# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013529
**Filing Date:** 2023-2
**Character Count:** 458282
**Document Hash:** 143cf7495c57ab6389920b296cae2982
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013529.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013529

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683260

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/DFA International Core Equity Fund (Series ID: S000064960)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000210330 | JNL/DFA International Core Equity Fund (I) |  |
| C000210331 | JNL/DFA International Core Equity Fund (A) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/DFA International Core Equity Fund

- **b. EDGAR series identifier (if any):** S000064960

- **c. LEI of Series:** 549300ZJI6UC6NQQ8695

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $221125869.33

**Total Liabilities:** $3178876.67

**Net Assets:** $217946992.66

**Cash Not Reported:** $773903.26

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210330 | 6.62%                | 12.61%               | -1.37%               |
| Class ID C000210331 | 6.55%                | 12.69%               | -1.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1581842.77             | $13386842.81                               |
| Month 2  | $-788166.27              | $25469750.48                               |
| Month 3  | $-139510.91              | $-3459348.75                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                   | JNL Securities Lending Collateral Fund                                                   | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2769809 | NS      | $2769809.24   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hays PLC                                                                                 | Hays PLC                                                                                 | CUSIP: N/A<br>LEI: 213800QC8AWD4BO8TH08       | Long             | EC               | CORP              | GB        |    299500 | NS      | $421227.13    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc.                                                                 | Magna International Inc.                                                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      5083 | NS      | $285533.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilbara Minerals Limited                                                                 | Pilbara Minerals Limited                                                                 | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |     44246 | NS      | $113563.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratorios Farmaceuticos Rovi, SA                                                      | Laboratorios Farmaceuticos Rovi, SA                                                      | CUSIP: N/A<br>LEI: 95980020140005936480       | Long             | EC               | CORP              | ES        |      2198 | NS      | $85114.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corporation                                                                 | Barrick Gold Corporation                                                                 | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     10895 | NS      | $186759.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                                               | Rogers Communications Inc.                                                               | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |      5680 | NS      | $265835.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaw Communications Inc.                                                                 | Shaw Communications Inc.                                                                 | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |      2550 | NS      | $73467.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group Public Limited Company                                                       | Kerry Group Public Limited Company                                                       | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |       623 | NS      | $56195.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verbund AG                                                                               | Verbund AG                                                                               | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |       231 | NS      | $19486.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT DATA Corporation                                                                     | NTT DATA Corporation                                                                     | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |      6100 | NS      | $88726.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Limited                                                                         | Cochlear Limited                                                                         | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |      1116 | NS      | $154720.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Limited                                                                    | Origin Energy Limited                                                                    | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |     31350 | NS      | $165066.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                           | Commonwealth Bank of Australia                                                           | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |      7301 | NS      | $510148.15    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 639057207<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      3341 | NS      | $21582.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KYOCERA Corporation                                                                      | KYOCERA Corporation                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $89403.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries, Ltd.                                                        | Mitsubishi Heavy Industries, Ltd.                                                        | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |      3800 | NS      | $150781.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AMP Limited                                                                              | AMP Limited                                                                              | CUSIP: N/A<br>LEI: 5299000D93LTLU0UJR35       | Long             | EC               | CORP              | AU        |    555960 | NS      | $497164.78    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Relx PLC                                                                                 | Relx PLC                                                                                 | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      5212 | NS      | $144476.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Rio Tinto PLC                                                                            | Rio Tinto PLC                                                                            | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      2060 | NS      | $146672.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Severn Trent PLC                                                                         | Severn Trent PLC                                                                         | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      2538 | NS      | $81371.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Paz Oil Company Limited                                                                  | Paz Oil Company Limited                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       808 | NS      | $100732.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel                                                                                    | Rexel                                                                                    | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |     16968 | NS      | $336218.66    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                                               | Geberit AG                                                                               | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |       799 | NS      | $377933.51    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitrolife AB                                                                             | Vitrolife AB                                                                             | CUSIP: N/A<br>LEI: 5493001WDZMONMSPPR49       | Long             | EC               | CORP              | SE        |       353 | NS      | $6316.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercari, Inc.                                                                            | Mercari, Inc.                                                                            | CUSIP: N/A<br>LEI: 3538009SK4V5AXSTUJ26       | Long             | EC               | CORP              | JP        |      1200 | NS      | $24575.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New World Development Company Limited                                                    | New World Development Company Limited                                                    | CUSIP: N/A<br>LEI: 2549008GWMWXTIRL4S48       | Long             | EC               | CORP              | HK        |     96750 | NS      | $272111.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| USEN-NEXT HOLDINGS Co., Ltd.                                                             | USEN-NEXT HOLDINGS Co., Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $11267.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Rotork P.L.C.                                                                            | Rotork P.L.C.                                                                            | CUSIP: N/A<br>LEI: 213800AH5RZIHGWRJ718       | Long             | EC               | CORP              | GB        |     93081 | NS      | $346067.42    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                                  | Waste Connections, Inc.                                                                  | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       700 | NS      | $92788.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                                                 | Sartorius Stedim Biotech                                                                 | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |       152 | NS      | $49438.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spie SA                                                                                  | Spie SA                                                                                  | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |     22774 | NS      | $595526.99    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                                                | CK Asset Holdings Limited                                                                | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |     22302 | NS      | $136985.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hapag-Lloyd Aktiengesellschaft                                                           | Hapag-Lloyd Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: HD52L5PJVBXJUUX8I539       | Long             | EC               | CORP              | DE        |       177 | NS      | $33807.08     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Diageo PLC                                                                               | Diageo PLC                                                                               | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      8138 | NS      | $360943.67    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| RS Group PLC                                                                             | RS Group PLC                                                                             | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |     34193 | NS      | $372943.35    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                  | E.ON SE                                                                                  | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     65219 | NS      | $653587.66    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF Aktiengesellschaft                                                              | HOCHTIEF Aktiengesellschaft                                                              | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |      4012 | NS      | $227287.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG & Co. KGaA                                                     | Fresenius Medical Care AG & Co. KGaA                                                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |      3139 | NS      | $102774.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Thyssenkrupp AG                                                                          | Thyssenkrupp AG                                                                          | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |     23804 | NS      | $145820.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                                   | Sanofi                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      4057 | NS      | $390985.91    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| 1&1 AG                                                                                   | 1&1 AG                                                                                   | CUSIP: N/A<br>LEI: 5299003VKVDCUPSS5X23       | Long             | EC               | CORP              | DE        |      1368 | NS      | $16999.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Pipeline Trust                                                                | Australian Pipeline Trust                                                                | CUSIP: N/A<br>LEI: 549300T9RBSX164T8H40       | Long             | EC               | CORP              | AU        |     12640 | NS      | $92316.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corporation                                                                       | Otsuka Corporation                                                                       | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |      1800 | NS      | $56605.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Oriental Land Co., Ltd.                                                                  | Oriental Land Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               | CORP              | JP        |       200 | NS      | $29065.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Limited                                                                         | JB Hi-Fi Limited                                                                         | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |      7840 | NS      | $223836.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Spark New Zealand Limited                                                                | Spark New Zealand Limited                                                                | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |     14763 | NS      | $50640.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Limited                                                                   | VTech Holdings Limited                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     24900 | NS      | $160209.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The Warehouse Group Limited                                                              | The Warehouse Group Limited                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      3695 | NS      | $6100.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Borse Aktiengesellschaft                                                        | Deutsche Borse Aktiengesellschaft                                                        | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      1562 | NS      | $270213.30    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe d'exploitation Hoteliere                                                         | Societe d'exploitation Hoteliere                                                         | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      4681 | NS      | $448720.96    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA                                                                                      | AXA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     10322 | NS      | $288199.60    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                              | Novartis AG                                                                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     21194 | NS      | $1917822.19   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                                              | Nestle S.A.                                                                              | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     18194 | NS      | $2107161.67   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica E Farmaceutica S.P.A. In Breve Recordati S.P.A.              | Recordati Industria Chimica E Farmaceutica S.P.A. In Breve Recordati S.P.A.              | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |      4236 | NS      | $176038.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Galapagos                                                                                | Galapagos                                                                                | CUSIP: N/A<br>LEI: 549300QKJ78IY0IOV655       | Long             | EC               | CORP              | BE        |      2784 | NS      | $123940.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group                                                                               | Elia Group                                                                               | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |       500 | NS      | $71064.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GROUP AG Wiener Versicherung Gruppe                                     | VIENNA INSURANCE GROUP AG Wiener Versicherung Gruppe                                     | CUSIP: N/A<br>LEI: 549300JCRU23I1THU176       | Long             | EC               | CORP              | AT        |      1937 | NS      | $46506.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                              | Oversea-Chinese Banking Corporation Limited                                              | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     22666 | NS      | $205654.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH Public Limited Company                                                               | CRH Public Limited Company                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      9781 | NS      | $388845.65    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries                                                                           | Lotus Bakeries                                                                           | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |        38 | NS      | $257548.06    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & I Holdings Co., Ltd.                                                             | Seven & I Holdings Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |      6400 | NS      | $274735.47    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                              | Constellation Software Inc.                                                              | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       200 | NS      | $312254.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dno Asa                                                                                  | Dno Asa                                                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXH3K072       | Long             | EC               | CORP              | NO        |     37487 | NS      | $45457.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerplus Corporation                                                                     | Enerplus Corporation                                                                     | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |     57518 | NS      | $1015273.41   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                  | Fresenius SE & Co. KGaA                                                                  | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      5996 | NS      | $169202.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                                 | Bayer Aktiengesellschaft                                                                 | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     12800 | NS      | $664667.27    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                                  | BASF SE                                                                                  | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     12782 | NS      | $637655.97    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                               | Fortum Oyj                                                                               | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |      6169 | NS      | $102828.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aperam                                                                                   | Aperam                                                                                   | CUSIP: N/A<br>LEI: 5493001136GE6L4R7M63       | Long             | EC               | CORP              | LU        |      2071 | NS      | $65624.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                               | Vonovia SE                                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |      6206 | NS      | $146544.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                          | Telefonaktiebolaget LM Ericsson                                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     41793 | NS      | $244642.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                                              | Givaudan SA                                                                              | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |        49 | NS      | $150388.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackBerry Limited                                                                       | BlackBerry Limited                                                                       | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Long             | EC               | CORP              | CA        |      3600 | NS      | $11725.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                                             | Bank of Ireland Group Public Limited Company                                             | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     35572 | NS      | $339255.36    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Showa Denko K.K.                                                                         | Showa Denko K.K.                                                                         | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               | CORP              | JP        |     29300 | NS      | $446146.27    | 0.20%             |  |  |  | No            |                  2 | On Loan: —       |
| Sino Land Company Limited                                                                | Sino Land Company Limited                                                                | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |     90222 | NS      | $112686.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes                                                                        | Dassault Systemes                                                                        | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |      1255 | NS      | $45146.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IMMOFINANZ AG                                                                            | IMMOFINANZ AG                                                                            | CUSIP: N/A<br>LEI: 5299000DUMZ99SBBX121       | Long             | EC               | CORP              | AT        |      1363 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Georg Fischer AG                                                                         | Georg Fischer AG                                                                         | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |      7638 | NS      | $469914.11    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel S.p.A                                                                               | Enel S.p.A                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     55388 | NS      | $298803.39    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                        | Sonova Holding AG                                                                        | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       420 | NS      | $99879.71     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                                                    | PSP Swiss Property AG                                                                    | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |      2226 | NS      | $261726.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Company Limited                                                    | Techtronic Industries Company Limited                                                    | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     19000 | NS      | $210956.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding S.p.A.                                                                    | Azimut Holding S.p.A.                                                                    | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |      9729 | NS      | $218515.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co., Ltd.                                                                   | Asahi Intecc Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |      4000 | NS      | $65309.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Limited                                                     | Singapore Telecommunications Limited                                                     | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |     23900 | NS      | $45917.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker ASA                                                                                 | Aker ASA                                                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ10071       | Long             | EC               | CORP              | NO        |       220 | NS      | $16232.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Limited                                                             | Xinyi Glass Holdings Limited                                                             | CUSIP: N/A<br>LEI: 52990082YXVVZFK1QJ17       | Long             | EC               | CORP              | KY        |    110000 | NS      | $203620.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                                | Neste Oyj                                                                                | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |      2799 | NS      | $129282.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                                                    | Mitsubishi Chemical Group Corporation                                                    | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |     63400 | NS      | $327735.43    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Crayon Group Holding ASA                                                                 | Crayon Group Holding ASA                                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXI98043       | Long             | EC               | CORP              | NO        |      1132 | NS      | $11624.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistry Group PLC                                                                         | Vistry Group PLC                                                                         | CUSIP: N/A<br>LEI: 2138001KOWN7CG9SLK53       | Long             | EC               | CORP              | GB        |     99531 | NS      | $754671.78    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC(The)                                                                      | Weir Group PLC(The)                                                                      | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |      1642 | NS      | $33333.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Inc.                                                                              | Fortis Inc.                                                                              | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      3515 | NS      | $140651.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                                               | First Quantum Minerals Ltd                                                               | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     14008 | NS      | $292678.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Linamar Corporation                                                                      | Linamar Corporation                                                                      | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |      5472 | NS      | $247735.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien                                                   | MERCK Kommanditgesellschaft auf Aktien                                                   | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       566 | NS      | $110055.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwool A/S                                                                             | Rockwool A/S                                                                             | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |        50 | NS      | $11715.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                                            | Volkswagen Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |      3508 | NS      | $437173.03    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                              | Bayerische Motoren Werke Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |      4874 | NS      | $437436.16    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CLAL Insurance Enterprises Holdings Ltd                                                  | CLAL Insurance Enterprises Holdings Ltd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      8135 | NS      | $137055.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Limited                                                         | Jardine Cycle & Carriage Limited                                                         | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               | CORP              | SG        |      3200 | NS      | $68336.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co., Ltd.                                                              | Mitsubishi Estate Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |      5200 | NS      | $67948.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Company                                                               | West Japan Railway Company                                                               | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |      1900 | NS      | $82506.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl Public Limited Company                                                             | Bunzl Public Limited Company                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      3876 | NS      | $129474.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                                     | Rentokil Initial PLC                                                                     | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |     29955 | NS      | $184425.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                                                      | Swiss Prime Site AG                                                                      | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |     14091 | NS      | $1223097.96   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd                                                                  | Sembcorp Industries Ltd                                                                  | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |     39300 | NS      | $99342.94     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                                      | MTU Aero Engines AG                                                                      | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |      1268 | NS      | $274475.44    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie                                                                                    | Engie                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     24706 | NS      | $354520.69    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Konecranes Abp                                                                           | Konecranes Abp                                                                           | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |      2643 | NS      | $81669.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                         | TotalEnergies SE                                                                         | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     38119 | NS      | $2397281.33   | 1.10%             |  |  |  | No            |                  2 | On Loan: —       |
| CIE Automotive, S.A.                                                                     | CIE Automotive, S.A.                                                                     | CUSIP: N/A<br>LEI: 95980020140005381252       | Long             | EC               | CORP              | ES        |      3381 | NS      | $88054.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparebank 1 Sr-Bank Asa                                                                  | Sparebank 1 Sr-Bank Asa                                                                  | CUSIP: N/A<br>LEI: 549300Q3OIWRHQUQM052       | Long             | EC               | CORP              | NO        |      3679 | NS      | $45488.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                              | Pandora A/S                                                                              | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      3643 | NS      | $255565.43    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tricon Residential Inc.                                                                  | Tricon Residential Inc.                                                                  | CUSIP: 89612W102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13472 | NS      | $103875.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chorus Limited                                                                           | Chorus Limited                                                                           | CUSIP: N/A<br>LEI: R7NJHU48LTCIOB9BVU57       | Long             | EC               | CORP              | NZ        |     15117 | NS      | $78470.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Limited                                                    | Chow Tai Fook Jewellery Group Limited                                                    | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | KY        |     29200 | NS      | $59316.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Limited                                                                           | NEXTDC Limited                                                                           | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |      3930 | NS      | $24349.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                           | COMMERZBANK Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     50804 | NS      | $482880.46    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                        | ASML Holding N.V.                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1289 | NS      | $700373.40    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Amasten Fastighets AB (publ)                                                             | Amasten Fastighets AB (publ)                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       529 | NS      | $990.35       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| AB Sagax                                                                                 | AB Sagax                                                                                 | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |      1721 | NS      | $39232.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis                                                                                    | Rubis                                                                                    | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |      2163 | NS      | $57121.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INFRONEER Holdings Inc.                                                                  | INFRONEER Holdings Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     73996 | NS      | $563121.60    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     55964 | NS      | $180704.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation                                                                        | Dassault Aviation                                                                        | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |       239 | NS      | $40639.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| argenx SE                                                                                | argenx SE                                                                                | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        87 | NS      | $32765.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Limited                                                         | Canadian Pacific Railway Limited                                                         | CUSIP: 13645T100<br>LEI: 54930036474DURYNB481 | Long             | EC               | CORP              | CA        |      2000 | NS      | $149113.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co., Ltd.                                                                    | Honda Motor Co., Ltd.                                                                    | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |       732 | NS      | $16733.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV Aktiengesellschaft                                                                   | OMV Aktiengesellschaft                                                                   | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |      4579 | NS      | $236079.96    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                 | Koninklijke Philips N.V.                                                                 | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      1882 | NS      | $28211.18     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 539439109<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     16514 | NS      | $36330.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcadis N.V.                                                                             | Arcadis N.V.                                                                             | CUSIP: N/A<br>LEI: 7245000UZH70GO047N03       | Long             | EC               | CORP              | NL        |      6291 | NS      | $248341.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Vopak N.V.                                                                   | Koninklijke Vopak N.V.                                                                   | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |      5473 | NS      | $163189.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                      | Deutsche Telekom AG                                                                      | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     52111 | NS      | $1041047.12   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SembCorp Marine Ltd                                                                      | SembCorp Marine Ltd                                                                      | CUSIP: N/A<br>LEI: 254900MQNHWMN6X1NV39       | Long             | EC               | CORP              | SG        |   1819000 | NS      | $183273.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| National Grid PLC                                                                        | National Grid PLC                                                                        | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      1845 | NS      | $111290.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi Corporation                                                                   | Mitsubishi Corporation                                                                   | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |      7800 | NS      | $253793.66    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                                          | Mitsubishi Electric Corporation                                                          | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |      9000 | NS      | $89193.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                | Shell PLC                                                                                | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     12550 | NS      | $714722.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon M&A Center Holdings Inc.                                                           | Nihon M&A Center Holdings Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25000 | NS      | $309470.90    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co., Ltd.                                                                 | Idemitsu Kosan Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |     14000 | NS      | $330315.58    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp.                                                                | Pan American Silver Corp.                                                                | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     11067 | NS      | $180635.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     14455 | NS      | $1359026.22   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                                                  | Sika AG                                                                                  | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |      1614 | NS      | $388751.10    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Addnode Group Aktiebolag (publ)                                                          | Addnode Group Aktiebolag (publ)                                                          | CUSIP: N/A<br>LEI: 213800CQXEA3W1YWXZ31       | Long             | EC               | CORP              | SE        |      6216 | NS      | $58780.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      8115 | NS      | $252863.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Haleon PLC                                                                               | Haleon PLC                                                                               | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      1000 | NS      | $8000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlas Copco Aktiebolag                                                                   | Atlas Copco Aktiebolag                                                                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      9941 | NS      | $106258.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano N.V.                                                               | Davide Campari-Milano N.V.                                                               | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |      1454 | NS      | $14792.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ackermans                                                                                | Ackermans                                                                                | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               | CORP              | BE        |       775 | NS      | $133277.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                               | Siemens Aktiengesellschaft                                                               | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      2265 | NS      | $316056.69    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitesco Technologies Group Aktiengesellschaft                                            | Vitesco Technologies Group Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: 529900CCDMZ7UCYYS252       | Long             | EC               | CORP              | DE        |       148 | NS      | $8617.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtrom Group Ltd.                                                                       | Ashtrom Group Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1520 | NS      | $28359.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD B.V.                                                                                | IMCD B.V.                                                                                | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |      1021 | NS      | $145856.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                   | Eurofins Scientific SE                                                                   | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |      2377 | NS      | $170898.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     35209 | NS      | $397713.96    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CSR Limited                                                                              | CSR Limited                                                                              | CUSIP: N/A<br>LEI: 549300TOGR54OMW2T093       | Long             | EC               | CORP              | AU        |    133463 | NS      | $428084.29    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline                                                                                | Worldline                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               | CORP              | FR        |      6898 | NS      | $270941.28    | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Universal Music Group N.V.                                                               | Universal Music Group N.V.                                                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |      3776 | NS      | $91250.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                                    | Honda Motor Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |     12800 | NS      | $291596.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corporation                                                                       | Sysmex Corporation                                                                       | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |      2800 | NS      | $169515.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co., Ltd.                                                                   | Yamaha Motor Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |      9800 | NS      | $221621.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Yaskawa Electric Corporation                                                             | Yaskawa Electric Corporation                                                             | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |      4400 | NS      | $140395.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                                 | Daimler Truck Holding AG                                                                 | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |      6538 | NS      | $203952.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Electrolux                                                                  | Aktiebolaget Electrolux                                                                  | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | EC               | CORP              | SE        |      7686 | NS      | $103888.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Recruit Holdings Co., Ltd.                                                               | Recruit Holdings Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      8000 | NS      | $255521.90    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Limited                                                               | ANZ Group Holdings Limited                                                               | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | EC               | CORP              | AU        |     16018 | NS      | $257720.11    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                                            | Yokogawa Electric Corporation                                                            | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      1300 | NS      | $20620.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphaquest Original Ltd                                                                  | Alphaquest Original Ltd                                                                  | CUSIP: N/A<br>LEI: 549300UNIB7M2AXUXS35       | Long             | EC               | CORP              | PT        |     16080 | NS      | $59551.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                         | Bank of Montreal                                                                         | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     10142 | NS      | $918772.32    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of Nova Scotia                                                                  | The Bank of Nova Scotia                                                                  | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      9700 | NS      | $475257.02    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Boralex Inc.                                                                             | Boralex Inc.                                                                             | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |      6685 | NS      | $197587.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEX Corporation                                                                         | ONEX Corporation                                                                         | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |     11781 | NS      | $568080.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Orron Energy AB                                                                          | Orron Energy AB                                                                          | CUSIP: N/A<br>LEI: 549300IULC8F8IGXKI15       | Long             | EC               | CORP              | SE        |       856 | NS      | $1852.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica                                                                         | EssilorLuxottica                                                                         | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      1041 | NS      | $189401.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella-Jones Inc.                                                                        | Stella-Jones Inc.                                                                        | CUSIP: 85853F105<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | EC               | CORP              | CA        |      8350 | NS      | $299218.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                                  | GSK PLC                                                                                  | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       800 | NS      | $28112.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Billerud Aktiebolag (publ)                                                               | Billerud Aktiebolag (publ)                                                               | CUSIP: N/A<br>LEI: 549300YJUYJ9A24RXL71       | Long             | EC               | CORP              | SE        |      3943 | NS      | $48208.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |       369 | NS      | $34693.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| LVMH Moet Hennessy Louis Vuitton                                                         | LVMH Moet Hennessy Louis Vuitton                                                         | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      1902 | NS      | $1388119.85   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                                        | Rio Tinto Limited                                                                        | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |      6465 | NS      | $513730.62    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Limited                                                                        | TMX Group Limited                                                                        | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      1700 | NS      | $170150.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI N.V.                                                                                 | OCI N.V.                                                                                 | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |      2571 | NS      | $92155.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent, Inc.                                                                         | CyberAgent, Inc.                                                                         | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |      7100 | NS      | $62480.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrov Properties & Lodgings Ltd.                                                         | Alrov Properties & Lodgings Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       106 | NS      | $5542.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIPS AB                                                                                  | MIPS AB                                                                                  | CUSIP: N/A<br>LEI: 549300LZSA4S0L54VQ25       | Long             | EC               | CORP              | SE        |      1553 | NS      | $64203.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AAK AB (publ)                                                                            | AAK AB (publ)                                                                            | CUSIP: N/A<br>LEI: 549300GK4LGIDDWJWL07       | Long             | EC               | CORP              | SE        |      3094 | NS      | $52804.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                       | Mitsubishi UFJ Financial Group Inc                                                       | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     68300 | NS      | $460974.02    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                                                          | Kyushu Electric Power Co., Inc.                                                          | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |      8400 | NS      | $47450.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore                                                                                  | Umicore                                                                                  | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |      3986 | NS      | $147129.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                        | Siemens Energy AG                                                                        | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |     11513 | NS      | $217561.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                                | Nokia Oyj                                                                                | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     17127 | NS      | $79469.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DENSO Corporation                                                                        | DENSO Corporation                                                                        | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |      1700 | NS      | $83467.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining Corporation                                                             | Endeavour Mining Corporation                                                             | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     11546 | NS      | $247121.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext N.V.                                                                            | Euronext N.V.                                                                            | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      3853 | NS      | $285638.61    | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pigeon Corporation                                                                       | Pigeon Corporation                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14800 | NS      | $243078.68    | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Teva Pharmaceutical Industries Ltd                                                       | Teva Pharmaceutical Industries Ltd                                                       | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     14366 | NS      | $131017.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                                            | NN Group N.V.                                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      4809 | NS      | $196705.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BELIMO Holding AG                                                                        | BELIMO Holding AG                                                                        | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |       392 | NS      | $187403.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AUB Group Limited                                                                        | AUB Group Limited                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1078 | NS      | $16551.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                              | Aker BP ASA                                                                              | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      1703 | NS      | $53024.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.                                                           | Shizuoka Financial Group, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     27300 | NS      | $219387.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                | Shell PLC                                                                                | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     64281 | NS      | $1816410.66   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget SKF                                                                         | Aktiebolaget SKF                                                                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |       506 | NS      | $7778.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget SKF                                                                         | Aktiebolaget SKF                                                                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |     16556 | NS      | $252760.16    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                         | UniCredit S.p.A.                                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     27261 | NS      | $388776.27    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                                           | BAWAG Group AG                                                                           | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |      3309 | NS      | $177061.40    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DSV A/S                                                                                  | DSV A/S                                                                                  | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |      1244 | NS      | $196620.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI                                                                                    | VINCI                                                                                    | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      6445 | NS      | $644539.54    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                                                            | Wheaton Precious Metals Corp.                                                            | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      1424 | NS      | $55634.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| La Francaise Des Jeux                                                                    | La Francaise Des Jeux                                                                    | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |      2350 | NS      | $94774.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deterra Royalties Limited                                                                | Deterra Royalties Limited                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     35560 | NS      | $111023.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                                 | Alcon AG                                                                                 | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      5330 | NS      | $365226.97    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                                                                             | Ferguson PLC                                                                             | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |      2805 | NS      | $354173.33    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexatronic Group AB                                                                      | Hexatronic Group AB                                                                      | CUSIP: N/A<br>LEI: 2138001VSY1B4U9JLM82       | Long             | EC               | CORP              | SE        |      7803 | NS      | $106289.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Limited                                                            | CK Hutchison Holdings Limited                                                            | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |     28000 | NS      | $169525.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cowell E Holdings Inc.                                                                   | Cowell E Holdings Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8000 | NS      | $11059.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Limited                                                                  | Meridian Energy Limited                                                                  | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |      7063 | NS      | $23418.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Limited                                                                          | South32 Limited                                                                          | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |     80184 | NS      | $221951.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                             | Flutter Entertainment Public Limited Company                                             | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |       651 | NS      | $88807.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaleidoscape, Y.K.                                                                       | Kaleidoscape, Y.K.                                                                       | CUSIP: N/A<br>LEI: 3538000OOSRECSEX2327       | Long             | EC               | CORP              | JP        |     14100 | NS      | $295593.80    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                                                             | BT Group PLC                                                                             | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |    186017 | NS      | $253124.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mayr-Melnhof Karton Aktiengesellschaft                                                   | Mayr-Melnhof Karton Aktiengesellschaft                                                   | CUSIP: N/A<br>LEI: 5299001AMHDLKUM80611       | Long             | EC               | CORP              | AT        |       339 | NS      | $55060.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tietoevry Oyj                                                                            | Tietoevry Oyj                                                                            | CUSIP: N/A<br>LEI: 549300EW2KM4KROKQV31       | Long             | EC               | CORP              | FI        |      8593 | NS      | $244693.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Encavis AG                                                                               | Encavis AG                                                                               | CUSIP: N/A<br>LEI: 391200ECRGNL09Y2KJ67       | Long             | EC               | CORP              | DE        |      3486 | NS      | $69302.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanosonics Limited                                                                       | Nanosonics Limited                                                                       | CUSIP: N/A<br>LEI: 549300XUBCM70BRANN81       | Long             | EC               | CORP              | AU        |      6027 | NS      | $17574.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Smiths Group PLC                                                                         | Smiths Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     18355 | NS      | $356352.16    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                                                             | 3i Group plc                                                                             | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     37103 | NS      | $605260.29    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAIT Holdings Corporation                                                              | MIRAIT Holdings Corporation                                                              | CUSIP: N/A<br>LEI: 353800RI3EZVEIDAEL62       | Long             | EC               | CORP              | JP        |     70300 | NS      | $809282.76    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| P/F Bakkafrost Sales                                                                     | P/F Bakkafrost Sales                                                                     | CUSIP: N/A<br>LEI: 2138007LH7OP4V112978       | Long             | EC               | CORP              | FO        |       754 | NS      | $47480.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Point Energy Corp.                                                              | Crescent Point Energy Corp.                                                              | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |     88434 | NS      | $630924.99    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NetLink NBN Trust                                                                        | NetLink NBN Trust                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     83000 | NS      | $51438.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SSP Group PLC                                                                            | SSP Group PLC                                                                            | CUSIP: N/A<br>LEI: 213800QGNIWTXFMENJ24       | Long             | EC               | CORP              | GB        |     66583 | NS      | $186722.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                                                            | Rightmove PLC                                                                            | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |     68889 | NS      | $430707.74    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler S.p.A.                                                                           | Moncler S.p.A.                                                                           | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |      2005 | NS      | $106751.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shurgard Self Storage SA                                                                 | Shurgard Self Storage SA                                                                 | CUSIP: N/A<br>LEI: 549300J0UEIKU81XO336       | Long             | EC               | CORP              | LU        |       667 | NS      | $30661.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi S.p.A.                                                                              | Nexi S.p.A.                                                                              | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |      1704 | NS      | $13480.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                                                          | Akzo Nobel N.V.                                                                          | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |      3934 | NS      | $264128.87    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Societe Financiere Inc.                                                               | iA Societe Financiere Inc.                                                               | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      5200 | NS      | $304434.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HK Electric Investments Limited                                                          | HK Electric Investments Limited                                                          | CUSIP: N/A<br>LEI: 5299006PUX29DFJ1DE03       | Long             | EC               | CORP              | KY        |     72000 | NS      | $47678.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Eat Takeaway.Com N.V.                                                               | Just Eat Takeaway.Com N.V.                                                               | CUSIP: N/A<br>LEI: 724500FVZIBSSQ7SHI95       | Long             | EC               | CORP              | NL        |      3360 | NS      | $71642.43     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Verallia                                                                                 | Verallia                                                                                 | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | EC               | CORP              | FR        |      3830 | NS      | $130527.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| D'Ieteren Group                                                                          | D'Ieteren Group                                                                          | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |       148 | NS      | $28511.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                                 | A.P. Moller - Maersk A/S                                                                 | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |        29 | NS      | $64384.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                 | Koninklijke Philips N.V.                                                                 | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |      7632 | NS      | $114589.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                       | Teleperformance SE                                                                       | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       825 | NS      | $197134.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alony Hetz Properties & Investments Ltd                                                  | Alony Hetz Properties & Investments Ltd                                                  | CUSIP: N/A<br>LEI: 213800PNXOBRJDRRDC27       | Long             | EC               | CORP              | IL        |      6031 | NS      | $61311.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                                                       | SBI Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |      3500 | NS      | $66617.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corporation                                                                         | Hoya Corporation                                                                         | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      2100 | NS      | $201816.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Limited                                                             | Israel Discount Bank Limited                                                             | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     30770 | NS      | $161767.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Limited                                                       | Galaxy Entertainment Group Limited                                                       | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |      3000 | NS      | $19695.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: 65535H208<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      3800 | NS      | $14250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Marubeni Corporation                                                                     | Marubeni Corporation                                                                     | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |     17900 | NS      | $205342.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co., Ltd.                                                                       | Mitsui & Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      8300 | NS      | $241828.87    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui O.S.K. Lines, Ltd.                                                                | Mitsui O.S.K. Lines, Ltd.                                                                | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |      7200 | NS      | $179884.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Novartis AG                                                                              | Novartis AG                                                                              | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       788 | NS      | $71487.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Limited                                                              | QBE Insurance Group Limited                                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     26955 | NS      | $246101.89    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Company, Ltd.                                                                      | Ricoh Company, Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |      9600 | NS      | $72927.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Enlight Renewable Energy Ltd.                                                            | Enlight Renewable Energy Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     27391 | NS      | $56140.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries, Ltd.                                                       | Sumitomo Electric Industries, Ltd.                                                       | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |     12800 | NS      | $144497.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                          | BAE Systems PLC                                                                          | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     34821 | NS      | $360706.53    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corporation                                                                       | Cameco Corporation                                                                       | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1700 | NS      | $38532.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                                                                   | Teck Resources Limited                                                                   | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     12682 | NS      | $479274.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                                                                                  | ITV PLC                                                                                  | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |    459234 | NS      | $420596.59    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues                                                                                 | Bouygues                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      8954 | NS      | $269130.69    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Glanbia Public Limited Company                                                           | Glanbia Public Limited Company                                                           | CUSIP: N/A<br>LEI: 635400SRMCBHVMSKJS84       | Long             | EC               | CORP              | IE        |      3733 | NS      | $47709.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shufersal Ltd.                                                                           | Shufersal Ltd.                                                                           | CUSIP: N/A<br>LEI: 984500F64E05B78E0D41       | Long             | EC               | CORP              | IL        |      4890 | NS      | $28226.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corporation                                                                          | TDK Corporation                                                                          | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |     13800 | NS      | $452064.78    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris S.A.                                                                             | Tenaris S.A.                                                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |      3037 | NS      | $53316.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc.                                                                             | Shopify Inc.                                                                             | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       370 | NS      | $12842.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                                                                         | Societe Generale                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     13235 | NS      | $333973.14    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Limited                                                                    | Telstra Group Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     56774 | NS      | $154236.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo S.p.A.                                                                          | Leonardo S.p.A.                                                                          | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |     15234 | NS      | $131866.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc.                                                                                 | TIS Inc.                                                                                 | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |      3900 | NS      | $102603.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co., Ltd.                                                          | Chugai Pharmaceutical Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |      4200 | NS      | $107201.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Limited                                                                | City Developments Limited                                                                | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Long             | EC               | CORP              | SG        |     11200 | NS      | $68785.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                                                     | MS&AD Insurance Group Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |      2900 | NS      | $92763.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Basic-Fit N.V.                                                                           | Basic-Fit N.V.                                                                           | CUSIP: N/A<br>LEI: 724500HUXGTQC07CAZ61       | Long             | EC               | CORP              | NL        |      1568 | NS      | $41249.69     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: —       |
| SATS Ltd.                                                                                | SATS Ltd.                                                                                | CUSIP: N/A<br>LEI: 529900SEP1R0K8049D51       | Long             | EC               | CORP              | SG        |      3900 | NS      | $8282.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corporation                                                                         | KDDI Corporation                                                                         | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     14100 | NS      | $425806.29    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Limited                                                                | Genting Singapore Limited                                                                | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |    118100 | NS      | $84157.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Eagle Holdings Limited                                                             | Great Eagle Holdings Limited                                                             | CUSIP: N/A<br>LEI: 529900V6LG3TC9XC5S67       | Long             | EC               | CORP              | HK        |      1050 | NS      | $2304.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Company, Ltd                                                              | Kirin Holdings Company, Ltd                                                              | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      2600 | NS      | $39616.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Kobe Steel, Ltd.                                                                         | Kobe Steel, Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |      4400 | NS      | $21351.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                             | Komatsu Ltd.                                                                             | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      9500 | NS      | $206327.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Co., Ltd.                                                                       | Lasertec Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $195476.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corporation.                                                                 | Seiko Epson Corporation.                                                                 | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |     10800 | NS      | $156996.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                                            | Nippon Yusen Kabushiki Kaisha                                                            | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |     18000 | NS      | $419301.46    | 0.19%             |  |  |  | No            |                  2 | On Loan: —       |
| Britvic PLC                                                                              | Britvic PLC                                                                              | CUSIP: N/A<br>LEI: 635400L3NVMYD4BVCI53       | Long             | EC               | CORP              | GB        |     55882 | NS      | $532264.22    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Limited                                                             | Wilmar International Limited                                                             | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |     58800 | NS      | $183349.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Limited                                                                         | Brambles Limited                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     19399 | NS      | $159244.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Veidekke ASA                                                                             | Veidekke ASA                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXHF4O96       | Long             | EC               | CORP              | NO        |      5054 | NS      | $50154.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corporation                                                                    | TC Energy Corporation                                                                    | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      2017 | NS      | $80411.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuchs Petrolub SE                                                                        | Fuchs Petrolub SE                                                                        | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |      4221 | NS      | $147931.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitaland Investment Limited                                                            | Capitaland Investment Limited                                                            | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |     25700 | NS      | $70972.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon Aktiebolag                                                                       | Hexagon Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |      4155 | NS      | $43606.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elis Services                                                                            | Elis Services                                                                            | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               | CORP              | FR        |     25701 | NS      | $381451.62    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom, S.A.                                                                    | Cellnex Telecom, S.A.                                                                    | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |       835 | NS      | $27765.94     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | Svenska Handelsbanken AB                                                                 | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |      7691 | NS      | $77625.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols, S.A.                                                                            | Grifols, S.A.                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |      5097 | NS      | $59072.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen B.V.                                                                               | Adyen B.V.                                                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        39 | NS      | $54116.86     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| voestalpine AG                                                                           | voestalpine AG                                                                           | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |      4158 | NS      | $111005.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                     | Henkel AG & Co. KGaA                                                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |       989 | NS      | $63904.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange                                                                                   | Orange                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     91933 | NS      | $913254.00    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                          | Prysmian S.p.A.                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |      4392 | NS      | $163461.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Energy Company ASA                                                             | Norwegian Energy Company ASA                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXGE3C16       | Long             | EC               | CORP              | NO        |       948 | NS      | $38322.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis, S.A.                                                                     | EDP Renovaveis, S.A.                                                                     | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |      2972 | NS      | $65542.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                                     | United Utilities PLC                                                                     | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |      5270 | NS      | $63435.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                                            | Coloplast A/S                                                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |      3200 | NS      | $373864.31    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                             | Nutrien Ltd.                                                                             | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      8214 | NS      | $599670.53    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                                                      | Imperial Brands PLC                                                                      | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     22828 | NS      | $574067.61    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | Banco Bilbao Vizcaya Argentaria, S.A.                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     71147 | NS      | $429992.27    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc.                                                                             | Shimano Inc.                                                                             | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |       600 | NS      | $94311.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Company, Limited                                                                | Shiseido Company, Limited                                                                | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |      1400 | NS      | $68467.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| SKYCITY Entertainment Group Limited                                                      | SKYCITY Entertainment Group Limited                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     43253 | NS      | $65157.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EC               | CORP              | CH        |     41652 | NS      | $124738.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | Sumitomo Mitsui Financial Group, Inc.                                                    | CUSIP: 86562M209<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      3000 | NS      | $24060.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaris S.A.                                                                             | Tenaris S.A.                                                                             | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       990 | NS      | $34808.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP 2012 Limited                                                                         | WPP 2012 Limited                                                                         | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |       808 | NS      | $39721.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Millicom International Cellular SA                                                       | Millicom International Cellular SA                                                       | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |      7894 | NS      | $100067.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                                 | Mowi ASA                                                                                 | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |      3243 | NS      | $55470.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co., Ltd.                                                     | Electric Power Development Co., Ltd.                                                     | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |      4400 | NS      | $70218.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corporation                                                                 | Kinross Gold Corporation                                                                 | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |     59925 | NS      | $244302.81    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corporation                                                             | Intact Financial Corporation                                                             | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      1700 | NS      | $244717.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran                                                                                   | Safran                                                                                   | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       979 | NS      | $122926.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS Aktiengesellschaft                                                               | LANXESS Aktiengesellschaft                                                               | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | EC               | CORP              | DE        |      2350 | NS      | $95327.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Relx PLC                                                                                 | Relx PLC                                                                                 | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      6317 | NS      | $174846.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                                                       | Azrieli Group Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       148 | NS      | $9835.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtech PLC                                                                             | Playtech PLC                                                                             | CUSIP: N/A<br>LEI: 21380068TTB6Z9ZEU548       | Long             | EC               | CORP              | IM        |      4825 | NS      | $29823.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                                 | Next PLC                                                                                 | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      3818 | NS      | $268686.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Adidas AG                                                                                | Adidas AG                                                                                | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |      1415 | NS      | $193788.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Ruck SE                                                                         | Hannover Ruck SE                                                                         | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |       600 | NS      | $119386.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KRONES Aktiengesellschaft                                                                | KRONES Aktiengesellschaft                                                                | CUSIP: N/A<br>LEI: 529900NY2GSZWWUBW049       | Long             | EC               | CORP              | DE        |       925 | NS      | $104407.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                   | Mercedes-Benz Group AG                                                                   | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |     12310 | NS      | $813504.56    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                              | Swisscom AG                                                                              | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |       869 | NS      | $476779.25    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Andritz AG                                                                               | Andritz AG                                                                               | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |      3507 | NS      | $201481.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Summerset Group Holdings Limited                                                         | Summerset Group Holdings Limited                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      4707 | NS      | $26460.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novozymes A/S                                                                            | Novozymes A/S                                                                            | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |      2033 | NS      | $103098.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                                                           | NMC Health PLC                                                                           | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |       709 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Orora Limited                                                                            | Orora Limited                                                                            | CUSIP: N/A<br>LEI: 549300WFEQJK35VDF789       | Long             | EC               | CORP              | AU        |    100633 | NS      | $198111.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                         | Novo Nordisk A/S                                                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     10759 | NS      | $1454144.42   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe WSP Global Inc.                                                                   | Groupe WSP Global Inc.                                                                   | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |       909 | NS      | $105461.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic Entertainment Group AB                                                            | Nordic Entertainment Group AB                                                            | CUSIP: N/A<br>LEI: 5493006E0IJD0DHJSR89       | Long             | EC               | CORP              | SE        |      1373 | NS      | $26166.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Energy Limited                                                                   | Genesis Energy Limited                                                                   | CUSIP: N/A<br>LEI: 254900HM1ABRDJ7T5718       | Long             | EC               | CORP              | NZ        |     11103 | NS      | $18261.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                                               | Boliden AB                                                                               | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |      4345 | NS      | $163485.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                            | Alimentation Couche-Tard Inc.                                                            | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      4300 | NS      | $188958.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco Ab (Publ)                                                                          | Lifco Ab (Publ)                                                                          | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |      5377 | NS      | $89963.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Champion Iron Limited                                                                    | Champion Iron Limited                                                                    | CUSIP: N/A<br>LEI: 894500WQI96G4T75O202       | Long             | EC               | CORP              | AU        |     32328 | NS      | $160550.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Arendals Fossekompani ASA                                                                | Arendals Fossekompani ASA                                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZXG4U097       | Long             | EC               | CORP              | NO        |       425 | NS      | $10899.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    101041 | NS      | $224808.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                                    | Kongsberg Gruppen ASA                                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      1014 | NS      | $43256.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                                | Sampo Oyj                                                                                | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |      6135 | NS      | $320802.81    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad N.V.                                                                            | Randstad N.V.                                                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |      6294 | NS      | $383248.96    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                   | Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                   | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       599 | NS      | $195614.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Agri-Resources Ltd.                                                               | Golden Agri-Resources Ltd.                                                               | CUSIP: N/A<br>LEI: 529900GAK9LTNC3IFY40       | Long             | EC               | CORP              | SG        |    563600 | NS      | $105339.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Altium Limited                                                                           | Altium Limited                                                                           | CUSIP: N/A<br>LEI: 5299003MG7UFQSIFH576       | Long             | EC               | CORP              | AU        |      5644 | NS      | $135078.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                               | Canon Inc.                                                                               | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |      4100 | NS      | $88490.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| DFI Retail Group Holding Limited                                                         | DFI Retail Group Holding Limited                                                         | CUSIP: N/A<br>LEI: 213800NOTG41PZVNNX48       | Long             | EC               | CORP              | BM        |     13900 | NS      | $40729.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                                 | Hong Kong Exchanges and Clearing Limited                                                 | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      7170 | NS      | $308117.98    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Downer EDI Limited                                                                       | Downer EDI Limited                                                                       | CUSIP: N/A<br>LEI: 254900DIW3F7OMWAO951       | Long             | EC               | CORP              | AU        |     89988 | NS      | $227523.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corporation                                                                          | IHI Corporation                                                                          | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |      7800 | NS      | $227498.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co., Ltd.                                                                           | Aeon Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |      5700 | NS      | $120418.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corporation                                                           | Panasonic Holdings Corporation                                                           | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |     31300 | NS      | $261776.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co., Ltd.                                                                       | Nintendo Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |      7000 | NS      | $293448.49    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Gas Co., Ltd.                                                                     | Nippon Gas Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300N3DC5V2XON9C60       | Long             | EC               | CORP              | JP        |     26200 | NS      | $413315.52    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins, SGPS, S.A.                                                             | Jeronimo Martins, SGPS, S.A.                                                             | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |      2509 | NS      | $54280.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                             | Dai-ichi Life Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      4700 | NS      | $106300.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Holdings Co., Ltd.                                                                 | Meiji Holdings Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |      4800 | NS      | $246264.93    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries Public Limited Company                                           | James Hardie Industries Public Limited Company                                           | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      7403 | NS      | $133183.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International Public Limited Company                                               | Croda International Public Limited Company                                               | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      2387 | NS      | $191732.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Flex Lng Ltd.                                                                            | Flex Lng Ltd.                                                                            | CUSIP: N/A<br>LEI: 21380084THHU3MPC3647       | Long             | EC               | CORP              | BM        |      1442 | NS      | $47383.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Olam Group Limited                                                                       | Olam Group Limited                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     14950 | NS      | $16315.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATS Corporation                                                                          | ATS Corporation                                                                          | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |      5700 | NS      | $177188.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tate & Lyle Public Limited Company                                                       | Tate & Lyle Public Limited Company                                                       | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Long             | EC               | CORP              | GB        |     17736 | NS      | $152434.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                                           | Compagnie Generale des Etablissements Michelin                                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     24152 | NS      | $674280.72    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROAPI                                                                                  | EUROAPI                                                                                  | CUSIP: N/A<br>LEI: 9695002FT7GGI3CKKJ14       | Long             | EC               | CORP              | FR        |       176 | NS      | $2618.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scatec ASA                                                                               | Scatec ASA                                                                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXIARK36       | Long             | EC               | CORP              | NO        |      7215 | NS      | $58245.50     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     19328 | NS      | $359966.67    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood Aktiebolag                                                                        | Axfood Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               | CORP              | SE        |      2179 | NS      | $59779.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                            | Carlsberg A/S                                                                            | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |      1416 | NS      | $188186.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                           | Stora Enso Oyj                                                                           | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |      8061 | NS      | $113862.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                     | Henkel AG & Co. KGaA                                                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |      1834 | NS      | $127647.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Limited                                                                   | Qantas Airways Limited                                                                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      5529 | NS      | $22567.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Petroleum Exploration Co., Ltd.                                                    | Japan Petroleum Exploration Co., Ltd.                                                    | CUSIP: N/A<br>LEI: 549300WXUNBZ356DMN17       | Long             | EC               | CORP              | JP        |      1800 | NS      | $53042.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                                              | Northern Star Resources Ltd                                                              | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     16016 | NS      | $118924.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Leasing Company, Ltd.                                                              | Ricoh Leasing Company, Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $14456.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                                      | SoftBank Group Corp                                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |     14900 | NS      | $629255.39    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Shangri-La Asia Limited                                                                  | Shangri-La Asia Limited                                                                  | CUSIP: N/A<br>LEI: 529900FVJ8C1OTM8OL03       | Long             | EC               | CORP              | BM        |     10000 | NS      | $8188.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co., Ltd.                                                          | Santen Pharmaceutical Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |     43500 | NS      | $353548.98    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Limited                                                                           | Santos Limited                                                                           | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |     56354 | NS      | $279422.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co., Ltd.                                                                          | Secom Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |      1600 | NS      | $91161.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House, Ltd.                                                                      | Sekisui House, Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |      8900 | NS      | $157479.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co., Ltd.                                                          | Sumitomo Metal Mining Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |      9200 | NS      | $324683.09    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co.,Ltd.                                                   | Sumitomo Realty & Development Co.,Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4200 | NS      | $98902.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                                     | Sumitomo Corporation                                                                     | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      5500 | NS      | $91711.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Limited                                                          | Sun Hung Kai Properties Limited                                                          | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      7500 | NS      | $102496.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corporation                                                                    | Advantest Corporation                                                                    | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      2800 | NS      | $179570.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Samty Co., Ltd.                                                                          | Samty Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4400 | NS      | $71250.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin S.p.A.                                                                          | DiaSorin S.p.A.                                                                          | CUSIP: N/A<br>LEI: 8156002878BDF0EE4348       | Long             | EC               | CORP              | IT        |       166 | NS      | $23216.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                                              | Swiss Re AG                                                                              | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |      5975 | NS      | $560071.68    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S Aktiengesellschaft                                                                   | K+S Aktiengesellschaft                                                                   | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | EC               | CORP              | DE        |      3192 | NS      | $62997.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenius Wilhelmsen ASA                                                                 | Wallenius Wilhelmsen ASA                                                                 | CUSIP: N/A<br>LEI: 549300NBN0URT3RA3Y54       | Long             | EC               | CORP              | NO        |      6642 | NS      | $65944.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     74526 | NS      | $465436.12    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                                                 | Howden Joinery Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |     38438 | NS      | $263258.23    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Groep                                                                                | KBC Groep                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |      7970 | NS      | $513611.47    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Alten                                                                                    | Alten                                                                                    | CUSIP: N/A<br>LEI: 969500Y7G9TY7Y24GN07       | Long             | EC               | CORP              | FR        |       820 | NS      | $103049.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM Pacific Technology Limited                                                           | ASM Pacific Technology Limited                                                           | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |     14600 | NS      | $103881.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                      | Ajinomoto Co., Inc.                                                                      | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |      5800 | NS      | $177309.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries, Ltd.                                                                  | Daikin Industries, Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |      1200 | NS      | $182494.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Icl Group Ltd                                                                            | Icl Group Ltd                                                                            | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |      6503 | NS      | $47077.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IBIDEN Co., Ltd.                                                                         | IBIDEN Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |      5700 | NS      | $206768.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila Oyj Abp                                                                         | Wartsila Oyj Abp                                                                         | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     11585 | NS      | $97994.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                               | Genmab A/S                                                                               | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       545 | NS      | $230977.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Limited                                                                            | Orica Limited                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     34797 | NS      | $357231.33    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Limited                                                                         | Infratil Limited                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      6782 | NS      | $37225.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                               | Allianz SE                                                                               | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      2838 | NS      | $612360.97    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixt SE                                                                                  | Sixt SE                                                                                  | CUSIP: N/A<br>LEI: 5299004ZME6CSBR7WP07       | Long             | EC               | CORP              | DE        |       905 | NS      | $83632.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                                                       | ITOCHU Corporation                                                                       | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     14500 | NS      | $456150.33    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Aviation Electronics Industry, Ltd.                                                | Japan Aviation Electronics Industry, Ltd.                                                | CUSIP: N/A<br>LEI: 353800OSHAMOO6TCTF61       | Long             | EC               | CORP              | JP        |       700 | NS      | $11149.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Limited                                                                    | Suncorp Group Limited                                                                    | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |     23563 | NS      | $193031.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                          | Renesas Electronics Corporation                                                          | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |     10500 | NS      | $93525.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jungheinrich Aktiengesellschaft                                                          | Jungheinrich Aktiengesellschaft                                                          | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EP               | CORP              | DE        |      3606 | NS      | $102599.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dufry AG                                                                                 | Dufry AG                                                                                 | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |      8807 | NS      | $368774.12    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Biotage AB                                                                               | Biotage AB                                                                               | CUSIP: N/A<br>LEI: 529900SR87NBUKX74L58       | Long             | EC               | CORP              | SE        |      2084 | NS      | $37145.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northland Power Inc.                                                                     | Northland Power Inc.                                                                     | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |     16156 | NS      | $443037.13    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Penta-Ocean Construction Co., Ltd.                                                       | Penta-Ocean Construction Co., Ltd.                                                       | CUSIP: N/A<br>LEI: 529900QN42Q9UIW3AS17       | Long             | EC               | CORP              | JP        |     52700 | NS      | $246104.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba Corporation                                                                      | Toshiba Corporation                                                                      | CUSIP: N/A<br>LEI: 549300LBHTST91VKHO68       | Long             | EC               | CORP              | JP        |      2100 | NS      | $72958.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Skistar Aktiebolag                                                                       | Skistar Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 529900CD7HSJ1CZS7089       | Long             | EC               | CORP              | SE        |      3902 | NS      | $41572.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                                                  | ISS A/S                                                                                  | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |      6607 | NS      | $140538.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Express Co., Ltd.                                                                 | Nippon Express Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900NTHOQWZAW95H82       | Long             | EC               | CORP              | JP        |      2900 | NS      | $165562.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corporation                                                    | Brookfield Infrastructure Corporation                                                    | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        82 | NS      | $3189.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Roche Holding AG                                                                         | Roche Holding AG                                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EP               | CORP              | CH        |      4490 | NS      | $1410636.46   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                                                                          | Adecco Group AG                                                                          | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |     12877 | NS      | $425669.44    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NIBE Industrier AB                                                                       | NIBE Industrier AB                                                                       | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |      3679 | NS      | $34399.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                                  | GSK PLC                                                                                  | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     25268 | NS      | $440426.26    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group AG                                                                           | Tecan Group AG                                                                           | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Long             | EC               | CORP              | CH        |        40 | NS      | $17962.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SPA                                                                       | Telecom Italia SPA                                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |    223495 | NS      | $51786.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Fuchs Petrolub SE                                                                        | Fuchs Petrolub SE                                                                        | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EC               | CORP              | DE        |       133 | NS      | $3970.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SPA                                                                       | Telecom Italia SPA                                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EP               | CORP              | IT        |     25041 | NS      | $5583.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                                                    | EMS-Chemie Holding AG                                                                    | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |       402 | NS      | $273103.31    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                                               | Getinge AB                                                                               | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |      3377 | NS      | $70104.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                                            | Heineken N.V.                                                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      1244 | NS      | $117341.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild S.p.A.                                                                           | Webuild S.p.A.                                                                           | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |       252 | NS      | $75.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Chr. Hansen Holding A/S                                                                  | Chr. Hansen Holding A/S                                                                  | CUSIP: N/A<br>LEI: 549300MKPW8ZF3E8MW37       | Long             | EC               | CORP              | DK        |      2234 | NS      | $160883.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Limited                                                                             | Xero Limited                                                                             | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |       787 | NS      | $37698.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ProSiebenSat.1 Media SE                                                                  | ProSiebenSat.1 Media SE                                                                  | CUSIP: N/A<br>LEI: 529900NY0WWQUKOMWQ37       | Long             | EC               | CORP              | DE        |     18126 | NS      | $162616.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas S.p.A.                                                                           | Italgas S.p.A.                                                                           | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     12273 | NS      | $68266.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corporacion, S.A.                                                          | Red Electrica Corporacion, S.A.                                                          | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |      8182 | NS      | $142475.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| International Petroleum Corporation                                                      | International Petroleum Corporation                                                      | CUSIP: 46016U108<br>LEI: 54930025D80LU0SMR645 | Long             | EC               | CORP              | CA        |      6134 | NS      | $68997.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Metals Limited                                                                 | Capricorn Metals Limited                                                                 | CUSIP: N/A<br>LEI: 529900CRG304NUYMOV23       | Long             | EC               | CORP              | AU        |     52275 | NS      | $163207.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                                                             | Associated British Foods PLC                                                             | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |      5444 | NS      | $104322.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                                                              | Pearson PLC                                                                              | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |     33718 | NS      | $385391.37    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    626648 | NS      | $345172.17    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals PLC                                                               | Dechra Pharmaceuticals PLC                                                               | CUSIP: N/A<br>LEI: 213800J4UVB5OWG8VX82       | Long             | EC               | CORP              | GB        |      1103 | NS      | $35092.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                                                          | Babcock International Group PLC                                                          | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |     73450 | NS      | $251111.73    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corporation, Limited                                                       | Canadian Tire Corporation, Limited                                                       | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      2714 | NS      | $283627.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamana Gold Inc.                                                                         | Yamana Gold Inc.                                                                         | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |    129730 | NS      | $720509.31    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Limited                                                                     | Imperial Oil Limited                                                                     | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |      4124 | NS      | $200869.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona,S.A.                                                                             | Acciona,S.A.                                                                             | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |       752 | NS      | $138528.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| U C B                                                                                    | U C B                                                                                    | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      1847 | NS      | $145768.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Sprungli AG                                                    | Chocoladefabriken Lindt & Sprungli AG                                                    | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |         1 | NS      | $102918.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Company AB                                                                         | Telia Company AB                                                                         | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |     45708 | NS      | $116730.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                                        | Bank Hapoalim Ltd                                                                        | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |      9842 | NS      | $88833.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                              | Westpac Banking Corporation                                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |     18817 | NS      | $299389.18    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Holdings Limited                                                              | Transurban Holdings Limited                                                              | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |     12334 | NS      | $108964.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corporation.                                                                      | Subaru Corporation.                                                                      | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     20100 | NS      | $302049.48    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin,Inc.                                                                      | Hikari Tsushin,Inc.                                                                      | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |       100 | NS      | $14063.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Buildings Corporation Ltd                                                     | Industrial Buildings Corporation Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     11216 | NS      | $35690.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Company Limited                                               | Henderson Land Development Company Limited                                               | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |     31000 | NS      | $108018.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                                                    | Resona Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     39500 | NS      | $216543.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co., Ltd.                                                          | Nippon Paint Holdings Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |      1600 | NS      | $12590.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                                                 | Nice Ltd                                                                                 | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |        35 | NS      | $6756.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      6740 | NS      | $384814.37    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                                            | Alfa Laval AB                                                                            | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |       941 | NS      | $27199.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                           | Lonza Group AG                                                                           | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |       620 | NS      | $304908.75    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum AB                                                                                | Intrum AB                                                                                | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | EC               | CORP              | SE        |      1666 | NS      | $20271.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                             | Unilever PLC                                                                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      7888 | NS      | $400253.87    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                                | Partners Group Holding AG                                                                | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |       498 | NS      | $441903.21    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TGS-NOPEC Geophysical Company                                                            | TGS-NOPEC Geophysical Company                                                            | CUSIP: N/A<br>LEI: 549300NUPLAXPB0WYH90       | Long             | EC               | CORP              | NO        |      6442 | NS      | $87428.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                                       | Aeroports de Paris                                                                       | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |       181 | NS      | $24304.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CaixaBank, S.A.                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     85653 | NS      | $337623.33    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| The Descartes Systems Group Inc.                                                         | The Descartes Systems Group Inc.                                                         | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |       300 | NS      | $20913.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Limited                                                                        | AIA Group Limited                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    101200 | NS      | $1116174.47   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                                 | Tele2 AB                                                                                 | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |     12048 | NS      | $98272.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sawai Group Holdings Co.,Ltd                                                             | Sawai Group Holdings Co.,Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     16400 | NS      | $512547.72    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco SPA                                                              | Finecobank Banca Fineco SPA                                                              | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |     10529 | NS      | $175326.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CAE Inc.                                                                                 | CAE Inc.                                                                                 | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |      3700 | NS      | $71567.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | Canadian Imperial Bank of Commerce                                                       | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      7498 | NS      | $303297.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                               | Diageo PLC                                                                               | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      1244 | NS      | $221668.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc.                                                                             | Stantec Inc.                                                                             | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      6700 | NS      | $321045.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                                                      | Rakuten Group, Inc.                                                                      | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |      7600 | NS      | $33727.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| FUJIFILM Holdings Corporation                                                            | FUJIFILM Holdings Corporation                                                            | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      1900 | NS      | $95000.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Harel Insurance Investments & Financial Services Ltd.                                    | Harel Insurance Investments & Financial Services Ltd.                                    | CUSIP: N/A<br>LEI: 213800BDNN3W11SXXD60       | Long             | EC               | CORP              | IL        |      4911 | NS      | $43312.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Bank, Ltd.                                                                        | Mizuho Bank, Ltd.                                                                        | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |      6700 | NS      | $210004.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Nec Corporation                                                                          | Nec Corporation                                                                          | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      4400 | NS      | $153866.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam S.P.A.                                                                              | Snam S.P.A.                                                                              | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |     26594 | NS      | $128986.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                       | Credit Agricole SA                                                                       | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     14995 | NS      | $158432.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EC               | CORP              | FR        |      1918 | NS      | $24672.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia, SGPS, S.A.                                                                 | Galp Energia, SGPS, S.A.                                                                 | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |     20668 | NS      | $279877.86    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| eGuarantee, Inc.                                                                         | eGuarantee, Inc.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $11069.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                                       | Aktiebolaget Volvo                                                                       | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      2430 | NS      | $46105.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell, S.A.                                                                  | Banco de Sabadell, S.A.                                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |    271277 | NS      | $258385.51    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Avanza Bank Holding AB                                                                   | Avanza Bank Holding AB                                                                   | CUSIP: N/A<br>LEI: 549300MBWR5H8SIJLE03       | Long             | EC               | CORP              | SE        |      3447 | NS      | $73982.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB (publ)                                                                      | Evolution AB (publ)                                                                      | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |       743 | NS      | $72635.35     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Gaztransport Et Technigaz                                                                | Gaztransport Et Technigaz                                                                | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      1083 | NS      | $115876.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                                       | Harbour Energy PLC                                                                       | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |     22144 | NS      | $81568.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                  | SSE PLC                                                                                  | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     31456 | NS      | $653516.16    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Viscofan, S.A.                                                                           | Viscofan, S.A.                                                                           | CUSIP: N/A<br>LEI: 95980020140005684765       | Long             | EC               | CORP              | ES        |      3222 | NS      | $208302.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Epiroc Aktiebolag                                                                        | Epiroc Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |      4196 | NS      | $67487.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica, S.A.                                                                         | Telefonica, S.A.                                                                         | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    168237 | NS      | $610029.33    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Limited                                                               | Aristocrat Leisure Limited                                                               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      7494 | NS      | $155333.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Galil Industries Ltd.                                                              | Delta Galil Industries Ltd.                                                              | CUSIP: N/A<br>LEI: 213800THWVY4MIDWYH93       | Long             | EC               | CORP              | IL        |       296 | NS      | $12407.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corporation                                                                        | Nidec Corporation                                                                        | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |      1700 | NS      | $87899.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co., Ltd.                                                                | Nitori Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $195398.73    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corporation                                                                        | Tokyu Corporation                                                                        | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |      4800 | NS      | $60439.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                                                   | Toray Industries, Inc.                                                                   | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |     24300 | NS      | $135735.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                                | TOTO Ltd.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $81238.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LIXIL Corporation                                                                        | LIXIL Corporation                                                                        | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |      7400 | NS      | $111285.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corporation Limited                                                              | Venture Corporation Limited                                                              | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |      5800 | NS      | $73849.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                              | Equinor ASA                                                                              | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      9218 | NS      | $332492.47    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                                               | Skanska AB                                                                               | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      7307 | NS      | $115853.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM N.V.                                                                     | Koninklijke DSM N.V.                                                                     | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |      1871 | NS      | $229509.85    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Company, Ltd                                                              | Daiichi Sankyo Company, Ltd                                                              | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      1700 | NS      | $54625.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                               | Bandai Namco Holdings Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $56589.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade Aktiebolag                                                                     | Indutrade Aktiebolag                                                                     | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |      4214 | NS      | $85615.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corporation                                                                        | SUMCO Corporation                                                                        | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |     14700 | NS      | $195991.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Elekta AB (publ)                                                                         | Elekta AB (publ)                                                                         | CUSIP: N/A<br>LEI: 54930044O54BK617EP80       | Long             | EC               | CORP              | SE        |      5670 | NS      | $34214.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                                  | Macquarie Group Limited                                                                  | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      1424 | NS      | $161793.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Steadfast Group Ltd                                                                      | Steadfast Group Ltd                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     57459 | NS      | $213980.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                          | Koninklijke Ahold Delhaize N.V.                                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     42463 | NS      | $1222947.42   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                                  | Siemens Healthineers AG                                                                  | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |       595 | NS      | $29843.75     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tesco PLC                                                                                | Tesco PLC                                                                                | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    102630 | NS      | $278887.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Limited                                                                         | WH Group Limited                                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |    400279 | NS      | $232366.95    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Addtech AB                                                                               | Addtech AB                                                                               | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |      1377 | NS      | $19691.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWECO Civil AB                                                                           | SWECO Civil AB                                                                           | CUSIP: N/A<br>LEI: 549300Q4Y55VICYV6U90       | Long             | EC               | CORP              | SE        |      2746 | NS      | $26346.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                                               | Demant A/S                                                                               | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |      2016 | NS      | $56015.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                                      | Johnson Matthey PLC                                                                      | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |     12982 | NS      | $334406.13    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     20539 | NS      | $250691.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                         | Delivery Hero SE                                                                         | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |       393 | NS      | $18962.26     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Alcon AG                                                                                 | Alcon AG                                                                                 | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      6215 | NS      | $426038.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen N.V.                                                                              | Qiagen N.V.                                                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      2075 | NS      | $103480.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | Banco Bilbao Vizcaya Argentaria, S.A.                                                    | CUSIP: 05946K101<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     14142 | NS      | $84993.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738E204<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      5602 | NS      | $43695.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                            | Enbridge Inc.                                                                            | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      7700 | NS      | $300948.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    155222 | NS      | $297594.27    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                                  | STMicroelectronics N.V.                                                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |      6695 | NS      | $237903.76    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                                   | Singapore Technologies Engineering Ltd                                                   | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     21300 | NS      | $53381.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anritsu Corporation                                                                      | Anritsu Corporation                                                                      | CUSIP: N/A<br>LEI: E6RNIO2WCERJ7MVUSO82       | Long             | EC               | CORP              | JP        |     28400 | NS      | $276073.80    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCO Corporation                                                                        | DISCO Corporation                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $142520.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Toei Animation Co., Ltd.                                                                 | Toei Animation Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $10021.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corporation Limited                                           | Fisher & Paykel Healthcare Corporation Limited                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      2518 | NS      | $36003.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fletcher Building Limited                                                                | Fletcher Building Limited                                                                | CUSIP: N/A<br>LEI: 549300UPHQTT2LG75045       | Long             | EC               | CORP              | NZ        |     22027 | NS      | $66278.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Formula Systems (1985) Ltd.                                                              | Formula Systems (1985) Ltd.                                                              | CUSIP: N/A<br>LEI: 5299007HN634606FI520       | Long             | EC               | CORP              | IL        |       847 | NS      | $61495.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Flight Centre Travel Group Limited                                                       | Flight Centre Travel Group Limited                                                       | CUSIP: N/A<br>LEI: 254900BGNUI78EKEJY68       | Long             | EC               | CORP              | AU        |      8517 | NS      | $83947.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group Inc.                                                                        | MISUMI Group Inc.                                                                        | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |      4300 | NS      | $91728.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph and Telephone Corporation                                               | Nippon Telegraph and Telephone Corporation                                               | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |      5200 | NS      | $148461.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corporation                                                                        | Inpex Corporation                                                                        | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     22600 | NS      | $242319.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                          | Norsk Hydro ASA                                                                          | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |     11378 | NS      | $85555.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Austevoll Seafood ASA                                                                    | Austevoll Seafood ASA                                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXFFDC03       | Long             | EC               | CORP              | NO        |      1567 | NS      | $14187.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jet2 PLC                                                                                 | Jet2 PLC                                                                                 | CUSIP: N/A<br>LEI: I72RQ3PNLDPW8R7JIJ56       | Long             | EC               | CORP              | GB        |      3689 | NS      | $43239.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                                  | SSAB AB                                                                                  | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |     24815 | NS      | $129616.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Big Shopping Centers Ltd                                                                 | Big Shopping Centers Ltd                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       151 | NS      | $15457.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP Inc.                                                                                 | BRP Inc.                                                                                 | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      1400 | NS      | $106737.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                                                        | LEG Immobilien SE                                                                        | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |      1361 | NS      | $88990.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope N.V.                                                                  | MFE-MediaForEurope N.V.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |     13144 | NS      | $5100.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                                | Woodside Energy Group Ltd                                                                | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     15136 | NS      | $368504.33    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Thule Group AB                                                                           | Thule Group AB                                                                           | CUSIP: N/A<br>LEI: 549300XHHOGBOERKU333       | Long             | EC               | CORP              | SE        |      2044 | NS      | $42841.95     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Group PLC                                                                 | Domino's Pizza Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800Q6ZKHAOV48JL75       | Long             | EC               | CORP              | GB        |     30803 | NS      | $109909.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                            | Assa Abloy AB                                                                            | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |      2117 | NS      | $45538.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley Ireland Holdings PLC                                                             | Beazley Ireland Holdings PLC                                                             | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |     45865 | NS      | $378528.31    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                               | Orsted A/S                                                                               | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |       713 | NS      | $64959.56     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JAPAN POST HOLDINGS Co., Ltd.                                                            | JAPAN POST HOLDINGS Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |     11600 | NS      | $97993.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                               | Scout24 SE                                                                               | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      3015 | NS      | $151966.95    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Barratt Developments P L C                                                               | Barratt Developments P L C                                                               | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |    127424 | NS      | $615220.51    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                        | BHP Group Limited                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      5874 | NS      | $183688.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Games Workshop Group PLC                                                                 | Games Workshop Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |     13386 | NS      | $1387678.15   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                        | BHP Group Limited                                                                        | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      8285 | NS      | $514084.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc.                                                                              | Fortis Inc.                                                                              | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      1063 | NS      | $42562.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| JNL Government Money Market Fund                                                         | JNL Government Money Market Fund                                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    431820 | NS      | $431820.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                                                               | Vivendi SE                                                                               | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |      8583 | NS      | $82063.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                                   | SAP SE                                                                                   | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      2365 | NS      | $244850.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC Aktiebolag                                                                           | NCC Aktiebolag                                                                           | CUSIP: N/A<br>LEI: 213800WRGLW3CY4MHW53       | Long             | EC               | CORP              | SE        |     14588 | NS      | $136496.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International N.V.                                                                   | ASM International N.V.                                                                   | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       809 | NS      | $205183.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | Banco Santander, S.A.                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    143745 | NS      | $432461.05    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                                           | Storebrand ASA                                                                           | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |      6595 | NS      | $57787.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                                                            | Trelleborg AB                                                                            | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |      3520 | NS      | $81264.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                                 | Infineon Technologies AG                                                                 | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |      8681 | NS      | $265875.72    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon N.V.                                                                               | Aegon N.V.                                                                               | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |     75473 | NS      | $383431.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                              | Bayerische Motoren Werke Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               | CORP              | DE        |       992 | NS      | $84473.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi Unicem S.p.A - Senza Vincoli Di Rappresentazione Grafica                           | Buzzi Unicem S.p.A - Senza Vincoli Di Rappresentazione Grafica                           | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      5247 | NS      | $101359.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                                                            | Hankyu Hanshin Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $100913.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HASEKO Corporation                                                                       | HASEKO Corporation                                                                       | CUSIP: N/A<br>LEI: 529900EH7TSG348O4045       | Long             | EC               | CORP              | JP        |     60100 | NS      | $670814.20    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                                 | Trend Micro Incorporated                                                                 | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      1900 | NS      | $88601.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Limited                                                                              | ASX Limited                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1115 | NS      | $51570.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air New Zealand Limited                                                                  | Air New Zealand Limited                                                                  | CUSIP: N/A<br>LEI: 2549005EEIR2FNT5R792       | Long             | EC               | CORP              | NZ        |     63612 | NS      | $29970.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                      | Sumitomo Mitsui Trust Bank, Limited                                                      | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |      6300 | NS      | $219700.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                                                  | Bridgestone Corporation                                                                  | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      6800 | NS      | $241273.44    | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Contact Energy Limited                                                                   | Contact Energy Limited                                                                   | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |      2324 | NS      | $11393.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                                                           | Chubu Electric Power Co., Inc.                                                           | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |      5900 | NS      | $61100.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corporation                                                                      | Keyence Corporation                                                                      | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       600 | NS      | $233477.99    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Migdal Insurance and Financial Holdings Ltd.                                             | Migdal Insurance and Financial Holdings Ltd.                                             | CUSIP: N/A<br>LEI: 549300W4Y1WPXVCYYE42       | Long             | EC               | CORP              | IL        |     52942 | NS      | $60426.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Melisron Ltd.                                                                            | Melisron Ltd.                                                                            | CUSIP: N/A<br>LEI: 213800B9SL62L9VLO604       | Long             | EC               | CORP              | IL        |       326 | NS      | $23367.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Limited                                                           | Hongkong Land Holdings Limited                                                           | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |     22700 | NS      | $106211.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | Mizuho Financial Group, Inc.                                                             | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     13790 | NS      | $194388.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mainfreight Limited                                                                      | Mainfreight Limited                                                                      | CUSIP: N/A<br>LEI: 5493007BE0VNXX7RYQ88       | Long             | EC               | CORP              | NZ        |       872 | NS      | $37335.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ComfortDelGro Corporation Limited                                                        | ComfortDelGro Corporation Limited                                                        | CUSIP: N/A<br>LEI: 2549005O5PVA2JCH6Q33       | Long             | EC               | CORP              | SG        |     64900 | NS      | $59625.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Limited                                                                       | Wesfarmers Limited                                                                       | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |      7099 | NS      | $221906.65    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Alumina Limited                                                                          | Alumina Limited                                                                          | CUSIP: N/A<br>LEI: 2138002VD9MW2WT8HR38       | Long             | EC               | CORP              | AU        |    320184 | NS      | $332938.59    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co., Ltd.                                                           | Murata Manufacturing Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      4900 | NS      | $243357.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |     19300 | NS      | $60320.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Ohsho Food Service Corporation                                                           | Ohsho Food Service Corporation                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $18185.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corporation                                                                         | ORIX Corporation                                                                         | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |     16200 | NS      | $259391.71    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Limited                                                                 | Woolworths Group Limited                                                                 | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |      8282 | NS      | $189017.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co., Ltd.                                                                  | Yakult Honsha Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |       900 | NS      | $58585.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                                | Orion Oyj                                                                                | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      3849 | NS      | $211313.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International S.A.                                                              | Logitech International S.A.                                                              | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |      5563 | NS      | $345176.14    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                                          | Fraport AG Frankfurt Airport Services Worldwide                                          | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |      1509 | NS      | $61767.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                                  | ABB Ltd                                                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     26232 | NS      | $798223.32    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                                             | Experian PLC                                                                             | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      9639 | NS      | $330173.81    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi plc                                                                                | Mondi plc                                                                                | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |     21136 | NS      | $362917.67    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                         | Roche Holding AG                                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       205 | NS      | $79452.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                                                              | Clariant AG                                                                              | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Long             | EC               | CORP              | CH        |     44496 | NS      | $707427.84    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Kappa Funding Designated Activity Company                                        | Smurfit Kappa Funding Designated Activity Company                                        | CUSIP: N/A<br>LEI: 635400CPLP8H5ITDVT56       | Long             | EC               | CORP              | IE        |      6713 | NS      | $251824.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Corporation Limited                                                               | Keppel Corporation Limited                                                               | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |     21500 | NS      | $116737.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                             | Glencore PLC                                                                             | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    147039 | NS      | $992372.47    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc.                                                                           | Dollarama Inc.                                                                           | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      3200 | NS      | $187155.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                                                | Orkla ASA                                                                                | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      5178 | NS      | $37526.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellcom Israel Ltd.                                                                      | Cellcom Israel Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900438MNY6TZ5ZY17       | Long             | EC               | CORP              | IL        |      3151 | NS      | $16468.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kion Group AG                                                                            | Kion Group AG                                                                            | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |      1978 | NS      | $57005.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Reinsurance Partners Ltd.                                    | Brookfield Asset Management Reinsurance Partners Ltd.                                    | CUSIP: N/A<br>LEI: 9845004583U3B8E06924       | Long             | EC               | CORP              | BM        |         5 | NS      | $156.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stillfront Group AB (publ)                                                               | Stillfront Group AB (publ)                                                               | CUSIP: N/A<br>LEI: 529900SYKCO4GYBTIJ54       | Long             | EC               | CORP              | SE        |     23539 | NS      | $39601.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiat Chrysler Automobiles N.V.                                                           | Fiat Chrysler Automobiles N.V.                                                           | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |     34971 | NS      | $498159.60    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                        | Algonquin Power & Utilities Corp.                                                        | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |      7542 | NS      | $49128.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Man Wah Holdings Limited                                                                 | Man Wah Holdings Limited                                                                 | CUSIP: N/A<br>LEI: 52990005BW6K71UPKX41       | Long             | EC               | CORP              | BM        |     95600 | NS      | $94833.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                         | Sands China Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |      4000 | NS      | $13177.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prairiesky Royalty Ltd.                                                                  | Prairiesky Royalty Ltd.                                                                  | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |     15004 | NS      | $240462.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |      2135 | NS      | $82419.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                                                  | Vestas Wind Systems A/S                                                                  | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |      7195 | NS      | $209921.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: 225401108<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |      9389 | NS      | $28542.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                                              | West Fraser Timber Co. Ltd.                                                              | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      4702 | NS      | $339559.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement-VE                                                                  | Veolia Environnement-VE                                                                  | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      5415 | NS      | $139704.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Subsea 7 S.A.                                                                            | Subsea 7 S.A.                                                                            | CUSIP: N/A<br>LEI: 222100AIF0CBCY80AH62       | Long             | EC               | CORP              | LU        |      6384 | NS      | $74022.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebro Foods, S.A.                                                                         | Ebro Foods, S.A.                                                                         | CUSIP: N/A<br>LEI: 959800NW6DLQT89M3240       | Long             | EC               | CORP              | ES        |      1701 | NS      | $26792.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Securitas AB                                                                             | Securitas AB                                                                             | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |      8784 | NS      | $73310.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Healthcare Limited                                                                 | Ryman Healthcare Limited                                                                 | CUSIP: N/A<br>LEI: 529900UR74KKRFG56I57       | Long             | EC               | CORP              | NZ        |      4614 | NS      | $15697.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Limited                                                                    | Computershare Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     20968 | NS      | $373533.58    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Company                                                            | Central Japan Railway Company                                                            | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |       600 | NS      | $73674.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Eastern Holdings Limited                                                           | Great Eastern Holdings Limited                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |      2800 | NS      | $38684.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                                              | Daiwa Securities Group Inc.                                                              | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |     26000 | NS      | $114976.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ezaki Glico Co., Ltd.                                                                    | Ezaki Glico Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 3538001RG4BHKDFV6G61       | Long             | EC               | CORP              | JP        |     15200 | NS      | $417984.93    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co., Ltd.                                                                 | Fast Retailing Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |       400 | NS      | $244178.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Limited                                                                              | IGO Limited                                                                              | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               | CORP              | AU        |      2621 | NS      | $24135.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isras - Investment Co. Ltd.                                                              | Isras - Investment Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |        53 | NS      | $10187.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                                       | Japan Tobacco Inc.                                                                       | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     13500 | NS      | $272550.26    | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Kanematsu Electronics Ltd.                                                               | Kanematsu Electronics Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $10114.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                                       | Kubota Corporation                                                                       | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      4100 | NS      | $55414.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co., Ltd.                                                                    | Kyowa Kirin Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |       600 | NS      | $13710.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marui Group Co.Ltd.                                                                      | Marui Group Co.Ltd.                                                                      | CUSIP: N/A<br>LEI: 52990081ZYFHQZEEMU57       | Long             | EC               | CORP              | JP        |     15700 | NS      | $258911.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                 | Mitsui Fudosan Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |      5600 | NS      | $102034.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DMG Mori Co., Ltd.                                                                       | DMG Mori Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800P4I3FIXTQV2E13       | Long             | EC               | CORP              | JP        |     58900 | NS      | $777549.10    | 0.36%             |  |  |  | No            |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |     45500 | NS      | $168254.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Equital Ltd.                                                                             | Equital Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      2449 | NS      | $72945.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DIP Corporation                                                                          | DIP Corporation                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8600 | NS      | $245529.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ROHM Co., Ltd.                                                                           | ROHM Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |      1300 | NS      | $93436.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co., Ltd.                                                             | Shin-Etsu Chemical Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      2700 | NS      | $329822.67    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Limited                                                                 | Sonic Healthcare Limited                                                                 | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |     16257 | NS      | $331448.71    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corporation                                                                   | Sony Group Corporation                                                                   | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     10400 | NS      | $786360.95    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Tabcorp Holdings Limited                                                                 | Tabcorp Holdings Limited                                                                 | CUSIP: N/A<br>LEI: 213800OCCFUN67NEY278       | Long             | EC               | CORP              | AU        |    502843 | NS      | $368133.64    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Towa Pharmaceutical Co., Ltd.                                                            | Towa Pharmaceutical Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 35380036BH1C3PNO2426       | Long             | EC               | CORP              | JP        |     11400 | NS      | $183822.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corporation                                                                  | Mazda Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |      8400 | NS      | $63904.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsumura & Co.                                                                            | Tsumura & Co.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14000 | NS      | $307220.99    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Limited                                                                        | UOL Group Limited                                                                        | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |     11000 | NS      | $55304.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie De Saint-Gobain                                                                | Compagnie De Saint-Gobain                                                                | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     13608 | NS      | $667776.28    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                   | Yara International ASA                                                                   | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |      1707 | NS      | $75235.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus                                                                                 | Proximus                                                                                 | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |      9806 | NS      | $94515.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                             | Centrica PLC                                                                             | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |    362884 | NS      | $424062.36    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Corporation                                                                         | Kone Corporation                                                                         | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      4070 | NS      | $210836.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargotec Oyj                                                                             | Cargotec Oyj                                                                             | CUSIP: N/A<br>LEI: 5493002B0GOVF42KWX33       | Long             | EC               | CORP              | FI        |      2706 | NS      | $120195.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freehold Royalties Ltd.                                                                  | Freehold Royalties Ltd.                                                                  | CUSIP: 356500108<br>LEI: 529900KRYLKJ2WW87P48 | Long             | EC               | CORP              | CA        |      8400 | NS      | $98206.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Entain PLC                                                                               | Entain PLC                                                                               | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |      1482 | NS      | $23810.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                          | Rolls-Royce PLC                                                                          | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | EC               | CORP              | GB        |    111986 | NS      | $126872.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                             | DNB Bank ASA                                                                             | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |      5161 | NS      | $102708.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                                                                 | Accelleron Industries AG                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      1311 | NS      | $27027.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Limited                                                                  | Endeavour Group Limited                                                                  | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |     37082 | NS      | $161707.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                                        | TOMRA Systems ASA                                                                        | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Long             | EC               | CORP              | NO        |      1408 | NS      | $23801.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sectra Aktiebolag                                                                        | Sectra Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 549300R9ZBT8YSFFK266       | Long             | EC               | CORP              | SE        |      6887 | NS      | $98528.73     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wihlborgs Fastigheter AB                                                                 | Wihlborgs Fastigheter AB                                                                 | CUSIP: N/A<br>LEI: 549300RC1YDJPITF8X06       | Long             | EC               | CORP              | SE        |     14450 | NS      | $109044.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnoPro Holdings, Inc.                                                                 | TechnoPro Holdings, Inc.                                                                 | CUSIP: N/A<br>LEI: 3538001DJ8I5PJQNHU53       | Long             | EC               | CORP              | JP        |     22700 | NS      | $601586.61    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| AENA, S.M.E., S.A.                                                                       | AENA, S.M.E., S.A.                                                                       | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |       974 | NS      | $122724.06    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Qiagen N.V.                                                                              | Qiagen N.V.                                                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      1958 | NS      | $99069.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Siltronic AG                                                                             | Siltronic AG                                                                             | CUSIP: N/A<br>LEI: 5299003NKV26NNGHHR90       | Long             | EC               | CORP              | DE        |       330 | NS      | $24234.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Peab AB                                                                                  | Peab AB                                                                                  | CUSIP: N/A<br>LEI: 549300FQS4VD3153I854       | Long             | EC               | CORP              | SE        |      7414 | NS      | $42124.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIQA Insurance Group AG                                                                 | UNIQA Insurance Group AG                                                                 | CUSIP: N/A<br>LEI: 529900OOW8ELHOXWZP82       | Long             | EC               | CORP              | AT        |      9568 | NS      | $72024.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                                | Aviva PLC                                                                                | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |     40920 | NS      | $220910.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandfire Resources Limited                                                               | Sandfire Resources Limited                                                               | CUSIP: N/A<br>LEI: 213800ZW52P23FVH1V47       | Long             | EC               | CORP              | AU        |     78476 | NS      | $291897.84    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corporation                                                                          | SMC Corporation                                                                          | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |       200 | NS      | $83819.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                                | Woodside Energy Group Ltd                                                                | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      1061 | NS      | $25577.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fevertree Drinks PLC                                                                     | Fevertree Drinks PLC                                                                     | CUSIP: N/A<br>LEI: 2138007AJRLHRVQZLD07       | Long             | EC               | CORP              | GB        |      1136 | NS      | $14294.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyu Inc.                                                                              | Sankyu Inc.                                                                              | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               | CORP              | JP        |     13600 | NS      | $496607.59    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co., Ltd.                                                               | Sekisui Chemical Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     16600 | NS      | $231512.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikoku Electric Power Company, Incorporated                                             | Shikoku Electric Power Company, Incorporated                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14800 | NS      | $85810.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corporation                                                                     | Shimadzu Corporation                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3200 | NS      | $90591.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corporation                                                                 | Suzuki Motor Corporation                                                                 | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      2500 | NS      | $80100.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corporation                                                                       | Taisei Corporation                                                                       | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |      3000 | NS      | $96614.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Takashimaya Company, Limited                                                             | Takashimaya Company, Limited                                                             | CUSIP: N/A<br>LEI: 353800IFO566STDN4V78       | Long             | EC               | CORP              | JP        |     42400 | NS      | $590076.43    | 0.27%             |  |  |  | No            |                  2 | On Loan: —       |
| Takeda Pharmaceutical Co Ltd                                                             | Takeda Pharmaceutical Co Ltd                                                             | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     11700 | NS      | $365226.51    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiyo Yuden Co, Ltd                                                                      | Taiyo Yuden Co, Ltd                                                                      | CUSIP: N/A<br>LEI: 353800V9G3X5PLB9AD43       | Long             | EC               | CORP              | JP        |      9400 | NS      | $270723.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group, S.A.                                                                   | Amadeus IT Group, S.A.                                                                   | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |      5996 | NS      | $312222.64    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SITC International Holdings Company Limited                                              | SITC International Holdings Company Limited                                              | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |     76000 | NS      | $168154.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                                | Legal & General Group PLC                                                                | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |     71264 | NS      | $216508.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Limited                                                               | Agnico Eagle Mines Limited                                                               | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      8939 | NS      | $464511.11    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                                                  | National Bank of Canada                                                                  | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     12033 | NS      | $810761.14    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corporation                                                           | Manulife Financial Corporation                                                           | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     10100 | NS      | $180144.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex Corporation                                                                     | Methanex Corporation                                                                     | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |     21145 | NS      | $800511.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Faurecia                                                                                 | Faurecia                                                                                 | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | EC               | CORP              | FR        |      3663 | NS      | $55823.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                | The Toronto-Dominion Bank                                                                | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      9100 | NS      | $589214.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                                                | Airbus SE                                                                                | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |      3637 | NS      | $433785.29    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter, S.A.                                                                          | Bankinter, S.A.                                                                          | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |     15546 | NS      | $104710.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Anglo American PLC                                                                       | Anglo American PLC                                                                       | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     18824 | NS      | $734268.51    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa, S.A.                                                                             | Endesa, S.A.                                                                             | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     10069 | NS      | $190426.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                       | Suncor Energy Inc.                                                                       | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     24541 | NS      | $778460.82    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Aktiengesellschaft                                                           | Continental Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |      5877 | NS      | $354098.69    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                         | Deutsche Post AG                                                                         | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |     14154 | NS      | $535565.55    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                                                      | Tourmaline Oil Corp                                                                      | CUSIP: 89156V106<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |      3850 | NS      | $194262.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                     | ENEOS Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    162800 | NS      | $555659.10    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXON Co., Ltd.                                                                          | NEXON Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |      1000 | NS      | $22516.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheng Siong Group Ltd.                                                                   | Sheng Siong Group Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     30500 | NS      | $37595.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                                                      | CNH Industrial N.V.                                                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     14647 | NS      | $235714.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALD                                                                                      | ALD                                                                                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |      4080 | NS      | $47136.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| EDENRED                                                                                  | EDENRED                                                                                  | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |      4274 | NS      | $233286.98    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                              | Telenor ASA                                                                              | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      5170 | NS      | $48431.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau                                                                           | Remy Cointreau                                                                           | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        |       479 | NS      | $80945.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Lottery Corporation Limited                                                          | The Lottery Corporation Limited                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     31113 | NS      | $94879.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                                         | Industria de Diseno Textil, S.A.                                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      6743 | NS      | $180188.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                                                   | RWE Aktiengesellschaft                                                                   | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      9217 | NS      | $412017.03    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Limited                                                                     | CLP Holdings Limited                                                                     | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |     11000 | NS      | $80300.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israel Telecommunication Corp., Limited                                        | Bezeq The Israel Telecommunication Corp., Limited                                        | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               | CORP              | IL        |     39982 | NS      | $68985.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmonic Drive Systems Inc.                                                              | Harmonic Drive Systems Inc.                                                              | CUSIP: N/A<br>LEI: 353800XFIX2EUARGOE85       | Long             | EC               | CORP              | JP        |       700 | NS      | $19631.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Brookfield Asset Management Ltd.                                                         | Brookfield Asset Management Ltd.                                                         | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       448 | NS      | $12842.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corporation                                                                   | Brookfield Corporation                                                                   | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      1789 | NS      | $56259.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd.                                                                              | Hiscox Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |     26867 | NS      | $354173.08    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Colliers International Group Inc.                                                        | Colliers International Group Inc.                                                        | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |       100 | NS      | $9186.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lynas Rare Earths Limited                                                                | Lynas Rare Earths Limited                                                                | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | AU        |     39602 | NS      | $211470.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| First International Bank of Israel Ltd.                                                  | First International Bank of Israel Ltd.                                                  | CUSIP: N/A<br>LEI: 2138002RV6AUUX19F397       | Long             | EC               | CORP              | IL        |      1909 | NS      | $75566.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC Co., Ltd.                                                                           | OBIC Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $44076.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JSR Corporation                                                                          | JSR Corporation                                                                          | CUSIP: N/A<br>LEI: 353800TL8FC0AWR22506       | Long             | EC               | CORP              | JP        |       800 | NS      | $15616.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM Societa' Per Azioni                                                            | Banco BPM Societa' Per Azioni                                                            | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    102046 | NS      | $364752.13    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellofresh SE                                                                            | Hellofresh SE                                                                            | CUSIP: N/A<br>LEI: 391200ZAF4V6XD2M9G57       | Long             | EC               | CORP              | DE        |      1981 | NS      | $43724.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Limited                                                                  | BlueScope Steel Limited                                                                  | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |     28317 | NS      | $324009.29    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mabuchi Motor Co., Ltd.                                                                  | Mabuchi Motor Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     19900 | NS      | $561638.54    | 0.26%             |  |  |  | No            |                  2 | On Loan: —       |
| Banca Mediolanum SpA                                                                     | Banca Mediolanum SpA                                                                     | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |     19866 | NS      | $166396.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Limited                                                                      | Coles Group Limited                                                                      | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     10069 | NS      | $114450.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandarin Oriental International Limited                                                  | Mandarin Oriental International Limited                                                  | CUSIP: N/A<br>LEI: 213800KQ1UMKZ1JXJR80       | Long             | EC               | CORP              | BM        |     12200 | NS      | $23477.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | Sumitomo Mitsui Financial Group, Inc.                                                    | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |      6900 | NS      | $277173.71    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagase & Co., Ltd.                                                                       | Nagase & Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     47600 | NS      | $719683.52    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                                 | Nippon Steel Corporation                                                                 | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |     13800 | NS      | $239572.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                          | London Stock Exchange Group PLC                                                          | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |      1226 | NS      | $106114.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment                                                                    | Ubisoft Entertainment                                                                    | CUSIP: N/A<br>LEI: 969500I7C8V1LBIMSM05       | Long             | EC               | CORP              | FR        |      5224 | NS      | $148281.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| freenet AG                                                                               | freenet AG                                                                               | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |      2759 | NS      | $60523.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik Aktiebolag                                                                       | Sandvik Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |     14600 | NS      | $263858.31    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuki Yokokokara & Company Co., Ltd.                                                   | Matsuki Yokokokara & Company Co., Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $30037.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                              | Reckitt Benckiser Group PLC                                                              | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      4239 | NS      | $295181.23    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust                                                                                | HKT Trust                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    203000 | NS      | $248824.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                                | Otsuka Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $49561.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Loomis AB                                                                                | Loomis AB                                                                                | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |      7127 | NS      | $195118.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pushpay Holdings Limited                                                                 | Pushpay Holdings Limited                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     27365 | NS      | $22130.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group Public Limited Company                                                     | Ashtead Group Public Limited Company                                                     | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |      5256 | NS      | $301728.73    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Lagercrantz Group Aktiebolag                                                             | Lagercrantz Group Aktiebolag                                                             | CUSIP: N/A<br>LEI: 5493002L6I4YHANEYR87       | Long             | EC               | CORP              | SE        |      6232 | NS      | $61935.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRY AB                                                                                  | AFRY AB                                                                                  | CUSIP: N/A<br>LEI: 549300Q87LKPPD4X9R30       | Long             | EC               | CORP              | SE        |     12584 | NS      | $206472.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                    | Open Text Corporation                                                                    | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     10100 | NS      | $299270.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Companies Limited                                                                 | Loblaw Companies Limited                                                                 | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      3000 | NS      | $265258.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwool A/S                                                                             | Rockwool A/S                                                                             | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |       219 | NS      | $51571.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | Skandinaviska Enskilda Banken AB                                                         | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     10652 | NS      | $122921.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay                                                                                   | Solvay                                                                                   | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |      3553 | NS      | $360742.69    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                    | Schneider Electric SE                                                                    | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      1686 | NS      | $237017.59    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corporation                                                                  | Asahi Kasei Corporation                                                                  | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |     42300 | NS      | $300811.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc.                                                                                 | AGC Inc.                                                                                 | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |     10800 | NS      | $357659.42    | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| Bank Leumi le-Israel B.M.                                                                | Bank Leumi le-Israel B.M.                                                                | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     19421 | NS      | $161938.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Z Holdings Corporation                                                                   | Z Holdings Corporation                                                                   | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      8300 | NS      | $20837.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daicel Corporation.                                                                      | Daicel Corporation.                                                                      | CUSIP: N/A<br>LEI: 353800ZG4XF6D7NZGS72       | Long             | EC               | CORP              | JP        |     60500 | NS      | $436497.04    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co.,Ltd                                                             | Daiwa House Industry Co.,Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7300 | NS      | $167654.73    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Corp Group Limited                                                                | Credit Corp Group Limited                                                                | CUSIP: N/A<br>LEI: 549300JCSY6XG1L4WB90       | Long             | EC               | CORP              | AU        |      5839 | NS      | $74708.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corporation Limited                                                                  | MTR Corporation Limited                                                                  | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |      8000 | NS      | $42375.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagers Automotive Limited                                                                | Eagers Automotive Limited                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     15980 | NS      | $117960.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IRESS Limited                                                                            | IRESS Limited                                                                            | CUSIP: N/A<br>LEI: 5493006KZJMJI8PQXA35       | Long             | EC               | CORP              | AU        |      2443 | NS      | $15903.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                                               | East Japan Railway Company                                                               | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |       900 | NS      | $51277.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Electra Ltd                                                                              | Electra Ltd                                                                              | CUSIP: N/A<br>LEI: 2138005T746J61F84918       | Long             | EC               | CORP              | IL        |        36 | NS      | $19441.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd.                                                                                | Nova Ltd.                                                                                | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |       520 | NS      | $42736.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corporation                                                                  | Nitto Denko Corporation                                                                  | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |      3900 | NS      | $225152.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group PLC                                                                        | QinetiQ Group PLC                                                                        | CUSIP: N/A<br>LEI: 213800S8OBDOZMCMUW34       | Long             | EC               | CORP              | GB        |     74603 | NS      | $326084.40    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum Aktiebolag                                                                     | Castellum Aktiebolag                                                                     | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | EC               | CORP              | SE        |      2684 | NS      | $32588.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Arkema                                                                                   | Arkema                                                                                   | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |      3663 | NS      | $329937.87    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage                                                                                  | Eiffage                                                                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      3322 | NS      | $327798.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JM AB                                                                                    | JM AB                                                                                    | CUSIP: N/A<br>LEI: 529900X0UEM9DOM6FK12       | Long             | EC               | CORP              | SE        |      4262 | NS      | $70451.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                                       | Aktiebolaget Volvo                                                                       | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     23162 | NS      | $418614.55    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc.                                                                                 | CGI Inc.                                                                                 | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       380 | NS      | $32729.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CRH Public Limited Company                                                               | CRH Public Limited Company                                                               | CUSIP: 12626K203<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      8886 | NS      | $353573.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Life Financial Inc.                                                                  | Sun Life Financial Inc.                                                                  | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      5400 | NS      | $250657.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Incorporated                                                                       | Emera Incorporated                                                                       | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      1000 | NS      | $38220.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corporation                                                             | Pembina Pipeline Corporation                                                             | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      2900 | NS      | $98437.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Julius Bar Gruppe AG                                                                     | Julius Bar Gruppe AG                                                                     | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |     14688 | NS      | $859183.89    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                                      | Samhallsbyggnadsbolaget i Norden AB                                                      | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | EC               | CORP              | SE        |      5286 | NS      | $8815.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Wharf Real Estate Investment Company Limited                                             | Wharf Real Estate Investment Company Limited                                             | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |     21000 | NS      | $121975.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                                    | Deutsche Lufthansa Aktiengesellschaft                                                    | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |     34752 | NS      | $290385.79    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                      | Erste Group Bank AG                                                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      6228 | NS      | $200173.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                       | Canadian Natural Resources Limited                                                       | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     14047 | NS      | $780054.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Company                                                        | Canadian National Railway Company                                                        | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      2500 | NS      | $296971.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group Public Limited Company                                                         | AIB Group Public Limited Company                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     22533 | NS      | $87561.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                                        | Epiroc Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |      6156 | NS      | $112194.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gav-Yam Land Corporation Ltd.                                                            | Gav-Yam Land Corporation Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      3524 | NS      | $27512.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InvoCare Limited                                                                         | InvoCare Limited                                                                         | CUSIP: N/A<br>LEI: 254900NXGMD1P0TNBV71       | Long             | EC               | CORP              | AU        |      2820 | NS      | $21158.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GN Store Nord A/S                                                                        | GN Store Nord A/S                                                                        | CUSIP: N/A<br>LEI: 5493008U3H3W0NKPFL10       | Long             | EC               | CORP              | DK        |      2796 | NS      | $64476.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Aktiengesellschaft                                                             | Sartorius Aktiengesellschaft                                                             | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |       288 | NS      | $113882.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group, Inc.                                                               | Japan Exchange Group, Inc.                                                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |      7600 | NS      | $109082.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, lnc.                                                                       | T&D Holdings, lnc.                                                                       | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |      8900 | NS      | $127774.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor                                                                                    | Accor                                                                                    | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |      2754 | NS      | $69054.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanoma Oyj                                                                               | Sanoma Oyj                                                                               | CUSIP: N/A<br>LEI: 743700XJC24THUPK0S03       | Long             | EC               | CORP              | FI        |      2322 | NS      | $24434.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Matrix I.T. Ltd                                                                          | Matrix I.T. Ltd                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      8485 | NS      | $177757.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co., Ltd.                                                                 | Ryohin Keikaku Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |     75800 | NS      | $894712.85    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                                | Zurich Insurance Group AG                                                                | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       938 | NS      | $449333.34    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Alps Alpine Co., Ltd.                                                                    | Alps Alpine Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900PWNU4ASLY9VI90       | Long             | EC               | CORP              | JP        |     66000 | NS      | $594906.61    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co., Ltd.                                                                     | Shionogi & Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |       200 | NS      | $9979.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Company, Limited                                                       | Sumitomo Chemical Company, Limited                                                       | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |     46400 | NS      | $166202.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Net One Systems Co., Ltd.                                                                | Net One Systems Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18400 | NS      | $476983.22    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co., Ltd.                                                       | Daito Trust Construction Co., Ltd.                                                       | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |      1000 | NS      | $102446.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                               | Eni S.p.A.                                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     44912 | NS      | $640180.38    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS, Actividades de Construccion y Servicios, S.A.                                       | ACS, Actividades de Construccion y Servicios, S.A.                                       | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |      2670 | NS      | $76672.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The a2 Milk Company Limited                                                              | The a2 Milk Company Limited                                                              | CUSIP: N/A<br>LEI: 529900PVC9CV0KFA2U62       | Long             | EC               | CORP              | NZ        |      4230 | NS      | $19694.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Limited                                                                   | Technology One Limited                                                                   | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |     17637 | NS      | $157326.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Strauss Group Ltd                                                                        | Strauss Group Ltd                                                                        | CUSIP: N/A<br>LEI: 254900GBA9EK5FGVQA80       | Long             | EC               | CORP              | IL        |      1288 | NS      | $34139.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Summit Real Estate Holdings Ltd                                                          | Summit Real Estate Holdings Ltd                                                          | CUSIP: N/A<br>LEI: 254900R2MAR4ZEW3DO03       | Long             | EC               | CORP              | IL        |      1808 | NS      | $22895.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Basin Shipping Limited                                                           | Pacific Basin Shipping Limited                                                           | CUSIP: N/A<br>LEI: 254900LNPK737X4Y3V26       | Long             | EC               | CORP              | BM        |    213000 | NS      | $71992.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox, S.A.                                                                           | Acerinox, S.A.                                                                           | CUSIP: N/A<br>LEI: 95980020140005582721       | Long             | EC               | CORP              | ES        |      9158 | NS      | $91307.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co., Ltd.                                                                          | Eisai Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |       800 | NS      | $52821.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Chemical Corporation                                                              | Nissin Chemical Corporation                                                              | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |      1800 | NS      | $78411.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                                                                 | M3, Inc.                                                                                 | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |      2500 | NS      | $67837.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ship Healthcare Holdings, Inc.                                                           | Ship Healthcare Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 353800BIFUE1L527TH13       | Long             | EC               | CORP              | JP        |     20900 | NS      | $425801.86    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| OMRON Corporation                                                                        | OMRON Corporation                                                                        | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |      1100 | NS      | $53371.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Electra Real Estate Ltd.                                                                 | Electra Real Estate Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       820 | NS      | $7888.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corporation                                                                | Franco-Nevada Corporation                                                                | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       603 | NS      | $82197.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                                                     | Sompo Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      4700 | NS      | $208516.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                                     | Schindler Holding AG                                                                     | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |       441 | NS      | $79940.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co., Ltd.                                                                       | MonotaRO Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3700 | NS      | $52126.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding (Holdings) Ltd.                                                 | Yangzijiang Shipbuilding (Holdings) Ltd.                                                 | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |     55100 | NS      | $55955.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                                       | Svenska Cellulosa Aktiebolaget SCA                                                       | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |      4141 | NS      | $52437.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas                                                                           | Bureau Veritas                                                                           | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |      8966 | NS      | $236474.75    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp.                                                                             | Keyera Corp.                                                                             | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6542 | NS      | $142967.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                 | Essity Aktiebolag (publ)                                                                 | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |      4352 | NS      | $114049.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ringkjobing Landbobank. Aktieselskab                                                     | Ringkjobing Landbobank. Aktieselskab                                                     | CUSIP: N/A<br>LEI: 2138002M5U5K4OUMVV62       | Long             | EC               | CORP              | DK        |      4544 | NS      | $620936.70    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MPC Container Ships ASA                                                                  | MPC Container Ships ASA                                                                  | CUSIP: N/A<br>LEI: 213800MXS7CXYJ2Q1805       | Long             | EC               | CORP              | NO        |     22612 | NS      | $37696.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barco                                                                                    | Barco                                                                                    | CUSIP: N/A<br>LEI: 549300N17QCD827TII61       | Long             | EC               | CORP              | BE        |      1094 | NS      | $27107.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa Jersey Limited                                                                   | Informa Jersey Limited                                                                   | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |     23588 | NS      | $177253.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alleima AB                                                                               | Alleima AB                                                                               | CUSIP: N/A<br>LEI: 529900EBHTYGLA6PGP77       | Long             | EC               | CORP              | SE        |      2920 | NS      | $10771.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                                              | Covestro AG                                                                              | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |     14674 | NS      | $576811.84    | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VAT Group AG                                                                             | VAT Group AG                                                                             | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |       743 | NS      | $204456.53    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Reply S.p.A.                                                                             | Reply S.p.A.                                                                             | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |       603 | NS      | $69391.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Port of Tauranga Limited                                                                 | Port of Tauranga Limited                                                                 | CUSIP: N/A<br>LEI: 254900G6SDK8Q9NVJD26       | Long             | EC               | CORP              | NZ        |      2437 | NS      | $9672.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      5241 | NS      | $60376.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC Public Limited Company                                                               | DCC Public Limited Company                                                               | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      1544 | NS      | $76281.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal, S.A.                                                         | EDP - Energias de Portugal, S.A.                                                         | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |     16378 | NS      | $81712.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol, S.A.                                                                             | Repsol, S.A.                                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |     41999 | NS      | $671093.74    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                                | Nokia Oyj                                                                                | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     41643 | NS      | $193580.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corporation                                                            | Toyota Industries Corporation                                                            | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |      1000 | NS      | $54416.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corporation                                                                | Toyota Tsusho Corporation                                                                | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      7300 | NS      | $268400.15    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                                 | Toyota Motor Corporation                                                                 | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     67100 | NS      | $913428.72    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| UBE Corporation                                                                          | UBE Corporation                                                                          | CUSIP: N/A<br>LEI: 529900XMRZ2VNF3ZPS69       | Long             | EC               | CORP              | JP        |     27900 | NS      | $409273.18    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corporation                                                                     | Unicharm Corporation                                                                     | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |      1400 | NS      | $53698.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi-Tefahot Bank Ltd.                                                                | Mizrahi-Tefahot Bank Ltd.                                                                | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |      2740 | NS      | $88784.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     10000 | NS      | $228669.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                              | Prosus N.V.                                                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      4843 | NS      | $334766.70    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                   | Standard Chartered PLC                                                                   | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     37051 | NS      | $280602.59    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                                | BP P.L.C.                                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    180817 | NS      | $1038374.57   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria Aktiengesellschaft                                                       | Telekom Austria Aktiengesellschaft                                                       | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               | CORP              | AT        |      6567 | NS      | $40710.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Renault                                                                                  | Renault                                                                                  | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |      7952 | NS      | $267427.87    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                          | Telefonaktiebolaget LM Ericsson                                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       883 | NS      | $5603.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                        | BHP Group Limited                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     17113 | NS      | $529870.22    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Limited                                                               | Singapore Exchange Limited                                                               | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |     14500 | NS      | $97129.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nufarm Limited                                                                           | Nufarm Limited                                                                           | CUSIP: N/A<br>LEI: 529900QVU58IVMPRWJ98       | Long             | EC               | CORP              | AU        |     72575 | NS      | $303570.77    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Partner Communications Co Ltd                                                            | Partner Communications Co Ltd                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      9423 | NS      | $68350.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                                            | Nomura Research Institute Ltd                                                            | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      2100 | NS      | $50278.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co., Ltd.                                                         | Japan Airport Terminal Co., Ltd.                                                         | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |      1000 | NS      | $49248.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JGC Holdings Corporation                                                                 | JGC Holdings Corporation                                                                 | CUSIP: N/A<br>LEI: 5493003WMGG79YLARU68       | Long             | EC               | CORP              | JP        |     57800 | NS      | $736814.01    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON MALL Co., Ltd.                                                                      | AEON MALL Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5500 | NS      | $71078.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Limited                                                         | BOC Hong Kong (Holdings) Limited                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     27000 | NS      | $91813.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox - Wizel Ltd                                                                          | Fox - Wizel Ltd                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1350 | NS      | $123878.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corporation                                                                       | Yamaha Corporation                                                                       | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Long             | EC               | CORP              | JP        |      1100 | NS      | $40931.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Minebeamitsumi Inc.                                                                      | Minebeamitsumi Inc.                                                                      | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |      7300 | NS      | $107790.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co., Ltd.                                                             | Ono Pharmaceutical Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |      4700 | NS      | $109950.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Protector Forsikring ASA                                                                 | Protector Forsikring ASA                                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXAIO813       | Long             | EC               | CORP              | NO        |      3630 | NS      | $46840.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsos                                                                                    | Ipsos                                                                                    | CUSIP: N/A<br>LEI: 9695002OY2X35E9X8W87       | Long             | EC               | CORP              | FR        |      3661 | NS      | $229711.41    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc.                                                                                 | BCE Inc.                                                                                 | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      5490 | NS      | $241211.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ai Holdings Corporation                                                                  | Ai Holdings Corporation                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $9479.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Getlink S.E.                                                                             | Getlink S.E.                                                                             | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |      3043 | NS      | $48864.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oy                                                                                | Valmet Oy                                                                                | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |      8369 | NS      | $226243.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                               | Haleon PLC                                                                               | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     31586 | NS      | $124433.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightspeed Commerce Inc.                                                                 | Lightspeed Commerce Inc.                                                                 | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | CA        |       300 | NS      | $4287.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Arteria Limited                                                                    | Atlas Arteria Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     42309 | NS      | $190339.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurizon Opportunita                                                                      | Eurizon Opportunita                                                                      | CUSIP: N/A<br>LEI: 5967007LIEEXZXGA8G28       | Long             | EC               | CORP              | NO        |      8937 | NS      | $62790.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kainos Group PLC                                                                         | Kainos Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800H2PQMIF3OVZY47       | Long             | EC               | CORP              | GB        |      1159 | NS      | $21666.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kahoot! ASA                                                                              | Kahoot! ASA                                                                              | CUSIP: N/A<br>LEI: 2549004957SZTRN8CW77       | Long             | EC               | CORP              | NO        |     10284 | NS      | $20571.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bravida Holding AB                                                                       | Bravida Holding AB                                                                       | CUSIP: N/A<br>LEI: 549300H88IJGPNNL3T61       | Long             | EC               | CORP              | SE        |     15634 | NS      | $167605.40    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bure Equity AB                                                                           | Bure Equity AB                                                                           | CUSIP: N/A<br>LEI: 5493000EHCBQ7QQBGX32       | Long             | EC               | CORP              | SE        |      1339 | NS      | $31729.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario Societa' Per Azioni                              | Mediobanca Banca di Credito Finanziario Societa' Per Azioni                              | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |     13198 | NS      | $127313.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard                                                                            | Pernod Ricard                                                                            | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      1010 | NS      | $199156.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma Public Limited Company                                                             | Halma Public Limited Company                                                             | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |       989 | NS      | $23753.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                            | Rio Tinto PLC                                                                            | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     14060 | NS      | $988555.34    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                                                                     | Hermes International                                                                     | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       202 | NS      | $313790.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Premium Brands Holdings Corporation                                                      | Premium Brands Holdings Corporation                                                      | CUSIP: 74061A108<br>LEI: 529900F5EXPGUY8WV366 | Long             | EC               | CORP              | CA        |       600 | NS      | $36460.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Close Brothers Group PLC                                                                 | Close Brothers Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | EC               | CORP              | GB        |     56723 | NS      | $711772.55    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                                | H & M Hennes & Mauritz AB                                                                | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |     10072 | NS      | $108395.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| SalMar ASA                                                                               | SalMar ASA                                                                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |       263 | NS      | $10370.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone                                                                                   | Danone                                                                                   | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |      2322 | NS      | $122644.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                                          | British American Tobacco P.L.C.                                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     13560 | NS      | $538467.33    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                                                    | Carl Zeiss Meditec AG                                                                    | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               | CORP              | DE        |      1403 | NS      | $177826.62    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                     | Koninklijke KPN N.V.                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     73426 | NS      | $227337.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Salvatore Ferragamo. S.p.A.                                                              | Salvatore Ferragamo. S.p.A.                                                              | CUSIP: N/A<br>LEI: 5493005GRP0FEE3NRI35       | Long             | EC               | CORP              | IT        |      3515 | NS      | $62254.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Power Corporation                                                                | Capital Power Corporation                                                                | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |      3200 | NS      | $109494.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Limited                                                               | Canadian Utilities Limited                                                               | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      1100 | NS      | $29774.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finning International Inc.                                                               | Finning International Inc.                                                               | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |     23100 | NS      | $574258.49    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TBS Holdings, Inc.                                                                       | TBS Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $17366.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Company Holdings, Inc.                                              | Tokyo Electric Power Company Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |     20000 | NS      | $72364.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                           | Element Fleet Management Corp.                                                           | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     59206 | NS      | $806758.27    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunello Cucinelli S.p.A.                                                                | Brunello Cucinelli S.p.A.                                                                | CUSIP: N/A<br>LEI: 5493003CX2RZ0FOBH256       | Long             | EC               | CORP              | IT        |      3832 | NS      | $285042.53    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival PLC                                                                             | Carnival PLC                                                                             | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | EC               | CORP              | GB        |      2179 | NS      | $15378.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks and Spencer Group P.L.C.                                                           | Marks and Spencer Group P.L.C.                                                           | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |     19928 | NS      | $29839.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co.,Ltd.                                                                       | Tokyo Gas Co.,Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      4100 | NS      | $80629.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                                   | Tokyo Electron Limited                                                                   | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       900 | NS      | $264979.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Limited                                                               | Ramsay Health Care Limited                                                               | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Long             | EC               | CORP              | AU        |      3523 | NS      | $154948.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings, Ltd.                                                               | Asahi Group Holdings, Ltd.                                                               | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |      5100 | NS      | $158321.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Iberdrola, Sociedad Anonima                                                              | Iberdrola, Sociedad Anonima                                                              | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     54037 | NS      | $632377.75    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                                        | Compagnie Financiere Richemont SA                                                        | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      2661 | NS      | $346820.03    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Softbank Corp.                                                                           | Softbank Corp.                                                                           | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     16600 | NS      | $187669.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co., Ltd.                                                                    | SG Holdings Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5900 | NS      | $81507.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of East Asia, Limited -The-                                                         | Bank of East Asia, Limited -The-                                                         | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | EC               | CORP              | HK        |    258313 | NS      | $312101.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MANI, Inc.                                                                               | MANI, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2200 | NS      | $33669.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International S.A.                                                              | Logitech International S.A.                                                              | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |       389 | NS      | $24215.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Elbit Systems Ltd.                                                                       | Elbit Systems Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |       170 | NS      | $27886.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                                          | Nordea Bank Abp                                                                          | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     23453 | NS      | $252236.14    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corporation                                                              | Thomson Reuters Corporation                                                              | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       300 | NS      | $34223.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd.                                                                 | Tower Semiconductor Ltd.                                                                 | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |      1292 | NS      | $55814.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                                        | ASML Holding N.V.                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1106 | NS      | $604318.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BE Semiconductor Industries N.V.                                                         | BE Semiconductor Industries N.V.                                                         | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |      2156 | NS      | $131254.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BW LPG PTE. LTD.                                                                         | BW LPG PTE. LTD.                                                                         | CUSIP: N/A<br>LEI: 5493006WBEME88YFDW23       | Long             | EC               | CORP              | BM        |      6437 | NS      | $49971.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari N.V.                                                                             | Ferrari N.V.                                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |       711 | NS      | $152310.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc.                                                                                 | CGI Inc.                                                                                 | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      3480 | NS      | $299963.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Budweiser Brewing Company APAC Limited                                                   | Budweiser Brewing Company APAC Limited                                                   | CUSIP: N/A<br>LEI: 549300YF1MR4GTF18132       | Long             | EC               | CORP              | KY        |      8900 | NS      | $27845.99     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fujikura Ltd.                                                                            | Fujikura Ltd.                                                                            | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |     45600 | NS      | $344887.92    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corporation                                                                        | FANUC Corporation                                                                        | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       300 | NS      | $45044.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Limited                                                                          | Fujitsu Limited                                                                          | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      1400 | NS      | $185321.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank, Limited                                                                  | Hang Seng Bank, Limited                                                                  | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |      5100 | NS      | $84604.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi, Ltd.                                                                            | Hitachi, Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     10400 | NS      | $523132.36    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corporation                                                                       | Sojitz Corporation                                                                       | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |     19500 | NS      | $372012.51    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corporation                                                                      | Olympus Corporation                                                                      | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |      5700 | NS      | $100811.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                                  | STMicroelectronics N.V.                                                                  | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      1380 | NS      | $49086.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                                                | The Toronto-Dominion Bank                                                                | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      3131 | NS      | $202763.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Unilever PLC                                                                             | Unilever PLC                                                                             | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      8425 | NS      | $424198.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                                                | Woodside Energy Group Ltd                                                                | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      2994 | NS      | $72484.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Camtek Ltd.                                                                              | Camtek Ltd.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       735 | NS      | $15970.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand                                                                                  | Legrand                                                                                  | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      4421 | NS      | $355469.74    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Outotec Oyj                                                                        | Metso Outotec Oyj                                                                        | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |     13297 | NS      | $137510.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitec Software Group AB (publ)                                                           | Vitec Software Group AB (publ)                                                           | CUSIP: N/A<br>LEI: 5493005EB5RV1QHE6H94       | Long             | EC               | CORP              | SE        |       789 | NS      | $31746.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group, Ltd.                                                          | Concordia Financial Group, Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    149700 | NS      | $626576.63    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                            | Aroundtown SA                                                                            | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EC               | CORP              | LU        |     20511 | NS      | $48050.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Domain Holdings Australia Limited                                                        | Domain Holdings Australia Limited                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     34498 | NS      | $63538.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arjo AB (publ)                                                                           | Arjo AB (publ)                                                                           | CUSIP: N/A<br>LEI: 549300OWGJPYKC6JF790       | Long             | EC               | CORP              | SE        |     15017 | NS      | $56243.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corporation                                                      | Sumitomo Mitsui Banking Corporation                                                      | CUSIP: N/A<br>LEI: 529900CWF7GCVZKS5M87       | Long             | EC               | CORP              | JP        |     15100 | NS      | $296927.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                   | Atlas Copco Aktiebolag                                                                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     18287 | NS      | $216803.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| erex Co.,Ltd.                                                                            | erex Co.,Ltd.                                                                            | CUSIP: N/A<br>LEI: 353800M1CP26TVM2CO37       | Long             | EC               | CORP              | JP        |       900 | NS      | $14751.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 76131D103<br>LEI: 549300RHSHNRWI5LLA86 | Long             | EC               | CORP              | CA        |      5100 | NS      | $329842.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Cleanaway Waste Management Limited                                                       | Cleanaway Waste Management Limited                                                       | CUSIP: N/A<br>LEI: 549300D5C72CV6CIBS66       | Long             | EC               | CORP              | AU        |     43353 | NS      | $77525.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MH Development Limited                                                                   | MH Development Limited                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cosmo Energy Holdings Co., Ltd.                                                          | Cosmo Energy Holdings Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 353800Y4GZ7KR5X7L150       | Long             | EC               | CORP              | JP        |      3900 | NS      | $104026.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dometic Group AB (publ)                                                                  | Dometic Group AB (publ)                                                                  | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | EC               | CORP              | SE        |     13892 | NS      | $89741.22     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kindred Group PLC                                                                        | Kindred Group PLC                                                                        | CUSIP: N/A<br>LEI: 213800D1MJVOT6SNBX11       | Long             | EC               | CORP              | MT        |     19872 | NS      | $207260.13    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues S.A.                                                           | Banco Comercial Portugues S.A.                                                           | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |    432298 | NS      | $68077.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                                                          | Ocado Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | EC               | CORP              | GB        |      1128 | NS      | $8460.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexpol AB                                                                                | Hexpol AB                                                                                | CUSIP: N/A<br>LEI: 549300MN30TBRLYN3465       | Long             | EC               | CORP              | SE        |      4027 | NS      | $43122.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                                 | Tryg A/S                                                                                 | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |      9423 | NS      | $224239.98    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali S.P.A.                                                            | Assicurazioni Generali S.P.A.                                                            | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     13347 | NS      | $237835.05    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal                                                                                  | L'Oreal                                                                                  | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |       761 | NS      | $272676.38    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini                                                                                | Capgemini                                                                                | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      1285 | NS      | $215135.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Interroll Holding AG                                                                     | Interroll Holding AG                                                                     | CUSIP: N/A<br>LEI: 529900MU4QAEI94TB543       | Long             | EC               | CORP              | CH        |        23 | NS      | $58675.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall Aktiengesellschaft                                                           | Rheinmetall Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |      2388 | NS      | $476984.02    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                                            | Volkswagen Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |       558 | NS      | $88503.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering                                                                                   | Kering                                                                                   | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |       619 | NS      | $316392.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| L'air Liquide Societe Anonyme Pour L'etude Et L'exploitation Des Procedes Georges Claude | L'air Liquide Societe Anonyme Pour L'etude Et L'exploitation Des Procedes Georges Claude | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      3221 | NS      | $457915.83    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Altus Group Limited                                                                      | Altus Group Limited                                                                      | CUSIP: 02215R107<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |       700 | NS      | $27937.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |    437871 | NS      | $446891.37    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Litium AB                                                                                | Litium AB                                                                                | CUSIP: N/A<br>LEI: 549300BG6SL5QQ7LQW56       | Long             | EC               | CORP              | SE        |      1085 | NS      | $7442.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux Professional AB (publ)                                                        | Electrolux Professional AB (publ)                                                        | CUSIP: N/A<br>LEI: 254900KI62Q46ZWD8084       | Long             | EC               | CORP              | SE        |     12916 | NS      | $54265.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Limited                                                   | Auckland International Airport Limited                                                   | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |      9024 | NS      | $44707.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                                     | Fastighets AB Balder                                                                     | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |      5844 | NS      | $27235.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT, Inc.                                                                              | SHIFT, Inc.                                                                              | CUSIP: N/A<br>LEI: 353800HJXMOPLJ7BO262       | Long             | EC               | CORP              | JP        |       100 | NS      | $17591.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Private Limited                                                                 | Medibank Private Limited                                                                 | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |     48823 | NS      | $98079.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify N.V.                                                                             | Signify N.V.                                                                             | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |      7102 | NS      | $239597.50    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev                                                                     | Anheuser-Busch InBev                                                                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |      6826 | NS      | $410941.92    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SPA                                                                       | Poste Italiane SPA                                                                       | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      8290 | NS      | $81207.64     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Aegon N.V.                                                                               | Aegon N.V.                                                                               | CUSIP: 007924103<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     12043 | NS      | $60696.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diploma PLC                                                                              | Diploma PLC                                                                              | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |      2289 | NS      | $76819.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                          | AstraZeneca PLC                                                                          | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      5970 | NS      | $404766.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BP P.L.C.                                                                                | BP P.L.C.                                                                                | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      8089 | NS      | $282548.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                                              | Swedbank AB                                                                              | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |      6284 | NS      | $106968.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf Aktiengesellschaft                                                            | Beiersdorf Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |       441 | NS      | $50643.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                                                      | Wolters Kluwer N.V.                                                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      4379 | NS      | $458730.08    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                                | Elisa Oyj                                                                                | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      3101 | NS      | $164382.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                                                               | Fortescue Metals Group Ltd                                                               | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     31377 | NS      | $438507.24    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                                            | Power Assets Holdings Limited                                                            | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |     19500 | NS      | $106705.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hysan Development Company Limited                                                        | Hysan Development Company Limited                                                        | CUSIP: N/A<br>LEI: 5299007BABFLKIH9HL03       | Long             | EC               | CORP              | HK        |     18000 | NS      | $58283.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Phoenix Holdings Ltd                                                                 | The Phoenix Holdings Ltd                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      7290 | NS      | $77830.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JEOL Ltd.                                                                                | JEOL Ltd.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8300 | NS      | $224041.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corporation                                                                          | Kao Corporation                                                                          | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |      2600 | NS      | $103809.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yue Yuen Industrial (Holdings) Limited                                                   | Yue Yuen Industrial (Holdings) Limited                                                   | CUSIP: N/A<br>LEI: 254900YUFIBANZ1XU687       | Long             | EC               | CORP              | BM        |     44000 | NS      | $61765.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corporation                                                                       | Terumo Corporation                                                                       | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      2400 | NS      | $67946.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC Corporation                                                                          | TKC Corporation                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $10940.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitasoy International Holdings Limited                                                   | Vitasoy International Holdings Limited                                                   | CUSIP: N/A<br>LEI: 5493003LPGHN62KWIZ77       | Long             | EC               | CORP              | HK        |     38000 | NS      | $78139.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas S.A.                                                                              | Enagas S.A.                                                                              | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |     11227 | NS      | $186667.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Hera S.p.A.                                                                              | Hera S.p.A.                                                                              | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |     46789 | NS      | $126249.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                                                         | Wacker Chemie AG                                                                         | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Long             | EC               | CORP              | DE        |      1694 | NS      | $217046.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna Aktiebolag                                                                     | Husqvarna Aktiebolag                                                                     | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |     18152 | NS      | $127360.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                                | Gjensidige Forsikring ASA                                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |      1377 | NS      | $27085.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen M.S. Ltd.                                                                  | Stolt-Nielsen M.S. Ltd.                                                                  | CUSIP: N/A<br>LEI: 213800VZX4LWJSGRLR94       | Long             | EC               | CORP              | BM        |       861 | NS      | $23740.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     20072 | NS      | $389432.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Raffles Medical Group Ltd.                                                               | Raffles Medical Group Ltd.                                                               | CUSIP: N/A<br>LEI: 254900BARSOMRVZFY947       | Long             | EC               | CORP              | SG        |     43300 | NS      | $45198.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                        | Compass Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     10970 | NS      | $256317.70    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                                 | A.P. Moller - Maersk A/S                                                                 | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |        34 | NS      | $76689.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group Public Limited Company                                                    | Kingspan Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      1810 | NS      | $99025.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                          | UPM-Kymmene Oyj                                                                          | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |      5763 | NS      | $215981.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Metsa Board Oyj                                                                          | Metsa Board Oyj                                                                          | CUSIP: N/A<br>LEI: 743700KKB8Q035K38488       | Long             | EC               | CORP              | FI        |      3192 | NS      | $30068.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EBOS Group Limited                                                                       | EBOS Group Limited                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |       534 | NS      | $14829.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Limited                                                                              | CSL Limited                                                                              | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      1764 | NS      | $345551.15    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| OZ Minerals Limited                                                                      | OZ Minerals Limited                                                                      | CUSIP: N/A<br>LEI: 529900O2VBT5CL7EZT27       | Long             | EC               | CORP              | AU        |     19530 | NS      | $370196.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hachijuni Bank, Ltd.                                                                 | The Hachijuni Bank, Ltd.                                                                 | CUSIP: N/A<br>LEI: FE70I3MHDCWOZWK19W48       | Long             | EC               | CORP              | JP        |    112600 | NS      | $469176.36    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics K.K.                                                                 | Hamamatsu Photonics K.K.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $23894.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HORIBA, Ltd.                                                                             | HORIBA, Ltd.                                                                             | CUSIP: N/A<br>LEI: 529900OOTWPYSNW0EC84       | Long             | EC               | CORP              | JP        |     12400 | NS      | $537715.41    | 0.25%             |  |  |  | No            |                  2 | On Loan: —       |
| Konami Holdings Corporation                                                              | Konami Holdings Corporation                                                              | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |      1600 | NS      | $72878.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                              | Tokio Marine Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      7200 | NS      | $154210.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co., Ltd.                                                                | Nagoya Railroad Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Long             | EC               | CORP              | JP        |     10100 | NS      | $166735.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co., Ltd.                                                                      | Osaka Gas Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |      3000 | NS      | $48482.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Datwyler Holding AG                                                                      | Datwyler Holding AG                                                                      | CUSIP: N/A<br>LEI: 52990096G2IJ89SWI669       | Long             | EC               | CORP              | CH        |      1217 | NS      | $243428.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                                              | Brenntag SE                                                                              | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |      4190 | NS      | $269313.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ageas SA/NV                                                                              | ageas SA/NV                                                                              | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |      3946 | NS      | $175416.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Borregaard ASA                                                                           | Borregaard ASA                                                                           | CUSIP: N/A<br>LEI: 5967007LIEEXZXGYXC05       | Long             | EC               | CORP              | NO        |      1995 | NS      | $31048.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau Capital                                                                          | Tikehau Capital                                                                          | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | EC               | CORP              | FR        |      4936 | NS      | $128738.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                                                | Kesko Oyj                                                                                | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |      8916 | NS      | $197409.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AICA Kogyo Co., Ltd.                                                                     | AICA Kogyo Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15000 | NS      | $354434.22    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                   | DBS Group Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     15244 | NS      | $385031.27    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Kose Corporation                                                                         | Kose Corporation                                                                         | CUSIP: N/A<br>LEI: 353800NX4GGAVDHHY664       | Long             | EC               | CORP              | JP        |       200 | NS      | $21705.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corporation                                           | Pan Pacific International Holdings Corporation                                           | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |      6400 | NS      | $119167.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Limited                                                        | Insurance Australia Group Limited                                                        | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |     56334 | NS      | $181987.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Group Limited                                                                  | Hang Lung Group Limited                                                                  | CUSIP: N/A<br>LEI: 529900V2T2EPOQYH0981       | Long             | EC               | CORP              | HK        |      9000 | NS      | $16493.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong And China Gas Company Limited -The-                                            | Hong Kong And China Gas Company Limited -The-                                            | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |    115000 | NS      | $109267.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Delight Co.,Ltd.                                                                    | Aeon Delight Co.,Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $6887.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corporation                                                                     | Kikkoman Corporation                                                                     | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |      2300 | NS      | $120527.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Konica Minolta, Inc.                                                                     | Konica Minolta, Inc.                                                                     | CUSIP: N/A<br>LEI: 549300SVK6KRUOL1A740       | Long             | EC               | CORP              | JP        |    183000 | NS      | $725659.00    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corporation Limited                                                            | Lendlease Corporation Limited                                                            | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |      9541 | NS      | $50872.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Menora Mivtachim Insurance Ltd.                                                          | Menora Mivtachim Insurance Ltd.                                                          | CUSIP: N/A<br>LEI: 2549009I6K3RDXFFY773       | Long             | EC               | CORP              | IL        |      1202 | NS      | $23457.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                                          | National Australia Bank Limited                                                          | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |     22583 | NS      | $462505.53    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Shatai Co.,Ltd                                                                    | Nissan Shatai Co.,Ltd                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $15571.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Incitec Pivot Limited                                                                    | Incitec Pivot Limited                                                                    | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | EC               | CORP              | AU        |    108196 | NS      | $277445.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Freightways Limited                                                                      | Freightways Limited                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      7784 | NS      | $47640.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Perion Network Ltd.                                                                      | Perion Network Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900SL7HYNVD6HG708       | Long             | EC               | CORP              | IL        |      1116 | NS      | $28086.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronav                                                                                  | Euronav                                                                                  | CUSIP: N/A<br>LEI: 549300D80RYON74MEJ03       | Long             | EC               | CORP              | BE        |      1391 | NS      | $23702.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valeo                                                                                    | Valeo                                                                                    | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |     15007 | NS      | $267936.06    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corporation                                                       | Tokyu Fudosan Holdings Corporation                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    101600 | NS      | $482134.62    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Ocean Group Limited                                                               | Golden Ocean Group Limited                                                               | CUSIP: N/A<br>LEI: 549300HQH91CZG0OJL61       | Long             | EC               | CORP              | BM        |     11773 | NS      | $103444.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| National Grid PLC                                                                        | National Grid PLC                                                                        | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      3831 | NS      | $46112.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer