130.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd                                | Kawasaki Heavy Industries Ltd                                | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |      9775 | NS      | $815850.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                              | Mitsui & Co Ltd                                              | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    141130 | NS      | $4606440.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent Inc                                               | CyberAgent Inc                                               | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |     31239 | NS      | $283613.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-722.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment C                               | Wharf Real Estate Investment Co Ltd                          | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | HK        |    109366 | NS      | $380625.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                                      | M&G PLC                                                      | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |    119062 | NS      | $505506.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USS Co Ltd                                                   | USS Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |     38118 | NS      | $421803.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                     | CTS Eventim AG & Co KGaA                                     | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |      3636 | NS      | $306900.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                    | Holcim AG                                                    | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     27347 | NS      | $2824726.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                      | Naturgy Energy Group SA                                      | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     17718 | NS      | $558153.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                           | Tokyo Electron Ltd                                           | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     24138 | NS      | $6464026.84   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Pola Orbis Holdings Inc                                      | Pola Orbis Holdings Inc                                      | CUSIP: 000000000<br>LEI: 353800E8OIV0XYBABS79 | Long             | EC               | CORP              | JP        |     21565 | NS      | $188934.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nissan Chemical Corp                                         | Nissan Chemical Corp                                         | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |     11075 | NS      | $382161.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HLB Inc                                                      | HLB Inc                                                      | CUSIP: 000000000<br>LEI: 988400ZL885PLZG8E576 | Long             | EC               | CORP              | KR        |      8257 | NS      | $318371.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9200.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                  | Equinor ASA                                                  | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     35755 | NS      | $957285.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                  | Moncler SpA                                                  | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     13619 | NS      | $794055.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                                              | Adecco Group AG                                              | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     11006 | NS      | $323298.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEPCO                                                        | Tokyo Electric Power Co Holdings Inc                         | CUSIP: 000000000<br>LEI: 5299004EMJ3R4RVR5Y75 | Long             | EC               | CORP              | JP        |     94775 | NS      | $356896.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden Joinery Group PLC                                     | Howden Joinery Group PLC                                     | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |     33461 | NS      | $384324.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                                 | Olympus Corp                                                 | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     62788 | NS      | $749336.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RENK Group AG                                                | RENK Group AG                                                | CUSIP: 000000000<br>LEI: 894500H8CNSZ53EI6K63 | Long             | EC               | CORP              | DE        |      4225 | NS      | $271671.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workman Co Ltd                                               | Workman Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3079 | NS      | $126944.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Beverage PCL                                            | Thai Beverage PCL                                            | CUSIP: 000000000<br>LEI: 529900VZFHQZ684D8L07 | Long             | EC               | CORP              | TH        |    386647 | NS      | $146249.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nibe Industrier AB                                           | Nibe Industrier AB                                           | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |     82121 | NS      | $316340.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-893.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                                    | Canon Inc                                                    | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     52404 | NS      | $1591551.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurita Water Industries Ltd                                  | Kurita Water Industries Ltd                                  | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |     10115 | NS      | $505750.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                   | Samsung Electronics Co Ltd                                   | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |     47166 | NS      | $3846942.06   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Steel Works Ltd/The                                    | Japan Steel Works Ltd/The                                    | CUSIP: 000000000<br>LEI: 529900AWFTILIHHO0936 | Long             | EC               | CORP              | JP        |      4755 | NS      | $263087.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                                                      | NTT Inc                                                      | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   1700744 | NS      | $1707800.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MatsukiyoCocokara & Co                                       | MatsukiyoCocokara & Co                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24743 | NS      | $397466.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                   | Renault SA                                                   | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     10426 | NS      | $395418.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung SDS Co Ltd                                           | Samsung SDS Co Ltd                                           | CUSIP: 000000000<br>LEI: 988400G19T2TB4CAWX91 | Long             | EC               | CORP              | KR        |      4726 | NS      | $568341.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp                                                  | Kajima Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30344 | NS      | $1239253.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                                 | Hong Kong & China Gas Co Ltd                                 | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |    717285 | NS      | $676900.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-773.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                      | Siemens Healthineers AG                                      | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     17210 | NS      | $863386.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                      | ABB Ltd                                                      | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     85355 | NS      | $7388824.49   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                    | Fresenius Medical Care AG                                    | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     12259 | NS      | $552878.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp                                            | Oji Holdings Corp                                            | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |     82874 | NS      | $491678.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                   | Magnum Ice Cream Co NV/The                                   | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |     26117 | NS      | $465866.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                                          | Yamaha Motor Co Ltd                                          | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     63814 | NS      | $481314.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Samsung SDI Co Ltd                                           | Samsung SDI Co Ltd                                           | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |      4666 | NS      | $1264235.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    172511 | NS      | $8152295.68   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Re                                                    | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen    | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      7143 | NS      | $4354223.51   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                       | Melrose Industries PLC                                       | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |     69375 | NS      | $595951.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-238.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                | Whitbread PLC                                                | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |     10537 | NS      | $393874.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc                                   | Daiwa Securities Group Inc                                   | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |    101477 | NS      | $989048.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                                     | Tryg A/S                                                     | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |     19456 | NS      | $474529.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                   | Asics Corp                                                   | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     38526 | NS      | $927810.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                   | Scout24 SE                                                   | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      4618 | NS      | $461756.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co Ltd                                  | Murata Manufacturing Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     95830 | NS      | $1948158.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd                                         | Mitsui OSK Lines Ltd                                         | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |     19682 | NS      | $617406.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ANDRITZ AG                                                   | ANDRITZ AG                                                   | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |      4920 | NS      | $427276.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirose Electric Co Ltd                                       | Hirose Electric Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2998 | NS      | $322324.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                                | Stellantis NV                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    120692 | NS      | $1189718.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15534.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                           | Contact Energy Ltd                                           | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |     44061 | NS      | $249180.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                                      | Recruit Holdings Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     72657 | NS      | $3815128.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                      | GSK PLC                                                      | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    211543 | NS      | $5447291.04   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MINEBEA MITSUMI Inc                                          | MINEBEA MITSUMI Inc                                          | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     28100 | NS      | $571071.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                     | Enel SpA                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    425828 | NS      | $4715323.97   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                   | BOC Hong Kong Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    221684 | NS      | $1170627.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                          | Amadeus IT Group SA                                          | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     23983 | NS      | $1615452.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                  | Bouygues SA                                                  | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     12595 | NS      | $683406.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                 | ING Groep NV                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    161022 | NS      | $4754533.82   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NagaCorp Ltd                                                 | NagaCorp Ltd                                                 | CUSIP: 000000000<br>LEI: 549300MMNKN0RBJELS20 | Long             | EC               | CORP              | KH        |     57732 | NS      | $34004.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1355625.07  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                                  | Berkeley Group Holdings PLC                                  | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      6099 | NS      | $344817.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                                  | Shimano Inc                                                  | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |      4700 | NS      | $537151.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC                                        | JD Sports Fashion PLC                                        | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    148648 | NS      | $166816.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Modec Inc                                                    | Modec Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3971 | NS      | $386133.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NSK Ltd                                                      | NSK Ltd                                                      | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |     68784 | NS      | $478892.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp                                    | Korea Electric Power Corp                                    | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |     23004 | NS      | $931730.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc                                     | Hana Financial Group Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     20959 | NS      | $1457548.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RTL Group SA                                                 | RTL Group SA                                                 | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |      2011 | NS      | $88159.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                              | Nippon Yusen KK                                              | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     23930 | NS      | $786807.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Fresenius SE & Co KGaA                                       | Fresenius SE & Co KGaA                                       | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     23566 | NS      | $1323551.43   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1908213.23  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                                 | BT Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    310463 | NS      | $815214.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                             | Tokyo Gas Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     21090 | NS      | $935966.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp                                       | FUJIFILM Holdings Corp                                       | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     70284 | NS      | $1406500.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Chemicals Inc                                         | Mitsui Chemicals Inc                                         | CUSIP: 000000000<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |     32349 | NS      | $473093.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co Ltd                                                  | Aeon Co Ltd                                                  | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |    149945 | NS      | $2055838.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebara Corp                                                   | Ebara Corp                                                   | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |     29920 | NS      | $903069.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                              | Kerry Group PLC                                              | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      8957 | NS      | $797049.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co Ltd/Tokyo                                            | Toho Co Ltd/Tokyo                                            | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |      7907 | NS      | $403756.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                                    | ORIX Corp                                                    | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     69063 | NS      | $2101528.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HMM Co Ltd                                                   | HMM Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |     21838 | NS      | $303431.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-115614.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                   | BioMerieux                                                   | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |      2883 | NS      | $335431.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co Ltd                                                | Capcom Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |     21245 | NS      | $542073.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                               | Continental AG                                               | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      6561 | NS      | $520146.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenkoku Hosho Co Ltd                                         | Zenkoku Hosho Co Ltd                                         | CUSIP: 000000000<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |     16317 | NS      | $325049.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI Group Inc                                             | MISUMI Group Inc                                             | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |     19146 | NS      | $316741.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corp                                                   | Tokyu Corp                                                   | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |     41495 | NS      | $469528.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics KK                                       | Hamamatsu Photonics KK                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23733 | NS      | $263392.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                            | Wolters Kluwer NV                                            | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     13013 | NS      | $1221139.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                              | Knorr-Bremse AG                                              | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |      4321 | NS      | $506082.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuhan Corp                                                   | Yuhan Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5431 | NS      | $407494.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $85.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-96466.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                         | Sonic Healthcare Ltd                                         | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     32202 | NS      | $517731.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                                | Rio Tinto Ltd                                                | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     21506 | NS      | $2283256.37   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd                                                    | Aegon Ltd                                                    | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     80345 | NS      | $628743.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG PLC                                                      | ICG PLC                                                      | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |     15428 | NS      | $384255.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                                  | Informa PLC                                                  | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     70233 | NS      | $848119.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Krafton Inc                                                  | Krafton Inc                                                  | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |      2199 | NS      | $388040.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                       | Yara International ASA                                       | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      9960 | NS      | $459865.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd                                        | Mineral Resources Ltd                                        | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |     10873 | NS      | $435316.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                                | Insurance Australia Group Ltd                                | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |    143908 | NS      | $766192.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                               | Commerzbank AG                                               | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     37745 | NS      | $1557703.07   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1656866.09  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                    | Hoya Corp                                                    | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     18840 | NS      | $3159541.03   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc                                  | Chubu Electric Power Co Inc                                  | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |     53325 | NS      | $777440.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                         | Evolution Mining Ltd                                         | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |    125158 | NS      | $1289764.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp L                               | Oversea-Chinese Banking Corp Ltd                             | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    181523 | NS      | $3036826.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                                       | Singapore Exchange Ltd                                       | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     61365 | NS      | $852533.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark New Zealand Ltd                                        | Spark New Zealand Ltd                                        | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |    172268 | NS      | $235483.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                    | Safran SA                                                    | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     18758 | NS      | $6716978.75   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                                 | Prysmian SpA                                                 | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     16846 | NS      | $2013110.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechna Kasa Oszczednosci B                               | Powszechna Kasa Oszczednosci Bank Polski SA                  | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |     51419 | NS      | $1346125.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                   | Sandvik AB                                                   | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     58407 | NS      | $2320510.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-203683.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                      | DCC PLC                                                      | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      5347 | NS      | $340162.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                                    | Kawasaki Kisen Kaisha Ltd                                    | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     22951 | NS      | $331633.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ACS Actividades de Construccio                               | ACS Actividades de Construccion y Servicios SA               | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |     10561 | NS      | $5829.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vinci SA                                                     | Vinci SA                                                     | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     27613 | NS      | $3979769.86   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                                    | Seven & i Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    124618 | NS      | $1786142.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Comercial Portugues SA                                 | Banco Comercial Portugues SA                                 | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    594596 | NS      | $646813.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KakaoBank Corp                                               | KakaoBank Corp                                               | CUSIP: 000000000<br>LEI: 988400VAVCFSK6VF9Q87 | Long             | EC               | CORP              | KR        |     22722 | NS      | $361493.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                             | ASR Nederland NV                                             | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     10521 | NS      | $765750.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                                                     | Kia Corp                                                     | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     16576 | NS      | $1757327.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                          | Erste Group Bank AG                                          | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     15941 | NS      | $2076589.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1912876.98  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                      | Sekisui Chemical Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     33351 | NS      | $590874.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDEC CORP                                                   | NIDEC CORP                                                   | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |     54908 | NS      | $785213.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                                   | Temenos AG                                                   | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |      3402 | NS      | $301963.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co Ltd                                          | Nissan Motor Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |    139163 | NS      | $340374.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Compass Group PLC                                            | Compass Group PLC                                            | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     92055 | NS      | $2762673.21   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                                     | TDK Corp                                                     | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |    110723 | NS      | $1421899.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin Inc                                           | Hikari Tsushin Inc                                           | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |      1290 | NS      | $355490.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                 | CaixaBank SA                                                 | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    193892 | NS      | $2573062.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                       | Cie de Saint-Gobain SA                                       | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     24688 | NS      | $2444187.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                            | Shionogi & Co Ltd                                            | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     49673 | NS      | $1022054.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-90695.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co Ltd                                 | Nissin Foods Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |     16668 | NS      | $338200.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FinecoBank Banca Fineco SpA                                  | FinecoBank Banca Fineco SpA                                  | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     40801 | NS      | $1084848.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mainfreight Ltd                                              | Mainfreight Ltd                                              | CUSIP: 000000000<br>LEI: 5493007BE0VNXX7RYQ88 | Long             | EC               | CORP              | NZ        |      9911 | NS      | $402542.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Energy Solution Ltd                                       | LG Energy Solution Ltd                                       | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | EC               | CORP              | KR        |      3009 | NS      | $832000.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Socionext Inc                                                | Socionext Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11634 | NS      | $155474.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Aviation Ltd                                             | BOC Aviation Ltd                                             | CUSIP: 000000000<br>LEI: 254900H06V5RMEB3KE72 | Long             | EC               | CORP              | SG        |     18958 | NS      | $196869.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SingTel                                                      | Singapore Telecommunications Ltd                             | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    429042 | NS      | $1551854.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd                                    | CK Hutchison Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |    160877 | NS      | $1302927.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHOU INTL                                                | Shenzhou International Group Holdings Ltd                    | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | CN        |     49263 | NS      | $392983.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc                                     | Nippon Building Fund Inc                                     | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |       738 | NS      | $686522.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-153048.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle AG                                                   | Bechtle AG                                                   | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |      5555 | NS      | $289718.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group Inc                                            | Rakuten Group Inc                                            | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |     87763 | NS      | $526259.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                       | OMV AG                                                       | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     10052 | NS      | $598518.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Vision Co Ltd                                         | Hanwha Vision Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4375 | NS      | $187838.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Co                                        | East Japan Railway Co                                        | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |     65392 | NS      | $1650272.63   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccio                               | ACS Actividades de Construccion y Servicios SA               | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |     10561 | NS      | $1189177.29   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                     | Sartorius Stedim Biotech                                     | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |      1587 | NS      | $355507.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                       | RWE AG                                                       | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     37162 | NS      | $2366116.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Baloise Holding AG                                  | Helvetia Baloise Holding AG                                  | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |      5769 | NS      | $1466129.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp                                                  | Kubota Corp                                                  | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     66004 | NS      | $1013849.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-43524.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                     | ORLEN SA                                                     | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |     40057 | NS      | $1222886.23   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                            | EDP Renovaveis SA                                            | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |     19592 | NS      | $298338.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kuehne + Nagel International A                               | Kuehne + Nagel International AG                              | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      2772 | NS      | $643278.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AstraZeneca PLC                                              | AstraZeneca PLC                                              | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     78901 | NS      | $14724981.82  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings Inc                                           | ENEOS Holdings Inc                                           | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    169412 | NS      | $1426043.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyoto Financial Group Inc                                    | Kyoto Financial Group Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22902 | NS      | $553323.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coway Co Ltd                                                 | Coway Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6711 | NS      | $388840.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spru                               | Chocoladefabriken Lindt & Spruengli AG                       | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |       106 | NS      | $1522446.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc                                                 | SK hynix Inc                                                 | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     29928 | NS      | $18899924.97  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                            | Siemens Energy AG                                            | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     39868 | NS      | $6855884.51   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2210094.88  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                | Fortescue Ltd                                                | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     91952 | NS      | $1352756.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Financial Group Inc                                     | Sony Financial Group Inc                                     | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |    311446 | NS      | $313949.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                                                  | Taisei Corp                                                  | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |     10486 | NS      | $1046152.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd                                         | Fuji Electric Co Ltd                                         | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |      9772 | NS      | $696190.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Energy Ltd                                          | Meridian Energy Ltd                                          | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |    103624 | NS      | $354125.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                       | ANZ Group Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |    169743 | NS      | $4364123.51   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                                    | Logitech International SA                                    | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      8408 | NS      | $727626.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                     | NEC Corp                                                     | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     71166 | NS      | $2403570.98   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Square Co Ltd                                             | SK Square Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5965 | NS      | $2362130.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shufersal Ltd                                                | Shufersal Ltd                                                | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |     16755 | NS      | $217082.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-724755.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                               | BE Semiconductor Industries NV                               | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      3810 | NS      | $745610.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                       | BP PLC                                                       | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    827847 | NS      | $5268829.87   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV                                          | Heineken Holding NV                                          | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      6425 | NS      | $476192.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp                                                 | Shimizu Corp                                                 | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     38297 | NS      | $679867.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM Polska Miedz SA                                         | KGHM Polska Miedz SA                                         | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |     10643 | NS      | $999488.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                                       | SCREEN Holdings Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |      5743 | NS      | $731929.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp                                            | Konami Group Corp                                            | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |      5640 | NS      | $821540.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                                 | Associated British Foods PLC                                 | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     17184 | NS      | $449213.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                 | DNB Bank ASA                                                 | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     46523 | NS      | $1341061.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corp Ltd                                                 | MTR Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |    125771 | NS      | $556892.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-65048.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DHL GROUP                                                    | DHL GROUP                                                    | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     51009 | NS      | $2871524.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                                    | KDDI Corp                                                    | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    160078 | NS      | $2704805.57   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                     | Accor SA                                                     | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |     13070 | NS      | $713067.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                             | ABN AMRO Bank NV                                             | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     33502 | NS      | $1237921.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                   | Genmab A/S                                                   | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      3405 | NS      | $1096812.27   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd                                              | Shiseido Co Ltd                                              | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |     24282 | NS      | $413829.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Osaka Gas Co Ltd                                             | Osaka Gas Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     25970 | NS      | $975432.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co Ltd                                                 | Ricoh Co Ltd                                                 | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     40506 | NS      | $357637.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Industries Corp                                       | Toyota Industries Corp                                       | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |     10423 | NS      | $1334800.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Glencore PLC                                                 | Glencore PLC                                                 | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |    563266 | NS      | $3858912.78   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-717.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $49258.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                      | Eni SpA                                                      | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    119214 | NS      | $2443051.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                            | Galderma Group AG                                            | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      9534 | NS      | $1781627.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijer Ref AB                                                | Beijer Ref AB                                                | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |     26629 | NS      | $381585.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd                                     | Wilmar International Ltd                                     | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    155432 | NS      | $415220.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                              | D'ieteren Group                                              | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |      1404 | NS      | $322196.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MEIJI Holdings Co Ltd                                        | MEIJI Holdings Co Ltd                                        | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |     21941 | NS      | $515313.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp                                                 | Keyence Corp                                                 | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |     10401 | NS      | $3805474.13   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Fi                               | Mediobanca Banca di Credito Finanziario SpA                  | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |      8408 | NS      | $176346.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Bussan Co Ltd                                           | Kobe Bussan Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Long             | EC               | CORP              | JP        |      9666 | NS      | $238422.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd                                            | Swire Pacific Ltd                                            | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     30911 | NS      | $298435.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | TRS VANGUARD FTSE DEVELOPED MARKETS ETF                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $133079.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                              | Sony Group Corp                                              | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    323753 | NS      | $7249078.58   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp                                                   | Omron Corp                                                   | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |     14052 | NS      | $356811.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     38913 | NS      | $3416426.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                                | Goodman Group                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    111575 | NS      | $2401975.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International PLC                                      | Croda International PLC                                      | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |      8394 | NS      | $314229.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc                                             | Ajinomoto Co Inc                                             | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     58405 | NS      | $1332721.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                           | Barry Callebaut AG                                           | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |       208 | NS      | $365191.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Doosan Enerbility Co Ltd                                     | Doosan Enerbility Co Ltd                                     | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |     28121 | NS      | $1770017.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                              | Norsk Hydro ASA                                              | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     81526 | NS      | $733127.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                             | CLP Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |    101128 | NS      | $957580.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                                  | James Hardie Industries PLC                                  | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     30106 | NS      | $698736.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Daiwa Securities Living Invest                               | Daiwa Securities Living Investments Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       520 | NS      | $386983.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toray Industries Inc                                         | Toray Industries Inc                                         | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |     97966 | NS      | $723027.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                    | Danone SA                                                    | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     35846 | NS      | $2807704.97   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                                | BHP Group Ltd                                                | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    267694 | NS      | $9483544.49   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                    | Elisa Oyj                                                    | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      9079 | NS      | $401360.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redeia Corp SA                                               | Redeia Corp SA                                               | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     28782 | NS      | $499570.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Avolta AG                                                    | Avolta AG                                                    | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      6098 | NS      | $374567.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                  | Bayerische Motoren Werke AG                                  | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     19200 | NS      | $1996792.69   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                                 | British American Tobacco PLC                                 | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    113416 | NS      | $6810593.99   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| K's Holdings Corp                                            | K's Holdings Corp                                            | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |     21101 | NS      | $220024.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                                   | Getlink SE                                                   | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     20799 | NS      | $413466.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group PLC                                    | Marks & Spencer Group PLC                                    | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |    115345 | NS      | $579471.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                        | Deutsche Lufthansa AG                                        | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     40655 | NS      | $420779.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                     | Rexel SA                                                     | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |     13354 | NS      | $564611.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Oyj                                                    | Metso Oyj                                                    | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     36833 | NS      | $723663.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Dassault Systemes SE                                         | Dassault Systemes SE                                         | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |     36846 | NS      | $1017825.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Michelin                                                     | Cie Generale des Etablissements Michelin SCA                 | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     39511 | NS      | $1473589.49   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resonac Holdings Corp                                        | Resonac Holdings Corp                                        | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |     13681 | NS      | $793756.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd                                                   | Santos Ltd                                                   | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |    198894 | NS      | $976739.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tomy Co Ltd                                                  | Tomy Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8176 | NS      | $144428.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                      | Veolia Environnement SA                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     34500 | NS      | $1298192.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Ltd                                                   | Keppel Ltd                                                   | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |    100317 | NS      | $864038.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                   | Hexagon AB                                                   | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |    115121 | NS      | $1308274.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                        | Novonesis Novozymes B                                        | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |     19355 | NS      | $1189260.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                                 | Sumitomo Metal Mining Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |     18419 | NS      | $1117605.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEEK Ltd                                                     | SEEK Ltd                                                     | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |     25120 | NS      | $369026.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI PLC                                                      | IMI PLC                                                      | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |     15941 | NS      | $604188.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                      | Sika AG                                                      | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      8425 | NS      | $1622527.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                  | Givaudan SA                                                  | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |       445 | NS      | $1726719.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                               | Air Liquide SA                                               | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     31485 | NS      | $5915844.89   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                                     | Renesas Electronics Corp                                     | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     92194 | NS      | $1539554.93   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keio Corp                                                    | Keio Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10896 | NS      | $272435.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                               | LVMH Moet Hennessy Louis Vuitton SE                          | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     13529 | NS      | $8802267.60   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp                                                  | Sysmex Corp                                                  | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |     29003 | NS      | $275816.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camtek Ltd/Israel                                            | Camtek Ltd/Israel                                            | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |      3211 | NS      | $496861.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                           | Banco Santander SA                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    787720 | NS      | $10102098.08  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                                | Beiersdorf AG                                                | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      5920 | NS      | $707444.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                          | Henkel AG & Co KGaA                                          | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      5997 | NS      | $496908.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                  | Sun Hung Kai Properties Ltd                                  | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     87544 | NS      | $1409052.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd                                               | Kobe Steel Ltd                                               | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |     28811 | NS      | $415841.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                                 | WH Group Ltd                                                 | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    495731 | NS      | $582712.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenovo Group Ltd                                             | Lenovo Group Ltd                                             | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | CN        |    450936 | NS      | $512735.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Banco BPM SpA                                                | Banco BPM SpA                                                | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     86769 | NS      | $1302701.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                     | Rolls-Royce Holdings PLC                                     | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    452154 | NS      | $7513873.37   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                                   | Aisin Corp                                                   | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     38841 | NS      | $695819.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teijin Ltd                                                   | Teijin Ltd                                                   | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |     30913 | NS      | $299490.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co Ltd                                     | Sumitomo Forestry Co Ltd                                     | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |     35509 | NS      | $385451.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| H & M Hennes & Mauritz AB                                    | H & M Hennes & Mauritz AB                                    | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     29079 | NS      | $585866.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Generali                                                     | Generali                                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     57416 | NS      | $2349016.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Sage Group PLC/The                                           | Sage Group PLC/The                                           | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     55094 | NS      | $723820.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                   | L'Oreal SA                                                   | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     12180 | NS      | $5607628.07   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                        | CK Asset Holdings Ltd                                        | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |    121985 | NS      | $716006.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                  | Swisscom AG                                                  | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      1612 | NS      | $1326150.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                               | DREYFUS GOVERNMENT CASH MANAGE                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7762387 | NS      | $7762387.07   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                    | Tesco PLC                                                    | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    356599 | NS      | $2080686.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Hold                               | Pan Pacific International Holdings Corp                      | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |    120839 | NS      | $717466.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                                | ICL Group Ltd                                                | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     59095 | NS      | $322781.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                                | Marubeni Corp                                                | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     84717 | NS      | $2809072.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                                | Industria de Diseno Textil SA                                | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     58287 | NS      | $3813777.39   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                                 | Evolution AB                                                 | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      7058 | NS      | $461324.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Shimadzu Corp                                                | Shimadzu Corp                                                | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |     19408 | NS      | $523887.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                                 | Ferrovial SE                                                 | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |     26273 | NS      | $1782205.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Prologis REIT Inc                                     | Nippon Prologis REIT Inc                                     | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               | CORP              | JP        |       701 | NS      | $410348.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J Front Retailing Co Ltd                                     | J Front Retailing Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20971 | NS      | $306353.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group                               | Mitsubishi UFJ Financial Group Inc                           | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    598278 | NS      | $10876900.37  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                   | Zalando SE                                                   | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     13492 | NS      | $390677.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Strabag SE                                                   | Strabag SE                                                   | CUSIP: 000000000<br>LEI: 529900TYYSRJH2VJSP60 | Long             | EC               | CORP              | AT        |      1939 | NS      | $201839.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co Ltd                                           | Kyowa Kirin Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |     20318 | NS      | $329874.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                     | Hermes International SCA                                     | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      1813 | NS      | $4376236.65   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                                  | Fujitsu Ltd                                                  | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     95888 | NS      | $2662312.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokohama Financial Group Inc                                 | Yokohama Financial Group Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     80312 | NS      | $730961.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                                 | Vicinity Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    294482 | NS      | $507496.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                                | Trelleborg AB                                                | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |     13225 | NS      | $537829.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                    | Sampo Oyj                                                    | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    140801 | NS      | $1574543.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                                     | Kao Corp                                                     | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     28707 | NS      | $1151183.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                                 | Centrica PLC                                                 | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    274415 | NS      | $719052.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                        | Kongsberg Gruppen ASA                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |     22846 | NS      | $786717.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                                      | QBE Insurance Group Ltd                                      | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     88739 | NS      | $1227158.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp                               | Mitsubishi Chemical Group Corp                               | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |    107998 | NS      | $714105.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                                  | Reckitt Benckiser Group PLC                                  | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     36856 | NS      | $3081069.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                     | Next PLC                                                     | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      6535 | NS      | $1189559.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMPT Ltd                                                    | ASMPT Ltd                                                    | CUSIP: 000000000<br>LEI: 529900PYFA1HFYKPT360 | Long             | EC               | CORP              | SG        |     24844 | NS      | $330523.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                            | Industrivarden AB                                            | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     18768 | NS      | $943461.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                    | Partners Group Holding AG                                    | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |      1248 | NS      | $1701707.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group                                | InterContinental Hotels Group PLC                            | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      8025 | NS      | $1081770.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                              | Nordea Bank Abp                                              | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    174678 | NS      | $3390363.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                   | Eiffage SA                                                   | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      4665 | NS      | $693439.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-431.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co Ltd                                         | Yakult Honsha Co Ltd                                         | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |     18000 | NS      | $290781.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                        | EMS-Chemie Holding AG                                        | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |       523 | NS      | $408185.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Chem Ltd                                                  | LG Chem Ltd                                                  | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      3766 | NS      | $812382.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                          | Henkel AG & Co KGaA                                          | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      9215 | NS      | $812991.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays PLC                                                 | Barclays PLC                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    735121 | NS      | $4904639.99   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                                 | Fujikura Ltd                                                 | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |     15280 | NS      | $1938477.89   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryohin Keikaku Co Ltd                                        | Ryohin Keikaku Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |     31025 | NS      | $619655.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                       | Toyo Suisan Kaisha Ltd                                       | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6021 | NS      | $430517.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                                                    | Mondi PLC                                                    | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     26081 | NS      | $305643.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                    | Sodexo SA                                                    | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      5283 | NS      | $271132.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Odakyu Electric Railway Co Ltd                               | Odakyu Electric Railway Co Ltd                               | CUSIP: 000000000<br>LEI: 353800LA6BC6E1MK6U35 | Long             | EC               | CORP              | JP        |     30280 | NS      | $325255.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp                                            | Nippon Steel Corp                                            | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |    312096 | NS      | $1306773.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                    | Sanofi SA                                                    | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     57422 | NS      | $5410338.58   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                     | Tele2 AB                                                     | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     35627 | NS      | $655812.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                   | Siemens AG                                                   | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     39369 | NS      | $12003943.35  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Bachem Holding AG                                            | Bachem Holding AG                                            | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Long             | EC               | CORP              | CH        |      1968 | NS      | $178897.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Samsung Biologics Co Ltd                                     | Samsung Biologics Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       834 | NS      | $1011067.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                             | TotalEnergies SE                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    100698 | NS      | $7325516.55   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey PLC                                            | Taylor Wimpey PLC                                            | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    216580 | NS      | $317263.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                     | Adyen NV                                                     | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |      1408 | NS      | $2099487.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                      | Heidelberg Materials AG                                      | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      6987 | NS      | $1922592.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Castellum AB                                                 | Castellum AB                                                 | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |     30596 | NS      | $380538.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Securitas AB                                                 | Securitas AB                                                 | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     30850 | NS      | $512641.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                                         | Banco Bilbao Vizcaya Argentaria SA                           | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    300389 | NS      | $7665354.93   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                            | Suzuki Motor Corp                                            | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    102666 | NS      | $1401957.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw CVA                                       | Warehouses De Pauw CVA                                       | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |     11979 | NS      | $340595.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Korea Shipbuilding & Offsho                               | HD Korea Shipbuilding & Offshore Engineering Co Ltd          | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |      3185 | NS      | $914962.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Ltd                                                      | ASX Ltd                                                      | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |     14521 | NS      | $582691.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                   | United Utilities Group PLC                                   | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     41066 | NS      | $702719.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                    | Essity AB                                                    | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     33415 | NS      | $993513.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Kintetsu Group Holdings Co Ltd                               | Kintetsu Group Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17421 | NS      | $362175.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Eurofins Scientific SE                                       | Eurofins Scientific SE                                       | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      6711 | NS      | $544014.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                           | Toyota Tsusho Corp                                           | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     43608 | NS      | $1584768.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                                   | Entain PLC                                                   | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | GB        |     33527 | NS      | $278345.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                                 | Experian PLC                                                 | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |     49653 | NS      | $1879200.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                                  | Heineken NV                                                  | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     14833 | NS      | $1223583.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                               | Prudential PLC                                               | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |    134600 | NS      | $2224770.49   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                    | QIAGEN NV                                                    | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     10722 | NS      | $569149.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co Ltd                                             | Sino Land Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |    314843 | NS      | $474903.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT Group/The                                                | GPT Group/The                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    172918 | NS      | $640818.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                                   | Edenred SE                                                   | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     13989 | NS      | $294065.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                    | Bunzl PLC                                                    | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     20844 | NS      | $585793.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankook Tire & Technology Co L                               | Hankook Tire & Technology Co Ltd                             | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |     14153 | NS      | $624368.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp                                                      | LG Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10907 | NS      | $694853.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                          | Swiss Prime Site AG                                          | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      6332 | NS      | $1079659.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                  | Swiss Re AG                                                  | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |     16220 | NS      | $2600297.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC                                         | Rentokil Initial PLC                                         | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    141087 | NS      | $872585.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Display Co Ltd                                            | LG Display Co Ltd                                            | CUSIP: 000000000<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |        62 | NS      | $502.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp                                                | Unicharm Corp                                                | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |     79562 | NS      | $484510.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                             | Bank Hapoalim BM                                             | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     95687 | NS      | $2380099.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                      | Vestas Wind Systems A/S                                      | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     55822 | NS      | $1704308.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PLS Group Ltd                                                | PLS Group Ltd                                                | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |    179115 | NS      | $538304.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                    | Endesa SA                                                    | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     19576 | NS      | $724045.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Otsuka Corp                                                  | Otsuka Corp                                                  | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     18730 | NS      | $371783.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd                                             | Medibank Pvt Ltd                                             | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    192070 | NS      | $621642.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                                    | Bank of Ireland Group PLC                                    | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     52890 | NS      | $1078777.81   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                                  | Telia Co AB                                                  | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    147542 | NS      | $675853.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                           | Kingspan Group PLC                                           | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      8192 | NS      | $716305.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                                             | Isuzu Motors Ltd                                             | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     38442 | NS      | $619268.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Electric Co Ltd                                      | Stanley Electric Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13391 | NS      | $264330.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobu Railway Co Ltd                                          | Tobu Railway Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21062 | NS      | $372332.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                     | Kone Oyj                                                     | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |     17025 | NS      | $1227789.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Getinge AB                                                   | Getinge AB                                                   | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |     13151 | NS      | $290288.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Daiichi Sankyo Co Ltd                                        | Daiichi Sankyo Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |    100267 | NS      | $1843363.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Corp                                                  | Yamaha Corp                                                  | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |     30215 | NS      | $219081.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Ltd                                    | Treasury Wine Estates Ltd                                    | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |     51926 | NS      | $194979.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp                                                   | Denso Corp                                                   | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |    110015 | NS      | $1528342.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP Swiss Property AG                                        | PSP Swiss Property AG                                        | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |      4058 | NS      | $816817.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                            | LEG Immobilien SE                                            | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      4886 | NS      | $353409.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp                                                   | FANUC Corp                                                   | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     54292 | NS      | $2206382.39   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                   | Merck KGaA                                                   | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      7366 | NS      | $1100194.27   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| St James's Place PLC                                         | St James's Place PLC                                         | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |     28612 | NS      | $596794.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                     | Mizrahi Tefahot Bank Ltd                                     | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |     16564 | NS      | $1304581.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd                                              | Coles Group Ltd                                              | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     79575 | NS      | $1186280.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electro-Mechanics Co L                               | Samsung Electro-Mechanics Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5503 | NS      | $1066650.69   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                  | Euronext NV                                                  | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |      5716 | NS      | $801727.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                    | Shell PLC                                                    | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    306833 | NS      | $11764184.29  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                               | Commonwealth Bank of Australia                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     90849 | NS      | $9505906.78   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc                                           | Sompo Holdings Inc                                           | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     52296 | NS      | $1802188.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                              | Danske Bank A/S                                              | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     35051 | NS      | $1795210.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Steadfast Group Ltd                                          | Steadfast Group Ltd                                          | CUSIP: 000000000<br>LEI: 9845003B6BEAA12DBD91 | Long             | EC               | CORP              | AU        |     93904 | NS      | $344052.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                     | Infineon Technologies AG                                     | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     70925 | NS      | $3510896.35   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                    | Orange SA                                                    | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    123050 | NS      | $2286565.23   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                               | Kingfisher PLC                                               | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    104705 | NS      | $484924.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6515.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                       | Japan Post Bank Co Ltd                                       | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |    115884 | NS      | $2058357.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                    | Prosus NV                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     65163 | NS      | $3756302.99   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                            | Ashtead Group PLC                                            | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     22665 | NS      | $1457753.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                                                | SoftBank Corp                                                | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |   1726803 | NS      | $2339568.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                 | KBC Group NV                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     12388 | NS      | $1752282.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Naziona                               | Terna - Rete Elettrica Nazionale                             | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |    104052 | NS      | $1129670.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                       | EQT AB                                                       | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |     28710 | NS      | $1096216.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Power Assets Holdings Ltd                                    | Power Assets Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |     87785 | NS      | $681736.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                                 | Capgemini SE                                                 | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      8523 | NS      | $1330292.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                | Volkswagen AG                                                | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     13181 | NS      | $1609638.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2026-03-25

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

**Signature:** Adefolahan Oyefeso

**Name of Signer:** Adefolahan Oyefeso

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