# EDGAR Filing Document

**Accession Number:** 0001364923
**File Stem:** 0001752724-23-014628
**Filing Date:** 2023-1
**Character Count:** 147415
**Document Hash:** 488f2cdb74d88defcf9f0d919ce3920c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014628.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014628

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Commonwealth Trust II
- **CENTRAL INDEX KEY:** 0001364923
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21990
- **FILM NUMBER:** 23556468

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Fidelity International Enhanced Index Fund (Series ID: S000019926)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000055928 | Fidelity International Enhanced Index Fund | FIENX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **International Enhanced Index Fund**

**November 30, 2022**

IEI-NPRT1-0123

1.870941.114 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.3%** | &nbsp;&nbsp;**Common Stocks - 98.3%** | &nbsp;&nbsp;**Common Stocks - 98.3%** |
|  | Shares | Value ($)<br>|
| Australia - 8.2%  |  |  |
| APA Group unit  | 550236 | 4198081 |
| Aristocrat Leisure Ltd.  | 220673 | 5302870 |
| Aurizon Holdings Ltd.  | 1131997 | 2942147 |
| Australia & New Zealand Banking Group Ltd.  | 688986 | 11633343 |
| BHP Group Ltd.  | 604027 | 18758280 |
| BHP Group Ltd. sponsored ADR (a) | 54761 | 3438991 |
| Commonwealth Bank of Australia  | 72102 | 5313717 |
| Computershare Ltd.  | 465241 | 8819436 |
| CSL Ltd.  | 14924 | 3066265 |
| Dexus unit  | 415784 | 2282696 |
| IDP Education Ltd.  | 17131 | 352700 |
| Insurance Australia Group Ltd.  | 454570 | 1480908 |
| Macquarie Group Ltd.  | 23275 | 2862395 |
| Medibank Private Ltd.  | 1217182 | 2428502 |
| Mineral Resources Ltd.  | 23924 | 1440999 |
| National Australia Bank Ltd.  | 101967 | 2194732 |
| Qantas Airways Ltd. (b) | 1552546 | 6667618 |
| QBE Insurance Group Ltd.  | 287340 | 2524077 |
| Rio Tinto Ltd.  | 61294 | 4575885 |
| Santos Ltd.  | 45650 | 227709 |
| Scentre Group unit  | 1960292 | 3998389 |
| Stockland Corp. Ltd. unit  | 582853 | 1521757 |
| Suncorp Group Ltd.  | 362632 | 2951080 |
| Telstra Group Ltd.  | 2908541 | 7891507 |
| Wesfarmers Ltd.  | 204619 | 6815883 |
| Westpac Banking Corp.  | 36722 | 596363 |
| WiseTech Global Ltd.  | 3994 | 159703 |
| Woodside Energy Group Ltd.  | 217319 | 5488294 |
| TOTAL AUSTRALIA |  | 119934327 |
| Austria - 0.4%  |  |  |
| Erste Group Bank AG  | 37840 | 1184823 |
| OMV AG  | 27776 | 1474120 |
| Raiffeisen International Bank-Holding AG  | 92304 | 1452533 |
| Voestalpine AG  | 45867 | 1261632 |
| TOTAL AUSTRIA |  | 5373108 |
| Belgium - 0.7%  |  |  |
| Ageas  | 12675 | 513235 |
| D'ieteren Group  | 15198 | 2894487 |
| ELIA GROUP SA/NV  | 11919 | 1698321 |
| Solvay SA Class A  | 52468 | 5204559 |
| UCB SA  | 9375 | 756718 |
| TOTAL BELGIUM |  | 11067320 |
| Bermuda - 0.5%  |  |  |
| CK Infrastructure Holdings Ltd.  | 148000 | 747959 |
| Jardine Matheson Holdings Ltd.  | 136700 | 6625714 |
| TOTAL BERMUDA |  | 7373673 |
| Cayman Islands - 1.2%  |  |  |
| ASMPT Ltd.  | 305400 | 2273551 |
| CK Asset Holdings Ltd.  | 298328 | 1785641 |
| CK Hutchison Holdings Ltd.  | 1265000 | 7353731 |
| SITC International Holdings Co. Ltd.  | 338000 | 749805 |
| WH Group Ltd. (c) | 5258955 | 3081308 |
| Xinyi Glass Holdings Ltd.  | 960000 | 1859082 |
| TOTAL CAYMAN ISLANDS |  | 17103118 |
| Denmark - 2.9%  |  |  |
| A.P. Moller - Maersk A/S: |  |  |
|  Series A  | 1150 | 2441525 |
|  Series B  | 203 | 440095 |
| Carlsberg A/S Series B  | 13682 | 1729613 |
| Genmab A/S (b) | 24150 | 11190989 |
| Novo Nordisk A/S: |  |  |
|  Series B  | 189396 | 23757480 |
|  Series B sponsored ADR  | 19643 | 2447518 |
| Pandora A/S  | 5036 | 383395 |
| TOTAL DENMARK |  | 42390615 |
| Finland - 1.5%  |  |  |
| Elisa Corp. (A Shares)  | 87811 | 4567684 |
| Fortum Corp.  | 44011 | 701357 |
| Kesko Oyj  | 155048 | 3332838 |
| Kone OYJ (B Shares)  | 58290 | 2915112 |
| Nordea Bank ABP  | 592571 | 6227335 |
| Sampo Oyj (A Shares)  | 34274 | 1735745 |
| Stora Enso Oyj (R Shares)  | 160849 | 2366275 |
| Wartsila Corp.  | 82501 | 714657 |
| TOTAL FINLAND |  | 22561003 |
| France - 12.4%  |  |  |
| Air Liquide SA  | 3504 | 510151 |
| Alstom SA  | 20600 | 540873 |
| AXA SA  | 179180 | 5065161 |
| BNP Paribas SA  | 33291 | 1870688 |
| Compagnie de St. Gobain  | 75309 | 3472615 |
| Credit Agricole SA  | 52877 | 534815 |
| Danone SA  | 60979 | 3204892 |
| Dassault Systemes SA  | 16452 | 613451 |
| Edenred SA  | 151603 | 8328916 |
| Eiffage SA  | 56507 | 5563901 |
| Engie SA  | 670507 | 10192909 |
| Gecina SA  | 20360 | 1991806 |
| Getlink SE  | 318248 | 5259174 |
| Hermes International SCA  | 8139 | 13228143 |
| Kering SA  | 11133 | 6689121 |
| Klepierre SA  | 149564 | 3465735 |
| L'Oreal SA  | 45554 | 17108077 |
| La Francaise des Jeux SAEM (c) | 96618 | 3874015 |
| Legrand SA  | 27939 | 2276495 |
| LVMH Moet Hennessy Louis Vuitton SE  | 21882 | 16981062 |
| Orange SA (a) | 364698 | 3705754 |
| Pernod Ricard SA  | 14686 | 2913494 |
| Publicis Groupe SA  | 47588 | 3132072 |
| Safran SA  | 58860 | 7274254 |
| Sanofi SA  | 96721 | 8736741 |
| Sanofi SA sponsored ADR  | 120000 | 5442000 |
| Schneider Electric SA  | 3904 | 576520 |
| Societe Generale Series A  | 359679 | 9052774 |
| Teleperformance  | 6701 | 1529716 |
| TotalEnergies SE  | 306493 | 19155842 |
| Ubisoft Entertainment SA (b) | 51310 | 1427352 |
| VINCI SA  | 73881 | 7459455 |
| Wendel SA  | 6516 | 606730 |
| TOTAL FRANCE |  | 181784704 |
| Germany - 7.1%  |  |  |
| Allianz SE  | 16875 | 3602163 |
| Brenntag SE  | 14545 | 924785 |
| Commerzbank AG (b) | 217949 | 1825564 |
| Deutsche Bank AG  | 489814 | 5205908 |
| Deutsche Borse AG  | 48510 | 8914898 |
| Deutsche Lufthansa AG (b) | 978229 | 7886553 |
| Deutsche Telekom AG  | 146518 | 2980579 |
| Evonik Industries AG  | 56175 | 1107321 |
| Fresenius SE & Co. KGaA  | 28489 | 793783 |
| GEA Group AG  | 24578 | 1005024 |
| Hannover Reuck SE  | 8343 | 1583750 |
| Henkel AG & Co. KGaA  | 11050 | 735149 |
| Infineon Technologies AG  | 333183 | 11191767 |
| Knorr-Bremse AG  | 51029 | 2908887 |
| Mercedes-Benz Group AG: |  |  |
|  ADR  | 50266 | 851003 |
| (Germany)  | 181457 | 12328776 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  | 23016 | 7269750 |
| Nemetschek SE  | 42024 | 2100261 |
| Rational AG  | 1024 | 643383 |
| RWE AG  | 71549 | 3149658 |
| SAP SE  | 42746 | 4742953 |
| Scout24 AG (c) | 16030 | 879856 |
| Siemens AG  | 109189 | 15142859 |
| Siemens AG sponsored ADR  | 36490 | 2530582 |
| Siemens Energy AG  | 20394 | 342537 |
| Telefonica Deutschland Holding AG  | 1198201 | 2865799 |
| Volkswagen AG  | 1828 | 352891 |
| TOTAL GERMANY |  | 103866439 |
| Hong Kong - 1.0%  |  |  |
| AIA Group Ltd.  | 426032 | 4326189 |
| BOC Hong Kong (Holdings) Ltd.  | 2597500 | 8291211 |
| Hong Kong Exchanges and Clearing Ltd.  | 27900 | 1109235 |
| Swire Pacific Ltd. (A Shares)  | 108500 | 852744 |
| TOTAL HONG KONG |  | 14579379 |
| Israel - 0.8%  |  |  |
| Bank Hapoalim BM (Reg.)  | 84028 | 803386 |
| Check Point Software Technologies Ltd. (b) | 31165 | 4139647 |
| CyberArk Software Ltd. (b) | 12000 | 1788840 |
| Wix.com Ltd. (b) | 50025 | 4526762 |
| TOTAL ISRAEL |  | 11258635 |
| Italy - 0.9%  |  |  |
| Assicurazioni Generali SpA  | 93044 | 1650545 |
| Eni SpA  | 561881 | 8377645 |
| Eni SpA sponsored ADR (a) | 14327 | 424222 |
| Poste Italiane SpA (c) | 352159 | 3465820 |
| TOTAL ITALY |  | 13918232 |
| Japan - 21.9%  |  |  |
| Advantest Corp.  | 7700 | 524083 |
| AEON Co. Ltd.  | 242800 | 5010835 |
| Ajinomoto Co., Inc.  | 153600 | 4863420 |
| Amada Co. Ltd.  | 229100 | 1846984 |
| Astellas Pharma, Inc.  | 154025 | 2388871 |
| Dai Nippon Printing Co. Ltd.  | 93680 | 1940267 |
| Daifuku Co. Ltd.  | 34500 | 1796076 |
| Daiichi Sankyo Kabushiki Kaisha  | 215900 | 7150729 |
| Dentsu Group, Inc.  | 130000 | 4209748 |
| FANUC Corp.  | 17800 | 2676426 |
| Fast Retailing Co. Ltd.  | 17300 | 10287265 |
| Fuji Electric Co. Ltd.  | 9500 | 393633 |
| GLP J-REIT  | 795 | 893357 |
| Hamamatsu Photonics K.K.  | 122200 | 6452697 |
| Hikari Tsushin, Inc.  | 4300 | 603505 |
| Hirose Electric Co. Ltd.  | 26100 | 3493160 |
| Hitachi Construction Machinery Co. Ltd.  | 70400 | 1664063 |
| Hitachi Ltd.  | 197800 | 10578238 |
| Honda Motor Co. Ltd.  | 412800 | 10060598 |
| Hoya Corp.  | 102484 | 10605058 |
| Ibiden Co. Ltd.  | 123800 | 5080363 |
| Idemitsu Kosan Co. Ltd.  | 63200 | 1484166 |
| Itochu Corp.  | 97800 | 3071613 |
| Japan Post Bank Co. Ltd.  | 764500 | 5843811 |
| Japan Post Holdings Co. Ltd.  | 968777 | 7593444 |
| Kamigumi Co. Ltd.  | 63700 | 1300812 |
| Keyence Corp.  | 12000 | 5077584 |
| Kikkoman Corp.  | 7000 | 396474 |
| Kintetsu Group Holdings Co. Ltd.  | 151000 | 5396920 |
| Koito Manufacturing Co. Ltd.  | 5500 | 87802 |
| Lawson, Inc.  | 78000 | 2793689 |
| Marubeni Corp.  | 215150 | 2433859 |
| Mazda Motor Corp.  | 323800 | 2574354 |
| Misumi Group, Inc.  | 23885 | 593720 |
| Mitsubishi Chemical Holdings Corp.  | 827600 | 4419047 |
| Mitsubishi Corp.  | 275600 | 9281977 |
| Mitsubishi Electric Corp.  | 437958 | 4389120 |
| Mitsubishi Heavy Industries Ltd.  | 12200 | 485595 |
| Mitsubishi UFJ Financial Group, Inc.  | 241200 | 1315395 |
| Mitsui & Co. Ltd.  | 417900 | 12129013 |
| Murata Manufacturing Co. Ltd.  | 5600 | 307178 |
| NGK Insulators Ltd.  | 148800 | 1974986 |
| Nintendo Co. Ltd.  | 137000 | 5874159 |
| Nippon Express Holdings, Inc.  | 76200 | 4513788 |
| Nippon Steel & Sumitomo Metal Corp.  | 123400 | 1977029 |
| Nissan Chemical Corp.  | 19000 | 943231 |
| Nissan Motor Co. Ltd. sponsored ADR  | 87636 | 632732 |
| Nitto Denko Corp.  | 100200 | 6330726 |
| OBIC Co. Ltd.  | 19900 | 3184932 |
| Olympus Corp.  | 459900 | 9500985 |
| Ono Pharmaceutical Co. Ltd.  | 123800 | 3172766 |
| Oracle Corp. Japan  | 50400 | 2984807 |
| Panasonic Holdings Corp.  | 124800 | 1165341 |
| Recruit Holdings Co. Ltd.  | 347400 | 11240219 |
| Renesas Electronics Corp. (b) | 904800 | 8874013 |
| Ricoh Co. Ltd.  | 545200 | 4330774 |
| ROHM Co. Ltd.  | 2500 | 200678 |
| SCSK Corp.  | 36400 | 589505 |
| Seiko Epson Corp.  | 158500 | 2494210 |
| SHIMANO, Inc.  | 15900 | 2746505 |
| Shin-Etsu Chemical Co. Ltd.  | 97000 | 12552309 |
| Shin-Etsu Chemical Co. Ltd. ADR  | 12090 | 391112 |
| Shizuoka Financial Group  | 163200 | 1195758 |
| SMC Corp.  | 8500 | 3878642 |
| SoftBank Corp.  | 943600 | 10266039 |
| SoftBank Group Corp.  | 57100 | 2502038 |
| Sony Group Corp.  | 36700 | 3040234 |
| Subaru Corp.  | 127400 | 2182090 |
| Sumco Corp.  | 8800 | 131661 |
| Sumitomo Chemical Co. Ltd.  | 1551200 | 5655420 |
| Sumitomo Corp.  | 355300 | 5824883 |
| Sysmex Corp.  | 30300 | 1861513 |
| Takeda Pharmaceutical Co. Ltd.  | 190200 | 5592495 |
| Takeda Pharmaceutical Co. Ltd. ADR (a) | 69120 | 1018138 |
| TDK Corp.  | 47300 | 1704946 |
| Tobu Railway Co. Ltd.  | 42100 | 1016356 |
| Tokyo Electron Ltd.  | 6500 | 2205915 |
| Toyota Motor Corp.  | 554095 | 8157226 |
| Toyota Tsusho Corp.  | 24100 | 930329 |
| USS Co. Ltd.  | 82100 | 1379830 |
| Yokogawa Electric Corp.  | 89200 | 1682283 |
| Z Holdings Corp.  | 2425000 | 6673470 |
| ZOZO, Inc.  | 202200 | 5104871 |
| TOTAL JAPAN |  | 321173893 |
| Luxembourg - 0.9%  |  |  |
| Aroundtown SA  | 556705 | 1349438 |
| Eurofins Scientific SA  | 51364 | 3565473 |
| Tenaris SA  | 160529 | 2786675 |
| Tenaris SA sponsored ADR  | 154264 | 5317480 |
| TOTAL LUXEMBOURG |  | 13019066 |
| Netherlands - 6.4%  |  |  |
| Airbus Group NV  | 5650 | 648595 |
| ASML Holding NV  | 4400 | 2675728 |
| ASML Holding NV (Netherlands)  | 46887 | 28625459 |
| CNH Industrial NV  | 102486 | 1651752 |
| Ferrari NV (Italy)  | 7191 | 1605045 |
| Heineken Holding NV  | 36158 | 2737453 |
| ING Groep NV (Certificaten Van Aandelen)  | 654520 | 7937250 |
| Koninklijke Ahold Delhaize NV  | 208712 | 6082308 |
| Koninklijke Philips Electronics NV  | 421268 | 6312542 |
| NN Group NV  | 9537 | 407578 |
| OCI NV  | 142967 | 6052367 |
| QIAGEN NV (Germany) (b) | 27786 | 1387223 |
| Stellantis NV (Italy)  | 733043 | 11564098 |
| STMicroelectronics NV (France)  | 172648 | 6682671 |
| Wolters Kluwer NV  | 85752 | 9450766 |
| TOTAL NETHERLANDS |  | 93820835 |
| New Zealand - 0.1%  |  |  |
| Meridian Energy Ltd.  | 582070 | 1806620 |
| Norway - 0.8%  |  |  |
| DNB Bank ASA  | 160586 | 3135625 |
| Equinor ASA  | 110074 | 4239038 |
| Equinor ASA sponsored ADR  | 14742 | 567272 |
| Gjensidige Forsikring ASA  | 168176 | 3246436 |
| Yara International ASA  | 21325 | 984841 |
| TOTAL NORWAY |  | 12173212 |
| Singapore - 1.2%  |  |  |
| Oversea-Chinese Banking Corp. Ltd.  | 776600 | 7157669 |
| Singapore Exchange Ltd.  | 91900 | 615123 |
| United Overseas Bank Ltd.  | 445555 | 10273375 |
| TOTAL SINGAPORE |  | 18046167 |
| Spain - 2.1%  |  |  |
| ACS Actividades de Construccion y Servicios SA  | 66195 | 1878774 |
| Amadeus IT Holding SA Class A (b) | 105528 | 5705637 |
| Banco Bilbao Vizcaya Argentaria SA  | 963928 | 5680470 |
| Banco Santander SA (Spain)  | 940157 | 2805275 |
| Grifols SA (b) | 86306 | 924680 |
| Iberdrola SA  | 270427 | 3055129 |
| Industria de Diseno Textil SA  | 345532 | 9019702 |
| Red Electrica Corporacion SA  | 146458 | 2564252 |
| TOTAL SPAIN |  | 31633919 |
| Sweden - 3.0%  |  |  |
| Atlas Copco AB: |  |  |
|  (A Shares)  | 236955 | 2953622 |
|  (B Shares)  | 127166 | 1443743 |
| Embracer Group AB (a)(b) | 69196 | 297262 |
| Ericsson (B Shares)  | 169525 | 1069985 |
| Evolution AB (c) | 58777 | 6054263 |
| Fastighets AB Balder (b) | 906879 | 4076884 |
| Industrivarden AB: |  |  |
|  (A Shares)  | 128986 | 3328882 |
|  (C Shares)  | 103094 | 2640924 |
| Indutrade AB  | 25533 | 549983 |
| Kinnevik AB (B Shares) (b) | 222883 | 3435718 |
| Sagax AB  | 80908 | 1799005 |
| Securitas AB (B Shares)  | 86325 | 708113 |
| Skandinaviska Enskilda Banken AB (A Shares)  | 123335 | 1422146 |
| Svenska Handelsbanken AB (A Shares)  | 473957 | 4814384 |
| Swedish Orphan Biovitrum AB (b) | 139343 | 3014570 |
| Volvo AB (B Shares)  | 351549 | 6458533 |
| TOTAL SWEDEN |  | 44068017 |
| Switzerland - 9.3%  |  |  |
| ABB Ltd.: |  |  |
|  (Reg.)  | 223056 | 7010246 |
|  sponsored ADR  | 34931 | 1099977 |
| Coca-Cola HBC AG  | 16416 | 401550 |
| Compagnie Financiere Richemont SA: |  |  |
|  unit  | 86458 | 1100936 |
|  warrants 11/22/23 (b) | 12618 | 11280 |
|  Series A  | 97263 | 12893962 |
| Holcim AG  | 190001 | 9925622 |
| Nestle SA (Reg. S)  | 278980 | 33205194 |
| Nestle SA (Reg. S) sponsored ADR  | 6154 | 732264 |
| Novartis AG  | 165140 | 14689955 |
| Partners Group Holding AG  | 5851 | 5829758 |
| Roche Holding AG: |  |  |
| (Bearer) (a) | 8426 | 3384847 |
|  (participation certificate)  | 74967 | 24486013 |
|  sponsored ADR  | 30644 | 1253952 |
| Sonova Holding AG  | 1282 | 332883 |
| Swatch Group AG (Bearer)  | 1842 | 492895 |
| Swatch Group AG (Bearer) (Reg.)  | 6816 | 329602 |
| Swiss Life Holding AG  | 6991 | 3737277 |
| Swiss Prime Site AG  | 11506 | 959893 |
| UBS Group AG  | 376720 | 6951497 |
| Zurich Insurance Group Ltd.  | 14908 | 7162355 |
| TOTAL SWITZERLAND |  | 135991958 |
| United Kingdom - 15.0%  |  |  |
| Admiral Group PLC  | 72320 | 1768078 |
| Anglo American PLC (United Kingdom)  | 101059 | 4201540 |
| Ashtead Group PLC  | 11679 | 712824 |
| AstraZeneca PLC (United Kingdom)  | 95362 | 12906356 |
| BAE Systems PLC  | 954035 | 9448507 |
| Barclays PLC  | 1004944 | 1965743 |
| BP PLC  | 1405144 | 8391146 |
| BP PLC sponsored ADR  | 6310 | 226529 |
| British American Tobacco PLC: |  |  |
|  (United Kingdom)  | 203781 | 8355429 |
|  sponsored ADR  | 55850 | 2304930 |
| Bunzl PLC  | 93935 | 3473998 |
| Burberry Group PLC  | 222482 | 5880160 |
| Compass Group PLC  | 306133 | 6979201 |
| Diageo PLC  | 290886 | 13433697 |
| Diageo PLC sponsored ADR  | 23737 | 4428137 |
| Direct Line Insurance Group PLC  | 707464 | 1790324 |
| GSK PLC  | 495820 | 8430955 |
| GSK PLC sponsored ADR  | 174486 | 6035471 |
| Hargreaves Lansdown PLC  | 32044 | 330165 |
| HSBC Holdings PLC: |  |  |
|  (United Kingdom)  | 1211593 | 7423119 |
|  sponsored ADR (a) | 194018 | 5987395 |
| Imperial Brands PLC  | 283609 | 7294725 |
| InterContinental Hotel Group PLC  | 87413 | 5087717 |
| InterContinental Hotel Group PLC ADR  | 51032 | 3001702 |
| Lloyds Banking Group PLC  | 7105944 | 4054749 |
| Persimmon PLC  | 38484 | 596073 |
| Reckitt Benckiser Group PLC  | 128416 | 9215583 |
| Reckitt Benckiser Group PLC ADR (a) | 13198 | 192955 |
| RELX PLC: |  |  |
|  (London Stock Exchange)  | 81773 | 2292992 |
|  sponsored ADR  | 1833 | 51654 |
| Rio Tinto PLC  | 122449 | 8243107 |
| Rio Tinto PLC sponsored ADR  | 77321 | 5307313 |
| Rolls-Royce Holdings PLC (b) | 2855106 | 3163597 |
| Sage Group PLC  | 305895 | 2967019 |
| Schroders PLC  | 764866 | 4128480 |
| Shell PLC: |  |  |
|  ADR  | 93165 | 5447358 |
| (London)  | 772727 | 22614468 |
|  rights (b)(d) | 772727 | 198774 |
| SSE PLC  | 298626 | 6193669 |
| Unilever PLC  | 287134 | 14357029 |
| Vodafone Group PLC  | 1573737 | 1743170 |
| TOTAL UNITED KINGDOM |  | 220625838 |
| United States of America - 0.0%  |  |  |
| Woodside Energy Group Ltd. ADR (a) | 29673 | 748353 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $1,312,407,173) |  | <br> **1444318431** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 0.3%** | &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 0.3%** | &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 0.3%** |
|  | Shares | Value ($)<br>|
| Germany - 0.3%  |  |  |
| Henkel AG & Co. KGaA  | 41743 | 2985724 |
| Volkswagen AG  | 7297 | 1077845 |
| <br> **TOTAL NONCONVERTIBLE PREFERRED STOCKS**<br> (Cost $3,607,488) |  | <br> **4063569** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (e) | 9942160 | 9944148 |
| Fidelity Securities Lending Cash Central Fund 3.86% (e)(f) | 14453319 | 14454764 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $24,398,912) |  | **24398912** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.3%**<br> (Cost $1,340,413,573)<br>| <br>**1472780912** |
| **NET OTHER ASSETS (LIABILITIES) - (0.3)%** (g)  | **(3715679)** |
| **NET ASSETS - 100.0%** | **1469065233** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Index Contracts |  |  |  |  |  |
| ICE E-mini MSCI EAFE Index Contracts (United States) | 248 | Dec 2022 | 24549520 | 1288014 | 1288014 |
| The notional amount of futures purchased as a percentage of Net Assets is 1.7% | The notional amount of futures purchased as a percentage of Net Assets is 1.7% | The notional amount of futures purchased as a percentage of Net Assets is 1.7% | The notional amount of futures purchased as a percentage of Net Assets is 1.7% | The notional amount of futures purchased as a percentage of Net Assets is 1.7% | The notional amount of futures purchased as a percentage of Net Assets is 1.7% |

---

Categorizations in the Schedule of Investments are based on country or territory of incorporation.

**Legend**

(a) Security or a portion of the security is on loan at period end.

(b) Non-income producing

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $17,355,262 or 1.2% of net assets.

(d) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(e) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(f) Investment made with cash collateral received from securities on loan.

(g) Includes $587,135 of cash collateral to cover margin requirements for futures contracts.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 18255010 | 85170538 | 93481400 | 194795 | - | - | 9944148 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 3.86% | 5934742 | 59163493 | 50643471 | 38108 | - | - | 14454764 | 0.0% |
| Total | 24189752 | 144334031 | 144124871 | 232903 | - | - | 24398912 |  |

---

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Commonwealth Trust II

- **b. Investment Company Act file number:** 811-21990

- **c. CIK number of Registrant:** 0001364923

- **d. LEI of Registrant:** PJO8XCGPPRYUY4CZV047

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity International Enhanced Index Fund

- **b. EDGAR series identifier (if any):** S000019926

- **c. LEI of Series:** 549300ICL8IHUMDPZJ31

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1483843725.53

**Total Liabilities:** $14218697.91

**Net Assets:** $1469625027.62

**Delayed Delivery Securities:** $205209.08

**Cash Not Reported:** $216053.23

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055928 | -8.71%               | 5.99%                | 13.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-23498382.13            | $-92508260.63                              |
| Month 2  | $-19981471.27            | $91067770.97                               |
| Month 3  | $-10909008.43            | $179161708.98                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SCENTRE GROUP                                             | SCENTRE GROUP STAPLED UNIT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   1960292 | NS      | $3998388.57   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | ALLIANZ SE (REGD)                             | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |     16875 | NS      | $3602163.04   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HANNOVER RUECK SA                                         | HANNOVER RUECKVERSICHERUNGS SE(REGD)          | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |      8343 | NS      | $1583749.87   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TENARIS SA                                                | TENARIS SA (ITALY)                            | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |    160529 | NS      | $2786675.13   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SA                                              | IBERDROLA SA                                  | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    270427 | NS      | $3055128.60   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                          | ROCHE HOLDING LTD SPON ADR                    | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     30644 | NS      | $1253952.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                            | COMMERZBANK AG                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |    217949 | NS      | $1825563.97   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC SPON ADR                               | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      6310 | NS      | $226529.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUM OYJ                                                | FORTUM OYJ                                    | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |     44011 | NS      | $701356.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     10542 | NS      | $464069.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TOTALENERGIES SE                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    306493 | NS      | $19155841.86  | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | EQUINOR ASA                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |    110074 | NS      | $4239038.17   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| FAST RETAILING CO LTD                                     | FAST RETAILING CO LTD                         | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |     17300 | NS      | $10287264.84  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                     | MINERAL RESOURCES LTD                         | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               | CORP              | AU        |     23924 | NS      | $1440998.91   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ROHM CO LTD                                               | ROHM CO LTD                                   | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |      2500 | NS      | $200678.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA GROUP AG                                              | GEA GROUP AG                                  | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     24578 | NS      | $1005024.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EIFFAGE SA                                                | EIFFAGE SA (FORM FOUGEROLLE)                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |     62417 | NS      | $6145822.59   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   1211593 | NS      | $7423118.80   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | AROUNDTOWN SA                                 | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EC               | CORP              | LU        |    556705 | NS      | $1349437.70   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                                   | PANASONIC HOLDINGS CORP                       | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |    124800 | NS      | $1165340.86   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST BANK CO LTD                                    | JAPAN POST BANK CO LTD                        | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |    764500 | NS      | $5843810.73   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                 | SHELL PLC SPONS ADR                           | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     93165 | NS      | $5447357.55   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | EUROFINS SCIENTIFIC SE                        | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |     51364 | NS      | $3565472.57   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J REIT                                                | GLP J-REIT                                    | CUSIP: N/A<br>LEI: 353800E27V9KA51K2I90       | Long             | EC               | CORP              | JP        |       795 | NS      | $893356.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                        | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     84293 | NS      | $2382841.95   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                | SIEMENS AG SPON ADR                           | CUSIP: 826197501<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     29546 | NS      | $2049015.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO INC                                                  | ZOZO INC                                      | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |    202200 | NS      | $5104870.62   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA A G                                    | LUFTHANSA AG (REGD)                           | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |   1072859 | NS      | $8649467.34   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                              | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    203781 | NS      | $8355428.76   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                                | DIAGEO PLC SPON ADR                           | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     23737 | NS      | $4428137.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK INSULATORS LTD                                        | NGK INSULATORS LTD                            | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |    148800 | NS      | $1974985.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ELISA CORP                                                | ELISA CORP CL A                               | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |     87811 | NS      | $4567684.38   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO-NORDISK AS                                           | NOVO-NORDISK AS CL B ADR                      | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     19643 | NS      | $2447517.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                 | SHELL PLC EEE RT                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    772727 | NS      | $198773.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                  | ROLLS-ROYCE HOLDINGS PLC                      | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |   2855106 | NS      | $3163597.18   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL PLC                                                 | BUNZL PLC                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |    117201 | NS      | $4334444.58   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTERSHARE LTD                                         | COMPUTERSHARE LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    465241 | NS      | $8819435.97   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | BANCO SANTANDER SA                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    940157 | NS      | $2805274.92   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                       | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |    298626 | NS      | $6193669.19   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA            | ACS ACTIVIDADES CONST Y SRV SA                | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     66195 | NS      | $1878774.37   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXUS/AU                                                  | DEXUS (STAPLED)                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    415784 | NS      | $2282695.87   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMANO INC                                               | SHIMANO INC                                   | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |     15900 | NS      | $2746505.49   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | MACQUARIE GROUP LTD                           | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |     23275 | NS      | $2862395.16   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                                   | RECRUIT HOLDINGS CO LTD                       | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |    347400 | NS      | $11240218.67  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE                                                    | ORANGE                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |    407458 | NS      | $4140245.26   | 0.28%             |  |  |  | No            |                  2 | On Loan: —       |
| SAP SE                                                    | SAP SE                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     42746 | NS      | $4742953.21   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | BURBERRY GROUP PLC                            | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |    222482 | NS      | $5880160.15   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC CORP                                                  | SMC CORP                                      | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |      8500 | NS      | $3878642.38   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | LEGRAND SA                                    | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |     27939 | NS      | $2276494.65   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'OREAL SA ORD                                | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |     45554 | NS      | $17108077.04  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP PARIBAS                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     33291 | NS      | $1870687.93   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG (AUSH100)                              | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     27776 | NS      | $1474119.55   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC                                            | SAGE GROUP PLC                                | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |    305895 | NS      | $2967019.49   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO-NORDISK AS                                           | NOVO-NORDISK AS CL B                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |    193738 | NS      | $24302132.43  | 1.65%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                         | TOYOTA MOTOR CORP                             | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |    554095 | NS      | $8157225.75   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTEST CORP                                            | ADVANTEST CORP                                | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      7700 | NS      | $524082.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK CORP                                                 | SCSK CORP                                     | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |     36400 | NS      | $589505.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                 | ZURICH INSURANCE GROUP AG                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     14908 | NS      | $7162355.36   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| WIX.COM LTD                                               | WIX.COM LTD                                   | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |     50025 | NS      | $4526762.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSIMMON PLC                                             | PERSIMMON PLC ORD                             | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |     38484 | NS      | $596072.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION JAPAN                                  | ORACLE CORPORATION JAPAN                      | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |     50400 | NS      | $2984806.83   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD                           | MITSUBISHI HEAVY INDS LTD                     | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |     12200 | NS      | $485594.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA                     | INDITEX SA                                    | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    345532 | NS      | $9019702.00   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN | MUNICH REINSURANCE (REG)                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |     21762 | NS      | $6873665.88   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| GETLINK SE                                                | GETLINK                                       | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |    318248 | NS      | $5259173.98   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIVARDEN AB                                         | INDUSTRIVARDEN AB SER A                       | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |    140986 | NS      | $3638579.35   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GECINA SA                                                 | GECINA                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |     20360 | NS      | $1991806.45   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO CORP                                                | SUMCO CORPORATION                             | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |      8800 | NS      | $131661.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                             | MARUBENI CORP                                 | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |    215150 | NS      | $2433858.84   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SWATCH GROUP AG                                           | SWATCH GROUP AG (REG)                         | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |      6816 | NS      | $329602.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB LTD                                                   | ABB LTD SPON ADR                              | CUSIP: 000375204<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     34931 | NS      | $1099977.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KESKO OYJ                                                 | KESKO OYJ SER B                               | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |    155048 | NS      | $3332838.42   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                                    | SANOFI SPON ADR                               | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    120000 | NS      | $5442000.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | EVONIK INDUSTRIES AG                          | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |     56175 | NS      | $1107320.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT AG SWITZ                   | COMPAGNIE FIN RICHEM AG SWITZ WT 11/27/23     | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |     12618 | NS      | $11279.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | ENI SPA                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |    561881 | NS      | $8377645.26   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| RATIONAL AG                                               | RATIONAL AG                                   | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |      1024 | NS      | $643383.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     81773 | NS      | $2292992.03   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| EDENRED                                                   | EDENRED                                       | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |    151603 | NS      | $8328915.84   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| CHECK POINT SOFTWARE TECHS LTD                            | CHECK POINT SOFTWARE TECHS LTD                | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |     31165 | NS      | $4139646.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN PLC                                        | ANGLO AMERICAN PLC                            | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    101059 | NS      | $4201539.77   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIZUOKA FINANCIAL GROUP                                  | SHIZUOKA FINANCIAL GROUP                      | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |    163200 | NS      | $1195758.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI CONSTRUCTION MACHINERY CO LTD                     | HITACHI CONST MACHINERY CO LTD                | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |     70400 | NS      | $1664063.27   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IDP EDUCATION LTD                                         | IDP EDUCATION LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     17131 | NS      | $352700.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                               | NOVARTIS AG (REG)                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |    165140 | NS      | $14689955.18  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA CORP                                                 | HOYA CORP                                     | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |    102484 | NS      | $10605058.03  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO LTD                                             | RIO TINTO LTD                                 | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     61294 | NS      | $4575884.78   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                              | BRITISH AMERICAN TOB PLC ADR                  | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     55850 | NS      | $2304929.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INS GROUP LTD                                         | QBE INSURANCE GROUP LTD                       | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |    287340 | NS      | $2524076.84   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI and CO LTD                                         | MITSUI and CO LTD                             | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |    417900 | NS      | $12129013.46  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL LTD                                                   | CSL LIMITED                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |     14924 | NS      | $3066264.59   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| KINNEVIK AB                                               | KINNEVIK AB                                   | CUSIP: N/A<br>LEI: 2138006PZH76JOS6MN27       | Long             | EC               | CORP              | SE        |    222883 | NS      | $3435717.55   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                       | NISSAN MOTOR CO LTD SPON ADR                  | CUSIP: 654744408<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |     87636 | NS      | $632731.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MURATA MANUFACTURING CO LTD                               | MURATA MFG CO LTD                             | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      5600 | NS      | $307178.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | QANTAS AIRWAYS LTD                            | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |   1552546 | NS      | $6667617.79   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                             | SUMITOMO CORP                                 | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |    355300 | NS      | $5824882.69   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                              | EVOLUTION AB                                  | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     58777 | NS      | $6054263.37   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                          | ROCHE HOLDINGS AG (GENUSSCHEINE)              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     74967 | NS      | $24486013.40  | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON PLC                                              | FERGUSON PLC                                  | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |      3990 | NS      | $452350.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RICOH CO LTD                                              | RICOH CO LTD                                  | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |    545200 | NS      | $4330774.21   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS PRIME SITE AG                                       | SWISS PRIME SITE AG                           | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |     11506 | NS      | $959893.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING GROEP NV                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    654520 | NS      | $7937249.83   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     52877 | NS      | $534815.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | INFINEON TECHNOLOGIES AG                      | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |    333183 | NS      | $11191767.12  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSU GROUP INC                                          | DENTSU GROUP INC                              | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |    130000 | NS      | $4209747.68   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| USS CO LTD                                                | USS CO LTD                                    | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |     82100 | NS      | $1379829.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ERICSSON                                                  | ERICSSON (LM) TELE CO CL B                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |    169525 | NS      | $1069984.66   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AGEAS                                                     | AGEAS                                         | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |      2886 | NS      | $116859.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HERMES INTL SCA                                           | HERMES INTERNATIONAL SA                       | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |      8139 | NS      | $13228142.92  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| SONOVA HLDG AG                                            | SONOVA HLDG AG                                | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |      1282 | NS      | $332883.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BKG CORP LTD                              | OVERSEA-CHINESE BKG CORP LTD                  | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |    776600 | NS      | $7157668.81   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                | GRIFOLS                                       | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |     86306 | NS      | $924679.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG AS                                              | CARLSBERG AS CL B                             | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     20667 | NS      | $2612623.13   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| FERRARI NV                                                | FERRARI NV                                    | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |      7191 | NS      | $1605044.86   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                        | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |   1405144 | NS      | $8391145.83   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | DANONE SA                                     | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     60979 | NS      | $3204891.89   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS LTD                                                | SANTOS LTD                                    | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |     45650 | NS      | $227708.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WARTSILA OYJ                                              | WARTSILA                                      | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     82501 | NS      | $714656.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                                 | BANDAI NAMCO HOLDINGS INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8100 | NS      | $536709.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                           | BAE SYSTEMS PLC                               | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    954035 | NS      | $9448507.44   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| KERING SA                                                 | KERING                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |     11133 | NS      | $6689120.69   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| SEIKO EPSON CORP                                          | SEIKO EPSON CORP                              | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |    158500 | NS      | $2494210.24   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    670507 | NS      | $10192908.82  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| DAI NIPPON PRINTING LTD JAPAN                             | DAI NIPPON PRINTING CO LTD                    | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |    124380 | NS      | $2576113.90   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE OYJ                                                  | KONE OYJ B                                    | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     58290 | NS      | $2915112.26   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                             | BHP GROUP LTD SPON ADR(AUS)                   | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     54761 | NS      | $3438990.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| GSK PLC                                                   | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    495820 | NS      | $8430955.47   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA TSUSHO CORP                                        | TOYOTA TSUSHO CORP                            | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      9700 | NS      | $374447.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LIMITED               | SITC INTL HOLDINGS CO LTD                     | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |    338000 | NS      | $749804.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK CORPO                                            | SOFTBANK CORP                                 | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |    943600 | NS      | $10266039.10  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC LTD                                         | SWIRE PACIFIC LTD CL A                        | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |    108500 | NS      | $852744.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORPORATION                                        | ITOCHU CORP                                   | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     97800 | NS      | $3071612.65   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                            | VOESTALPINE AG                                | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |     45867 | NS      | $1261631.84   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | KLEPIERRE SA                                  | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |    149564 | NS      | $3465734.67   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                        | PUBLICIS GROUPE SA                            | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |     47588 | NS      | $3132071.99   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                             | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    122449 | NS      | $8243106.51   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| DASSAULT SYSTEMES SA                                      | DASSAULT SYSTEMES SA                          | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |     16452 | NS      | $613450.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                        | TOKYO ELECTRON LTD                            | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      8900 | NS      | $3020406.55   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC SPON ADR                    | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    194018 | NS      | $5987395.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| ABB LTD                                                   | ABB LTD                                       | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |    223056 | NS      | $7010245.95   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW                     | INTERCONTINENTAL HL GR PLC ADR                | CUSIP: 45857P806<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |     51032 | NS      | $3001702.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                               | RECKITT BENCKISER GROUP PLC                   | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |    148005 | NS      | $10621357.84  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| AJINOMOTO CO INC                                          | AJINOMOTO CO INC                              | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |    153600 | NS      | $4863419.65   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS ENERGY AG                                         | SIEMENS ENERGY AG                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |     20394 | NS      | $342536.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                            | AIR LIQUIDE SA                                | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      3504 | NS      | $510151.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                           | MITSUBISHI CORP                               | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |    275600 | NS      | $9281976.65   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC CORPORATION                                         | FANUC CORPORATION                             | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |     17800 | NS      | $2676426.21   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI GROUP INC                                          | MISUMI GROUP INC                              | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |     23885 | NS      | $593719.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIBANK PRIVATE LIMITED                                  | MEDIBANK PRIVATE LIMITED                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |   1723824 | NS      | $3439345.37   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| STORA ENSO CORP                                           | STORA ENSO AB R 1/10 VTG(FINL)                | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |    188538 | NS      | $2773612.32   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                                        | POSTE ITALIANE SPA                            | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |    352159 | NS      | $3465819.77   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                               | COMMONWEALTH BK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |     72102 | NS      | $5313716.72   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                            | MITSUBISHI CHEMICAL GROUP CORP                | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |    827600 | NS      | $4419046.52   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                              | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    190200 | NS      | $5592494.67   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| GENMAB AS                                                 | GENMAB AS                                     | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |     24150 | NS      | $11190988.50  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                          | ELIA GROUP SA/NV                              | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |     11919 | NS      | $1698320.64   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVAY SA                                                 | SOLVAY CL A                                   | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |     52468 | NS      | $5204559.18   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HIKARI TSUSHIN INC                                        | HIKARI TSUSHIN INC                            | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |      4300 | NS      | $603505.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS COPCO AB                                            | ATLAS COPCO AB SER A                          | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |    236955 | NS      | $2953621.60   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | KONINKLIJKE PHILIPS NV                        | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |    421268 | NS      | $6312541.57   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC SPONS ADR                            | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      1833 | NS      | $51653.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                    | ARISTOCRAT LEISURE LTD                        | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |    285027 | NS      | $6849325.50   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AG                                             | VOLKSWAG PFD PERP                             | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |     17928 | NS      | $2648158.05   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |     21882 | NS      | $16981062.25  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TENARIS SA                                                | TENARIS SA SPON ADR                           | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |    154264 | NS      | $5317480.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                 | SHELL PLC                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    772727 | NS      | $22614468.05  | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIVARDEN AB                                         | INDUSTRIVARDEN AB SER C                       | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |    123599 | NS      | $3166194.06   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD GROUP PLC                                         | ASHTEAD GROUP PLC                             | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |     11679 | NS      | $712823.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEMITSU KOSAN CO LTD                                     | IDEMITSU KOSAN CO LTD                         | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |     63200 | NS      | $1484165.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTELLAS PHARMA INC                                       | ASTELLAS PHARMA INC                           | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |    154025 | NS      | $2388870.70   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AMADA CO LTD                                              | AMADA CO LTD                                  | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |    229100 | NS      | $1846983.89   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM AG                                                 | HOLCIM LTD                                    | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |    190001 | NS      | $9925621.51   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYENCE CORP                                              | KEYENCE CORP                                  | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |     12000 | NS      | $5077583.79   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| KINTETSU GROUP HOLDINGS CO LTD                            | KINTETSU GROUP HOLDINGS CO LTD                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    173100 | NS      | $6186800.68   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCORP GROUP LTD                                         | SUNCORP GROUP LTD                             | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |    362632 | NS      | $2951079.80   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | WOLTERS KLUWER NV                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |     85752 | NS      | $9450765.98   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | AMADEUS IT GROUP SA                           | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |    105528 | NS      | $5705636.52   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Z HOLDINGS COR                                            | Z HOLDINGS CORP                               | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |   2425000 | NS      | $6673470.49   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | AIRBUS SE                                     | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |      1323 | NS      | $151874.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAMIGUMI CO LTD                                           | KAMIGUMI CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     63700 | NS      | $1300811.53   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                           | ASTRAZENECA PLC                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     95362 | NS      | $12906355.50  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                               | ERSTE GROUP BANK AG                           | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |     37840 | NS      | $1184823.24   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                              | TAKEDA PHARMACEUTICAL SPON ADR                | CUSIP: 874060205<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     69120 | NS      | $1018137.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOUT24 SE                                                | SCOUT24 SE                                    | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |     16030 | NS      | $879855.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON CO LTD                                               | AEON CO LTD                                   | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |    278500 | NS      | $5747601.17   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                           | NINTENDO CO LTD                               | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |    137000 | NS      | $5874159.49   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBARU CORP                                               | SUBARU CORP                                   | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |    127400 | NS      | $2182089.59   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BRENNTAG SE                                               | BRENNTAG SE                                   | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |     14545 | NS      | $924784.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                                 | SAFRAN SA                                     | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |     49543 | NS      | $6122806.19   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG                          | RAIFFEISEN BANK INTERNTNL AG                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |     92304 | NS      | $1452532.72   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                                | JAPAN POST HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |    968777 | NS      | $7593444.19   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | SWEDBANK AB A                                 | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |     75739 | NS      | $1232526.23   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | SOCIETE GENERALE SA CL A                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |    359679 | NS      | $9052774.49   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                       | BANCO BILBAO VIZ ARGENTARIA SA                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |    963928 | NS      | $5680469.66   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| RED ELECTRICA CORPORACION SA                              | RED ELECTRICA CORPORACION SA                  | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |    184593 | NS      | $3231936.15   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                             | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    604027 | NS      | $18758280.12  | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                                    | SINGAPORE EXCHANGE LTD                        | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |     91900 | NS      | $615123.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                              | WH GROUP LTD                                  | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   5258955 | NS      | $3081307.80   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                    | YARA INTERNATIONAL ASA                        | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |     21325 | NS      | $984841.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG EXCHANGES and CLEARING LTD                      | HONG KONG EXCHS and CLEARING LTD              | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     27900 | NS      | $1109234.73   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | TELSTRA GROUP LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   2908541 | NS      | $7891506.79   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | DEUTSCHE TELEKOM AG (REGD)                    | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    146518 | NS      | $2980579.17   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                    | OCI NV                                        | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |    163303 | NS      | $6913271.16   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHNEIDER ELEC SA                                         | SCHNEIDER ELECTRIC SE                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      3904 | NS      | $576520.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | STELLANTIS NV                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |    733043 | NS      | $11564098.26  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                    | ST GOBAIN CIE DE                              | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     75309 | NS      | $3472615.10   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| AURIZON HOLDINGS LTD                                      | AURIZON HOLDINGS LTD                          | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |   1341968 | NS      | $3487877.23   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN CHEMICAL CORP                                      | NISSAN CHEMICAL CORP                          | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |     11000 | NS      | $546081.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS GROUP AG                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |    376720 | NS      | $6951496.92   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AG                                           | KNORR-BREMSE AG                               | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |     51029 | NS      | $2908886.64   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                         | ADMIRAL GROUP PLC                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     72320 | NS      | $1768077.89   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | WESFARMERS LTD                                | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |    204619 | NS      | $6815883.23   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| HENKEL AG and CO KGAA                                     | HENKEL AG and CO KGAA ORD                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |     11050 | NS      | $735148.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                          | ROCHE HOLDINGS AG (BR)                        | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      8426 | NS      | $3384847.21   | 0.23%             |  |  |  | No            |                  2 | On Loan: —       |
| DIRECT LINE INSURANCE GROUP PL C                          | DIRECT LINE INSURANCE GRP PLC                 | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |    707464 | NS      | $1790323.57   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA GROUP LTD                                 | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    426032 | NS      | $4326188.52   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                           | SONY GROUP CORP                               | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     36700 | NS      | $3040234.40   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   9942160 | NS      | $9944148.13   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                 | WOODSIDE ENERGY GROUP LTD                     | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |    233296 | NS      | $5891785.47   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI SPA                                | ASSICURAZIONI GENERALI SPA                    | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     93044 | NS      | $1650544.79   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                                 | NESTLE SA REG ADR                             | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     13003 | NS      | $1547226.97   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IBIDEN CO LTD                                             | IBIDEN CO LTD                                 | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |    123800 | NS      | $5080363.17   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | WESTPAC BANKING CORP                          | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |     36722 | NS      | $596362.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO DENKO CORP                                          | NITTO DENKO CORP (NITTO ELECTRIC)             | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |    100200 | NS      | $6330726.38   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| HARGREAVES LANSDOWN PLC                                   | HARGREAVES LANSDOWN PLC                       | CUSIP: N/A<br>LEI: 2138008ZCE93ZDSESG90       | Long             | EC               | CORP              | GB        |     32044 | NS      | $330164.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI SANKYO CO LTD                                     | DAIICHI SANKYO CO LTD                         | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |    200500 | NS      | $6640672.65   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB BANK ASA                                  | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    160586 | NS      | $3135625.14   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | EQUINOR ASA SPONS ADR                         | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     14742 | NS      | $567272.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG                                                | SIEMENS AG (REGD)                             | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     91325 | NS      | $12665393.19  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOGAWA ELECTRIC CORP                                    | YOKOGAWA ELECTRIC                             | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |     89200 | NS      | $1682283.46   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM B M                                         | BANK HAPOALIM LTD (REG)                       | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     84028 | NS      | $803386.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS COPCO AB                                            | ATLAS COPCO AB SER B                          | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |    127166 | NS      | $1443742.51   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC CO LTD                                               | OBIC CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     19900 | NS      | $3184932.47   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                               | RECKITT BENCKISER-SPON ADR                    | CUSIP: 756255204<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     13198 | NS      | $192954.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MERIDIAN ENERGY LTD                                       | MERIDIAN ENERGY LTD                           | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |    582070 | NS      | $1806620.24   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                                | BANK OF CHINA HONG KONG LTD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   2597500 | NS      | $8291211.32   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| WISETECH GLOBAL LTD                                       | WISETECH GLOBAL LTD                           | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |      3994 | NS      | $159703.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                       | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    368935 | NS      | $9489401.03   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                                  | MITSUBISHI ELECTRIC CORP ORD                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |    437958 | NS      | $4389119.97   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                          | AUSTRALIA and NZ BANKING GRP                  | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | EC               | CORP              | AU        |    688986 | NS      | $11633342.53  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| KIKKOMAN CORP                                             | KIKKOMAN CORP                                 | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |      7000 | NS      | $396473.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | SVENSKA HANDELSBANKEN SER A                   | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |    473957 | NS      | $4814383.80   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | UNITED OVERSEAS BANK (LOC)                    | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |    445555 | NS      | $10273375.43  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| SWATCH GROUP AG                                           | SWATCH GROUP AG (BR)                          | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |      1842 | NS      | $492895.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOBU RAILWAY CO LTD                                       | TOBU RAILWAY CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     42100 | NS      | $1016355.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBRACER GROUP AB                                         | EMBRACER GROUP AB                             | CUSIP: N/A<br>LEI: 549300RFXXKT652HB549       | Long             | EC               | CORP              | SE        |     69196 | NS      | $297261.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| SAMPO OYJ                                                 | SAMPO OYJ SER A                               | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |     34274 | NS      | $1735745.32   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                             | JARDINE MATHESON HLD                          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |    149900 | NS      | $7265505.21   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| HENKEL AG and CO KGAA                                     | HENKEL AG and CO KGAA PREF                    | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |     41743 | NS      | $2985723.53   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW                     | INTERCONTINENTAL HOTELS GP PLC                | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |     87413 | NS      | $5087716.58   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                                     | STMICROELECTRONICS NV                         | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |    246816 | NS      | $9553485.14   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                            | MSCI EAFE FUT DEC22 MFSZ2                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       111 | NC      | $1288122.49   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AP MOLLER MAERSK AS                                       | A P MOLLER - MAERSK A/S B                     | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |       203 | NS      | $440095.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                    | UCB SA                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      9375 | NS      | $756717.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                          | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   1573737 | NS      | $1743170.31   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT AG SWITZ                   | CIE FINANCIERE RICHEMONT SA A                 | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |     97263 | NS      | $12893961.76  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | WENDEL                                        | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | EC               | CORP              | FR        |      6516 | NS      | $606730.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | MERCEDES-BENZ GROUP AG - UNSP ADR             | CUSIP: 233825207<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     50266 | NS      | $851003.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO LTD                                        | HONDA MOTOR CO LTD                            | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |    412800 | NS      | $10060597.72  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN HOLDING NV                                       | HEINEKEN HOLDING NV                           | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |     36158 | NS      | $2737453.12   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC SPONS ADR                             | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    174486 | NS      | $6035470.74   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA DEUTSCHLAND HOLDING AG                         | TELEFONICA DEUTSCHLAND HOLDING AG             | CUSIP: N/A<br>LEI: 391200ECRPJ3SWQJUM30       | Long             | EC               | CORP              | DE        |   1198201 | NS      | $2865799.41   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MAZDA MOTOR CORP                                          | MAZDA MOTOR CORP                              | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |    323800 | NS      | $2574354.49   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                               | HITACHI LTD                                   | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |    197800 | NS      | $10578238.15  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | PERNOD-RICARD                                 | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |     27281 | NS      | $5412163.83   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                                | DIAGEO PLC                                    | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |    290886 | NS      | $13433696.82  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | NORDEA BANK ABP                               | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |    592571 | NS      | $6227334.95   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                                 | GJENSIDIGE FORSIKRING ASA                     | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |    168176 | NS      | $3246435.96   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                                  | VOLVO AB SER B                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    413291 | NS      | $7592834.48   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA COLA HBC AG                                          | COCA COLA HBC AG                              | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     16416 | NS      | $401550.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                                 | ONO PHARMACEUTICAL CO LTD                     | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |    123800 | NS      | $3172765.82   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                               | NATIONAL AUSTRALIA BANK LTD                   | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |    101967 | NS      | $2194732.03   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | ENI SPA SPON ADR                              | CUSIP: 26874R108<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     14327 | NS      | $424222.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  13371429 | NS      | $13372766.10  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| AB SAGAX                                                  | AB SAGAX                                      | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |     80908 | NS      | $1799005.37   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | DEUTSCHE BOERSE AG                            | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |     48510 | NS      | $8914897.98   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AG                                             | VOLKSWAGEN AG                                 | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |      3485 | NS      | $672771.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KOITO MANUFACTURING CO LTD                                | KOITO MANUFACTURING CO LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5500 | NS      | $87802.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                             | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |    221244 | NS      | $6447517.33   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CHEM CO LTD                                      | SUMITOMO CHEMICAL CO LTD                      | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |   1551200 | NS      | $5655419.74   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT SA                                  | UBISOFT ENTERTAINMENT SA                      | CUSIP: N/A<br>LEI: 969500I7C8V1LBIMSM05       | Long             | EC               | CORP              | FR        |     51310 | NS      | $1427351.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIFUKU CO LTD                                            | DAIFUKU CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     34500 | NS      | $1796075.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PANDORA A/S                                               | PANDORA A/S                                   | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      5036 | NS      | $383394.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                     | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |     27786 | NS      | $1387222.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN ETSU CHEM CO LTD                                     | SHIN-ETSU CHEMICAL CO LTD                     | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |     97000 | NS      | $12552308.75  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK CORP                                                  | TDK CORP                                      | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |      5200 | NS      | $187435.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP MOLLER MAERSK AS                                       | A P MOLLER - MAERSK A/S A                     | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |      1150 | NS      | $2441525.01   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| INSURANCE AUSTRALIA GROUP LTD                             | INSURANCE AUSTRALIA GROUP LTD                 | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |    454570 | NS      | $1480907.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS CORP                                              | OLYMPUS CORP                                  | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |    459900 | NS      | $9500985.20   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML HOLDING NV                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     46887 | NS      | $28625458.52  | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX                                     | LA FRANCAISE DES JEUX SAEM                    | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |     96618 | NS      | $3874015.19   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CK INFRASTRUCTURE HOLDINGS LTD                            | CK INFRASTRUCTURE HOLDINGS LTD                | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |    148000 | NS      | $747959.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | LLOYDS BANKING GROUP PLC                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |   7105944 | NS      | $4054749.47   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                      | BARCLAYS PLC ORD                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |   1004944 | NS      | $1965743.28   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH INDUSTRIAL NV                             | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |    102486 | NS      | $1651751.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN ETSU CHEM CO LTD                                     | SHIN ETSU CH CO LTD UNSP ADR                  | CUSIP: 824551105<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     12090 | NS      | $391111.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APA GROUP                                                 | APA GROUP (STAPLED)                           | CUSIP: N/A<br>LEI: 549300T9RBSX164T8H40       | Long             | EC               | CORP              | AU        |    612659 | NS      | $4674343.93   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHRODERS (NEW) PLC                                       | SCHRODERS PLC (NEW) ORD                       | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |    764866 | NS      | $4128480.13   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SOFTBANK GROUP CORP                           | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |     57100 | NS      | $2502037.57   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                             | RIO TINTO PLC SPON ADR                        | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     77321 | NS      | $5307313.44   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                              | UNILEVER PLC ORD                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    287134 | NS      | $14357028.62  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| NEMETSCHEK SE                                             | NEMETSCHEK SE                                 | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |     42024 | NS      | $2100260.63   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | MERCEDES-BENZ GROUP AG                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |    181457 | NS      | $12328775.57  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| STOCKLAND                                                 | STOCKLAND UNITS (STAPLED)                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    582853 | NS      | $1521756.61   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                         | COMPASS GROUP PLC                             | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |    306133 | NS      | $6979201.31   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                                 | NESTLE SA (REG)                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |    286672 | NS      | $34120734.53  | 2.32%             |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                                  | RENESAS ELECTRONICS CORP                      | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |    904800 | NS      | $8874013.34   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                             | SKANDINAVISKA ENSKI BK SER A                  | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |    123335 | NS      | $1422145.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | VINCI SA                                      | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     73881 | NS      | $7459454.67   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                 | CK HUTCHISON HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |   1265000 | NS      | $7353730.85   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                               | NIPPON EXPRESS HOLDINGS CO LTD                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     76200 | NS      | $4513787.71   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| XINYI GLASS HOLDINGS LTD                                  | XINYI GLASS HOLDING CO LTD                    | CUSIP: N/A<br>LEI: 52990082YXVVZFK1QJ17       | Long             | EC               | CORP              | KY        |    960000 | NS      | $1859081.58   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | FASTIGHETS AB BALDER CL B                     | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |    906879 | NS      | $4076884.07   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMAMATSU PHOTONICS KK                                    | HAMAMATSU PHOTONICS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    122200 | NS      | $6452696.55   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                 | WOODSIDE ENERGY GROUP LTD ADR                 | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     41957 | NS      | $1058155.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| D'IETEREN GROUP                                           | D'IETEREN SA                                  | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |     13539 | NS      | $2578527.74   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH ORPHAN BIOVITRUM AB                               | SWEDISH ORPHAN BIOVITRUM AB                   | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |    139343 | NS      | $3014569.89   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                                    | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     96721 | NS      | $8736741.22   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN GROUP NV                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      9537 | NS      | $407577.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HIROSE ELECTRIC CO LTD                                    | HIROSE ELECTRIC CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     26100 | NS      | $3493160.31   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ASMPT LTD                                                 | ASMPT LTD                                     | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |    346900 | NS      | $2582497.78   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURITAS AB                                              | SECURITAS AB SER B                            | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |     86325 | NS      | $708112.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PARTNERS GROUP HOLDING                                    | PARTNERS GROUP HOLDING AG                     | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |      5851 | NS      | $5829757.55   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| LAWSON INC                                                | LAWSON INC                                    | CUSIP: N/A<br>LEI: 529900IWO8XQO92PR233       | Long             | EC               | CORP              | JP        |     78000 | NS      | $2793689.36   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUTRADE AB                                              | INDUTRADE AB                                  | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |     25533 | NS      | $549982.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS LIFE HOLDING AG                                     | SWISS LIFE HLDGS AG (NEW)                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |      6991 | NS      | $3737277.46   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | DEUTSCHE BANK AG                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |    489814 | NS      | $5205907.99   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS SE and CO KGAA                                  | FRESENIUS SE and CO KGAA                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |     60945 | NS      | $1698098.05   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                     | CK ASSET HOLDINGS LTD                         | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |    298328 | NS      | $1785640.65   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer