# EDGAR Filing Document

**Accession Number:** 0001038469
**File Stem:** 0001038469-23-000040
**Filing Date:** 2023-2
**Character Count:** 117226
**Document Hash:** b29f089a1ec93eb36f6e529ee7e307b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001038469-23-000040.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001038469-23-000040

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Quantitative Management Funds, Inc.
- **CENTRAL INDEX KEY:** 0001038469
- **IRS NUMBER:** 522044216
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08203
- **FILM NUMBER:** 23667725

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T. Rowe Price Diversified Small-Cap Growth Fund, Inc.
- **DATE OF NAME CHANGE:** 20051018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE DIVERSIFIED SMALL CAP GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19970430

## Series and Classes Contracts Data

### T. Rowe Price QM Global Equity Fund (Series ID: S000052903)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000166436 | T. Rowe Price QM Global Equity Fund               | TQGEX           |
| C000166437 | T. Rowe Price QM Global Equity Fund-Advisor Class | TQGAX           |
| C000166438 | T. Rowe Price QM Global Equity Fund-I Class       | TQGIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE QUANTITATIVE MANAGEMENT FUNDS, INC.

- **b. Investment Company Act file number:** 811-08203

- **c. CIK number of Registrant:** 0001038469

- **d. LEI of Registrant:** NK54V6P11ERQV3U37N10

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price QM Global Equity Fund

- **b. EDGAR series identifier (if any):** S000052903

- **c. LEI of Series:** 549300D3UJ38RPH10V47

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $24567835.20

**Total Liabilities:** $142198.44

**Net Assets:** $24425636.76

**Cash Not Reported:** $24204.15

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166438 | 7.09%                | 8.18%                | -4.13%               |
| Class ID C000166436 | 7.11%                | 8.20%                | -4.15%               |
| Class ID C000166437 | 7.09%                | 8.20%                | -4.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-191907.26              | $1353459.34                                |
| Month 2  | $2074.74                 | $1418993.39                                |
| Month 3  | $-83383.03               | $-783719.63                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INNER MONGOLIA ERDOS RESOURCES CO LTD                     | INNER MONGOLIA ERDOS RESOURCES CO LTD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10500 | NS      | $22877.65     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SHANXI LU'AN ENVIRONMENTAL ENERGY DEVELOPMENT CO LTD      | SHANXI LU'AN ENVIRONMENTAL ENERGY DEVELOPMENT CO LTD         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9700 | NS      | $23438.90     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOTRANS LTD                                             | SINOTRANS LTD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     99500 | NS      | $54849.49     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                  | ADYEN NV                                                     | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        48 | NS      | $66635.99     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                | EUROBANK ERGASIAS SA                                         | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |     39933 | NS      | $44978.94     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| China Overseas Property Holdings Ltd                      | CHINA OVERSEAS PROPERTY HOLDINGS LTD                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20000 | NS      | $20719.54     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd                                        | MR PRICE GROUP LTD                                           | CUSIP: 000000000<br>LEI: 378900D3417C35C5D733 | Long             | EC               | CORP              | ZA        |      4548 | NS      | $42172.39     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | COLES GROUP LTD                                              | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      5592 | NS      | $63388.82     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | COCA-COLA EUROPACIFIC PARTNERS PLC                           | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       935 | NS      | $51724.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                    | ANZ GROUP HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5271 | NS      | $84910.07     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | RECRUIT HOLDINGS CO LTD                                      | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      2300 | NS      | $71994.55     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Ltd                                            | TATA STEEL LTD                                               | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |     17998 | NS      | $24556.95     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | EUROFINS SCIENTIFIC SE                                       | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       725 | NS      | $52053.70     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                      | DASSAULT AVIATION SA                                         | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       243 | NS      | $41211.13     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | STELLANTIS NV                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      4547 | NS      | $64614.53     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Dusit Medical Services PCL                        | BANGKOK DUSIT MEDICAL SERVICES PCL                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     43600 | NS      | $36492.52     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | TESCO PLC                                                    | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     13588 | NS      | $36617.88     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Parkland Corp                                             | PARKLAND CORP                                                | CUSIP: 000000000<br>LEI: 549300UY5C6HUV0XLS53 | Long             | EC               | CORP              | CA        |      2411 | NS      | $52903.11     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | ATLAS COPCO AB                                               | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      4125 | NS      | $44012.31     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Verallia SA                                               | VERALLIA SA                                                  | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | EC               | CORP              | FR        |      1802 | NS      | $61069.25     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                                | JD.COM INC                                                   | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |      2200 | NS      | $61416.61     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                    | TRANE TECHNOLOGIES PLC                                       | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       432 | NS      | $72614.88     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                              | FERGUSON PLC                                                 | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |       239 | NS      | $30004.99     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                                   | CGI INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1343 | NS      | $115761.84    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global Inc                                            | WSP GLOBAL INC                                               | CUSIP: 000000000<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |       700 | NS      | $81213.44     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                         | INTERCONTINENTAL HOTELS GROUP PLC                            | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      1158 | NS      | $66444.65     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | NOVO NORDISK A/S                                             | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1092 | NS      | $148310.59    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                              | ORBIA ADVANCE CORP SAB DE CV                                 | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |     15599 | NS      | $27657.38     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| China Meidong Auto Holdings Ltd                           | CHINA MEIDONG AUTO HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: 875500GUQWEG1PXVMG17 | Long             | EC               | CORP              | KY        |     20000 | NS      | $40842.95     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev SA                                                  | AMBEV SA                                                     | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     14088 | NS      | $38610.99     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilia AB                                                  | BILIA AB                                                     | CUSIP: 000000000<br>LEI: 2138002GW5WN1UYZAO32 | Long             | EC               | CORP              | SE        |      3395 | NS      | $37260.36     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International Inc                                     | TFI INTERNATIONAL INC                                        | CUSIP: 000000000<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       925 | NS      | $92643.46     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| PLDT Inc                                                  | PLDT INC                                                     | CUSIP: 000000000<br>LEI: 254900ADE8GQHM5P2648 | Long             | EC               | CORP              | PH        |       675 | NS      | $15924.90     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | COMPASS GROUP PLC                                            | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      2049 | NS      | $47315.58     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                    | OCI NV                                                       | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      1223 | NS      | $43725.29     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | KONINKLIJKE AHOLD DELHAIZE NV                                | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      1976 | NS      | $56812.54     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                               | SUNTORY BEVERAGE & FOOD LTD                                  | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      1200 | NS      | $40862.64     | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| ASML Holding NV                                           | ASML HOLDING NV                                              | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       342 | NS      | $186868.80    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk PT                                | ASTRA INTERNATIONAL TBK PT                                   | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    170800 | NS      | $62504.23     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd                             | ZHONGSHENG GROUP HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | KY        |      7000 | NS      | $35854.70     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                   | EDENRED                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |       725 | NS      | $39458.42     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                           | BDO UNIBANK INC                                              | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |     33142 | NS      | $63025.42     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | OTSUKA HOLDINGS CO LTD                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $68486.75     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Chailease Holding Co Ltd                                  | CHAILEASE HOLDING CO LTD                                     | CUSIP: 000000000<br>LEI: 529900L76E6T0JCM3J27 | Long             | EC               | CORP              | KY        |     19356 | NS      | $136366.66    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT TRUST & HKT LTD                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     45000 | NS      | $55085.58     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                             | AIA GROUP LTD                                                | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      7200 | NS      | $79512.42     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                     | JULIUS BAER GROUP LTD                                        | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      1771 | NS      | $103074.19    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                             | ACCENTURE PLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       618 | NS      | $164907.12    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Ltd                                  | CHINA HONGQIAO GROUP LTD                                     | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     22000 | NS      | $20749.39     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                         | SUNCOR ENERGY INC                                            | CUSIP: 000000000<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      2762 | NS      | $87612.92     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                 | CHUBB LTD                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       432 | NS      | $95299.20     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Innotek Co Ltd                                         | LG INNOTEK CO LTD                                            | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |       219 | NS      | $44167.59     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | IBERDROLA SA                                                 | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      5729 | NS      | $66877.50     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Grid Corp of India Ltd                              | POWER GRID CORP OF INDIA LTD                                 | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |     25190 | NS      | $65020.98     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3I GROUP PLC                                                 | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      2177 | NS      | $35109.23     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunny Optical Technology Group Co Ltd                     | SUNNY OPTICAL TECHNOLOGY GROUP CO LTD                        | CUSIP: 000000000<br>LEI: 3003004QIVP0DFVVWM94 | Long             | EC               | CORP              | KY        |      2700 | NS      | $31843.49     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | JERONIMO MARTINS SGPS SA                                     | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      2276 | NS      | $49242.40     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | VINCI SA                                                     | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       669 | NS      | $66690.61     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                          | SMITHS GROUP PLC                                             | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      1961 | NS      | $37635.66     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| China Coal Energy Co Ltd                                  | CHINA COAL ENERGY CO LTD                                     | CUSIP: 000000000<br>LEI: 529900KRC89344UI3Z10 | Long             | EC               | CORP              | CN        |     30000 | NS      | $24358.38     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd                                        | KUMBA IRON ORE LTD                                           | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |      1249 | NS      | $36075.30     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd                 | INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD                    | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |    127000 | NS      | $65136.99     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | GALP ENERGIA SGPS SA                                         | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      6121 | NS      | $82576.19     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | BRAMBLES LTD                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9235 | NS      | $75732.59     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TOTALENERGIES SE                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      2488 | NS      | $156179.73    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                         | CONSTELLATION SOFTWARE INC/CANADA                            | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        71 | NS      | $110850.19    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd                                         | BANK OF CHINA LTD                                            | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |     69000 | NS      | $24973.13     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                              | AMPLIFON SPA                                                 | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |      2609 | NS      | $77904.19     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | PARTNERS GROUP HOLDING AG                                    | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        28 | NS      | $24793.55     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                              | UNILEVER PLC                                                 | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2030 | NS      | $102490.32    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                | INPEX CORP                                                   | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      3000 | NS      | $32236.27     | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Torrent Pharmaceuticals Ltd                               | TORRENT PHARMACEUTICALS LTD                                  | CUSIP: 000000000<br>LEI: 335800NA6HK275RIJE13 | Long             | EC               | CORP              | IN        |      2339 | NS      | $43710.35     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corp                                                | SUMCO CORP                                                   | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |      2700 | NS      | $35771.21     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                              | CHINA CONSTRUCTION BANK CORP                                 | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    117000 | NS      | $73170.58     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | SEVEN & I HOLDINGS CO LTD                                    | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      1200 | NS      | $51427.65     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                                 | BIM BIRLESIK MAGAZALAR AS                                    | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |     10257 | NS      | $74956.63     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                       | HEINEKEN HOLDING NV                                          | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       942 | NS      | $72751.09     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | ENGIE SA                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      3641 | NS      | $52088.47     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                            | COSCO SHIPPING HOLDINGS CO LTD                               | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |     24500 | NS      | $24905.26     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd                               | CHINA SHENHUA ENERGY CO LTD                                  | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |     13000 | NS      | $37448.84     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd                                                  | NTPC LTD                                                     | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |     22741 | NS      | $45830.20     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | MOWI ASA                                                     | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      2675 | NS      | $45582.79     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano SA                                                 | SUZANO SA                                                    | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |      5512 | NS      | $51082.70     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronet LNG Ltd                                          | PETRONET LNG LTD                                             | CUSIP: 000000000<br>LEI: 335800KIIKNA7GRD9351 | Long             | EC               | CORP              | IN        |     18369 | NS      | $47788.58     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | ZOETIS INC                                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       787 | NS      | $115334.85    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | ZIMMER BIOMET HOLDINGS INC                                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       614 | NS      | $78285.00     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                               | WESTROCK CO                                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      2747 | NS      | $96584.52     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                             | WELLTOWER INC                                                | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |       558 | NS      | $36576.90     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | WELLS FARGO & CO                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      4501 | NS      | $185846.29    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | WALMART INC                                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       443 | NS      | $62812.97     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                                | VMWARE INC                                                   | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       326 | NS      | $40019.76     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                  | VISA INC                                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1051 | NS      | $218355.76    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                               | VIATRIS INC                                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      7769 | NS      | $86468.97     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                        | VALERO ENERGY CORP                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       399 | NS      | $50617.14     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UNITEDHEALTH GROUP INC                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       507 | NS      | $268801.26    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                 | UNITED PARCEL SERVICE INC                                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       643 | NS      | $111779.12    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                        | UNION PACIFIC CORP                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       478 | NS      | $98979.46     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | THERMO FISHER SCIENTIFIC INC                                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       272 | NS      | $149787.68    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                               | TEXTRON INC                                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1190 | NS      | $84252.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                     | TEXAS INSTRUMENTS INC                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       573 | NS      | $94671.06     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | TESLA INC                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       297 | NS      | $36584.46     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | TARGA RESOURCES CORP                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      1220 | NS      | $89670.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                           | T-MOBILE US INC                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       571 | NS      | $79940.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                              | SYNOPSYS INC                                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       501 | NS      | $159964.29    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                           | SOUTHERN CO/THE                                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       852 | NS      | $60841.32     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                             | SEMPRA ENERGY                                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       375 | NS      | $57952.50     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                            | SS&C TECHNOLOGIES HOLDINGS INC                               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       815 | NS      | $42428.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                   | SBA COMMUNICATIONS CORP                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       225 | NS      | $63069.75     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                    | ROPER TECHNOLOGIES INC                                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       131 | NS      | $56603.79     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                             | ROBERT HALF INTERNATIONAL INC                                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       611 | NS      | $45110.13     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                | RESMED INC                                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       344 | NS      | $71596.72     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund           | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |     84913 | NS      | $84912.60     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund           | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND              | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |    152499 | NS      | $152499.41    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                              | RELIANCE STEEL & ALUMINUM CO                                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       326 | NS      | $65995.44     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM INC                                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1209 | NS      | $132917.46    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | PUBLIC STORAGE                                               | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       210 | NS      | $58839.90     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                              | PROLOGIS INC                                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       867 | NS      | $97736.91     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | PROCTER & GAMBLE CO/THE                                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       428 | NS      | $64867.68     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinduoduo Inc                                             | PINDUODUO INC                                                | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |       788 | NS      | $64261.40     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                           | PHILIP MORRIS INTERNATIONAL INC                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1403 | NS      | $141997.63    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | PFIZER INC                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      1796 | NS      | $92027.04     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | ENEL SPA                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     12639 | NS      | $67974.37     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PEPSICO INC                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       745 | NS      | $134591.70    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                               | EQUINOR ASA                                                  | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      2454 | NS      | $88197.44     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | ROCHE HOLDING AG                                             | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       193 | NS      | $60647.85     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      3223 | NS      | $89778.40     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | PARKER-HANNIFIN CORP                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       326 | NS      | $94866.00     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                       | ASTELLAS PHARMA INC                                          | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      4100 | NS      | $62343.10     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                 | PACKAGING CORP OF AMERICA                                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       404 | NS      | $51675.64     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR INC                                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       577 | NS      | $57105.69     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                 | PG&E CORP                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      7208 | NS      | $117202.08    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Wan Hai Lines Ltd                                         | WAN HAI LINES LTD                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5600 | NS      | $14554.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | MIZRAHI TEFAHOT BANK LTD                                     | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      1702 | NS      | $54932.48     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsingtao Brewery Co Ltd                                   | TSINGTAO BREWERY CO LTD                                      | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |      6000 | NS      | $59082.61     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Tingyi Cayman Islands Holding Corp                        | TINGYI CAYMAN ISLANDS HOLDING CORP                           | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | KY        |     18000 | NS      | $31752.53     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | OTIS WORLDWIDE CORP                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1307 | NS      | $102351.17    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13000 | NS      | $188805.02    | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                     | SPARK NEW ZEALAND LTD                                        | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     25406 | NS      | $86984.38     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | TAKEDA PHARMACEUTICAL CO LTD                                 | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      1500 | NS      | $46870.04     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                             | SUMITOMO CORP                                                | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      3000 | NS      | $49869.27     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK INC                                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       794 | NS      | $52165.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                     | ON SEMICONDUCTOR CORP                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1527 | NS      | $95238.99     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Platinum Ltd                               | ANGLO AMERICAN PLATINUM LTD                                  | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       333 | NS      | $27791.08     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co Ltd                                     | RYOHIN KEIKAKU CO LTD                                        | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |      4800 | NS      | $56750.37     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Co Ltd              | SHANDONG WEIGAO GROUP MEDICAL POLYMER CO LTD                 | CUSIP: 000000000<br>LEI: 5299005WQUU15JQU8S60 | Long             | EC               | CORP              | CN        |     23600 | NS      | $38561.70     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                   | O'REILLY AUTOMOTIVE INC                                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       118 | NS      | $99595.54     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                        | QANTAS AIRWAYS LTD                                           | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      9192 | NS      | $37206.56     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA CORP                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       576 | NS      | $84176.64     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                | NUCOR CORP                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       366 | NS      | $48242.46     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp                                         | NIPPON STEEL CORP                                            | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      3700 | NS      | $64199.22     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                         | NIPPON TELEGRAPH & TELEPHONE CORP                            | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      3100 | NS      | $88407.38     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                               | NATIONAL AUSTRALIA BANK LTD                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      3209 | NS      | $65154.27     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                             | FIRSTRAND LTD                                                | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |     12508 | NS      | $45442.67     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                     | MITSUI FUDOSAN CO LTD                                        | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      2300 | NS      | $42037.04     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                           | MITSUBISHI CORP                                              | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      2000 | NS      | $64929.59     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                | MIZUHO FINANCIAL GROUP INC                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      2800 | NS      | $39447.22     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                         | SUNCORP GROUP LTD                                            | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      6791 | NS      | $55338.59     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                   | PANASONIC HOLDINGS CORP                                      | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      4800 | NS      | $40171.30     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Ltd                                             | MTN GROUP LTD                                                | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |      4290 | NS      | $32040.93     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | SUMITOMO MITSUI FINANCIAL GROUP INC                          | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      1200 | NS      | $48278.93     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Gas Group Ltd                             | CHINA RESOURCES GAS GROUP LTD                                | CUSIP: 000000000<br>LEI: 529900A0E1J5JSOKEK83 | Long             | EC               | CORP              | BM        |      7800 | NS      | $29098.30     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| News Corp                                                 | NEWS CORP                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      3925 | NS      | $71435.00     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                                                  | KIA MOTORS CORP                                              | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |       973 | NS      | $45780.15     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                               | ITOCHU CORP                                                  | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      3100 | NS      | $97255.54     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                      | HYUNDAI MOBIS CO LTD                                         | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |       316 | NS      | $50123.40     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxaro Resources Ltd                                      | EXXARO RESOURCES LTD                                         | CUSIP: 000000000<br>LEI: 378900BC3D9BFF4E4A37 | Long             | EC               | CORP              | ZA        |      2027 | NS      | $25987.15     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                     | FAST RETAILING CO LTD                                        | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       200 | NS      | $121706.71    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                          | EVERGREEN MARINE CORP TAIWAN LTD                             | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |      4200 | NS      | $22197.91     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastern Co SAE                                            | EASTERN CO SAE                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | EG        |     79179 | NS      | $45833.77     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                   | NVR INC                                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        24 | NS      | $110701.92    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Uplus Corp                                             | LG UPLUS CORP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4748 | NS      | $41579.79     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | ARISTOCRAT LEISURE LTD                                       | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      1879 | NS      | $38718.31     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial International Bank Egypt SAE                   | COMMERCIAL INTERNATIONAL BANK EGYPT SAE                      | CUSIP: 000000000<br>LEI: 213800FIIXJAMEVRIH48 | Long             | EC               | CORP              | EG        |     31774 | NS      | $53368.10     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                          | LENOVO GROUP LTD                                             | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |     58000 | NS      | $47240.87     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                               | INFOSYS LTD                                                  | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |      2323 | NS      | $42362.54     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                    | SAMSUNG FIRE & MARINE INSURANCE CO LTD                       | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |       375 | NS      | $59340.04     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                             | BHP GROUP LTD                                                | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      2138 | NS      | $66228.71     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd                                               | VEDANTA LTD                                                  | CUSIP: 000000000<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |      6103 | NS      | $22722.20     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group Ltd/The                                     | BIDVEST GROUP LTD/THE                                        | CUSIP: 000000000<br>LEI: 5299002ARE4TRMIRGM72 | Long             | EC               | CORP              | ZA        |      2876 | NS      | $36099.26     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                | MONDELEZ INTERNATIONAL INC                                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1574 | NS      | $104907.10    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                         | TELSTRA GROUP LTD                                            | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     17616 | NS      | $47641.46     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                     | MOLINA HEALTHCARE INC                                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       172 | NS      | $56797.84     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of the Philippine Islands                            | BANK OF THE PHILIPPINE ISLANDS                               | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |     21340 | NS      | $39144.33     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                | ASICS CORP                                                   | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      2400 | NS      | $52754.16     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                                   | AGC INC                                                      | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       900 | NS      | $29867.17     | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| Asahi Group Holdings Ltd                                  | ASAHI GROUP HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      1100 | NS      | $34240.38     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance                                           | TELEPERFORMANCE                                              | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       121 | NS      | $28926.92     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | KONINKLIJKE PHILIPS NV                                       | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      3991 | NS      | $60053.46     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                        | KONINKLIJKE KPN NV                                           | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     13430 | NS      | $41569.30     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | MICROSOFT CORP                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3223 | NS      | $772939.86    | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | METLIFE INC                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       535 | NS      | $38717.95     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | MERCK & CO INC                                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       797 | NS      | $88427.15     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | DEUTSCHE TELEKOM AG                                          | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      3874 | NS      | $77079.38     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                             | MCKESSON CORP                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       172 | NS      | $64520.64     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald s Corp                                           | MCDONALD'S CORP                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       410 | NS      | $108047.30    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | MASTERCARD INC                                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       551 | NS      | $191599.23    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | MARSH & MCLENNAN COS INC                                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       481 | NS      | $79595.88     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | BANCO SANTANDER SA                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     19880 | NS      | $59443.48     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                    | SANOFI                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1064 | NS      | $102597.89    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | WOLTERS KLUWER NV                                            | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       891 | NS      | $93230.07     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                   | MARATHON PETROLEUM CORP                                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1057 | NS      | $123024.23    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                         | MARATHON OIL CORP                                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2946 | NS      | $79748.22     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                 | MGM RESORTS INTERNATIONAL                                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1875 | NS      | $62868.75     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                 | KERING SA                                                    | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |        97 | NS      | $49366.01     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                             | VOLKSWAGEN AG                                                | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       610 | NS      | $75670.32     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                            | ELI LILLY & CO                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       613 | NS      | $224259.92    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       197 | NS      | $63723.74     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                       | LEIDOS HOLDINGS INC                                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       494 | NS      | $51963.86     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                 | SAMPO OYJ                                                    | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      1294 | NS      | $67584.98     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3HARRIS TECHNOLOGIES INC                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       348 | NS      | $72457.08     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                  | LKQ CORP                                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1577 | NS      | $84227.57     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                         | KINDER MORGAN INC                                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      4079 | NS      | $73748.32     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                       | KIMBERLY-CLARK CORP                                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       363 | NS      | $49277.25     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | KEURIG DR PEPPER INC                                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1605 | NS      | $57234.30     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | SWEDBANK AB                                                  | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      4633 | NS      | $78803.01     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                  | KLA CORP                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       215 | NS      | $81061.45     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | JOHNSON & JOHNSON                                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1013 | NS      | $178946.45    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMORGAN CHASE & CO                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1583 | NS      | $212280.30    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA HOLDINGS INC                                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       241 | NS      | $49378.49     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                      | INVITATION HOMES INC                                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       939 | NS      | $27831.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | DEUTSCHE POST AG                                             | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      1055 | NS      | $39485.14     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                | INTUIT INC                                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       211 | NS      | $82125.42     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                    | INTERNATIONAL PAPER CO                                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1104 | NS      | $38231.52     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                              | GEA GROUP AG                                                 | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       924 | NS      | $37576.82     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                                | HUMANA INC                                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       106 | NS      | $54292.14     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                               | HONEYWELL INTERNATIONAL INC                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       510 | NS      | $109293.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                        | HOME DEPOT INC/THE                                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       599 | NS      | $189200.14    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                               | HOLOGIC INC                                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1569 | NS      | $117376.89    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The                 | HARTFORD FINANCIAL SERVICES GROUP INC/THE                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1621 | NS      | $122920.43    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                              | CAPGEMINI SE                                                 | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       388 | NS      | $64864.36     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                 | THALES SA                                                    | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       397 | NS      | $50724.23     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE                          | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       176 | NS      | $128074.02    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                             | HDFC BANK LTD                                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       741 | NS      | $50691.81     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | AIRBUS SE                                                    | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       740 | NS      | $87987.85     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | GOLDMAN SACHS GROUP INC/THE                                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       460 | NS      | $157954.80    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                       | GLOBAL PAYMENTS INC                                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       510 | NS      | $50653.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | GENERAL ELECTRIC CO                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1160 | NS      | $97196.40     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                     | GENERAL DYNAMICS CORP                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       536 | NS      | $132986.96    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                                 | FLEETCOR TECHNOLOGIES INC                                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       543 | NS      | $99738.24     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | FISERV INC                                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       954 | NS      | $96420.78     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | FIFTH THIRD BANCORP                                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1533 | NS      | $50297.73     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                | FIDELITY NATIONAL INFORMATION SERVICES INC                   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       482 | NS      | $32703.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                | FEDEX CORP                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       362 | NS      | $62698.40     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                           | FAIR ISAAC CORP                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       187 | NS      | $111934.46    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | META PLATFORMS INC                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       470 | NS      | $56559.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                  | FMC CORP                                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       493 | NS      | $61526.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                   | EXTRA SPACE STORAGE INC                                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       267 | NS      | $39297.06     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | EXELON CORP                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1982 | NS      | $85681.86     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                         | GEORGE WESTON LTD                                            | CUSIP: 000000000<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       347 | NS      | $43052.09     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| West Fraser Timber Co Ltd                                 | WEST FRASER TIMBER CO LTD                                    | CUSIP: 000000000<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       929 | NS      | $67081.48     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                           | EQUITY LIFESTYLE PROPERTIES INC                              | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1003 | NS      | $64793.80     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                    | EQUITABLE HOLDINGS INC                                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      4246 | NS      | $121860.20    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                               | EQUINIX INC                                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       123 | NS      | $80568.69     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                   | TOROMONT INDUSTRIES LTD                                      | CUSIP: 000000000<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |       342 | NS      | $24680.07     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                  | ELANCO ANIMAL HEALTH INC                                     | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      1572 | NS      | $19209.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                    | ARCH CAPITAL GROUP LTD                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1062 | NS      | $66672.36     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                                    | PETROLEO BRASILEIRO SA                                       | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     10761 | NS      | $57184.12     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                    | GRUPO MEXICO SAB DE CV                                       | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     15900 | NS      | $55851.74     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | DOLLAR GENERAL CORP                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       274 | NS      | $67472.50     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                   | MAGNA INTERNATIONAL INC                                      | CUSIP: 000000000<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       804 | NS      | $45164.14     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Discover Financial Services                               | DISCOVER FINANCIAL SERVICES                                  | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       470 | NS      | $45980.10     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | DIAMONDBACK ENERGY INC                                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       213 | NS      | $29134.14     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                            | LOBLAW COS LTD                                               | CUSIP: 000000000<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       852 | NS      | $75333.41     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                   | MANULIFE FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      4397 | NS      | $78425.07     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                     | DELL TECHNOLOGIES INC                                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       625 | NS      | $25137.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                   | DARLING INGREDIENTS INC                                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       578 | NS      | $36177.02     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                              | DANAHER CORP                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       485 | NS      | $128728.70    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                               | CUMMINS INC                                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       394 | NS      | $95462.26     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | COSTCO WHOLESALE CORP                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       258 | NS      | $117777.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                    | CANADIAN TIRE CORP LTD                                       | CUSIP: 000000000<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       514 | NS      | $53715.66     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | CANADIAN IMPERIAL BANK OF COMMERCE                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       859 | NS      | $34746.99     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                 | CONSTELLATION ENERGY CORP                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1161 | NS      | $100089.81    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Chile                                            | BANCO DE CHILE                                               | CUSIP: 000000000<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |    370595 | NS      | $38378.21     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | NATIONAL BANK OF CANADA                                      | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      1083 | NS      | $72970.52     | 0.30%             |  |  |  | No            |                  2 | On Loan: —       |
| Cognizant Technology Solutions Corp                       | COGNIZANT TECHNOLOGY SOLUTIONS CORP                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1105 | NS      | $63194.95     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                          | COCA-COLA CO/THE                                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2465 | NS      | $156798.65    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | CITIGROUP INC                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      2408 | NS      | $108913.84    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                | CAPITAL ONE FINANCIAL CORP                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       442 | NS      | $41088.32     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                     | CAMDEN PROPERTY TRUST                                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       557 | NS      | $62317.16     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                | CADENCE DESIGN SYSTEMS INC                                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       656 | NS      | $105379.84    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                           | CMS ENERGY CORP                                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       850 | NS      | $53830.50     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                                | CF INDUSTRIES HOLDINGS INC                                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       884 | NS      | $75316.80     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                              | BROADCOM INC                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       250 | NS      | $139782.50    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                      | BOOKING HOLDINGS INC                                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        53 | NS      | $106809.84    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                | BIOGEN INC                                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       131 | NS      | $36276.52     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | BEST BUY CO INC                                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       424 | NS      | $34009.04     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                   | BECTON DICKINSON AND CO                                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       412 | NS      | $104771.60    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                     | BATH & BODY WORKS INC                                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      2037 | NS      | $85839.18     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                               | PEARSON PLC                                                  | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      4161 | NS      | $46985.26     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | BANK OF AMERICA CORP                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      4936 | NS      | $163480.32    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                 | AVALONBAY COMMUNITIES INC                                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       208 | NS      | $33596.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                              | AUTOZONE INC                                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        75 | NS      | $184963.50    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                              | AUTODESK INC                                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       281 | NS      | $52510.47     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                       | IMPERIAL BRANDS PLC                                          | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      2239 | NS      | $55776.04     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | APPLE INC                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6966 | NS      | $905092.38    | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                       | ELEVANCE HEALTH INC                                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       153 | NS      | $78484.41     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | AMERICAN INTERNATIONAL GROUP INC                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2089 | NS      | $132108.36    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                | DIAGEO PLC                                                   | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      1665 | NS      | $72880.17     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | AMAZON.COM INC                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      2477 | NS      | $208068.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | ALPHABET INC                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      6111 | NS      | $539173.53    | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                 | ALIBABA GROUP HOLDING LTD                                    | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       555 | NS      | $48889.95     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                       | ALEXANDRIA REAL ESTATE EQUITIES INC                          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       290 | NS      | $42244.30     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                  | AGILENT TECHNOLOGIES INC                                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       327 | NS      | $48935.55     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | ADOBE INC                                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       301 | NS      | $101295.53    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                         | ASHTEAD GROUP PLC                                            | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      1645 | NS      | $93443.88     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | ABBVIE INC                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1540 | NS      | $248879.40    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                       | ABBOTT LABORATORIES                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1503 | NS      | $165014.37    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** T. ROWE PRICE QUANTITATIVE MANAGEMENT FUNDS, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President