# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013452
**Filing Date:** 2023-2
**Character Count:** 380315
**Document Hash:** 9eb815b787321dcc0cfaaa9240ba1775
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013452.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013452

**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:** 23683175

**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 International Index Fund (Series ID: S000071122)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000225788 | JNL International Index Fund (I) |  |

## 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 International Index Fund

- **b. EDGAR series identifier (if any):** S000071122

- **c. LEI of Series:** 5493001NRSPO2FNERP82

**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:** $2141108173.85

**Total Liabilities:** $11725910.55

**Net Assets:** $2129382263.30

**Cash Not Reported:** $2944750.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225788 | 5.88%                | 14.02%               | -1.72%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $967026.31               | $105133597.10                              |
| Month 2  | $1928769.00              | $262069411.07                              |
| Month 3  | $-13283961.58            | $-26914426.12                              |

### 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        |   9859980 | NS      | $9859979.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | JP        | 575718945 | PA      | $185220.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |   1444000 | PA      | $13663.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | AUSTRALIAN DOLLAR                                                                        | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | AU        |   3661341 | PA      | $6881.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |   5566747 | PA      | $77479.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                         | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | N/A              | DFE              | CORP              | GB        |    669251 | PA      | $-14543.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | JP        | 350000000 | PA      | $17844.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | GB        |   1600000 | PA      | $9266.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA SECURITIES EXCHANGE                                                                | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |        41 | NC      | $-65742.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |       113 | NC      | $-45282.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE                                                           | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |        19 | NC      | $-36462.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DE               | CORP              | GB        |        20 | NC      | $740.99       | 0.00%             |  |  |  | No            |                  1 | 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        |    168367 | NS      | $7235272.04   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                               | Mitsubishi HC Capital Inc.                                                               | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |    104430 | NS      | $513101.28    | 0.02%             |  |  |  | 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        |     78748 | NS      | $1466277.22   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Icl Group Ltd                                                                            | Icl Group Ltd                                                                            | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |     99582 | NS      | $720904.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IBIDEN Co., Ltd.                                                                         | IBIDEN Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |     19900 | NS      | $721874.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Limited                                                                            | Orica Limited                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     61692 | NS      | $633339.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Limited                                                       | Galaxy Entertainment Group Limited                                                       | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |    295600 | NS      | $1940701.70   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Limited                                                                     | Isuzu Motors Limited                                                                     | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     89200 | NS      | $1035172.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                                                       | ITOCHU Corporation                                                                       | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |    208200 | NS      | $6549689.62   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Limited                                                        | Jardine Matheson Holdings Limited                                                        | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |     34665 | NS      | $1761448.94   | 0.08%             |  |  |  | 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        |     12800 | NS      | $630382.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                                       | Japan Tobacco Inc.                                                                       | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |    157500 | NS      | $3179753.01   | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Kansai Paint Co.,Ltd                                                                     | Kansai Paint Co.,Ltd                                                                     | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |     38600 | NS      | $471973.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corporation                                                                          | Kao Corporation                                                                          | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |     65700 | NS      | $2623174.22   | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| Kawasaki Heavy Industries, Ltd.                                                          | Kawasaki Heavy Industries, Ltd.                                                          | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |     25400 | NS      | $590402.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keio Corporation                                                                         | Keio Corporation                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18300 | NS      | $669554.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co., Ltd.                                                        | Keisei Electric Railway Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 529900VNP95IIHXPCY17       | Long             | EC               | CORP              | JP        |     23533 | NS      | $668888.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corporation                                                                     | Kikkoman Corporation                                                                     | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |     27248 | NS      | $1427884.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaku.com, Inc.                                                                         | Kakaku.com, Inc.                                                                         | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |     18900 | NS      | $304816.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Limited                                                                   | Qantas Airways Limited                                                                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |    139641 | NS      | $569978.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Limited                                                              | QBE Insurance Group Limited                                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |    211789 | NS      | $1933655.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                                              | Northern Star Resources Ltd                                                              | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |    173299 | NS      | $1286804.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinsei Bank, Limited                                                                    | Shinsei Bank, Limited                                                                    | CUSIP: N/A<br>LEI: 549300PZYOQ2NW83V760       | Long             | EC               | CORP              | JP        |      8200 | NS      | $132960.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DFI Retail Group Holding Limited                                                         | DFI Retail Group Holding Limited                                                         | CUSIP: N/A<br>LEI: 213800NOTG41PZVNNX48       | Long             | EC               | CORP              | BM        |     38200 | NS      | $111933.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Limited                                                                    | Computershare Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     85171 | NS      | $1517275.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Company                                                            | Central Japan Railway Company                                                            | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |     29200 | NS      | $3585501.64   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Limited                                                                              | CSL Limited                                                                              | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |     68592 | NS      | $13436533.24  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                            | Carlsberg A/S                                                                            | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     13852 | NS      | $1840935.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chiba Bank, Ltd.                                                                     | The Chiba Bank, Ltd.                                                                     | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |     96951 | NS      | $708359.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corporation                                                                         | KDDI Corporation                                                                         | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |    224146 | NS      | $6768991.32   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH Public Limited Company                                                               | CRH Public Limited Company                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |    109883 | NS      | $4368421.11   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| D'Ieteren Group                                                                          | D'Ieteren Group                                                                          | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |      3436 | NS      | $661919.59    | 0.03%             |  |  |  | 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        |       787 | NS      | $1775144.91   | 0.08%             |  |  |  | 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        |       447 | NS      | $992409.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co., Ltd.                                                                        | Daifuku Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18100 | NS      | $840030.23    | 0.04%             |  |  |  | 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        |      9189 | NS      | $941377.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EVN AG                                                                                   | EVN AG                                                                                   | CUSIP: N/A<br>LEI: 529900P4JZBFEVNEAE60       | Long             | EC               | CORP              | AT        |      4697 | NS      | $85400.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                  | Fresenius SE & Co. KGaA                                                                  | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |     58208 | NS      | $1642586.39   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries, Ltd.                                                                  | Daikin Industries, Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |     41600 | NS      | $6326468.60   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCO Corporation                                                                        | DISCO Corporation                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4000 | NS      | $1140167.36   | 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        |    369869 | NS      | $1194866.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corporation Limited                                                                  | MTR Corporation Limited                                                                  | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |    230974 | NS      | $1223445.53   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                                       | Publicis Groupe SA                                                                       | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |     33490 | NS      | $2136116.02   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HAL Trust                                                                                | HAL Trust                                                                                | CUSIP: N/A<br>LEI: 5493000O3IE3DNOY3R07       | Long             | EC               | CORP              | BM        |     12328 | NS      | $1585828.84   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart, Inc.                                                                           | ABC-Mart, Inc.                                                                           | CUSIP: N/A<br>LEI: 353800AXWW4CMTSJWL33       | Long             | EC               | CORP              | JP        |      4784 | NS      | $270873.75    | 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        |     53286 | NS      | $3035969.93   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Huhtamaki Oyj                                                                            | Huhtamaki Oyj                                                                            | CUSIP: N/A<br>LEI: 5493007050SJVMXN6L29       | Long             | EC               | CORP              | FI        |     12327 | NS      | $423289.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                                                | Kesko Oyj                                                                                | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |     39023 | NS      | $864010.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Limited                                                               | Singapore Exchange Limited                                                               | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |    122900 | NS      | $823254.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co., Ltd.                                                                          | Eisai Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |     41400 | NS      | $2733527.79   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Groep                                                                                | KBC Groep                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |     49221 | NS      | $3171953.60   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                         | JNL Government Money Market Fund                                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5152310 | NS      | $5152310.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd.                                                                       | Elbit Systems Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |      3750 | NS      | $611783.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co., Ltd.                                                           | Square Enix Holdings Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |     12700 | NS      | $590656.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard                                                                            | Pernod Ricard                                                                            | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |     28955 | NS      | $5709493.45   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Leroy Seafood Group ASA                                                                  | Leroy Seafood Group ASA                                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ2JK50       | Long             | EC               | CORP              | NO        |     42798 | NS      | $241951.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                                                       | SBI Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |     36570 | NS      | $696055.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co., Ltd.                                                                 | Fast Retailing Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |      8800 | NS      | $5371936.63   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                              | Telenor ASA                                                                              | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |     96062 | NS      | $899880.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien                                                   | MERCK Kommanditgesellschaft auf Aktien                                                   | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |     18395 | NS      | $3576809.26   | 0.17%             |  |  |  | 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        |   1798839 | NS      | $12140820.58  | 0.57%             |  |  |  | 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        |     78608 | NS      | $1123960.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                                                   | RWE Aktiengesellschaft                                                                   | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     96085 | NS      | $4295178.06   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                                                            | Schibsted ASA                                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |     10486 | NS      | $199456.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                               | Allianz SE                                                                               | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |     58033 | NS      | $12521897.14  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co., Ltd.                                                                  | Fuji Electric Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |     22300 | NS      | $834124.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corporation.                                                                      | Subaru Corporation.                                                                      | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     88526 | NS      | $1330310.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Holdings Company (Japan), Ltd.                                                | McDonald's Holdings Company (Japan), Ltd.                                                | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               | CORP              | JP        |     13800 | NS      | $524742.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                                            | Nomura Research Institute Ltd                                                            | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |     61408 | NS      | $1470237.22   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                                                                     | Hermes International                                                                     | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |      4947 | NS      | $7684760.16   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| KGHM Polska Miedz Spolka Akcyjna                                                         | KGHM Polska Miedz Spolka Akcyjna                                                         | CUSIP: N/A<br>LEI: G30CO71KTT9JDYJESN22       | Long             | EC               | CORP              | PL        |     18078 | NS      | $525999.33    | 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        |    233607 | NS      | $2695760.24   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina                                                                                   | Sofina                                                                                   | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |      1971 | NS      | $436173.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa, S.A.                                                                             | Endesa, S.A.                                                                             | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     43092 | NS      | $814962.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                                    | Deutsche Lufthansa Aktiengesellschaft                                                    | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |     86358 | NS      | $721602.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc.                                                                | Nippon Building Fund Inc.                                                                | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |       236 | NS      | $1056953.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Japan Real Estate Investment Corporation                                                 | Japan Real Estate Investment Corporation                                                 | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |       186 | NS      | $817153.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay                                                                                   | Solvay                                                                                   | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |      9965 | NS      | $1011764.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                                                               | Vivendi SE                                                                               | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |    119010 | NS      | $1137875.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                                   | SAP SE                                                                                   | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |    155292 | NS      | $16077492.28  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                              | Swedbank AB                                                                              | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |    134730 | NS      | $2293426.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                      | Erste Group Bank AG                                                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |     51584 | NS      | $1657959.44   | 0.08%             |  |  |  | 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        |     20110 | NS      | $6567292.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics K.K.                                                                 | Hamamatsu Photonics K.K.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     20000 | NS      | $955769.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                                            | Power Assets Holdings Limited                                                            | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    197093 | NS      | $1078505.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                                 | Bayer Aktiengesellschaft                                                                 | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |    140941 | NS      | $7318661.66   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus                                                                                 | Proximus                                                                                 | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |     22669 | NS      | $218496.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                                                  | Saab AB                                                                                  | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |     10456 | NS      | $412230.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki - Spolka Akcyjna                                                 | Bank Polska Kasa Opieki - Spolka Akcyjna                                                 | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |     22080 | NS      | $438835.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Wharf (Holdings) Limited                                                             | The Wharf (Holdings) Limited                                                             | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |    198000 | NS      | $581529.18    | 0.03%             |  |  |  | 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        |   1497138 | NS      | $1422508.30   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                                            | Volkswagen Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |     26345 | NS      | $3283159.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| A2a S.P.A.                                                                               | A2a S.P.A.                                                                               | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |    237436 | NS      | $317195.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Limited                                                                              | IGO Limited                                                                              | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               | CORP              | AU        |     97272 | NS      | $895739.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corporation                                                                       | Kajima Corporation                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     66593 | NS      | $775182.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Company Limited                                                    | Techtronic Industries Company Limited                                                    | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |    262500 | NS      | $2914536.78   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                                          | J Sainsbury PLC                                                                          | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |    258358 | NS      | $681256.79    | 0.03%             |  |  |  | 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        |    856831 | NS      | $5178443.30   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                   | Mercedes-Benz Group AG                                                                   | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |    110120 | NS      | $7277264.18   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings, Inc.                                                                | Sega Sammy Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Long             | EC               | CORP              | JP        |     26836 | NS      | $405164.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                                                                | GMO Payment Gateway, Inc.                                                                | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |      6400 | NS      | $530600.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Aktiengesellschaft                                                             | Sartorius Aktiengesellschaft                                                             | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |      3889 | NS      | $1537804.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                                                 | Infineon Technologies AG                                                                 | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |    185559 | NS      | $5683173.84   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                         | Raiffeisen Bank International AG                                                         | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |     18584 | NS      | $307266.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie                                                                                    | Engie                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    259740 | NS      | $3727159.61   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                                | Nokia Oyj                                                                                | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |    767224 | NS      | $3566490.64   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                                  | DSV A/S                                                                                  | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |     27447 | NS      | $4338141.93   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                                                    | Heineken Holding N.V.                                                                    | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |     15067 | NS      | $1164876.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom                                                                                   | Alstom                                                                                   | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |     43007 | NS      | $1055426.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Andritz AG                                                                               | Andritz AG                                                                               | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |     10812 | NS      | $621162.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                                         | Smiths Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     52403 | NS      | $1017375.22   | 0.05%             |  |  |  | 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        |    114060 | NS      | $4896301.18   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM N.V.                                                                     | Koninklijke DSM N.V.                                                                     | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |     24598 | NS      | $3017361.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI                                                                                    | VINCI                                                                                    | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     76929 | NS      | $7693371.94   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                                       | Anglo American PLC                                                                       | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    190326 | NS      | $7424053.84   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Company, Ltd                                                              | Daiichi Sankyo Company, Ltd                                                              | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |    275562 | NS      | $8854597.69   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                               | Bandai Namco Holdings Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     32000 | NS      | $2012061.99   | 0.09%             |  |  |  | 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        |     38924 | NS      | $842093.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone                                                                                   | Danone                                                                                   | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     90865 | NS      | $4799337.34   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                                                             | 3i Group plc                                                                             | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |    140916 | NS      | $2298759.07   | 0.11%             |  |  |  | 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        |     74371 | NS      | $10573036.28  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                                                    | Mitsubishi Chemical Group Corporation                                                    | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |    193619 | NS      | $1000880.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals Public Limited Company                                             | Hikma Pharmaceuticals Public Limited Company                                             | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |     24015 | NS      | $453471.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade Aktiebolag                                                                     | Indutrade Aktiebolag                                                                     | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |     35288 | NS      | $716943.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corporation                                                                        | SUMCO Corporation                                                                        | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |     44800 | NS      | $597307.51    | 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        |      3859 | NS      | $539708.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Limited                                                                 | Pilbara Minerals Limited                                                                 | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |    372884 | NS      | $957062.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                            | ArcelorMittal                                                                            | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |     81615 | NS      | $2150062.82   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                            | Assa Abloy AB                                                                            | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |    140259 | NS      | $3017073.61   | 0.14%             |  |  |  | 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        |     20000 | NS      | $1001245.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                              | Reckitt Benckiser Group PLC                                                              | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |    104802 | NS      | $7297849.37   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CaixaBank, S.A.                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    611103 | NS      | $2408818.11   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola, Sociedad Anonima                                                              | Iberdrola, Sociedad Anonima                                                              | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    822643 | NS      | $9627128.21   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Master Fund, Inc.                                                     | Nomura Real Estate Master Fund, Inc.                                                     | CUSIP: N/A<br>LEI: 353800TNNZOQ1CPZE086       | Long             | EC               | CORP              | JP        |       707 | NS      | $874772.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                               | Orsted A/S                                                                               | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |     26457 | NS      | $2410428.02   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Strabag SE                                                                               | Strabag SE                                                                               | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |      1686 | NS      | $70475.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                                  | Macquarie Group Limited                                                                  | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |     51699 | NS      | $5874008.27   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                                                           | Intermediate Capital Group PLC                                                           | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |     42491 | NS      | $593999.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST HOLDINGS Co., Ltd.                                                            | JAPAN POST HOLDINGS Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |    345300 | NS      | $2917006.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                                                               | ZOZO, Inc.                                                                               | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     13200 | NS      | $326066.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven Group Holdings Limited                                                             | Seven Group Holdings Limited                                                             | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |     22918 | NS      | $327175.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols, S.A.                                                                            | Grifols, S.A.                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |     38975 | NS      | $451705.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SPA                                                                       | Poste Italiane SPA                                                                       | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     68565 | NS      | $671652.77    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pandora A/S                                                                              | Pandora A/S                                                                              | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |     14354 | NS      | $1006968.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                                | Gjensidige Forsikring ASA                                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |     24412 | NS      | $480188.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                                                 | Sartorius Stedim Biotech                                                                 | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |      3444 | NS      | $1120176.57   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Limited                                                                    | Atlas Arteria Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    174860 | NS      | $786658.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Bar Gruppe AG                                                                     | Julius Bar Gruppe AG                                                                     | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |     30346 | NS      | $1775108.54   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                             | Glencore PLC                                                                             | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |   1719732 | NS      | $11606544.37  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane S.p.A.                                                  | Infrastrutture Wireless Italiane S.p.A.                                                  | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |     46114 | NS      | $465405.93    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BAWAG Group AG                                                                           | BAWAG Group AG                                                                           | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |     13090 | NS      | $700433.30    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIA Group Limited                                                                        | AIA Group Limited                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |   1680090 | NS      | $18530371.25  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust                                                                                | HKT Trust                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    488120 | NS      | $598305.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Investment Ab Latour                                                                     | Investment Ab Latour                                                                     | CUSIP: N/A<br>LEI: 5493006GFBLNB3Y0Y789       | Long             | EC               | CORP              | SE        |     17075 | NS      | $323008.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                                      | Johnson Matthey PLC                                                                      | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |     29706 | NS      | $765203.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    538868 | NS      | $6577228.11   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C. S.p.A.                                                                      | Pirelli & C. S.p.A.                                                                      | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |     67188 | NS      | $288918.54    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Brenntag SE                                                                              | Brenntag SE                                                                              | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |     22323 | NS      | $1434818.13   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chr. Hansen Holding A/S                                                                  | Chr. Hansen Holding A/S                                                                  | CUSIP: N/A<br>LEI: 549300MKPW8ZF3E8MW37       | Long             | EC               | CORP              | DK        |     13952 | NS      | $1004767.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Limited                                                                  | WiseTech Global Limited                                                                  | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |     24885 | NS      | $861376.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                         | Delivery Hero SE                                                                         | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |     27017 | NS      | $1303571.42   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sands China Ltd.                                                                         | Sands China Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |    324980 | NS      | $1070645.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Evraz PLC                                                                                | Evraz PLC                                                                                | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |     81728 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novozymes A/S                                                                            | Novozymes A/S                                                                            | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |     30185 | NS      | $1530753.57   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                                                           | NMC Health PLC                                                                           | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |     11652 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| The Sage Group PLC.                                                                      | The Sage Group PLC.                                                                      | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |    155673 | NS      | $1407693.72   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC Co., Ltd.                                                                           | OBIC Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9300 | NS      | $1366373.64   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Koito Manufacturing Co., Ltd.                                                            | Koito Manufacturing Co., Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     38400 | NS      | $572081.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Minebeamitsumi Inc.                                                                      | Minebeamitsumi Inc.                                                                      | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |     56500 | NS      | $834271.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                                 | Nippon Steel Corporation                                                                 | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |    137721 | NS      | $2390879.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                                  | BASF SE                                                                                  | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |    130307 | NS      | $6500628.81   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf Aktiengesellschaft                                                            | Beiersdorf Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |     14131 | NS      | $1622759.85   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corporation                                                                      | Shimizu Corporation                                                                      | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |    105100 | NS      | $560431.61    | 0.03%             |  |  |  | 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        |     63733 | NS      | $3318693.36   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Biomerieux SA                                                                            | Biomerieux SA                                                                            | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |      6226 | NS      | $654112.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                 | Essity Aktiebolag (publ)                                                                 | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     86458 | NS      | $2265739.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                             | Unibail-Rodamco-Westfield SE                                                             | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | EC               | CORP              | FR        |     15180 | NS      | $793233.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepco Group N.V.                                                                         | Pepco Group N.V.                                                                         | CUSIP: N/A<br>LEI: 213800OVMJPFP79OB449       | Long             | EC               | CORP              | GB        |     22177 | NS      | $201055.46    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Autostore Holdings Ltd                                                                   | Autostore Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 549300KYN3M0LSM5A413       | Long             | EC               | CORP              | BM        |    127791 | NS      | $235182.24    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Vestas Wind Systems A/S                                                                  | Vestas Wind Systems A/S                                                                  | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |    143335 | NS      | $4181937.55   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NIBE Industrier AB                                                                       | NIBE Industrier AB                                                                       | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |    219420 | NS      | $2051606.39   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                                  | GSK PLC                                                                                  | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    568646 | NS      | $9911612.85   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordnet AB                                                                               | Nordnet AB                                                                               | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |     16408 | NS      | $237186.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                   | Eurofins Scientific SE                                                                   | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |     18245 | NS      | $1311753.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline                                                                                | Worldline                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               | CORP              | FR        |     35499 | NS      | $1394347.13   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                             | DNB Bank ASA                                                                             | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    132148 | NS      | $2629853.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                                            | NN Group N.V.                                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     43107 | NS      | $1763235.89   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco SPA                                                              | Finecobank Banca Fineco SPA                                                              | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |     84598 | NS      | $1408703.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                                                      | HeidelbergCement AG                                                                      | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |     20142 | NS      | $1154047.19   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International N.V.                                                                   | ASM International N.V.                                                                   | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |      6628 | NS      | $1681037.76   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| argenx SE                                                                                | argenx SE                                                                                | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |      7990 | NS      | $3009107.37   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinnevik AB                                                                              | Kinnevik AB                                                                              | CUSIP: N/A<br>LEI: 2138006PZH76JOS6MN27       | Long             | EC               | CORP              | SE        |     34422 | NS      | $474440.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange                                                                                   | Orange                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |    266856 | NS      | $2650923.04   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                                    | Kongsberg Gruppen ASA                                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |     11315 | NS      | $482689.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Olam Group Limited                                                                       | Olam Group Limited                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     88300 | NS      | $96365.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Holdings Limited                                                                 | Melrose Holdings Limited                                                                 | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |    557905 | NS      | $917021.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                                | Sampo Oyj                                                                                | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |     70109 | NS      | $3666041.32   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering                                                                                   | Kering                                                                                   | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |     10266 | NS      | $5247311.93   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| The Lottery Corporation Limited                                                          | The Lottery Corporation Limited                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    315120 | NS      | $960961.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Limited                                                                  | Endeavour Group Limited                                                                  | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |    183711 | NS      | $801126.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                              | Swisscom AG                                                                              | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |      3594 | NS      | $1971858.01   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                                             | Securitas AB                                                                             | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |     71273 | NS      | $594835.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon Aktiebolag                                                                       | Hexagon Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |    297634 | NS      | $3123680.30   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group N.V.                                                               | Universal Music Group N.V.                                                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |    110059 | NS      | $2659673.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona,S.A.                                                                             | Acciona,S.A.                                                                             | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |      3218 | NS      | $592797.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                               | Fortum Oyj                                                                               | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |     65024 | NS      | $1083854.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U C B                                                                                    | U C B                                                                                    | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     17387 | NS      | $1372214.64   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour                                                                                | Carrefour                                                                                | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |     86564 | NS      | $1451000.65   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group, S.A.                                                               | Naturgy Energy Group, S.A.                                                               | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |     26352 | NS      | $685420.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol, S.A.                                                                             | Repsol, S.A.                                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |    206375 | NS      | $3297625.46   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                                                      | Wolters Kluwer N.V.                                                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |     36946 | NS      | $3870345.18   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                                   | Sanofi                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |    163890 | NS      | $15794596.80  | 0.74%             |  |  |  | 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        |     99395 | NS      | $1069691.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                                                | Kesko Oyj                                                                                | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |     14296 | NS      | $312716.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                                | Elisa Oyj                                                                                | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |     19986 | NS      | $1059445.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | Banco Santander, S.A.                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |   2386114 | NS      | $7178692.77   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Ackermans                                                                                | Ackermans                                                                                | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               | CORP              | BE        |      2824 | NS      | $485647.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                               | Siemens Aktiengesellschaft                                                               | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |    106285 | NS      | $14830942.69  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica, S.A.                                                                         | Telefonica, S.A.                                                                         | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    812429 | NS      | $2945877.07   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |    291076 | NS      | $3287937.36   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                              | Bayerische Motoren Werke Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |     45485 | NS      | $4082228.88   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                      | Deutsche Telekom AG                                                                      | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    495975 | NS      | $9908336.96   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                              | Westpac Banking Corporation                                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |    495660 | NS      | $7886232.62   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Z Holdings Corporation                                                                   | Z Holdings Corporation                                                                   | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |    382200 | NS      | $959517.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                                                               | Fortescue Metals Group Ltd                                                               | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |    242073 | NS      | $3383075.62   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Limited                                                                    | Telstra Group Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    582095 | NS      | $1581366.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bendigo and Adelaide Bank Limited                                                        | Bendigo and Adelaide Bank Limited                                                        | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | EC               | CORP              | AU        |     80224 | NS      | $536476.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Limited                                                                     | CLP Holdings Limited                                                                     | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |    241900 | NS      | $1765880.60   | 0.08%             |  |  |  | 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        |    270159 | NS      | $466135.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                                 | Trend Micro Incorporated                                                                 | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |     20900 | NS      | $974620.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| NTT DATA Corporation                                                                     | NTT DATA Corporation                                                                     | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |     90800 | NS      | $1320711.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Limited                                                                              | ASX Limited                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     28021 | NS      | $1296014.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House, Ltd.                                                                      | Sekisui House, Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |     97800 | NS      | $1730501.74   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corporation                                                                     | Shimadzu Corporation                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     39400 | NS      | $1115406.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                                     | Sompo Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |     49525 | NS      | $2197191.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                             | Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                             | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |     74427 | NS      | $603572.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                          | Rolls-Royce PLC                                                                          | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | EC               | CORP              | GB        |   1157489 | NS      | $1311356.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXON Co., Ltd.                                                                          | NEXON Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     62800 | NS      | $1414053.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Limited                                                                 | Swire Properties Limited                                                                 | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |    145600 | NS      | $368879.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| G&L Beijer Ref AB                                                                        | G&L Beijer Ref AB                                                                        | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |     35799 | NS      | $505557.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                                                        | Taylor Wimpey PLC                                                                        | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    545146 | NS      | $674892.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                       | Smith & Nephew PLC                                                                       | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |    128017 | NS      | $1723362.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC(The)                                                                      | Weir Group PLC(The)                                                                      | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |     34302 | NS      | $696346.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals PLC                                                               | Dechra Pharmaceuticals PLC                                                               | CUSIP: N/A<br>LEI: 213800J4UVB5OWG8VX82       | Long             | EC               | CORP              | GB        |     16640 | NS      | $529417.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                          | AstraZeneca PLC                                                                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |    220170 | NS      | $30023956.14  | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                                                             | BT Group PLC                                                                             | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |    998091 | NS      | $1358163.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |   2116531 | NS      | $4057849.52   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                                                       | Burberry Group PLC                                                                       | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |     55138 | NS      | $1354954.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales                                                                                   | Thales                                                                                   | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |     15107 | NS      | $1928157.25   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini                                                                                | Capgemini                                                                                | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |     22364 | NS      | $3744196.86   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Verbund AG                                                                               | Verbund AG                                                                               | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |      4627 | NS      | $390318.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                                                  | Puma SE                                                                                  | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Long             | EC               | CORP              | DE        |     14022 | NS      | $855517.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                           | Stora Enso Oyj                                                                           | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |     91620 | NS      | $1294140.51   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                          | Telefonaktiebolaget LM Ericsson                                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |    440895 | NS      | $2580855.72   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Sprungli AG                                                    | Chocoladefabriken Lindt & Sprungli AG                                                    | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EP               | CORP              | CH        |       144 | NS      | $1468577.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Sprungli AG                                                    | Chocoladefabriken Lindt & Sprungli AG                                                    | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        15 | NS      | $1543783.65   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                                  | STMicroelectronics N.V.                                                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |     92590 | NS      | $3290143.23   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                                                         | Societe Generale                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |    111429 | NS      | $2811809.08   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                                | Zurich Insurance Group AG                                                                | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     21462 | NS      | $10281014.97  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                       | Teleperformance SE                                                                       | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |      8555 | NS      | $2044229.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corporation                                                                        | Aisin Corporation                                                                        | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |     27200 | NS      | $722183.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                      | Ajinomoto Co., Inc.                                                                      | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |     75576 | NS      | $2310404.24   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc.                                                                        | ANA Holdings Inc.                                                                        | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |     24207 | NS      | $512687.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Hang Lung Properties Limited                                                             | Hang Lung Properties Limited                                                             | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |    231233 | NS      | $450176.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Limited                                                               | Ramsay Health Care Limited                                                               | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Long             | EC               | CORP              | AU        |     25218 | NS      | $1109137.47   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                                   | Singapore Technologies Engineering Ltd                                                   | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    224300 | NS      | $562134.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACOM Co., Ltd.                                                                           | ACOM Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     59975 | NS      | $143359.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corporation                                                                  | Asahi Kasei Corporation                                                                  | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |    200750 | NS      | $1427609.32   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc.                                                                                 | AGC Inc.                                                                                 | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |     31300 | NS      | $1036549.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| ASICS Corporation                                                                        | ASICS Corporation                                                                        | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |     25600 | NS      | $559194.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                               | Canon Inc.                                                                               | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |    149620 | NS      | $3229261.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Mitsubishi Heavy Industries, Ltd.                                                        | Mitsubishi Heavy Industries, Ltd.                                                        | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |     48387 | NS      | $1919962.06   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co., Ltd.                                                                       | Mitsui & Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |    226300 | NS      | $6593478.58   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corporation                                                                       | Taisei Corporation                                                                       | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |     27800 | NS      | $895291.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                             | Takeda Pharmaceutical Co Ltd                                                             | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    224862 | NS      | $7019267.79   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corporation                                                                    | Advantest Corporation                                                                    | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |     26400 | NS      | $1693090.85   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Limited                                                                | Spark New Zealand Limited                                                                | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |    279273 | NS      | $957969.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                                       | Teva Pharmaceutical Industries Ltd                                                       | CUSIP: N/A<br>LEI: 549300BAFGM4RC74ZJ94       | Long             | EC               | CORP              | IL        |    155690 | NS      | $1433775.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corporation                                                                       | Sysmex Corporation                                                                       | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |     24726 | NS      | $1496945.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corporation                                                                       | Terumo Corporation                                                                       | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |    109400 | NS      | $3097249.95   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TOBU Railway Co., LTD.                                                                   | TOBU Railway Co., LTD.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28700 | NS      | $669747.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co., Ltd.                                                                           | Toho Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |     17900 | NS      | $689387.06    | 0.03%             |  |  |  | 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        |    111500 | NS      | $403432.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co.,Ltd.                                                                       | Tokyo Gas Co.,Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     57800 | NS      | $1136684.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corporation                                                            | Toyota Industries Corporation                                                            | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |     29000 | NS      | $1578082.01   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                                               | Skanska AB                                                                               | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |     57157 | NS      | $906232.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                                               | Getinge AB                                                                               | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |     32748 | NS      | $679828.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                   | Yara International ASA                                                                   | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |     23351 | NS      | $1029192.47   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale S.p.A.                                                  | Terna - Rete Elettrica Nazionale S.p.A.                                                  | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |    210119 | NS      | $1552109.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Link Real Estate Investment Trust                                                        | Link Real Estate Investment Trust                                                        | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |    287001 | NS      | $2101829.10   | 0.10%             |  |  |  | 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        |     49240 | NS      | $4261905.81   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum Aktiebolag                                                                     | Castellum Aktiebolag                                                                     | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | EC               | CORP              | SE        |     41003 | NS      | $497842.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| DW Property Invest GmbH                                                                  | DW Property Invest GmbH                                                                  | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | EC               | CORP              | DE        |      5657 | NS      | $121854.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House REIT Investment Corporation                                                  | Daiwa House REIT Investment Corporation                                                  | CUSIP: N/A<br>LEI: 3538001FWU534P8JMO05       | Long             | EC               | CORP              | JP        |       301 | NS      | $672075.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corporation                                                                        | Inpex Corporation                                                                        | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |    148200 | NS      | $1589013.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Unilever PLC                                                                             | Unilever PLC                                                                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    372743 | NS      | $18913771.42  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                                | Partners Group Holding AG                                                                | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |      3271 | NS      | $2902540.93   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                          | Norsk Hydro ASA                                                                          | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |    188030 | NS      | $1413874.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                                     | Schindler Holding AG                                                                     | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EP               | CORP              | CH        |      5845 | NS      | $1099275.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                     | Schindler Holding AG                                                                     | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |      2918 | NS      | $528946.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand                                                                                  | Legrand                                                                                  | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |     37813 | NS      | $3040347.76   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna Aktiebolag                                                                     | Husqvarna Aktiebolag                                                                     | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |     62098 | NS      | $435701.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage                                                                                  | Eiffage                                                                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |     10827 | NS      | $1068354.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuhne & Nagel International AG                                                           | Kuhne & Nagel International AG                                                           | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |      8181 | NS      | $1908139.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon S.p.A                                                                           | Amplifon S.p.A                                                                           | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |     11531 | NS      | $344355.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co., Ltd.                                                                    | Kobe Bussan Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |     18200 | NS      | $524893.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                         | TotalEnergies SE                                                                         | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    349828 | NS      | $22000475.68  | 1.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Aeroports de Paris                                                                       | Aeroports de Paris                                                                       | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |      3670 | NS      | $492805.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                                  | SSAB AB                                                                                  | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |     30561 | NS      | $167786.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                                  | SSAB AB                                                                                  | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |     94945 | NS      | $495928.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Limited                                                             | Wilmar International Limited                                                             | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |    463700 | NS      | $1445906.54   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                                | Orion Oyj                                                                                | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      3102 | NS      | $169954.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                                | Orion Oyj                                                                                | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     15976 | NS      | $877095.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi                                                                                   | Amundi                                                                                   | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |      9117 | NS      | $518771.76    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Demant A/S                                                                               | Demant A/S                                                                               | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |     12190 | NS      | $338704.05    | 0.02%             |  |  |  | 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        |     52094 | NS      | $1816682.91   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corporation Limited                                                              | Venture Corporation Limited                                                              | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |     34093 | NS      | $434097.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co., Ltd.                                                                   | Yamaha Motor Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |     47300 | NS      | $1069663.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Astellas Pharma Inc.                                                                     | Astellas Pharma Inc.                                                                     | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |    263331 | NS      | $4007462.91   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                                              | Nestle S.A.                                                                              | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |    390753 | NS      | $45255564.65  | 2.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                                            | Fresnillo PLC                                                                            | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |     24166 | NS      | $263877.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis, S.A.                                                                     | EDP Renovaveis, S.A.                                                                     | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |     33475 | NS      | $738235.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                                     | United Utilities PLC                                                                     | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |    101528 | NS      | $1222094.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Welcia Holdings Co., Ltd.                                                                | Welcia Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15600 | NS      | $363509.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Persol Holdings Co., Ltd.                                                                | Persol Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               | CORP              | JP        |     28800 | NS      | $614197.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoshizaki Corporation                                                                    | Hoshizaki Corporation                                                                    | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |     18000 | NS      | $633022.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari N.V.                                                                             | Ferrari N.V.                                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |     18163 | NS      | $3900483.97   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                        | National Grid PLC                                                                        | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    548192 | NS      | $6598443.25   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                                                      | CNH Industrial N.V.                                                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |    138259 | NS      | $2225006.17   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Company Limited                                             | Wharf Real Estate Investment Company Limited                                             | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |    229462 | NS      | $1332799.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Limited                                                                         | WH Group Limited                                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   1050827 | NS      | $610018.17    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Scentre Group Limited                                                                    | Scentre Group Limited                                                                    | CUSIP: N/A<br>LEI: 529900TUCASM3W86E831       | Long             | EC               | CORP              | AU        |    739452 | NS      | $1450363.58   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes                                                                        | Dassault Systemes                                                                        | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |     97688 | NS      | $3514129.48   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    707003 | NS      | $2282872.89   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                                                    | JD Sports Fashion PLC                                                                    | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |    320692 | NS      | $491805.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ampol Limited                                                                            | Ampol Limited                                                                            | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | EC               | CORP              | AU        |     32285 | NS      | $623565.41    | 0.03%             |  |  |  | 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        |    188656 | NS      | $530600.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG Corporation Limited                                                                  | TPG Corporation Limited                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     57333 | NS      | $191124.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro.eu                                                                               | Allegro.eu                                                                               | CUSIP: N/A<br>LEI: 222100VRLXV3FPMG4982       | Long             | EC               | CORP              | LU        |     51848 | NS      | $298909.15    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Harbour Energy PLC                                                                       | Harbour Energy PLC                                                                       | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |     67247 | NS      | $247708.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                          | JDE Peet's N.V.                                                                          | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |     18697 | NS      | $541323.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                                        | Epiroc Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |     58556 | NS      | $941804.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Azelis Group                                                                             | Azelis Group                                                                             | CUSIP: N/A<br>LEI: 699400M9RRMTV264FM70       | Long             | EC               | CORP              | BE        |      9905 | NS      | $282271.70    | 0.01%             |  |  |  | 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        |     72308 | NS      | $735626.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation                                                                        | Dassault Aviation                                                                        | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |      3240 | NS      | $550931.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail S.A.                                                           | B&M European Value Retail S.A.                                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |    122953 | NS      | $613498.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                        | Siemens Energy AG                                                                        | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |     54898 | NS      | $1037408.52   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                                      | Investor Aktiebolag                                                                      | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |     78348 | NS      | $1458603.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                                      | Investor Aktiebolag                                                                      | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |    262612 | NS      | $4763180.02   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                                            | Yokogawa Electric Corporation                                                            | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |     36000 | NS      | $571025.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe d'exploitation Hoteliere                                                         | Societe d'exploitation Hoteliere                                                         | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |     12287 | NS      | $1177832.61   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| AXA                                                                                      | AXA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |    281828 | NS      | $7868893.27   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert - Groep Brussel Lambert                                         | Groupe Bruxelles Lambert - Groep Brussel Lambert                                         | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |     14584 | NS      | $1167543.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                                             | Porsche Automobil Holding SE                                                             | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |     22137 | NS      | $1214210.73   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Industrivarden                                                              | Aktiebolaget Industrivarden                                                              | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |     27633 | NS      | $673685.98    | 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        |      3696 | NS      | $47394.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Compass Group PLC                                                                        | Compass Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |    251292 | NS      | $5871521.16   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group, Ltd.                                                          | Concordia Financial Group, Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    182500 | NS      | $763862.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IDP Education Limited                                                                    | IDP Education Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     30159 | NS      | $558335.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Tokyu Fudosan Holdings Corporation                                                       | Tokyu Fudosan Holdings Corporation                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     83753 | NS      | $397443.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen Aktiebolag                                                                        | Holmen Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |     11993 | NS      | $477055.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Limited                                                                | Genting Singapore Limited                                                                | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |    796900 | NS      | $567866.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   3770691 | NS      | $3848369.15   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                        | InterContinental Hotels Group PLC                                                        | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |     26824 | NS      | $1542762.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ESR Cayman Limited                                                                       | ESR Cayman Limited                                                                       | CUSIP: N/A<br>LEI: 549300C81AR42BZUFZ09       | Long             | EC               | CORP              | KY        |    378200 | NS      | $791638.41    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Adevinta ASA                                                                             | Adevinta ASA                                                                             | CUSIP: N/A<br>LEI: 529900W8V3YLHRSZH763       | Long             | EC               | CORP              | NO        |     42082 | NS      | $283347.09    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nexi S.p.A.                                                                              | Nexi S.p.A.                                                                              | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |    125769 | NS      | $994947.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                                                          | Akzo Nobel N.V.                                                                          | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |     26414 | NS      | $1773466.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HK Electric Investments Limited                                                          | HK Electric Investments Limited                                                          | CUSIP: N/A<br>LEI: 5299006PUX29DFJ1DE03       | Long             | EC               | CORP              | KY        |    319500 | NS      | $211572.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| EQT AB                                                                                   | EQT AB                                                                                   | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |     48184 | NS      | $1023253.72   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evolution AB (publ)                                                                      | Evolution AB (publ)                                                                      | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     27402 | NS      | $2678807.53   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Warehouses De Pauw                                                                       | Warehouses De Pauw                                                                       | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |     20288 | NS      | $581345.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Company APAC Limited                                                   | Budweiser Brewing Company APAC Limited                                                   | CUSIP: N/A<br>LEI: 549300YF1MR4GTF18132       | Long             | EC               | CORP              | KY        |    246200 | NS      | $770301.57    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| M&G PLC                                                                                  | M&G PLC                                                                                  | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |    337427 | NS      | $768149.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Express Co., Ltd.                                                                 | Nippon Express Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900NTHOQWZAW95H82       | Long             | EC               | CORP              | JP        |     11600 | NS      | $662248.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Auckland International Airport Limited                                                   | Auckland International Airport Limited                                                   | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |    179150 | NS      | $887555.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Seibu Holdings Inc.                                                                      | Seibu Holdings Inc.                                                                      | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |     40655 | NS      | $444899.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                                               | Boliden AB                                                                               | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |     38213 | NS      | $1437808.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman Inc                                                                | Wuxi Biologics Cayman Inc                                                                | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |    496000 | NS      | $3762757.12   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Lifco Ab (Publ)                                                                          | Lifco Ab (Publ)                                                                          | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |     26749 | NS      | $447543.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                                                 | Wise PLC                                                                                 | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |     58913 | NS      | $402494.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                   | Atlas Copco Aktiebolag                                                                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |    359458 | NS      | $4261599.78   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                   | Atlas Copco Aktiebolag                                                                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |    227156 | NS      | $2428062.26   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Industrivarden                                                              | Aktiebolaget Industrivarden                                                              | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |     25269 | NS      | $614024.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Relx PLC                                                                                 | Relx PLC                                                                                 | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    282010 | NS      | $7805686.48   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc.                                                                                 | TIS Inc.                                                                                 | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |     30400 | NS      | $799782.36    | 0.04%             |  |  |  | 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        |     65212 | NS      | $2085951.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Convatec Group PLC                                                                       | Convatec Group PLC                                                                       | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |    210957 | NS      | $594654.03    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Red Electrica Corporacion, S.A.                                                          | Red Electrica Corporacion, S.A.                                                          | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |     60141 | NS      | $1047250.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                                                  | Sika AG                                                                                  | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |     21952 | NS      | $5287400.22   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                 | Essity Aktiebolag (publ)                                                                 | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |      3477 | NS      | $90765.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore                                                                                  | Umicore                                                                                  | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |     29816 | NS      | $1100551.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Softbank Corp.                                                                           | Softbank Corp.                                                                           | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |    391300 | NS      | $4423811.32   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| abrdn plc                                                                                | abrdn plc                                                                                | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | EC               | CORP              | GB        |    284122 | NS      | $653525.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co., Ltd.                                                            | Iida Group Holdings Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Long             | EC               | CORP              | JP        |     27872 | NS      | $421989.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co., Ltd.                                                                    | SG Holdings Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     68300 | NS      | $943549.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                                                            | Rightmove PLC                                                                            | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |    123446 | NS      | $771808.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler S.p.A.                                                                           | Moncler S.p.A.                                                                           | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |     29772 | NS      | $1585146.44   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                               | Phoenix Group Holdings PLC                                                               | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |    122878 | NS      | $906917.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                         | Novo Nordisk A/S                                                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |    232748 | NS      | $31457310.64  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                                | Tesco PLC                                                                                | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   1067677 | NS      | $2901321.67   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Towers AG                                                                        | Vantage Towers AG                                                                        | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | EC               | CORP              | DE        |     13450 | NS      | $463066.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Berkeley Group Holdings PLC                                                          | The Berkeley Group Holdings PLC                                                          | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |     15943 | NS      | $730528.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                                        | Epiroc Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |     89145 | NS      | $1624682.84   | 0.08%             |  |  |  | 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        |    307318 | NS      | $4377731.48   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Deca Games Holding AB                                                                    | Deca Games Holding AB                                                                    | CUSIP: N/A<br>LEI: 549300RFXXKT652HB549       | Long             | EC               | CORP              | SE        |    119787 | NS      | $544929.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Woodside Energy Group Ltd                                                                | Woodside Energy Group Ltd                                                                | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |    269640 | NS      | $6564570.41   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa Jersey Limited                                                                   | Informa Jersey Limited                                                                   | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |    207186 | NS      | $1556911.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                               | Haleon PLC                                                                               | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    721664 | NS      | $2842994.82   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Car AB                                                                             | Volvo Car AB                                                                             | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | EC               | CORP              | SE        |     76884 | NS      | $350753.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Capitaland Investment Limited                                                            | Capitaland Investment Limited                                                            | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |    373500 | NS      | $1031453.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The British Land Company Public Limited Company                                          | The British Land Company Public Limited Company                                          | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |    139986 | NS      | $671728.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                               | Diageo PLC                                                                               | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |    332365 | NS      | $14741342.30  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC Public Limited Company                                                               | DCC Public Limited Company                                                               | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |     15141 | NS      | $748039.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                          | BAE Systems PLC                                                                          | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    457706 | NS      | $4741321.19   | 0.22%             |  |  |  | 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        |    319457 | NS      | $12685631.12  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma Public Limited Company                                                             | Halma Public Limited Company                                                             | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |     54700 | NS      | $1313758.81   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                   | Standard Chartered PLC                                                                   | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    345509 | NS      | $2616682.94   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                                      | Imperial Brands PLC                                                                      | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    135586 | NS      | $3409651.77   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   2837291 | NS      | $17719691.19  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                                                 | Howden Joinery Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |     87098 | NS      | $596525.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                                | Legal & General Group PLC                                                                | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |    833347 | NS      | $2531808.70   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                                                             | Associated British Foods PLC                                                             | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     53056 | NS      | $1016702.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                                            | FUJIFILM Holdings Corporation                                                            | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |     57708 | NS      | $2885404.18   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corporation                                                                        | FANUC Corporation                                                                        | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |     26900 | NS      | $4038996.30   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                                                              | Pearson PLC                                                                              | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |    103393 | NS      | $1181765.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon Public Limited Company                                                         | Persimmon Public Limited Company                                                         | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |     43864 | NS      | $648112.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Limited                                                                          | Fujitsu Limited                                                                          | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |     25600 | NS      | $3388735.57   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Management Holdings Limited                                                          | GPT Management Holdings Limited                                                          | CUSIP: N/A<br>LEI: 549300N0X6IGFL5O5R09       | Long             | EC               | CORP              | AU        |    268553 | NS      | $766615.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intu Properties PLC                                                                      | Intu Properties PLC                                                                      | CUSIP: N/A<br>LEI: 213800JSNTERD5CJZO95       | Long             | EC               | CORP              | GB        |    155976 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prudential Public Limited Company                                                        | Prudential Public Limited Company                                                        | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |    393713 | NS      | $5398808.39   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank, Limited                                                                  | Hang Seng Bank, Limited                                                                  | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |    101886 | NS      | $1690198.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                                                            | Hankyu Hanshin Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     35600 | NS      | $1056627.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                            | Rio Tinto PLC                                                                            | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    150641 | NS      | $10591533.77  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place PLC                                                                    | St. James's Place PLC                                                                    | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |     80586 | NS      | $1072415.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corporation                                                                         | Hoya Corporation                                                                         | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     50212 | NS      | $4825538.67   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Limited                                                             | Israel Discount Bank Limited                                                             | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    174331 | NS      | $916513.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JSR Corporation                                                                          | JSR Corporation                                                                          | CUSIP: N/A<br>LEI: 353800TL8FC0AWR22506       | Long             | EC               | CORP              | JP        |     32100 | NS      | $626628.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co., Ltd.                                                                           | Aeon Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |    122100 | NS      | $2579501.46   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| The Kansai Electric Power Company, Incorporated                                          | The Kansai Electric Power Company, Incorporated                                          | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |    111700 | NS      | $1087044.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co., Ltd.                                                        | Kintetsu Group Holdings Co., Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     26400 | NS      | $871498.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                                | BP P.L.C.                                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |   2597668 | NS      | $14917581.85  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                           | Kingfisher PLC                                                                           | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |    287760 | NS      | $824540.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV PLC                                                                                  | ITV PLC                                                                                  | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |    543101 | NS      | $497407.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement-VE                                                                  | Veolia Environnement-VE                                                                  | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |     91802 | NS      | $2368449.09   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Bank Slaski S.A.                                                                     | ING Bank Slaski S.A.                                                                     | CUSIP: N/A<br>LEI: 259400YLRTOBISHBVX41       | Long             | EC               | CORP              | PL        |      2677 | NS      | $101096.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                                                  | Bridgestone Corporation                                                                  | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |     86500 | NS      | $3069140.11   | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| Randstad N.V.                                                                            | Randstad N.V.                                                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |     16786 | NS      | $1022119.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                                       | Barry Callebaut AG                                                                       | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |       525 | NS      | $1040332.88   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                                        | Bank Hapoalim Ltd                                                                        | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |    178585 | NS      | $1611908.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi le-Israel B.M.                                                                | Bank Leumi le-Israel B.M.                                                                | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |    223306 | NS      | $1861995.07   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation Japan                                                                 | Oracle Corporation Japan                                                                 | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      4600 | NS      | $298491.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                        | BHP Group Limited                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    719812 | NS      | $22287556.02  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries, Ltd.                                                                 | Brother Industries, Ltd.                                                                 | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     39400 | NS      | $596260.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co., Ltd.                                                       | Kobayashi Pharmaceutical Co., Ltd.                                                       | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Long             | EC               | CORP              | JP        |      8300 | NS      | $570046.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Limited                                                                   | Contact Energy Limited                                                                   | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |    115443 | NS      | $565959.93    | 0.03%             |  |  |  | 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        |     59091 | NS      | $7218352.46   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co., Ltd.                                                                     | Shionogi & Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     40559 | NS      | $2023753.26   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Limited                                                                           | Mirvac Limited                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    593678 | NS      | $860336.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| USS Co., Ltd.                                                                            | USS Co., Ltd.                                                                            | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |     33600 | NS      | $532249.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc.                                                                             | Shimano Inc.                                                                             | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |     11700 | NS      | $1839079.56   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Company, Limited                                                                | Shiseido Company, Limited                                                                | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |     56100 | NS      | $2743604.33   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co., Ltd.                                                                          | Hulic Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     82100 | NS      | $645369.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Showa Denko K.K.                                                                         | Showa Denko K.K.                                                                         | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               | CORP              | JP        |     22600 | NS      | $344126.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Singapore Airlines Limited                                                               | Singapore Airlines Limited                                                               | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |    175740 | NS      | $726366.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corporation                                                                 | Suzuki Motor Corporation                                                                 | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |     68200 | NS      | $2185153.61   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Limited                                                                    | Swire Pacific Limited                                                                    | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |     59500 | NS      | $521822.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Limited                                                                    | Swire Pacific Limited                                                                    | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |    115000 | NS      | $156088.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corporation                                                                          | TDK Corporation                                                                          | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |     55800 | NS      | $1827914.11   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corporation                                                                        | Tokyu Corporation                                                                        | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |     84400 | NS      | $1062735.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toppan Inc.                                                                              | Toppan Inc.                                                                              | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     52600 | NS      | $777097.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                                                   | Toray Industries, Inc.                                                                   | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |    219600 | NS      | $1226649.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba Corporation                                                                      | Toshiba Corporation                                                                      | CUSIP: N/A<br>LEI: 549300LBHTST91VKHO68       | Long             | EC               | CORP              | JP        |     61522 | NS      | $2137418.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                                | TOTO Ltd.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     23864 | NS      | $807780.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha, Ltd.                                                                 | Toyo Suisan Kaisha, Ltd.                                                                 | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13400 | NS      | $517203.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LIXIL Corporation                                                                        | LIXIL Corporation                                                                        | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |     43500 | NS      | $654178.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corporation                                                                        | Tosoh Corporation                                                                        | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |     48798 | NS      | $580148.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corporation                                                                | Toyota Tsusho Corporation                                                                | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |     32500 | NS      | $1194932.17   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                                 | Toyota Motor Corporation                                                                 | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |   1785030 | NS      | $24299518.18  | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corporation                                                                     | Unicharm Corporation                                                                     | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |     61350 | NS      | $2353135.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi-Tefahot Bank Ltd.                                                                | Mizrahi-Tefahot Bank Ltd.                                                                | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |     20565 | NS      | $666368.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker ASA                                                                                 | Aker ASA                                                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ10071       | Long             | EC               | CORP              | NO        |      3109 | NS      | $229394.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                             | Centrica PLC                                                                             | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |    883942 | NS      | $1032965.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus Property Trust                                                                     | Dexus Property Trust                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    151588 | NS      | $800185.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COSMOS Pharmaceutical Corporation                                                        | COSMOS Pharmaceutical Corporation                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3300 | NS      | $334179.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                                | Neste Oyj                                                                                | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |     62677 | NS      | $2894975.25   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EC               | CORP              | FR        |     88950 | NS      | $1144199.71   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSEN                                                                                    | IPSEN                                                                                    | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      5534 | NS      | $595798.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               | CORP              | AU        |     24030 | NS      | $1269290.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                                             | Experian PLC                                                                             | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |    138993 | NS      | $4761059.05   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB (Publ)                                                       | Swedish Orphan Biovitrum AB (Publ)                                                       | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |     28678 | NS      | $594874.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi plc                                                                                | Mondi plc                                                                                | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |     69730 | NS      | $1197305.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                                | Orkla ASA                                                                                | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    110950 | NS      | $804088.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Electrolux                                                                  | Aktiebolaget Electrolux                                                                  | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | EC               | CORP              | SE        |     37979 | NS      | $513347.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Tate & Lyle Public Limited Company                                                       | Tate & Lyle Public Limited Company                                                       | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Long             | EC               | CORP              | GB        |     51715 | NS      | $444472.55    | 0.02%             |  |  |  | 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        |    159121 | NS      | $4252072.93   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental Aktiengesellschaft                                                           | Continental Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |     15626 | NS      | $941491.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                         | Deutsche Post AG                                                                         | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    142014 | NS      | $5373590.84   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria Aktiengesellschaft                                                       | Telekom Austria Aktiengesellschaft                                                       | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               | CORP              | AT        |     17780 | NS      | $110223.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                                                   | OMV Aktiengesellschaft                                                                   | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     19659 | NS      | $1013561.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co., Ltd.                                                 | Hitachi Construction Machinery Co., Ltd.                                                 | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |     15000 | NS      | $334827.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                                                            | Schroders PLC                                                                            | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |    119070 | NS      | $630962.14    | 0.03%             |  |  |  | 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        |    101224 | NS      | $2825993.34   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                                    | Honda Motor Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |    242777 | NS      | $5530693.38   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd.                                                             | Kurita Water Industries Ltd.                                                             | CUSIP: N/A<br>LEI: 52990086GS2ON69UMX34       | Long             | EC               | CORP              | JP        |     16100 | NS      | $662951.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Enterprises Limited                                                       | Domino's Pizza Enterprises Limited                                                       | CUSIP: N/A<br>LEI: 54930034RFI409JZ3179       | Long             | EC               | CORP              | AU        |      9468 | NS      | $427514.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                                      | MTU Aero Engines AG                                                                      | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |      7658 | NS      | $1657675.84   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Corporation                                                                         | Kone Corporation                                                                         | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     57283 | NS      | $2967405.06   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group                                                                               | Elia Group                                                                               | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |      5049 | NS      | $717614.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                                 | Daimler Truck Holding AG                                                                 | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |     71265 | NS      | $2223107.83   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co., Ltd.                                                           | Japan Post Insurance Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |     30200 | NS      | $531218.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co., Ltd.                                                                | Japan Post Bank Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |     62700 | NS      | $539334.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                                              | Covestro AG                                                                              | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |     27696 | NS      | $1088686.15   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CK Infrastructure Holdings Limited                                                       | CK Infrastructure Holdings Limited                                                       | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |     84056 | NS      | $439928.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                                        | TOMRA Systems ASA                                                                        | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Long             | EC               | CORP              | NO        |     33788 | NS      | $571165.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                                     | Fastighets AB Balder                                                                     | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |     91392 | NS      | $425920.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                                | Aviva PLC                                                                                | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |    406484 | NS      | $2194446.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |    498326 | NS      | $9280874.84   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel S.p.A                                                                               | Enel S.p.A                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |   1108108 | NS      | $5977947.54   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Polska S.A.                                                               | Santander Bank Polska S.A.                                                               | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |      4849 | NS      | $287762.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co., Ltd.                                                                   | Asahi Intecc Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |     34100 | NS      | $556762.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl Public Limited Company                                                             | Bunzl Public Limited Company                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |     46373 | NS      | $1549052.87   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK Limited                                                                             | SEEK Limited                                                                             | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |     52803 | NS      | $752775.04    | 0.04%             |  |  |  | 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        |     13190 | NS      | $548147.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                                     | Rentokil Initial PLC                                                                     | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |    361871 | NS      | $2227950.18   | 0.10%             |  |  |  | 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        |      4504 | NS      | $108139.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                                                       | Azrieli Group Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      5000 | NS      | $332284.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                                               | Entain PLC                                                                               | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |     80783 | NS      | $1297889.19   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGRO Public Limited Company                                                             | SEGRO Public Limited Company                                                             | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |    173598 | NS      | $1606651.21   | 0.08%             |  |  |  | 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        |    148100 | NS      | $3349590.67   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Holdings Co., Ltd.                                                                 | Meiji Holdings Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |     20508 | NS      | $1052166.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Koei Tecmo Holdings Co., Ltd.                                                            | Koei Tecmo Holdings Co., Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     17400 | NS      | $313814.62    | 0.01%             |  |  |  | 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        |     66310 | NS      | $1192944.96   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Limited                                                            | Treasury Wine Estates Limited                                                            | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |     99939 | NS      | $925909.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                     | ENEOS Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    463547 | NS      | $1582150.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EDENRED                                                                                  | EDENRED                                                                                  | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |     35777 | NS      | $1952809.60   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Residence Investment Corp.                                                       | Advance Residence Investment Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       210 | NS      | $541429.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                                                        | Telefonica Deutschland Holding AG                                                        | CUSIP: N/A<br>LEI: 391200ECRPJ3SWQJUM30       | Long             | EC               | CORP              | DE        |    138801 | NS      | $342868.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ageas SA/NV                                                                              | ageas SA/NV                                                                              | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |     25068 | NS      | $1114378.59   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UnipolSai Assicurazioni S.p.A.                                                           | UnipolSai Assicurazioni S.p.A.                                                           | CUSIP: N/A<br>LEI: 815600E31C4E7006AB54       | Long             | EC               | CORP              | IT        |     58134 | NS      | $143458.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co., Ltd.                                                                 | Japan Airlines Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |     21900 | NS      | $445406.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                                            | Coloplast A/S                                                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |     17277 | NS      | $2018516.76   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediclinic International PLC                                                             | Mediclinic International PLC                                                             | CUSIP: N/A<br>LEI: 2138002S5BSBIZTD5I60       | Long             | EC               | CORP              | GB        |     62637 | NS      | $380387.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP 2012 Limited                                                                         | WPP 2012 Limited                                                                         | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |    157294 | NS      | $1562520.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-REIT                                                                               | GLP J-REIT                                                                               | CUSIP: N/A<br>LEI: 353800E27V9KA51K2I90       | Long             | EC               | CORP              | JP        |       651 | NS      | $749443.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury NZ Limited                                                                       | Mercury NZ Limited                                                                       | CUSIP: N/A<br>LEI: 254900XLT925U953KK55       | Long             | EC               | CORP              | NZ        |     86358 | NS      | $305160.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                           | COMMERZBANK Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |    151642 | NS      | $1441322.72   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                        | ASML Holding N.V.                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     57757 | NS      | $31382053.18  | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                                 | Tele2 AB                                                                                 | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |     75010 | NS      | $611835.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                         | Coca-Cola HBC AG                                                                         | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     30644 | NS      | $738367.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT, Inc.                                                               | Nippon Prologis REIT, Inc.                                                               | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Long             | EC               | CORP              | JP        |       386 | NS      | $904561.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Sagax                                                                                 | AB Sagax                                                                                 | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |     24114 | NS      | $549711.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Limited                                                          | Suntory Beverage & Food Limited                                                          | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |     19140 | NS      | $653244.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AVEVA Group plc                                                                          | AVEVA Group plc                                                                          | CUSIP: N/A<br>LEI: 213800XHATUM2LFMKG16       | Long             | EC               | CORP              | GB        |     17211 | NS      | $669602.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                               | Vonovia SE                                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |    112140 | NS      | $2647998.36   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                                        | Compagnie Financiere Richemont SA                                                        | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |     74515 | NS      | $9711873.05   | 0.46%             |  |  |  | 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        |    148474 | NS      | $4276096.72   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Dino Polska Spolka Akcyjna                                                               | Dino Polska Spolka Akcyjna                                                               | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |      6887 | NS      | $591732.53    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kyushu Railway Company                                                                   | Kyushu Railway Company                                                                   | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Long             | EC               | CORP              | JP        |     23900 | NS      | $529800.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Open House Group Co., Ltd.                                                               | Open House Group Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |     10800 | NS      | $392460.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                                  | Siemens Healthineers AG                                                                  | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |     40194 | NS      | $2016033.16   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Land Securities Group PLC                                                                | Land Securities Group PLC                                                                | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |    112223 | NS      | $845894.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                                     | Banca Mediolanum SpA                                                                     | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |     32005 | NS      | $268072.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Limited                                                                      | Coles Group Limited                                                                      | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |    193142 | NS      | $2195370.42   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                                              | Qiagen N.V.                                                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |     32970 | NS      | $1668194.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Gas Chemical Company, Inc.                                                    | Mitsubishi Gas Chemical Company, Inc.                                                    | CUSIP: N/A<br>LEI: 529900G5O4J27ZPLJJ89       | Long             | EC               | CORP              | JP        |     31100 | NS      | $427490.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                                          | Mitsubishi Electric Corporation                                                          | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |    308718 | NS      | $3059518.71   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |    219613 | NS      | $5021877.06   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Limited                                                                        | UOL Group Limited                                                                        | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |     65263 | NS      | $328122.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Limited                                                                       | Wesfarmers Limited                                                                       | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |    159723 | NS      | $4992759.10   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Company                                                               | West Japan Railway Company                                                               | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |     35300 | NS      | $1532892.61   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Limited                                                                 | Woolworths Group Limited                                                                 | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |    174381 | NS      | $3979839.16   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co., Ltd.                                                                  | Yakult Honsha Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |     22774 | NS      | $1482473.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co., Ltd.                                                                | Yamato Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     48352 | NS      | $766101.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corporation                                                             | Yaskawa Electric Corporation                                                             | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |     38300 | NS      | $1222080.92   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group Plc                                                                       | Intertek Group Plc                                                                       | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |     23046 | NS      | $1138820.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                                 | Next PLC                                                                                 | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |     19139 | NS      | $1346878.59   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Borse Aktiengesellschaft                                                        | Deutsche Borse Aktiengesellschaft                                                        | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |     27041 | NS      | $4677873.07   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                              | Novartis AG                                                                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |    341549 | NS      | $30906400.55  | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                     | Henkel AG & Co. KGaA                                                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |     25814 | NS      | $1796670.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carl Zeiss Meditec AG                                                                    | Carl Zeiss Meditec AG                                                                    | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               | CORP              | DE        |      5298 | NS      | $671507.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                                  | ABB Ltd                                                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |    241018 | NS      | $7334026.69   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                         | Roche Holding AG                                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      3802 | NS      | $1473562.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon N.V.                                                                               | Aegon N.V.                                                                               | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |    210760 | NS      | $1070740.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Koninklijke KPN N.V.                                                                     | Koninklijke KPN N.V.                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    451949 | NS      | $1399299.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                          | Telefonaktiebolaget LM Ericsson                                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      7523 | NS      | $47742.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Company AB                                                                         | Telia Company AB                                                                         | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    367544 | NS      | $938648.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                                              | Givaudan SA                                                                              | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |      1123 | NS      | $3446652.26   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                 | Koninklijke Philips N.V.                                                                 | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |    127093 | NS      | $1908212.99   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings, Ltd.                                                               | Asahi Group Holdings, Ltd.                                                               | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |     71000 | NS      | $2204088.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Company Limited                                                                | Sino Land Company Limited                                                                | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |    471110 | NS      | $588411.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Limited                                                                 | Sonic Healthcare Limited                                                                 | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |     68768 | NS      | $1402046.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corporation                                                                   | Sony Group Corporation                                                                   | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |    179108 | NS      | $13542647.81  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H. Soul Pattinson and Company Limited                                         | Washington H. Soul Pattinson and Company Limited                                         | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Long             | EC               | CORP              | AU        |     35452 | NS      | $667890.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co., Ltd.                                                               | Stanley Electric Co., Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     22900 | NS      | $433352.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland Corporation Ltd                                                                | Stockland Corporation Ltd                                                                | CUSIP: N/A<br>LEI: 549300Y8E5TMSOLM7P64       | Long             | EC               | CORP              | AU        |    320397 | NS      | $792398.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corporation                                                                         | SCSK Corporation                                                                         | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |     23100 | NS      | $349834.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Company, Limited                                                       | Sumitomo Chemical Company, Limited                                                       | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |    247600 | NS      | $886890.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries, Ltd.                                                       | Sumitomo Electric Industries, Ltd.                                                       | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |    108300 | NS      | $1222585.08   | 0.06%             |  |  |  | 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        |     37700 | NS      | $1330494.83   | 0.06%             |  |  |  | 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        |     68600 | NS      | $1615412.19   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                         | Roche Holding AG                                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EP               | CORP              | CH        |     99829 | NS      | $31363569.46  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lafarge                                                                                  | Lafarge                                                                                  | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     81054 | NS      | $4210895.81   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                                     | Sumitomo Corporation                                                                     | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |    177800 | NS      | $2964786.86   | 0.14%             |  |  |  | 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        |    214615 | NS      | $2932963.74   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                                   | Tokyo Electron Limited                                                                   | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |     22219 | NS      | $6541764.37   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corporation                                                                  | Mazda Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |     90400 | NS      | $687736.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                                                       | Baloise Holding AG                                                                       | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Long             | EC               | CORP              | CH        |      6449 | NS      | $996774.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP Spolka Akcyjna                                                                       | LPP Spolka Akcyjna                                                                       | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |       160 | NS      | $389855.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                              | Equinor ASA                                                                              | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |    149389 | NS      | $5388448.36   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                        | Sonova Holding AG                                                                        | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |      7300 | NS      | $1736004.32   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EC               | CORP              | CH        |    464487 | NS      | $1391035.74   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The Swatch Group AG                                                                      | The Swatch Group AG                                                                      | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |      3936 | NS      | $1125549.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Swatch Group AG                                                                      | The Swatch Group AG                                                                      | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |      8773 | NS      | $459557.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica                                                                         | EssilorLuxottica                                                                         | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |     43372 | NS      | $7891187.44   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam S.P.A.                                                                              | Snam S.P.A.                                                                              | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |    301413 | NS      | $1461914.37   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                       | Credit Agricole SA                                                                       | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |    197663 | NS      | $2088444.66   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |    161825 | NS      | $9239255.86   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                                            | Alfa Laval AB                                                                            | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |     41092 | NS      | $1187768.05   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                           | Lonza Group AG                                                                           | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |     10485 | NS      | $5156400.49   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie De Saint-Gobain                                                                | Compagnie De Saint-Gobain                                                                | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     73889 | NS      | $3625905.49   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                                                    | Swiss Life Holding AG                                                                    | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |      4323 | NS      | $2233427.98   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris S.A.                                                                             | Tenaris S.A.                                                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |     62485 | NS      | $1096973.88   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera S.p.A.                                                                              | Hera S.p.A.                                                                              | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |    119637 | NS      | $322814.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SPA                                                                       | Telecom Italia SPA                                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |   1506284 | NS      | $349023.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SPA                                                                       | Telecom Italia SPA                                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EP               | CORP              | IT        |    882753 | NS      | $196831.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                                                    | EMS-Chemie Holding AG                                                                    | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |       905 | NS      | $614822.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecina                                                                                   | Gecina                                                                                   | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |      8093 | NS      | $826362.56    | 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        |     22933 | NS      | $1254673.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Ruck SE                                                                         | Hannover Ruck SE                                                                         | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |      8349 | NS      | $1661262.57   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group Public Limited Company                                                       | Kerry Group Public Limited Company                                                       | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |     21754 | NS      | $1962248.17   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila Oyj Abp                                                                         | Wartsila Oyj Abp                                                                         | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     72676 | NS      | $614748.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB (publ)                                                          | L E Lundbergforetagen AB (publ)                                                          | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |      8766 | NS      | $373943.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group Aktiengesellschaft                                                             | GEA Group Aktiengesellschaft                                                             | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     22205 | NS      | $911239.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                                                               | Bollore SE                                                                               | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |    137062 | NS      | $766738.46    | 0.04%             |  |  |  | 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        |     87988 | NS      | $848769.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                          | Danske Bank A/S                                                                          | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |     97599 | NS      | $1928649.74   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                               | Genmab A/S                                                                               | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      9224 | NS      | $3909239.10   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                                                   | SGS SA                                                                                   | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |       862 | NS      | $2007420.65   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                    | Schneider Electric SE                                                                    | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |     81148 | NS      | $11407771.90  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                                           | Storebrand ASA                                                                           | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |     74200 | NS      | $650159.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                                                            | Trelleborg AB                                                                            | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |     36484 | NS      | $842289.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                  | E.ON SE                                                                                  | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    317487 | NS      | $3181673.87   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                                                           | voestalpine AG                                                                           | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |     15657 | NS      | $417992.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                     | Henkel AG & Co. KGaA                                                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |     14856 | NS      | $959927.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                          | UPM-Kymmene Oyj                                                                          | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |     77628 | NS      | $2909280.91   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Limited                                                           | Harvey Norman Holdings Limited                                                           | CUSIP: N/A<br>LEI: 529900ONRWOF42PYKU59       | Long             | EC               | CORP              | AU        |     74072 | NS      | $208278.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| DBS Group Holdings Ltd                                                                   | DBS Group Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    257407 | NS      | $6501557.53   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                             | Komatsu Ltd.                                                                             | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |    136500 | NS      | $2964597.76   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Holdings Corporation                                                              | Konami Holdings Corporation                                                              | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |     15000 | NS      | $683239.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corporation                                                           | Panasonic Holdings Corporation                                                           | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |    327653 | NS      | $2740312.58   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | Mizuho Financial Group, Inc.                                                             | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |    362722 | NS      | $5113048.32   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corporation                                                                       | Sojitz Corporation                                                                       | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |     33440 | NS      | $637953.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group Inc.                                                                        | MISUMI Group Inc.                                                                        | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |     39346 | NS      | $839336.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co., Ltd.                                                              | Mitsubishi Estate Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |    188405 | NS      | $2461885.64   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                                   | Mitsubishi Corporation                                                                   | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |    209730 | NS      | $6824120.94   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals, Inc.                                                                   | Mitsui Chemicals, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |     30600 | NS      | $686095.50    | 0.03%             |  |  |  | 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        |     51900 | NS      | $1296665.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Svenska Cellulosa Aktiebolaget SCA                                                       | Svenska Cellulosa Aktiebolaget SCA                                                       | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |     89468 | NS      | $1132923.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown PLC                                                                  | Hargreaves Lansdown PLC                                                                  | CUSIP: N/A<br>LEI: 2138008ZCE93ZDSESG90       | Long             | EC               | CORP              | GB        |     47939 | NS      | $499972.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                          | Prysmian S.p.A.                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     38201 | NS      | $1421762.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SalMar ASA                                                                               | SalMar ASA                                                                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |      8169 | NS      | $322107.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                                               | Geberit AG                                                                               | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |      5097 | NS      | $2410922.55   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas                                                                           | Bureau Veritas                                                                           | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |     39216 | NS      | $1034306.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink S.E.                                                                             | Getlink S.E.                                                                             | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |     57238 | NS      | $919132.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                 | Mitsui Fudosan Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |    135064 | NS      | $2460916.74   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Motors Corporation                                                            | Mitsubishi Motors Corporation                                                            | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |     89500 | NS      | $339422.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                                              | Swiss Re AG                                                                              | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |     41178 | NS      | $3859854.67   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                                | Otsuka Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     78945 | NS      | $2608435.18   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                                     | Evonik Industries AG                                                                     | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |     24732 | NS      | $476105.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                                                              | easyJet PLC                                                                              | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |     75683 | NS      | $299396.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Limited                                                                 | Aurizon Holdings Limited                                                                 | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |    251790 | NS      | $639602.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx Aktiengesellschaft                                                                | Talanx Aktiengesellschaft                                                                | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      6965 | NS      | $330982.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co., Ltd.                                                           | Murata Manufacturing Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |     90100 | NS      | $4474798.98   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corporation.                                                                 | Seiko Epson Corporation.                                                                 | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |     41800 | NS      | $607634.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators, Ltd.                                                                     | NGK Insulators, Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |     41200 | NS      | $521882.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Spark Plug Co.Ltd.                                                                   | NGK Spark Plug Co.Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |     26000 | NS      | $475775.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co., Ltd.                                                                | Nagoya Railroad Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Long             | EC               | CORP              | JP        |     29799 | NS      | $491935.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                                          | National Australia Bank Limited                                                          | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |    447329 | NS      | $9161410.62   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                          | Renesas Electronics Corporation                                                          | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |    194774 | NS      | $1734880.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcrest Mining Limited                                                                  | Newcrest Mining Limited                                                                  | CUSIP: N/A<br>LEI: 5299006MN50OZJUJI655       | Long             | EC               | CORP              | AU        |    121863 | NS      | $1715996.55   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co., Ltd.                                                                       | Nintendo Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |    166250 | NS      | $6969401.62   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| DENSO Corporation                                                                        | DENSO Corporation                                                                        | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |     71900 | NS      | $3530181.27   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nec Corporation                                                                          | Nec Corporation                                                                          | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     39200 | NS      | $1370808.27   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sharp Corporation                                                                        | Sharp Corporation                                                                        | CUSIP: N/A<br>LEI: 353800YEPK9PD7QO3449       | Long             | EC               | CORP              | JP        |     29000 | NS      | $206406.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo S.p.A.                                                                          | Leonardo S.p.A.                                                                          | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |     53049 | NS      | $459196.31    | 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        |    577355 | NS      | $5238499.16   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                          | Nordea Bank Abp                                                                          | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |    469286 | NS      | $5036752.91   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                                       | Coca-Cola Europacific Partners PLC                                                       | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |     28169 | NS      | $1558309.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Co., Ltd.                                                                       | Lasertec Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10700 | NS      | $1742997.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corporation Limited                                                            | Lendlease Corporation Limited                                                            | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |    103403 | NS      | $551339.68    | 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        |    288134 | NS      | $6171281.96   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Metropolitan Fund Investment Corporation                                           | Japan Metropolitan Fund Investment Corporation                                           | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |      1051 | NS      | $835909.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Corporation                                                                         | Lion Corporation                                                                         | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |     38048 | NS      | $436849.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX JREIT Inc.                                                                          | ORIX JREIT Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       419 | NS      | $594700.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Prime Realty Investment Corporation                                                | Japan Prime Realty Investment Corporation                                                | CUSIP: N/A<br>LEI: 353800NJOQJAY1ODEX72       | Long             | EC               | CORP              | JP        |       144 | NS      | $405713.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Limited                                                                  | BlueScope Steel Limited                                                                  | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |     64476 | NS      | $737748.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                                                       | JFE Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     76475 | NS      | $890285.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corporation                                                                       | Makita Corporation                                                                       | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |     40298 | NS      | $932269.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Limited                                                                           | Worley Limited                                                                           | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |     48821 | NS      | $498184.93    | 0.02%             |  |  |  | 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        |    195370 | NS      | $7848033.12   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascendas Real Estate Investment Trust                                                    | Ascendas Real Estate Investment Trust                                                    | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |    474885 | NS      | $973057.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                                                     | Marubeni Corporation                                                                     | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |    246600 | NS      | $2828910.76   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Marui Group Co.Ltd.                                                                      | Marui Group Co.Ltd.                                                                      | CUSIP: N/A<br>LEI: 52990081ZYFHQZEEMU57       | Long             | EC               | CORP              | JP        |     29000 | NS      | $478244.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Limited                                                                    | Suncorp Group Limited                                                                    | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |    177063 | NS      | $1450521.48   | 0.07%             |  |  |  | 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        |    152600 | NS      | $1200842.02   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corporation                                                        | Nippon Sanso Holdings Corporation                                                        | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |     31900 | NS      | $460658.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Century Corporation                                                                | Tokyo Century Corporation                                                                | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Long             | EC               | CORP              | JP        |      5500 | NS      | $185010.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROHM Co., Ltd.                                                                           | ROHM Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |     13140 | NS      | $944427.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corporation                                                                          | SMC Corporation                                                                          | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |      8600 | NS      | $3604242.22   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                                      | SoftBank Group Corp                                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |    168061 | NS      | $7097536.21   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co., Ltd.                                                          | Santen Pharmaceutical Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |     60100 | NS      | $488466.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co., Ltd.                                                                         | Capcom Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |     23500 | NS      | $750576.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Dainippon Pharma Co., Ltd.                                                      | Sumitomo Dainippon Pharma Co., Ltd.                                                      | CUSIP: N/A<br>LEI: 529900D60UKVYLJ2OJ79       | Long             | EC               | CORP              | JP        |     26200 | NS      | $197794.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co., Ltd.                                                            | Dai Nippon Printing Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |     36782 | NS      | $736811.56    | 0.03%             |  |  |  | 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        |     96600 | NS      | $2218554.43   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                                              | Daiwa Securities Group Inc.                                                              | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |    202500 | NS      | $895487.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Limited                                                               | Aristocrat Leisure Limited                                                               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     92797 | NS      | $1923466.56   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lawson, Inc.                                                                             | Lawson, Inc.                                                                             | CUSIP: N/A<br>LEI: 529900IWO8XQO92PR233       | Long             | EC               | CORP              | JP        |      6700 | NS      | $255948.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corporation                                                                       | Otsuka Corporation                                                                       | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |     16525 | NS      | $519672.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HASEKO Corporation                                                                       | HASEKO Corporation                                                                       | CUSIP: N/A<br>LEI: 529900EH7TSG348O4045       | Long             | EC               | CORP              | JP        |     28300 | NS      | $315874.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin,Inc.                                                                      | Hikari Tsushin,Inc.                                                                      | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |      3000 | NS      | $421898.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Group Pte. Ltd.                                                               | Capitaland Group Pte. Ltd.                                                               | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |    736548 | NS      | $1125383.40   | 0.05%             |  |  |  | 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        |    169533 | NS      | $590731.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                                                    | Resona Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |    331300 | NS      | $1816226.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co., Ltd.                                                                | Hirose Electric Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4885 | NS      | $611745.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi, Ltd.                                                                            | Hitachi, Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |    138100 | NS      | $6946594.09   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corporation                                                                      | Keyence Corporation                                                                      | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |     28248 | NS      | $10992143.64  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Company, Ltd                                                              | Kirin Holdings Company, Ltd                                                              | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    115800 | NS      | $1764443.12   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corporation                                                                        | Nidec Corporation                                                                        | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |     75900 | NS      | $3924465.46   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshin Seifun Group Inc.                                                                | Nisshin Seifun Group Inc.                                                                | CUSIP: N/A<br>LEI: 529900N4QFZS1P6PYX29       | Long             | EC               | CORP              | JP        |     39622 | NS      | $497021.18    | 0.02%             |  |  |  | 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        |    169325 | NS      | $4834268.99   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Nsk Ltd.                                                                                 | Nsk Ltd.                                                                                 | CUSIP: N/A<br>LEI: 353800FVQK6SULSPBC69       | Long             | EC               | CORP              | JP        |     74200 | NS      | $392206.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Chemical Corporation                                                              | Nissin Chemical Corporation                                                              | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |     19400 | NS      | $845098.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Food Holdings Co., Ltd.                                                           | Nissin Food Holdings Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |     10900 | NS      | $863207.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corporation                                                                  | Nitto Denko Corporation                                                                  | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |     21657 | NS      | $1250289.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikon Corporation                                                                        | Nikon Corporation                                                                        | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |     52900 | NS      | $468246.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corporation                                                                       | Yamaha Corporation                                                                       | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Long             | EC               | CORP              | JP        |     24650 | NS      | $917236.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |    333300 | NS      | $1041695.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |    421594 | NS      | $1559010.29   | 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        |     72900 | NS      | $1698170.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Nitori Holdings Co., Ltd.                                                                | Nitori Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11900 | NS      | $1550163.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                                                 | Nice Ltd                                                                                 | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |      8781 | NS      | $1695074.29   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co., Ltd.                                                                  | Oriental Land Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               | CORP              | JP        |     32900 | NS      | $4781260.99   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Odakyu Electric Railway Co., Ltd.                                                        | Odakyu Electric Railway Co., Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     48714 | NS      | $630916.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corporation                                                                     | Obayashi Corporation                                                                     | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |     96300 | NS      | $728220.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oji Holdings Corporation                                                                 | Oji Holdings Corporation                                                                 | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |    151700 | NS      | $611767.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corporation                                                                      | Olympus Corporation                                                                      | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |    183200 | NS      | $3240105.51   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| OMRON Corporation                                                                        | OMRON Corporation                                                                        | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |     29441 | NS      | $1428456.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co., Ltd.                                                             | Ono Pharmaceutical Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |     67800 | NS      | $1586090.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corporation                                                                         | ORIX Corporation                                                                         | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |    167100 | NS      | $2675577.48   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co., Ltd.                                                                      | Osaka Gas Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     56000 | NS      | $905001.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Incitec Pivot Limited                                                                    | Incitec Pivot Limited                                                                    | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | EC               | CORP              | AU        |    294011 | NS      | $753927.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, lnc.                                                                       | T&D Holdings, lnc.                                                                       | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |     80400 | NS      | $1154280.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                | Shell PLC                                                                                | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |   1010315 | NS      | $28548823.76  | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                              | Bayerische Motoren Werke Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               | CORP              | DE        |      8037 | NS      | $684384.76    | 0.03%             |  |  |  | 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        |     10260 | NS      | $198199.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Fr. Colruyt - Etablissementen Fr. Colruyt                                 | Etablissements Fr. Colruyt - Etablissementen Fr. Colruyt                                 | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               | CORP              | BE        |      6468 | NS      | $147631.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polski Koncern Naftowy Orlen Spolka Akcyjna                                              | Polski Koncern Naftowy Orlen Spolka Akcyjna                                              | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |     80216 | NS      | $1178854.53   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                               | Eni S.p.A.                                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |    358678 | NS      | $5112634.03   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                                                          | Ocado Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | EC               | CORP              | GB        |    104782 | NS      | $785884.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisho Pharmaceutical Holdings Co., Ltd.                                                 | Taisho Pharmaceutical Holdings Co., Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8500 | NS      | $373136.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Commercial Trust Treasury Company Pte. Ltd.                                    | Mapletree Commercial Trust Treasury Company Pte. Ltd.                                    | CUSIP: N/A<br>LEI: 549300BF18K4IC5LZ208       | Long             | EC               | CORP              | SG        |    305400 | NS      | $381448.11    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                              | Prosus N.V.                                                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |    166377 | NS      | $11500615.22  | 0.54%             |  |  |  | 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        |     20633 | NS      | $1657347.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                                 | Alcon AG                                                                                 | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |     71434 | NS      | $4894863.65   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                                                                             | Ferguson PLC                                                                             | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |     29970 | NS      | $3784162.10   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shinyaku Co., Ltd.                                                                | Nippon Shinyaku Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9200 | NS      | $521831.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Urban Investment Corporation                                                      | United Urban Investment Corporation                                                      | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |       473 | NS      | $541583.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Challenger Limited                                                                       | Challenger Limited                                                                       | CUSIP: N/A<br>LEI: 529900ACCCAOHJ2V3169       | Long             | EC               | CORP              | AU        |     70583 | NS      | $365662.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reece Limited                                                                            | Reece Limited                                                                            | CUSIP: N/A<br>LEI: 254900WJVAXNEIFYYV88       | Long             | EC               | CORP              | AU        |     30290 | NS      | $291865.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Company, Ltd.                                                                      | Ricoh Company, Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |     87241 | NS      | $662732.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rinnai Corporation                                                                       | Rinnai Corporation                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5900 | NS      | $437310.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                               | Japan Exchange Group, Inc.                                                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |     76900 | NS      | $1103738.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Limited                                                                           | Santos Limited                                                                           | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |    479965 | NS      | $2379829.73   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corporation                                                             | Medipal Holdings Corporation                                                             | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |     31800 | NS      | $419797.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co., Ltd.                                                                          | Secom Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |     31000 | NS      | $1766256.96   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co., Ltd.                                                               | Sekisui Chemical Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     60300 | NS      | $840975.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                          | Antofagasta PLC                                                                          | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |     51603 | NS      | $974349.72    | 0.05%             |  |  |  | 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        |     64295 | NS      | $3690952.93   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Developments P L C                                                               | Barratt Developments P L C                                                               | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |    152361 | NS      | $735619.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                  | SSE PLC                                                                                  | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |    146786 | NS      | $3049562.01   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                             | DS Smith PLC                                                                             | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | EC               | CORP              | GB        |    205180 | NS      | $805133.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |   9508974 | NS      | $5237762.09   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues                                                                                 | Bouygues                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |     30369 | NS      | $912802.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                | Airbus SE                                                                                | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     87352 | NS      | $10418480.20  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Adidas AG                                                                                | Adidas AG                                                                                | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |     25611 | NS      | $3507497.60   | 0.16%             |  |  |  | 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        |    175661 | NS      | $3130167.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal                                                                                  | L'Oreal                                                                                  | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |     35784 | NS      | $12821880.99  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Espirito Santo S.A.                                                                | Banco Espirito Santo S.A.                                                                | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | EC               | CORP              | PT        |    412561 | NS      | $0.44         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                                         | LVMH Moet Hennessy Louis Vuitton                                                         | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |     37185 | NS      | $27138399.91  | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |   2452195 | NS      | $5455934.19   | 0.26%             |  |  |  | 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        |    415203 | NS      | $2071506.46   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of Kyoto, Ltd.                                                                  | The Bank of Kyoto, Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300LRPVT8N6FNFC04       | Long             | EC               | CORP              | JP        |     11499 | NS      | $511385.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kose Corporation                                                                         | Kose Corporation                                                                         | CUSIP: N/A<br>LEI: 353800NX4GGAVDHHY664       | Long             | EC               | CORP              | JP        |      5200 | NS      | $564348.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Chubu Electric Power Co., Inc.                                                           | Chubu Electric Power Co., Inc.                                                           | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |    107863 | NS      | $1117024.17   | 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        |     89590 | NS      | $2286703.84   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Limited                                                                | City Developments Limited                                                                | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Long             | EC               | CORP              | SG        |     69400 | NS      | $426226.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                                            | REA Group Ltd                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      7525 | NS      | $567390.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Techno-Solutions Corporation                                                      | ITOCHU Techno-Solutions Corporation                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13800 | NS      | $319651.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Holdings Limited                                                              | Transurban Holdings Limited                                                              | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |    432278 | NS      | $3818968.07   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Limited                                                                         | Cochlear Limited                                                                         | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |      9398 | NS      | $1302927.54   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Limited                                                                    | Origin Energy Limited                                                                    | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |    241974 | NS      | $1274061.43   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                           | Commonwealth Bank of Australia                                                           | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |    240778 | NS      | $16824058.32  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                                        | Rio Tinto Limited                                                                        | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     53376 | NS      | $4241436.27   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent, Inc.                                                                         | CyberAgent, Inc.                                                                         | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |     61100 | NS      | $537681.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                      | Rakuten Group, Inc.                                                                      | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |    131500 | NS      | $583569.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Great Eastern Holdings Limited                                                           | Great Eastern Holdings Limited                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |      7200 | NS      | $99473.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Limited                                                         | Jardine Cycle & Carriage Limited                                                         | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               | CORP              | SG        |     12900 | NS      | $275483.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Pipeline Trust                                                                | Australian Pipeline Trust                                                                | CUSIP: N/A<br>LEI: 549300T9RBSX164T8H40       | Long             | EC               | CORP              | AU        |    176380 | NS      | $1288188.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Bank, Ltd.                                                                        | Mizuho Bank, Ltd.                                                                        | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |     33071 | NS      | $1036578.09   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                                       | Kubota Corporation                                                                       | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |    164500 | NS      | $2223342.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOCERA Corporation                                                                      | KYOCERA Corporation                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     50200 | NS      | $2493360.87   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co., Ltd.                                                                    | Kyowa Kirin Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |     34405 | NS      | $786198.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                                            | Heineken N.V.                                                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |     33248 | NS      | $3136148.85   | 0.15%             |  |  |  | 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        |     36798 | NS      | $1056703.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                        | Admiral Group PLC                                                                        | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     38567 | NS      | $997298.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                                                                 | M3, Inc.                                                                                 | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |     62300 | NS      | $1690503.85   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                                 | Mowi ASA                                                                                 | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |     62645 | NS      | $1071513.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Limited                                                     | Singapore Telecommunications Limited                                                     | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |   1033165 | NS      | $1984968.84   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial, S.A.                                                                          | Ferrovial, S.A.                                                                          | CUSIP: N/A<br>LEI: 95980020140005757903       | Long             | EC               | CORP              | ES        |     70441 | NS      | $1849545.36   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Funding Pty Ltd                                                                  | Goodman Funding Pty Ltd                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    240366 | NS      | $2841809.76   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                                  | Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                                  | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |    118509 | NS      | $822673.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran                                                                                   | Safran                                                                                   | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |     49672 | NS      | $6236963.51   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakuhodo DY Holdings Inc.                                                                | Hakuhodo DY Holdings Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     45300 | NS      | $454736.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                                                        | Nomura Real Estate Holdings, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     16985 | NS      | $363246.59    | 0.02%             |  |  |  | No            |                  2 | 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        |     43700 | NS      | $540955.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co., Ltd.                                                                 | Idemitsu Kosan Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |     32234 | NS      | $760528.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                                                         | Severn Trent PLC                                                                         | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |     36120 | NS      | $1158052.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Limited                                                                         | Brambles Limited                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    196440 | NS      | $1612553.87   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Outotec Oyj                                                                        | Metso Outotec Oyj                                                                        | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |     95941 | NS      | $992140.39    | 0.05%             |  |  |  | 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        |     68397 | NS      | $926205.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPFRE, S.A.                                                                             | MAPFRE, S.A.                                                                             | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |    128210 | NS      | $249050.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co., Ltd.                                                                       | MonotaRO Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     36800 | NS      | $518451.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                               | Symrise AG                                                                               | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |     18683 | NS      | $2038414.46   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                                            | Whitbread PLC                                                                            | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |     30117 | NS      | $941923.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                              | Aker BP ASA                                                                              | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |     43658 | NS      | $1359322.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget SKF                                                                         | Aktiebolaget SKF                                                                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |      2279 | NS      | $35035.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget SKF                                                                         | Aktiebolaget SKF                                                                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |     53643 | NS      | $818966.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                                       | Aktiebolaget Volvo                                                                       | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     28404 | NS      | $538920.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                                       | Aktiebolaget Volvo                                                                       | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    228153 | NS      | $4123485.23   | 0.19%             |  |  |  | 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        |     37259 | NS      | $1397698.03   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                                                            | Fukuoka Financial Group, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     29100 | NS      | $662872.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik Aktiebolag                                                                       | Sandvik Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |    153941 | NS      | $2782096.71   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Corporation Limited                                                               | Keppel Corporation Limited                                                               | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |    214536 | NS      | $1164850.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Acciona Energias Renovables, S.A.                                            | Corporacion Acciona Energias Renovables, S.A.                                            | CUSIP: N/A<br>LEI: 254900UPX0OEHTKB9Y44       | Long             | EC               | CORP              | ES        |      6084 | NS      | $236254.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                           | Var Energi ASA                                                                           | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |     65924 | NS      | $226132.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Straumann Holding AG                                                                     | Straumann Holding AG                                                                     | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |     16650 | NS      | $1915343.54   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co., Ltd.                                                               | Recruit Holdings Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |    242222 | NS      | $7736628.08   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                                               | Zalando SE                                                                               | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |     32576 | NS      | $1157672.23   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ANZ Group Holdings Limited                                                               | ANZ Group Holdings Limited                                                               | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | EC               | CORP              | AU        |    427680 | NS      | $6881117.38   | 0.32%             |  |  |  | No            |                  2 | On Loan: —       |
| Medibank Private Limited                                                                 | Medibank Private Limited                                                                 | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |    360912 | NS      | $725027.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood Aktiebolag                                                                        | Axfood Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               | CORP              | SE        |     15935 | NS      | $437167.77    | 0.02%             |  |  |  | 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        |     10303 | NS      | $1298178.61   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Auto Trader Group PLC                                                                    | Auto Trader Group PLC                                                                    | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    131178 | NS      | $822946.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd.                                                                              | Hiscox Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |     45624 | NS      | $601436.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Limited                                                            | CK Hutchison Holdings Limited                                                            | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |    384597 | NS      | $2328533.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Limited                                                                  | Meridian Energy Limited                                                                  | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |    153561 | NS      | $509149.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering PLC                                                             | Spirax-Sarco Engineering PLC                                                             | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |     10100 | NS      | $1304037.36   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Limited                                                                          | South32 Limited                                                                          | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |    633785 | NS      | $1754335.20   | 0.08%             |  |  |  | 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        |     21569 | NS      | $2942047.26   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                                                            | Schibsted ASA                                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |     13529 | NS      | $248015.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom, S.A.                                                                    | Cellnex Telecom, S.A.                                                                    | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     80864 | NS      | $2688939.63   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tryg A/S                                                                                 | Tryg A/S                                                                                 | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |     51617 | NS      | $1228334.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | Svenska Handelsbanken AB                                                                 | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |    215695 | NS      | $2177024.48   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | Svenska Handelsbanken AB                                                                 | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |      5929 | NS      | $69662.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Centres RE Ltd                                                                  | Vicinity Centres RE Ltd                                                                  | CUSIP: N/A<br>LEI: 549300S7GOEVR0EGFN47       | Long             | EC               | CORP              | AU        |    526094 | NS      | $716131.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                                                          | Direct Line Insurance Group PLC                                                          | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |    185751 | NS      | $497108.55    | 0.02%             |  |  |  | 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        |    195550 | NS      | $698971.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                         | UniCredit S.p.A.                                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    289259 | NS      | $4125198.52   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols, S.A.                                                                            | Grifols, S.A.                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EP               | CORP              | ES        |     39421 | NS      | $330411.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev                                                                     | Anheuser-Busch InBev                                                                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |    141638 | NS      | $8526954.59   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                                                | CK Asset Holdings Limited                                                                | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |    285420 | NS      | $1753139.12   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen B.V.                                                                               | Adyen B.V.                                                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |      4363 | NS      | $6054150.12   | 0.28%             |  |  |  | Yes           |                  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