# EDGAR Filing Document

**Accession Number:** 0001598735
**File Stem:** 0001398344-23-005223
**Filing Date:** 2023-2
**Character Count:** 128072
**Document Hash:** 8ac50c1de8dd077b8ead4e3483811ac7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-005223.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001398344-23-005223

**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:** IMPAX FUNDS SERIES TRUST III
- **CENTRAL INDEX KEY:** 0001598735
- **IRS NUMBER:** 261109604
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22935
- **FILM NUMBER:** 23687249

**BUSINESS ADDRESS:**
- **STREET 1:** 30 PENHALLOW STREET, SUITE 400
- **CITY:** PORTSMOUTH
- **STATE:** NH
- **ZIP:** 03801
- **BUSINESS PHONE:** 603-431-8022

**MAIL ADDRESS:**
- **STREET 1:** 30 PENHALLOW STREET, SUITE 400
- **CITY:** PORTSMOUTH
- **STATE:** NH
- **ZIP:** 03801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAX WORLD FUNDS SERIES TRUST III
- **DATE OF NAME CHANGE:** 20140130

## Series and Classes Contracts Data

### Impax Ellevate Global Women's Leadership Fund (Series ID: S000045528)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000141747 | Institutional Class | PXWIX           |
| C000141748 | Investor Class      | PXWEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Impax Funds Series Trust III

- **b. Investment Company Act file number:** 811-22935

- **c. CIK number of Registrant:** 0001598735

- **d. LEI of Registrant:** 549300J0TL6WZJ1A7C04

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

  - **Street Address 1:** 30 PENHALLOW STREET, SUITE 400

  - **City:** Portsmouth

  - **State:** NH

  - **Foreign country:** US

  - **Zip / Postal Code:** 03801

  - **Telephone number:** 603-431-8022

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

- **a. Name of Series:** Impax Ellevate Global Women's Leadership Fund

- **b. EDGAR series identifier (if any):** S000045528

- **c. LEI of Series:** 549300J0TL6WZJ1A7C04

**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:** $775164708.28

**Total Liabilities:** $4320348.95

**Net Assets:** $770844359.33

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000141747 | -4.77%               | 8.03%                | 7.61%                |
| Class ID C000141748 | -4.83%               | 8.04%                | 7.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3859938.56             | $-36549361.81                              |
| Month 2  | $-97526.63               | $60414242.86                               |
| Month 3  | $-100868.16              | $53307461.46                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBOTT LABORATORIES          | COMMON STOCK               | CUSIP: 002824100<br>LEI: N/A | Long             | EC               | CORP              | US        |     39865 | NS      | $4376778.35   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                   | COMMON STOCK USD.01        | CUSIP: 00287Y109<br>LEI: N/A | Long             | EC               | CORP              | US        |     40305 | NS      | $6513691.05   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV CVA         | DUTCH CERT EUR1.0          | CUSIP: BYQP13905<br>LEI: N/A | Long             | EC               | CORP              | NL        |      8673 | NS      | $120103.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABRDN PLC                    | COMMON STOCK GBP.1396825   | CUSIP: BF8Q6K901<br>LEI: N/A | Long             | EC               | CORP              | GB        |     49837 | NS      | $113249.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTURE PLC CL A           | COMMON STOCK USD.0000225   | CUSIP: G1151C101<br>LEI: N/A | Long             | EC               | CORP              | IE        |     51755 | NS      | $13810304.20  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOR SA                     | COMMON STOCK EUR3.0        | CUSIP: 585284904<br>LEI: N/A | Long             | EC               | CORP              | FR        |      3932 | NS      | $98093.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADECCO GROUP AG REG          | COMMON STOCK CHF.1         | CUSIP: 711072900<br>LEI: N/A | Long             | EC               | CORP              | CH        |      3731 | NS      | $122730.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ADEVINTA ASA                 | COMMON STOCK NOK.2         | CUSIP: ACI1984W2<br>LEI: N/A | Long             | EC               | CORP              | NO        |      7472 | NS      | $49477.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC            | COMMON STOCK GBP.001       | CUSIP: B02J63904<br>LEI: N/A | Long             | EC               | CORP              | GB        |    461935 | NS      | $11858287.01  | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| ADOBE INC                    | COMMON STOCK USD.0001      | CUSIP: 00724F101<br>LEI: N/A | Long             | EC               | CORP              | US        |     10924 | NS      | $3676253.72   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ADP                          | COMMON STOCK EUR3.0        | CUSIP: B164FY903<br>LEI: N/A | Long             | EC               | CORP              | FR        |       778 | NS      | $104229.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGON NV                     | COMMON STOCK EUR.12        | CUSIP: 592737902<br>LEI: N/A | Long             | EC               | CORP              | NL        |     38254 | NS      | $193820.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AENA SME SA                  | COMMON STOCK               | CUSIP: BVRZ8L901<br>LEI: N/A | Long             | EC               | CORP              | ES        |      1716 | NS      | $215114.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC          | COMMON STOCK USD.00001     | CUSIP: 00827B106<br>LEI: N/A | Long             | EC               | CORP              | US        |      6461 | NS      | $62477.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AFLAC INC                    | COMMON STOCK USD.1         | CUSIP: 001055102<br>LEI: N/A | Long             | EC               | CORP              | US        |     14100 | NS      | $1014354.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA                   | COMMON STOCK               | CUSIP: 008912958<br>LEI: N/A | Long             | EC               | CORP              | CA        |      3963 | NS      | $56752.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LIQUIDE SA               | COMMON STOCK EUR5.5        | CUSIP: B1YXBJ905<br>LEI: N/A | Long             | EC               | CORP              | FR        |     11818 | NS      | $1677391.20   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AKZO NOBEL N.V.              | COMMON STOCK EUR.5         | CUSIP: BJ2KSG907<br>LEI: N/A | Long             | EC               | CORP              | NL        |      4304 | NS      | $288809.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCON INC                    | COMMON STOCK CHF.04        | CUSIP: ACI198PY5<br>LEI: N/A | Long             | EC               | CORP              | CH        |     11217 | NS      | $769698.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE TARD INC | COMMON STOCK               | CUSIP: 01626P973<br>LEI: N/A | Long             | EC               | CORP              | CA        |     18827 | NS      | $827331.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE REG               | COMMON STOCK               | CUSIP: 523148906<br>LEI: N/A | Long             | EC               | CORP              | DE        |      9078 | NS      | $1938675.95   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC           | COMMON STOCK USD.01        | CUSIP: 02005N100<br>LEI: N/A | Long             | EC               | CORP              | US        |      8312 | NS      | $203228.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC  | COMMON STOCK USD.01        | CUSIP: 02043Q107<br>LEI: N/A | Long             | EC               | CORP              | US        |      2549 | NS      | $605769.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSTOM                       | COMMON STOCK EUR7.0        | CUSIP: B0DJ8Q909<br>LEI: N/A | Long             | EC               | CORP              | FR        |      7589 | NS      | $185676.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC               | COMMON STOCK USD.01        | CUSIP: 023135106<br>LEI: N/A | Long             | EC               | CORP              | US        |    233075 | NS      | $19578300.00  | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO          | COMMON STOCK USD.2         | CUSIP: 025816109<br>LEI: N/A | Long             | EC               | CORP              | US        |     15762 | NS      | $2328835.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS CO INC  | COMMON STOCK USD.01        | CUSIP: 030420103<br>LEI: N/A | Long             | EC               | CORP              | US        |     78678 | NS      | $11992100.76  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP       | COMMON STOCK USD.01        | CUSIP: 03073E105<br>LEI: N/A | Long             | EC               | CORP              | US        |      3709 | NS      | $614618.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMUNDI SA                    | COMMON STOCK EUR2.5        | CUSIP: BYZR01906<br>LEI: N/A | Long             | EC               | CORP              | FR        |      1355 | NS      | $76840.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN | REIT USD.01                | CUSIP: 035710839<br>LEI: N/A | Long             | RE               | RF                | US        |      9715 | NS      | $204792.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ANSYS INC                    | COMMON STOCK USD.01        | CUSIP: 03662Q105<br>LEI: N/A | Long             | EC               | CORP              | US        |      2171 | NS      | $524491.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD       | COMMON STOCK               | CUSIP: BR1YDF908<br>LEI: N/A | Long             | EC               | CORP              | AU        |     70601 | NS      | $1137305.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC CLASS A              | COMMON STOCK               | CUSIP: G0403H108<br>LEI: N/A | Long             | EC               | CORP              | US        |      5077 | NS      | $1523810.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AP MOLLER MAERSK A/S A       | COMMON STOCK DKK1000.0     | CUSIP: 425305000<br>LEI: N/A | Long             | EC               | CORP              | DK        |        68 | NS      | $149862.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AP MOLLER MAERSK A/S B       | COMMON STOCK DKK1000.0     | CUSIP: 425304003<br>LEI: N/A | Long             | EC               | CORP              | DK        |       111 | NS      | $248485.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                    | COMMON STOCK USD.00001     | CUSIP: 037833100<br>LEI: N/A | Long             | EC               | CORP              | US        |    232391 | NS      | $30194562.63  | 3.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC          | COMMON STOCK USD.0001      | CUSIP: 040413106<br>LEI: N/A | Long             | EC               | CORP              | US        |      6445 | NS      | $782100.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTOCRAT LEISURE LTD       | COMMON STOCK               | CUSIP: 625398904<br>LEI: N/A | Long             | EC               | CORP              | AU        |     15563 | NS      | $320688.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKEMA                       | COMMON STOCK EUR10.0       | CUSIP: B0Z5YZ906<br>LEI: N/A | Long             | EC               | CORP              | FR        |      1282 | NS      | $115309.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB B              | COMMON STOCK SEK1.0        | CUSIP: ACI0CQYQ0<br>LEI: N/A | Long             | EC               | CORP              | SE        |     23269 | NS      | $500498.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI       | COMMON STOCK               | CUSIP: 405671009<br>LEI: N/A | Long             | EC               | CORP              | IT        |     24547 | NS      | $436506.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC              | COMMON STOCK USD.25        | CUSIP: 098952906<br>LEI: N/A | Long             | EC               | CORP              | GB        |     34559 | NS      | $4676501.47   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX LTD                      | COMMON STOCK               | CUSIP: 612922906<br>LEI: N/A | Long             | EC               | CORP              | AU        |      4658 | NS      | $214529.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AUCKLAND INTL AIRPORT LTD    | COMMON STOCK               | CUSIP: BKX3XG902<br>LEI: N/A | Long             | EC               | CORP              | NZ        |     28545 | NS      | $141571.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTO TRADER GROUP PLC        | COMMON STOCK GBP.01        | CUSIP: BVYVFW900<br>LEI: N/A | Long             | EC               | CORP              | GB        |   1831988 | NS      | $11408428.85  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTODESK INC                 | COMMON STOCK USD.01        | CUSIP: 052769106<br>LEI: N/A | Long             | EC               | CORP              | US        |     63544 | NS      | $11874467.28  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEVA GROUP PLC              | COMMON STOCK GBP.0355556   | CUSIP: BBG9VN905<br>LEI: N/A | Long             | EC               | CORP              | GB        |      2683 | NS      | $103850.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIVA PLC                    | COMMON STOCK GBP.3289474   | CUSIP: BPQY8M906<br>LEI: N/A | Long             | EC               | CORP              | GB        |     62835 | NS      | $333317.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                       | COMMON STOCK EUR2.29       | CUSIP: 708842901<br>LEI: N/A | Long             | EC               | CORP              | FR        |     41911 | NS      | $1167451.96   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AZRIELI GROUP LTD            | COMMON STOCK ILS.1         | CUSIP: B5MN1W903<br>LEI: N/A | Long             | EC               | CORP              | IL        |       978 | NS      | $65221.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTA | COMMON STOCK EUR.49        | CUSIP: 550190904<br>LEI: N/A | Long             | EC               | CORP              | ES        |    145774 | NS      | $878035.46    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | COMMON STOCK EUR.5         | CUSIP: 570594903<br>LEI: N/A | Long             | EC               | CORP              | ES        |    378675 | NS      | $1132280.76   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM BM             | COMMON STOCK ILS1.         | CUSIP: 607580909<br>LEI: N/A | Long             | EC               | CORP              | IL        |     30188 | NS      | $271810.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE ISRAEL         | COMMON STOCK ILS.1         | CUSIP: 607642907<br>LEI: N/A | Long             | EC               | CORP              | IL        |     36926 | NS      | $307549.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | COMMON STOCK USD.01        | CUSIP: 060505104<br>LEI: N/A | Long             | EC               | CORP              | US        |    191577 | NS      | $6345030.24   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL             | COMMON STOCK               | CUSIP: 063671952<br>LEI: N/A | Long             | EC               | CORP              | CA        |     16451 | NS      | $1490309.94   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01        | CUSIP: 064058100<br>LEI: N/A | Long             | EC               | CORP              | US        |     18000 | NS      | $819360.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA          | COMMON STOCK               | CUSIP: 064149958<br>LEI: N/A | Long             | EC               | CORP              | CA        |     29182 | NS      | $1429788.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRATT DEVELOPMENTS PLC     | COMMON STOCK GBP.1         | CUSIP: 008118002<br>LEI: N/A | Long             | EC               | CORP              | GB        |     22442 | NS      | $107189.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                      | COMMON STOCK NPV           | CUSIP: ACI0054Q2<br>LEI: N/A | Long             | EC               | CORP              | DE        |     21230 | NS      | $1045335.25   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BATH + BODY WORKS INC        | COMMON STOCK USD.5         | CUSIP: 070830104<br>LEI: N/A | Long             | EC               | CORP              | US        |      8027 | NS      | $338257.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC     | COMMON STOCK USD1.0        | CUSIP: 071813109<br>LEI: N/A | Long             | EC               | CORP              | US        |     13100 | NS      | $667707.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE INC                      | COMMON STOCK               | CUSIP: 05534B950<br>LEI: N/A | Long             | EC               | CORP              | CA        |      1800 | NS      | $79085.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIERSDORF AG                | COMMON STOCK               | CUSIP: 510740905<br>LEI: N/A | Long             | EC               | CORP              | DE        |      2157 | NS      | $246484.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BEST BUY CO INC              | COMMON STOCK USD.1         | CUSIP: 086516101<br>LEI: N/A | Long             | EC               | CORP              | US        |    140392 | NS      | $11260842.32  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                   | COMMON STOCK USD.0005      | CUSIP: 09062X103<br>LEI: N/A | Long             | EC               | CORP              | US        |      3600 | NS      | $996912.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                    | COMMON STOCK USD.0000001   | CUSIP: 852234103<br>LEI: N/A | Long             | EC               | CORP              | US        |     12805 | NS      | $804666.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUESCOPE STEEL LTD          | COMMON STOCK               | CUSIP: 653323907<br>LEI: N/A | Long             | EC               | CORP              | AU        |     14643 | NS      | $166889.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                  | COMMON STOCK EUR2.0        | CUSIP: 730968906<br>LEI: N/A | Long             | EC               | CORP              | FR        |     24343 | NS      | $1386069.29   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01        | CUSIP: 099502106<br>LEI: N/A | Long             | EC               | CORP              | US        |      4530 | NS      | $473475.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LTD                 | COMMON STOCK               | CUSIP: B1FJ0C904<br>LEI: N/A | Long             | EC               | CORP              | AU        |     32569 | NS      | $267085.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO      | COMMON STOCK USD.1         | CUSIP: 110122108<br>LEI: N/A | Long             | EC               | CORP              | US        |    179305 | NS      | $12900994.75  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH LAND CO PLC          | REIT GBP.25                | CUSIP: 013670005<br>LEI: N/A | Long             | RE               | RF                | GB        |     19836 | NS      | $94176.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                 | COMMON STOCK               | CUSIP: 11135F101<br>LEI: N/A | Long             | EC               | CORP              | US        |      9203 | NS      | $5145673.39   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                 | COMMON STOCK GBP.05        | CUSIP: 309135903<br>LEI: N/A | Long             | EC               | CORP              | GB        |    166931 | NS      | $225402.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL PLC                    | COMMON STOCK GBP.3214286   | CUSIP: B0744B906<br>LEI: N/A | Long             | EC               | CORP              | GB        |      8270 | NS      | $275144.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC           | COMMON STOCK GBP.0005      | CUSIP: 317430908<br>LEI: N/A | Long             | EC               | CORP              | GB        |      9565 | NS      | $232545.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA            | COMMON STOCK EUR.12        | CUSIP: B28DTJ907<br>LEI: N/A | Long             | EC               | CORP              | FR        |      6620 | NS      | $174463.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC        | COMMON STOCK USD.0001      | CUSIP: 122017106<br>LEI: N/A | Long             | EC               | CORP              | US        |      1570 | NS      | $318333.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE INC                      | COMMON STOCK               | CUSIP: 124765959<br>LEI: N/A | Long             | EC               | CORP              | CA        |      8000 | NS      | $154741.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN APARTMENT PROP REAL ESTA | REIT                       | CUSIP: 134921956<br>LEI: N/A | Long             | RE               | RF                | CA        |      2126 | NS      | $67014.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN IMPERIAL BK OF COMMERCE  | COMMON STOCK               | CUSIP: 136069952<br>LEI: N/A | Long             | EC               | CORP              | CA        |    169048 | NS      | $6838079.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RAILWAY CO     | COMMON STOCK               | CUSIP: 136375961<br>LEI: N/A | Long             | EC               | CORP              | CA        |     14208 | NS      | $1687750.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SE                 | COMMON STOCK EUR8.0        | CUSIP: 416343002<br>LEI: N/A | Long             | EC               | CORP              | FR        |      3940 | NS      | $658673.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND INTEGRATED COMMER | REIT                       | CUSIP: 642012900<br>LEI: N/A | Long             | RE               | RF                | SG        |    123000 | NS      | $187600.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC          | COMMON STOCK               | CUSIP: 14149Y108<br>LEI: N/A | Long             | EC               | CORP              | US        |    147898 | NS      | $11368919.26  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CARREFOUR SA                 | COMMON STOCK EUR2.5        | CUSIP: 564156909<br>LEI: N/A | Long             | EC               | CORP              | FR        |     13804 | NS      | $230884.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW CORP/DE                  | COMMON STOCK USD.01        | CUSIP: 12514G108<br>LEI: N/A | Long             | EC               | CORP              | US        |      3219 | NS      | $574849.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP                | COMMON STOCK USD.0001      | CUSIP: 150870103<br>LEI: N/A | Long             | EC               | CORP              | US        |    112821 | NS      | $11534819.04  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC     | COMMON STOCK USD.01        | CUSIP: 15677J108<br>LEI: N/A | Long             | EC               | CORP              | US        |      3357 | NS      | $215351.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES   | COMMON STOCK USD.01        | CUSIP: 159864107<br>LEI: N/A | Long             | EC               | CORP              | US        |      1208 | NS      | $263223.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHR HANSEN HOLDING A/S       | COMMON STOCK DKK10.        | CUSIP: B573M1909<br>LEI: N/A | Long             | EC               | CORP              | DK        |      2009 | NS      | $144512.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA CORP                   | COMMON STOCK USD.01        | CUSIP: 125523100<br>LEI: N/A | Long             | EC               | CORP              | US        |      7300 | NS      | $2418782.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC            | COMMON STOCK USD.001       | CUSIP: 17275R102<br>LEI: N/A | Long             | EC               | CORP              | US        |    109483 | NS      | $5215770.12   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                | COMMON STOCK USD.01        | CUSIP: 172967424<br>LEI: N/A | Long             | EC               | CORP              | US        |    288711 | NS      | $13058398.53  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY DEVELOPMENTS LTD        | COMMON STOCK               | CUSIP: 619792005<br>LEI: N/A | Long             | EC               | CORP              | SG        |      9300 | NS      | $57170.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOROX COMPANY               | COMMON STOCK USD1.0        | CUSIP: 189054109<br>LEI: N/A | Long             | EC               | CORP              | US        |     81455 | NS      | $11430580.15  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                | COMMON STOCK USD.01        | CUSIP: 12572Q105<br>LEI: N/A | Long             | EC               | CORP              | US        |      8503 | NS      | $1429864.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO/THE             | COMMON STOCK USD.25        | CUSIP: 191216100<br>LEI: N/A | Long             | EC               | CORP              | US        |    241270 | NS      | $15347184.70  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| COLES GROUP LTD              | COMMON STOCK               | CUSIP: BYWR0T908<br>LEI: N/A | Long             | EC               | CORP              | AU        |     30437 | NS      | $345022.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE PALMOLIVE CO         | COMMON STOCK USD1.0        | CUSIP: 194162103<br>LEI: N/A | Long             | EC               | CORP              | US        |     18000 | NS      | $1418220.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG               | COMMON STOCK               | CUSIP: ACI05RX61<br>LEI: N/A | Long             | EC               | CORP              | DE        |     21224 | NS      | $198436.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRAL | COMMON STOCK               | CUSIP: 621503002<br>LEI: N/A | Long             | EC               | CORP              | AU        |     54177 | NS      | $3762853.42   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE SAINT GOBAIN    | COMMON STOCK EUR4.0        | CUSIP: 738048909<br>LEI: N/A | Long             | EC               | CORP              | FR        |     19071 | NS      | $932968.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC            | COMMON STOCK GBP.1105      | CUSIP: BD6K45906<br>LEI: N/A | Long             | EC               | CORP              | GB        |     39054 | NS      | $901835.77    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC           | COMMON STOCK USD5.0        | CUSIP: 205887102<br>LEI: N/A | Long             | EC               | CORP              | US        |     10800 | NS      | $417960.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COVESTRO AG                  | COMMON STOCK               | CUSIP: BYTBWY901<br>LEI: N/A | Long             | EC               | CORP              | DE        |      4474 | NS      | $174289.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COVIVIO                      | REIT EUR3.0                | CUSIP: 774563902<br>LEI: N/A | Long             | RE               | RF                | FR        |      1054 | NS      | $62563.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | COMMON STOCK EUR3.0        | CUSIP: 726261902<br>LEI: N/A | Long             | EC               | CORP              | FR        |     26495 | NS      | $278709.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG REG   | COMMON STOCK CHF.04        | CUSIP: 717158901<br>LEI: N/A | Long             | EC               | CORP              | CH        |     75745 | NS      | $226132.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CRODA INTERNATIONAL PLC      | COMMON STOCK GBP.1060976   | CUSIP: BJFFLV908<br>LEI: N/A | Long             | EC               | CORP              | GB        |      3202 | NS      | $254810.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL LTD                      | COMMON STOCK               | CUSIP: 618549901<br>LEI: N/A | Long             | EC               | CORP              | AU        |     11462 | NS      | $2235022.82   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CUMMINS INC                  | COMMON STOCK USD2.5        | CUSIP: 231021106<br>LEI: N/A | Long             | EC               | CORP              | US        |      3503 | NS      | $848741.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP              | COMMON STOCK USD.01        | CUSIP: 126650100<br>LEI: N/A | Long             | EC               | CORP              | US        |     32401 | NS      | $3019449.19   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE                       | COMMON STOCK EUR.25        | CUSIP: B1Y9TB906<br>LEI: N/A | Long             | EC               | CORP              | FR        |     14331 | NS      | $755324.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S              | COMMON STOCK DKK10.        | CUSIP: 458882909<br>LEI: N/A | Long             | EC               | CORP              | DK        |     14522 | NS      | $286418.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DASSAULT SYSTEMES            | COMMON STOCK EUR.1         | CUSIP: BM8H5Y907<br>LEI: N/A | Long             | EC               | CORP              | FR        |     15344 | NS      | $551764.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC          | COMMON STOCK USD.01        | CUSIP: 24906P109<br>LEI: N/A | Long             | EC               | CORP              | US        |      4800 | NS      | $152832.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG REG      | COMMON STOCK               | CUSIP: 584235907<br>LEI: N/A | Long             | EC               | CORP              | DE        |    100084 | NS      | $1991328.42   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXUS/AU                     | REIT                       | CUSIP: B033YN903<br>LEI: N/A | Long             | RE               | RF                | AU        |     24288 | NS      | $127513.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                   | COMMON STOCK GBP.2893518   | CUSIP: 023740905<br>LEI: N/A | Long             | EC               | CORP              | GB        |    292417 | NS      | $12799634.64  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES  | COMMON STOCK USD.01        | CUSIP: 254709108<br>LEI: N/A | Long             | EC               | CORP              | US        |      7185 | NS      | $702908.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                 | COMMON STOCK NOK12.5       | CUSIP: ACI1YWP65<br>LEI: N/A | Long             | EC               | CORP              | NO        |    612590 | NS      | $12098718.84  | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                 | COMMON STOCK USD.0001      | CUSIP: 256163106<br>LEI: N/A | Long             | EC               | CORP              | US        |      3945 | NS      | $218631.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP          | COMMON STOCK USD.875       | CUSIP: 256677105<br>LEI: N/A | Long             | EC               | CORP              | US        |      5504 | NS      | $1355360.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO S PIZZA INC           | COMMON STOCK USD.01        | CUSIP: 25754A201<br>LEI: N/A | Long             | EC               | CORP              | US        |       900 | NS      | $311760.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                      | COMMON STOCK USD.01        | CUSIP: 260557103<br>LEI: N/A | Long             | EC               | CORP              | US        |     16763 | NS      | $844687.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC CLASS A          | COMMON STOCK USD.00001     | CUSIP: 26210C104<br>LEI: N/A | Long             | EC               | CORP              | US        |      6933 | NS      | $155160.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                     | COMMON STOCK USD.001       | CUSIP: 278642103<br>LEI: N/A | Long             | EC               | CORP              | US        |     14140 | NS      | $586385.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                   | COMMON STOCK USD1.0        | CUSIP: 278865100<br>LEI: N/A | Long             | EC               | CORP              | US        |      6150 | NS      | $895194.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EDF                          | COMMON STOCK EUR.5         | CUSIP: B0NJJ1901<br>LEI: N/A | Long             | EC               | CORP              | FR        |     12414 | NS      | $159375.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL         | COMMON STOCK               | CUSIP: 281020107<br>LEI: N/A | Long             | EC               | CORP              | US        |    182644 | NS      | $11619811.28  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP ENERGIAS DE PORTUGAL SA  | COMMON STOCK EUR1.         | CUSIP: 410359905<br>LEI: N/A | Long             | EC               | CORP              | PT        |     58856 | NS      | $293385.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTROLUX AB B              | COMMON STOCK SEK5.0        | CUSIP: ACI204B42<br>LEI: N/A | Long             | EC               | CORP              | SE        |      5221 | NS      | $70540.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC          | COMMON STOCK USD.01        | CUSIP: 036752103<br>LEI: N/A | Long             | EC               | CORP              | US        |     26412 | NS      | $13548563.64  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY + CO               | COMMON STOCK               | CUSIP: 532457108<br>LEI: N/A | Long             | EC               | CORP              | US        |     18623 | NS      | $6813038.32   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ELIA GROUP SA/NV             | COMMON STOCK               | CUSIP: B09M9F900<br>LEI: N/A | Long             | EC               | CORP              | BE        |       736 | NS      | $104631.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO          | COMMON STOCK USD.5         | CUSIP: 291011104<br>LEI: N/A | Long             | EC               | CORP              | US        |     13500 | NS      | $1296810.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE CO LTD  A             | COMMON STOCK               | CUSIP: 291843951<br>LEI: N/A | Long             | EC               | CORP              | CA        |      3935 | NS      | $103635.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                     | COMMON STOCK EUR1.         | CUSIP: 714456902<br>LEI: N/A | Long             | EC               | CORP              | IT        |    180328 | NS      | $969829.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AB A                  | COMMON STOCK SEK.412413    | CUSIP: BMD58R909<br>LEI: N/A | Long             | EC               | CORP              | SE        |     15124 | NS      | $275394.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AB B                  | COMMON STOCK SEK.412413    | CUSIP: BMD58W908<br>LEI: N/A | Long             | EC               | CORP              | SE        |      8758 | NS      | $140891.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFAX INC                  | COMMON STOCK USD1.25       | CUSIP: 294429105<br>LEI: N/A | Long             | EC               | CORP              | US        |      2854 | NS      | $554703.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC     | REIT USD.0001              | CUSIP: 297178105<br>LEI: N/A | Long             | RE               | RF                | US        |      1600 | NS      | $339072.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSITY AKTIEBOLAG B          | COMMON STOCK SEK3.35       | CUSIP: ACI0V9407<br>LEI: N/A | Long             | EC               | CORP              | SE        |     12590 | NS      | $329696.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COMPANIES CL A  | COMMON STOCK USD.01        | CUSIP: 518439104<br>LEI: N/A | Long             | EC               | CORP              | US        |     47148 | NS      | $11697890.28  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                     | COMMON STOCK USD.001       | CUSIP: 29786A106<br>LEI: N/A | Long             | EC               | CORP              | US        |      3729 | NS      | $446659.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EURAZEO SE                   | COMMON STOCK               | CUSIP: 704239904<br>LEI: N/A | Long             | EC               | CORP              | FR        |       984 | NS      | $61261.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG         | COMMON STOCK               | CUSIP: ACI0559Y5<br>LEI: N/A | Long             | EC               | CORP              | DE        |      4835 | NS      | $92221.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP          | COMMON STOCK USD.01        | CUSIP: 30063P105<br>LEI: N/A | Long             | EC               | CORP              | US        |      3480 | NS      | $172294.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC            | COMMON STOCK USD.001       | CUSIP: 30212P303<br>LEI: N/A | Long             | EC               | CORP              | US        |      4304 | NS      | $377030.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPERIAN PLC                 | COMMON STOCK USD.1         | CUSIP: B19NLV907<br>LEI: N/A | Long             | EC               | CORP              | IE        |     21199 | NS      | $717974.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| F5 INC                       | COMMON STOCK               | CUSIP: 315616102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1531 | NS      | $219713.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01        | CUSIP: 303075105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1057 | NS      | $424078.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP          | COMMON STOCK               | CUSIP: 316773100<br>LEI: N/A | Long             | EC               | CORP              | US        |     17742 | NS      | $582115.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FINECOBANK SPA               | COMMON STOCK EUR.33        | CUSIP: BNGN9Z906<br>LEI: N/A | Long             | EC               | CORP              | IT        |     13605 | NS      | $225925.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK/CA       | COMMON STOCK USD.01        | CUSIP: 33616C100<br>LEI: N/A | Long             | EC               | CORP              | US        |      4419 | NS      | $538631.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE METALS GROUP LTD   | COMMON STOCK               | CUSIP: 608625901<br>LEI: N/A | Long             | EC               | CORP              | AU        |     36414 | NS      | $508964.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG +  | COMMON STOCK               | CUSIP: 512907908<br>LEI: N/A | Long             | EC               | CORP              | DE        |      4540 | NS      | $148287.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GECINA SA                    | REIT EUR7.5                | CUSIP: 774246904<br>LEI: N/A | Long             | RE               | RF                | FR        |      1494 | NS      | $152208.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC              | COMMON STOCK USD.01        | CUSIP: 668771108<br>LEI: N/A | Long             | EC               | CORP              | US        |     14585 | NS      | $312556.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC            | COMMON STOCK USD.1         | CUSIP: 370334104<br>LEI: N/A | Long             | EC               | CORP              | US        |     28123 | NS      | $2358113.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO            | COMMON STOCK USD.01        | CUSIP: 37045V100<br>LEI: N/A | Long             | EC               | CORP              | US        |     35906 | NS      | $1207877.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S                   | COMMON STOCK DKK1.0        | CUSIP: 459573903<br>LEI: N/A | Long             | EC               | CORP              | DK        |      1586 | NS      | $670552.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GETLINK SE                   | COMMON STOCK EUR.4         | CUSIP: B292JQ905<br>LEI: N/A | Long             | EC               | CORP              | FR        |     15085 | NS      | $241558.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC          | COMMON STOCK USD.001       | CUSIP: 375558103<br>LEI: N/A | Long             | EC               | CORP              | US        |     37199 | NS      | $3193534.15   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA    | COMMON STOCK NOK2.         | CUSIP: B4PH0C901<br>LEI: N/A | Long             | EC               | CORP              | NO        |      4491 | NS      | $88086.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC               | COMMON STOCK USD1.0        | CUSIP: 37959E102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2195 | NS      | $264607.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | COMMON STOCK USD.01        | CUSIP: 38141G104<br>LEI: N/A | Long             | EC               | CORP              | US        |      8692 | NS      | $2984658.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT GROUP                    | REIT                       | CUSIP: 636586000<br>LEI: N/A | Long             | RE               | RF                | AU        |     45356 | NS      | $129355.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GROUPE BRUXELLES LAMBERT NV  | COMMON STOCK               | CUSIP: 709732903<br>LEI: N/A | Long             | EC               | CORP              | BE        |      2229 | NS      | $178136.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                      | COMMON STOCK GBP.3125      | CUSIP: BN7SWP901<br>LEI: N/A | Long             | EC               | CORP              | GB        |     88430 | NS      | $1528356.38   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HALMA PLC                    | COMMON STOCK GBP.1         | CUSIP: 040520009<br>LEI: N/A | Long             | EC               | CORP              | GB        |    252948 | NS      | $6023941.43   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| HANG SENG BANK LTD           | COMMON STOCK               | CUSIP: 640837001<br>LEI: N/A | Long             | EC               | CORP              | HK        |     25700 | NS      | $426271.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HARGREAVES LANSDOWN PLC      | COMMON STOCK GBP.004       | CUSIP: B1VZ0M908<br>LEI: N/A | Long             | EC               | CORP              | GB        |      7876 | NS      | $81106.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HARTFORD FINANCIAL SVCS GRP  | COMMON STOCK USD.01        | CUSIP: 416515104<br>LEI: N/A | Long             | EC               | CORP              | US        |      7565 | NS      | $573653.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                   | COMMON STOCK USD.5         | CUSIP: 418056107<br>LEI: N/A | Long             | EC               | CORP              | US        |      3437 | NS      | $209691.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEINEKEN HOLDING NV          | COMMON STOCK EUR1.6        | CUSIP: B0CCH4904<br>LEI: N/A | Long             | EC               | CORP              | NL        |      2196 | NS      | $169597.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN NV                  | COMMON STOCK EUR1.6        | CUSIP: 779255900<br>LEI: N/A | Long             | EC               | CORP              | NL        |      5675 | NS      | $534540.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HENKEL AG + CO KGAA          | COMMON STOCK               | CUSIP: 500246905<br>LEI: N/A | Long             | EC               | CORP              | DE        |      2387 | NS      | $153399.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HENKEL AG + CO KGAA VOR PREF | PREFERENCE                 | CUSIP: 507670909<br>LEI: N/A | Long             | EP               | CORP              | DE        |      4060 | NS      | $281409.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HENNES + MAURITZ AB B SHS    | COMMON STOCK               | CUSIP: 568743900<br>LEI: N/A | Long             | EC               | CORP              | SE        |     51536 | NS      | $555373.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HERMES INTERNATIONAL         | COMMON STOCK               | CUSIP: 525397907<br>LEI: N/A | Long             | EC               | CORP              | FR        |       724 | NS      | $1120644.37   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HERSHEY CO/THE               | COMMON STOCK USD1.0        | CUSIP: 427866108<br>LEI: N/A | Long             | EC               | CORP              | US        |      3356 | NS      | $777148.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXAGON AB B SHS             | COMMON STOCK EUR.22        | CUSIP: ACI1XML96<br>LEI: N/A | Long             | EC               | CORP              | SE        |     45972 | NS      | $482020.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS IN | COMMON STOCK USD.01        | CUSIP: 43300A203<br>LEI: N/A | Long             | EC               | CORP              | US        |      7194 | NS      | $909033.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                  | COMMON STOCK USD.01        | CUSIP: 436440101<br>LEI: N/A | Long             | EC               | CORP              | US        |      5777 | NS      | $432177.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG EXCHANGES + CLEAR  | COMMON STOCK               | CUSIP: 626735906<br>LEI: N/A | Long             | EC               | CORP              | HK        |     25700 | NS      | $1104335.13   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HP INC                       | COMMON STOCK USD.01        | CUSIP: 40434L105<br>LEI: N/A | Long             | EC               | CORP              | US        |     36148 | NS      | $971296.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                  | COMMON STOCK USD.001       | CUSIP: 443573100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1141 | NS      | $329897.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC    | COMMON STOCK USD.01        | CUSIP: 446150104<br>LEI: N/A | Long             | EC               | CORP              | US        |     36389 | NS      | $513084.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HYDRO ONE LTD                | COMMON STOCK               | CUSIP: 448811950<br>LEI: N/A | Long             | EC               | CORP              | CA        |      7850 | NS      | $210280.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA SA                 | COMMON STOCK EUR.75        | CUSIP: B288C9908<br>LEI: N/A | Long             | EC               | CORP              | ES        |    130112 | NS      | $1518860.90   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC            | COMMON STOCK               | CUSIP: 449586957<br>LEI: N/A | Long             | EC               | CORP              | CA        |      2000 | NS      | $55834.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                 | COMMON STOCK USD.01        | CUSIP: 452327109<br>LEI: N/A | Long             | EC               | CORP              | US        |      4008 | NS      | $810417.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL   | COMMON STOCK EUR.03        | CUSIP: ACI08XL68<br>LEI: N/A | Long             | EC               | CORP              | ES        |     23936 | NS      | $635764.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIVARDEN AB A SHS      | COMMON STOCK SEK2.5        | CUSIP: B1VSK1908<br>LEI: N/A | Long             | EC               | CORP              | SE        |      3010 | NS      | $73212.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIVARDEN AB C SHS      | COMMON STOCK SEK2.5        | CUSIP: B1VSK5909<br>LEI: N/A | Long             | EC               | CORP              | SE        |      3539 | NS      | $85864.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INSULET CORP                 | COMMON STOCK USD.001       | CUSIP: 45784P101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1622 | NS      | $477500.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INSURANCE AUSTRALIA GROUP    | COMMON STOCK               | CUSIP: 627102908<br>LEI: N/A | Long             | EC               | CORP              | AU        |     56507 | NS      | $181651.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP        | COMMON STOCK               | CUSIP: 45823T957<br>LEI: N/A | Long             | EC               | CORP              | CA        |      4157 | NS      | $598405.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                   | COMMON STOCK USD.001       | CUSIP: 458140100<br>LEI: N/A | Long             | EC               | CORP              | US        |    104805 | NS      | $2769996.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE IN | COMMON STOCK USD.01        | CUSIP: 45866F104<br>LEI: N/A | Long             | EC               | CORP              | US        |     13597 | NS      | $1394916.23   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROU | COMMON STOCK GBP.2085213   | CUSIP: BHJYC0905<br>LEI: N/A | Long             | EC               | CORP              | GB        |      4130 | NS      | $236974.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC | COMMON STOCK USD.1         | CUSIP: 460690100<br>LEI: N/A | Long             | EC               | CORP              | US        |      9407 | NS      | $313347.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                   | COMMON STOCK USD.01        | CUSIP: 461202103<br>LEI: N/A | Long             | EC               | CORP              | US        |      6420 | NS      | $2498792.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTOR AB A SHS            | COMMON STOCK SEK6.25       | CUSIP: BMV7PN905<br>LEI: N/A | Long             | EC               | CORP              | SE        |     11332 | NS      | $210828.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESTOR AB B SHS            | COMMON STOCK SEK6.25       | CUSIP: BMV7PQ908<br>LEI: N/A | Long             | EC               | CORP              | SE        |     41079 | NS      | $743569.09    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSEN                        | COMMON STOCK EUR1.0        | CUSIP: B0R7JF902<br>LEI: N/A | Long             | EC               | CORP              | FR        |       908 | NS      | $97664.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC     | COMMON STOCK USD.0001      | CUSIP: G50871105<br>LEI: N/A | Long             | EC               | CORP              | IE        |      1434 | NS      | $228450.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JERONIMO MARTINS             | COMMON STOCK EUR1.         | CUSIP: B1Y1SQ901<br>LEI: N/A | Long             | EC               | CORP              | PT        |      6457 | NS      | $139700.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE            | COMMON STOCK               | CUSIP: 832696405<br>LEI: N/A | Long             | EC               | CORP              | US        |      2497 | NS      | $395674.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON + JOHNSON            | COMMON STOCK USD1.0        | CUSIP: 478160104<br>LEI: N/A | Long             | EC               | CORP              | US        |     60362 | NS      | $10662947.30  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON MATTHEY PLC          | COMMON STOCK GBP1.109245   | CUSIP: BZ4BQC900<br>LEI: N/A | Long             | EC               | CORP              | GB        |      4029 | NS      | $102969.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE + CO          | COMMON STOCK USD1.0        | CUSIP: 46625H100<br>LEI: N/A | Long             | EC               | CORP              | US        |     70036 | NS      | $9391827.60   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG CO                   | COMMON STOCK USD.25        | CUSIP: 487836108<br>LEI: N/A | Long             | EC               | CORP              | US        |      5893 | NS      | $419817.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KERING                       | COMMON STOCK EUR4.0        | CUSIP: 550507909<br>LEI: N/A | Long             | EC               | CORP              | FR        |      1954 | NS      | $994444.28    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                      | COMMON STOCK USD1.0        | CUSIP: 493267108<br>LEI: N/A | Long             | EC               | CORP              | US        |     23692 | NS      | $412714.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY CLARK CORP          | COMMON STOCK USD1.25       | CUSIP: 494368103<br>LEI: N/A | Long             | EC               | CORP              | US        |      7658 | NS      | $1039573.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC               | COMMON STOCK GBP.157143    | CUSIP: 331952903<br>LEI: N/A | Long             | EC               | CORP              | GB        |     46788 | NS      | $132935.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KINNEVIK AB   B              | COMMON STOCK SEK.1         | CUSIP: BNKF60908<br>LEI: N/A | Long             | EC               | CORP              | SE        |      5910 | NS      | $81346.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KLEPIERRE                    | REIT EUR1.4                | CUSIP: 758255905<br>LEI: N/A | Long             | RE               | RF                | FR        |      4815 | NS      | $111133.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE DSM NV           | COMMON STOCK EUR1.5        | CUSIP: B0HZL9902<br>LEI: N/A | Long             | EC               | CORP              | NL        |     94958 | NS      | $11660325.66  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV           | COMMON STOCK EUR.04        | CUSIP: 595607904<br>LEI: N/A | Long             | EC               | CORP              | NL        |     73158 | NS      | $226442.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV       | COMMON STOCK EUR.2         | CUSIP: 598662906<br>LEI: N/A | Long             | EC               | CORP              | NL        |     21189 | NS      | $318835.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KROGER CO                    | COMMON STOCK USD1.0        | CUSIP: 501044101<br>LEI: N/A | Long             | EC               | CORP              | US        |     17395 | NS      | $775469.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| L OREAL                      | COMMON STOCK EUR.2         | CUSIP: 405780909<br>LEI: N/A | Long             | EC               | CORP              | FR        |      5578 | NS      | $1997468.13   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SAEM   | COMMON STOCK               | CUSIP: BG0SC1908<br>LEI: N/A | Long             | EC               | CORP              | FR        |      2321 | NS      | $93393.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP            | COMMON STOCK USD.001       | CUSIP: 512807108<br>LEI: N/A | Long             | EC               | CORP              | US        |      3424 | NS      | $1439107.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND SECURITIES GROUP PLC    | REIT GBP.1066667           | CUSIP: BYW0PQ906<br>LEI: N/A | Long             | RE               | RF                | GB        |     15699 | NS      | $117289.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGAL + GENERAL GROUP PLC    | COMMON STOCK GBP.025       | CUSIP: 056039902<br>LEI: N/A | Long             | EC               | CORP              | GB        |    133352 | NS      | $399806.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                   | COMMON STOCK EUR4.0        | CUSIP: B11ZRK906<br>LEI: N/A | Long             | EC               | CORP              | FR        |      5989 | NS      | $480208.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDLEASE GROUP              | STAPLED SECURITY           | CUSIP: 651200008<br>LEI: N/A | Long             | EC               | CORP              | AU        |     15923 | NS      | $84520.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP        | COMMON STOCK               | CUSIP: 534187109<br>LEI: N/A | Long             | EC               | CORP              | US        |      4949 | NS      | $152033.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINK REIT                    | REIT                       | CUSIP: B0PB4M906<br>LEI: N/A | Long             | RE               | RF                | HK        |      1946 | NS      | $14239.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC     | COMMON STOCK GBP.1         | CUSIP: 087061008<br>LEI: N/A | Long             | EC               | CORP              | GB        |   1586374 | NS      | $865704.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LOBLAW COMPANIES LTD         | COMMON STOCK               | CUSIP: 539481952<br>LEI: N/A | Long             | EC               | CORP              | CA        |      3776 | NS      | $333872.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP  | COMMON STOCK GBP.06918605  | CUSIP: B0SWJX907<br>LEI: N/A | Long             | EC               | CORP              | GB        |      8534 | NS      | $733251.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LONZA GROUP AG REG           | COMMON STOCK CHF1.0        | CUSIP: 733337901<br>LEI: N/A | Long             | EC               | CORP              | CH        |      1801 | NS      | $884066.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LULULEMON ATHLETICA INC      | COMMON STOCK USD.005       | CUSIP: 550021109<br>LEI: N/A | Long             | EC               | CORP              | CA        |     38269 | NS      | $12260622.22  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUI | COMMON STOCK EUR.3         | CUSIP: 406141903<br>LEI: N/A | Long             | EC               | CORP              | FR        |      6558 | NS      | $4772206.43   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| M+G PLC                      | COMMON STOCK GBP.05        | CUSIP: BKFB1C908<br>LEI: N/A | Long             | EC               | CORP              | GB        |     59449 | NS      | $134429.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD          | COMMON STOCK               | CUSIP: B28YTC906<br>LEI: N/A | Long             | EC               | CORP              | AU        |      8844 | NS      | $998385.45    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP      | COMMON STOCK               | CUSIP: 56501R957<br>LEI: N/A | Long             | EC               | CORP              | CA        |     44732 | NS      | $797841.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLETREE LOGISTICS TRUST    | REIT                       | CUSIP: B0D6P4907<br>LEI: N/A | Long             | RE               | RF                | SG        |     76100 | NS      | $90491.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL  CL A | COMMON STOCK USD.01        | CUSIP: 571903202<br>LEI: N/A | Long             | EC               | CORP              | US        |      7080 | NS      | $1054141.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC              | COMMON STOCK USD.001       | CUSIP: 57667L107<br>LEI: N/A | Long             | EC               | CORP              | US        |      8214 | NS      | $340798.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK + CO NON VTG SHRS  | COMMON STOCK               | CUSIP: 579780206<br>LEI: N/A | Long             | EC               | CORP              | US        |      5850 | NS      | $484906.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD S CORP              | COMMON STOCK USD.01        | CUSIP: 580135101<br>LEI: N/A | Long             | EC               | CORP              | US        |     17200 | NS      | $4532716.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                | COMMON STOCK USD.01        | CUSIP: 58155Q103<br>LEI: N/A | Long             | EC               | CORP              | US        |      3405 | NS      | $1277283.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LTD         | COMMON STOCK               | CUSIP: BRTNNQ907<br>LEI: N/A | Long             | EC               | CORP              | AU        |     63602 | NS      | $126888.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA               | COMMON STOCK NPV           | CUSIP: 457481000<br>LEI: N/A | Long             | EC               | CORP              | IT        |     13539 | NS      | $130097.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES BENZ GROUP AG       | COMMON STOCK NPV           | CUSIP: 552902900<br>LEI: N/A | Long             | EC               | CORP              | DE        |     18212 | NS      | $1190971.33   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK + CO. INC.             | COMMON STOCK USD.5         | CUSIP: 58933Y105<br>LEI: N/A | Long             | EC               | CORP              | US        |     57402 | NS      | $6368751.90   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK KGAA                   | COMMON STOCK               | CUSIP: 474184900<br>LEI: N/A | Long             | EC               | CORP              | DE        |      2766 | NS      | $533672.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY NZ LTD               | COMMON STOCK               | CUSIP: ACI05YT61<br>LEI: N/A | Long             | EC               | CORP              | NZ        |     15702 | NS      | $55471.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERIDIAN ENERGY LTD          | COMMON STOCK               | CUSIP: BWFD05904<br>LEI: N/A | Long             | EC               | CORP              | NZ        |     40047 | NS      | $133203.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                  | COMMON STOCK USD.01        | CUSIP: 59156R108<br>LEI: N/A | Long             | EC               | CORP              | US        |     16673 | NS      | $1206625.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO INC/CN                 | COMMON STOCK               | CUSIP: 59162N950<br>LEI: N/A | Long             | EC               | CORP              | CA        |      5629 | NS      | $311673.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHELIN (CGDE)              | COMMON STOCK EUR.5         | CUSIP: BPBPJ0907<br>LEI: N/A | Long             | EC               | CORP              | FR        |     15232 | NS      | $424321.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP               | COMMON STOCK USD.00000625  | CUSIP: 594918104<br>LEI: N/A | Long             | EC               | CORP              | US        |    109639 | NS      | $26293624.98  | 3.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRVAC GROUP                 | REIT                       | CUSIP: 616197901<br>LEI: N/A | Long             | RE               | RF                | AU        |     92303 | NS      | $133536.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MONCLER SPA                  | COMMON STOCK NPV           | CUSIP: ACI07BQ96<br>LEI: N/A | Long             | EC               | CORP              | IT        |      4561 | NS      | $242357.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC A | COMMON STOCK               | CUSIP: 609207105<br>LEI: N/A | Long             | EC               | CORP              | US        |     32000 | NS      | $2132800.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDI PLC                    | COMMON STOCK EUR.2         | CUSIP: B1CRLC906<br>LEI: N/A | Long             | EC               | CORP              | GB        |     11809 | NS      | $199700.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MOODY S CORP                 | COMMON STOCK USD.01        | CUSIP: 615369105<br>LEI: N/A | Long             | EC               | CORP              | US        |      4064 | NS      | $1132311.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MOWI ASA                     | COMMON STOCK NOK7.5        | CUSIP: B02L48900<br>LEI: N/A | Long             | EC               | CORP              | NO        |      8643 | NS      | $147279.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ INC                   | COMMON STOCK USD.01        | CUSIP: 631103108<br>LEI: N/A | Long             | EC               | CORP              | US        |      8810 | NS      | $540493.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD  | COMMON STOCK               | CUSIP: 662460005<br>LEI: N/A | Long             | EC               | CORP              | AU        |     76211 | NS      | $1547358.12   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA      | COMMON STOCK               | CUSIP: 633067954<br>LEI: N/A | Long             | EC               | CORP              | CA        |      8001 | NS      | $539092.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC            | COMMON STOCK GBP1.0769     | CUSIP: BM8PJY904<br>LEI: N/A | Long             | EC               | CORP              | GB        |    118714 | NS      | $378606.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                  | COMMON STOCK USD.001       | CUSIP: 64110L106<br>LEI: N/A | Long             | EC               | CORP              | US        |     10485 | NS      | $3091816.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWCREST MINING LTD          | COMMON STOCK               | CUSIP: 663710002<br>LEI: N/A | Long             | EC               | CORP              | AU        |     18886 | NS      | $264825.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORP                 | COMMON STOCK USD1.6        | CUSIP: 651639106<br>LEI: N/A | Long             | EC               | CORP              | US        |     18058 | NS      | $852337.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP   CLASS A          | COMMON STOCK USD.01        | CUSIP: 65249B109<br>LEI: N/A | Long             | EC               | CORP              | US        |      9600 | NS      | $174720.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                     | COMMON STOCK GBP.1         | CUSIP: 320898901<br>LEI: N/A | Long             | EC               | CORP              | GB        |      4413 | NS      | $309222.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NN GROUP NV                  | COMMON STOCK EUR.12        | CUSIP: BNG8PQ901<br>LEI: N/A | Long             | EC               | CORP              | NL        |      6061 | NS      | $247847.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOKIA OYJ                    | COMMON STOCK               | CUSIP: 590294906<br>LEI: N/A | Long             | EC               | CORP              | FI        |    127301 | NS      | $591401.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP              | COMMON STOCK EUR1.0        | CUSIP: BYZF9J904<br>LEI: N/A | Long             | EC               | CORP              | FI        |     75345 | NS      | $807091.99    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NORSK HYDRO ASA              | COMMON STOCK NOK1.098      | CUSIP: B11HK3901<br>LEI: N/A | Long             | EC               | CORP              | NO        |     30383 | NS      | $227032.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG REG              | COMMON STOCK CHF.5         | CUSIP: 710306903<br>LEI: N/A | Long             | EC               | CORP              | CH        |     47445 | NS      | $4293650.02   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S B           | COMMON STOCK DKK.2         | CUSIP: ACI07GG13<br>LEI: N/A | Long             | EC               | CORP              | DK        |     35045 | NS      | $4759656.38   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVOZYMES A/S B SHARES       | COMMON STOCK DKK2.0        | CUSIP: B798FW902<br>LEI: N/A | Long             | EC               | CORP              | DK        |      5203 | NS      | $263967.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                  | COMMON STOCK               | CUSIP: 67077M959<br>LEI: N/A | Long             | EC               | CORP              | CA        |     13515 | NS      | $986674.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA INC                     | COMMON STOCK               | CUSIP: 679295105<br>LEI: N/A | Long             | EC               | CORP              | US        |      2777 | NS      | $189752.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP                | COMMON STOCK USD.15        | CUSIP: 681919106<br>LEI: N/A | Long             | EC               | CORP              | US        |      4811 | NS      | $392433.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEX CORPORATION             | COMMON STOCK               | CUSIP: 68272K954<br>LEI: N/A | Long             | EC               | CORP              | CA        |      1856 | NS      | $89496.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE                       | COMMON STOCK EUR4.0        | CUSIP: 517617908<br>LEI: N/A | Long             | EC               | CORP              | FR        |     46714 | NS      | $463501.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ORICA LTD                    | COMMON STOCK               | CUSIP: 645800004<br>LEI: N/A | Long             | EC               | CORP              | AU        |      9733 | NS      | $99514.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORION OYJ CLASS B            | COMMON STOCK EUR.65        | CUSIP: B17NY4905<br>LEI: N/A | Long             | EC               | CORP              | FI        |      2246 | NS      | $123132.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORKLA ASA                    | COMMON STOCK NOK1.25       | CUSIP: B1VQF4902<br>LEI: N/A | Long             | EC               | CORP              | NO        |     16735 | NS      | $120782.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSTED A/S                   | COMMON STOCK DKK10.0       | CUSIP: BYT16L900<br>LEI: N/A | Long             | EC               | CORP              | DK        |      4150 | NS      | $375183.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP          | COMMON STOCK USD.01        | CUSIP: 68902V107<br>LEI: N/A | Long             | EC               | CORP              | US        |      9621 | NS      | $753420.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC       | COMMON STOCK USD.0001      | CUSIP: 697435105<br>LEI: N/A | Long             | EC               | CORP              | US        |      8000 | NS      | $1116320.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL CLASS B     | COMMON STOCK USD.001       | CUSIP: 92556H206<br>LEI: N/A | Long             | EC               | CORP              | US        |     21041 | NS      | $355172.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC          | COMMON STOCK USD.0001      | CUSIP: 70450Y103<br>LEI: N/A | Long             | EC               | CORP              | US        |     28374 | NS      | $2020796.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PEARSON PLC                  | COMMON STOCK GBP.25        | CUSIP: 067760009<br>LEI: N/A | Long             | EC               | CORP              | GB        |     21122 | NS      | $238505.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA             | COMMON STOCK EUR1.55       | CUSIP: 468232004<br>LEI: N/A | Long             | EC               | CORP              | FR        |      4686 | NS      | $921841.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC                   | COMMON STOCK USD.05        | CUSIP: 717081103<br>LEI: N/A | Long             | EC               | CORP              | US        |    124183 | NS      | $6363136.92   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC  CLASS A       | COMMON STOCK USD.00001     | CUSIP: 72352L106<br>LEI: N/A | Long             | EC               | CORP              | US        |     13295 | NS      | $322802.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0        | CUSIP: 693475105<br>LEI: N/A | Long             | EC               | CORP              | US        |     10349 | NS      | $1634521.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP    | COMMON STOCK USD.01        | CUSIP: 74251V102<br>LEI: N/A | Long             | EC               | CORP              | US        |      8192 | NS      | $687472.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER + GAMBLE CO/THE      | COMMON STOCK               | CUSIP: 742718109<br>LEI: N/A | Long             | EC               | CORP              | US        |     53891 | NS      | $8167719.96   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP             | COMMON STOCK USD1.0        | CUSIP: 743315103<br>LEI: N/A | Long             | EC               | CORP              | US        |     17437 | NS      | $2261753.27   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC     | COMMON STOCK USD.01        | CUSIP: 744320102<br>LEI: N/A | Long             | EC               | CORP              | US        |      9300 | NS      | $924978.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE              | COMMON STOCK EUR.4         | CUSIP: 438042905<br>LEI: N/A | Long             | EC               | CORP              | FR        |      6700 | NS      | $428011.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD           | COMMON STOCK               | CUSIP: 671034908<br>LEI: N/A | Long             | EC               | CORP              | AU        |     21570 | NS      | $87309.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD      | COMMON STOCK               | CUSIP: 671574002<br>LEI: N/A | Long             | EC               | CORP              | AU        |     33018 | NS      | $299529.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC        | COMMON STOCK USD.01        | CUSIP: 74834L100<br>LEI: N/A | Long             | EC               | CORP              | US        |      2669 | NS      | $417538.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMSAY HEALTH CARE LTD       | COMMON STOCK               | CUSIP: 604199901<br>LEI: N/A | Long             | EC               | CORP              | AU        |      4273 | NS      | $187632.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RANDSTAD NV                  | COMMON STOCK EUR.1         | CUSIP: 522865906<br>LEI: N/A | Long             | EC               | CORP              | NL        |      2526 | NS      | $154344.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REA GROUP LTD                | COMMON STOCK               | CUSIP: 619857907<br>LEI: N/A | Long             | EC               | CORP              | AU        |      1337 | NS      | $100551.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP           | REIT USD1.0                | CUSIP: 756109104<br>LEI: N/A | Long             | RE               | RF                | US        |     13475 | NS      | $854719.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RED ELECTRICA CORPORACION SA | COMMON STOCK EUR.5         | CUSIP: BD6FXN906<br>LEI: N/A | Long             | EC               | CORP              | ES        |    607778 | NS      | $10568137.84  | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                     | COMMON STOCK GBP.144397    | CUSIP: B2B0DG904<br>LEI: N/A | Long             | EC               | CORP              | GB        |     43254 | NS      | $1195887.73   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| REMY COINTREAU               | COMMON STOCK EUR1.6        | CUSIP: 474171006<br>LEI: N/A | Long             | EC               | CORP              | FR        |       522 | NS      | $88016.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAULT SA                   | COMMON STOCK EUR3.81       | CUSIP: 471279901<br>LEI: N/A | Long             | EC               | CORP              | FR        |      4574 | NS      | $152628.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC        | COMMON STOCK USD.01        | CUSIP: 760759100<br>LEI: N/A | Long             | EC               | CORP              | US        |      5455 | NS      | $703640.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOCAN REAL ESTATE INVST TR  | REIT                       | CUSIP: 766910954<br>LEI: N/A | Long             | RE               | RF                | CA        |      3509 | NS      | $54760.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS     | COMMON STOCK               | CUSIP: 767744956<br>LEI: N/A | Long             | EC               | CORP              | CA        |      3124 | NS      | $180449.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC A      | COMMON STOCK USD.001       | CUSIP: 76954A103<br>LEI: N/A | Long             | EC               | CORP              | US        |     11721 | NS      | $216018.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ROSS STORES INC              | COMMON STOCK USD.01        | CUSIP: 778296103<br>LEI: N/A | Long             | EC               | CORP              | US        |      8269 | NS      | $959782.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA         | COMMON STOCK               | CUSIP: 780087953<br>LEI: N/A | Long             | EC               | CORP              | CA        |     33867 | NS      | $3184098.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HEALTHCARE LTD         | COMMON STOCK               | CUSIP: 616152906<br>LEI: N/A | Long             | EC               | CORP              | NZ        |       410 | NS      | $1387.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S+P GLOBAL INC               | COMMON STOCK USD1.0        | CUSIP: 78409V104<br>LEI: N/A | Long             | EC               | CORP              | US        |      8355 | NS      | $2798423.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE GROUP PLC/THE           | COMMON STOCK GBP.01051948  | CUSIP: B8C3BL905<br>LEI: N/A | Long             | EC               | CORP              | GB        |     23956 | NS      | $215716.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAINSBURY (J) PLC            | COMMON STOCK GBP.285714    | CUSIP: B019KW907<br>LEI: N/A | Long             | EC               | CORP              | GB        |     40558 | NS      | $106376.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC               | COMMON STOCK USD.001       | CUSIP: 79466L302<br>LEI: N/A | Long             | EC               | CORP              | US        |     27719 | NS      | $3675262.21   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                       | COMMON STOCK EUR2.0        | CUSIP: 567173901<br>LEI: N/A | Long             | EC               | CORP              | FR        |     23951 | NS      | $2309511.82   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                       | COMMON STOCK               | CUSIP: 484628904<br>LEI: N/A | Long             | EC               | CORP              | DE        |     24337 | NS      | $2512568.35   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| SAPUTO INC                   | COMMON STOCK               | CUSIP: 802912956<br>LEI: N/A | Long             | EC               | CORP              | CA        |      5808 | NS      | $143784.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCENTRE GROUP                | REIT                       | CUSIP: BLZH0Z901<br>LEI: N/A | Long             | RE               | RF                | AU        |    122779 | NS      | $238996.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE        | COMMON STOCK EUR4.0        | CUSIP: 483410007<br>LEI: N/A | Long             | EC               | CORP              | FR        |     89291 | NS      | $12539544.18  | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHRODERS PLC                | COMMON STOCK GBP.2         | CUSIP: BP9LHF908<br>LEI: N/A | Long             | EC               | CORP              | GB        |     16409 | NS      | $86220.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB SA                       | COMMON STOCK EUR1.0        | CUSIP: 479213001<br>LEI: N/A | Long             | EC               | CORP              | FR        |       538 | NS      | $45139.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK LTD                     | COMMON STOCK               | CUSIP: B0767Y908<br>LEI: N/A | Long             | EC               | CORP              | AU        |      8258 | NS      | $117401.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICENOW INC               | COMMON STOCK USD.001       | CUSIP: 81762P102<br>LEI: N/A | Long             | EC               | CORP              | US        |      4900 | NS      | $1902523.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVERN TRENT PLC             | COMMON STOCK GBP.9789      | CUSIP: B1FH8J905<br>LEI: N/A | Long             | EC               | CORP              | GB        |      5715 | NS      | $182583.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHISEIDO CO LTD              | COMMON STOCK               | CUSIP: 680526001<br>LEI: N/A | Long             | EC               | CORP              | JP        |      8300 | NS      | $406813.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS | COMMON STOCK               | CUSIP: B02PY2901<br>LEI: N/A | Long             | EC               | CORP              | SG        |    197481 | NS      | $378628.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BAN A | COMMON STOCK SEK10.0       | CUSIP: 481334902<br>LEI: N/A | Long             | EC               | CORP              | SE        |     36353 | NS      | $418527.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANSKA AB B SHS             | COMMON STOCK               | CUSIP: 714209905<br>LEI: N/A | Long             | EC               | CORP              | SE        |      7728 | NS      | $122507.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITH + NEPHEW PLC           | COMMON STOCK USD.2         | CUSIP: 092232909<br>LEI: N/A | Long             | EC               | CORP              | GB        |     19441 | NS      | $259631.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC             | COMMON STOCK GBP.375       | CUSIP: B1WY23900<br>LEI: N/A | Long             | EC               | CORP              | GB        |      8315 | NS      | $159582.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA GROUP PLC      | COMMON STOCK EUR.001       | CUSIP: B1RR82907<br>LEI: N/A | Long             | EC               | CORP              | IE        |      5337 | NS      | $197790.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAP INC   A                 | COMMON STOCK USD.00001     | CUSIP: 83304A106<br>LEI: N/A | Long             | EC               | CORP              | US        |     30383 | NS      | $271927.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA          | COMMON STOCK EUR1.25       | CUSIP: 596651901<br>LEI: N/A | Long             | EC               | CORP              | FR        |     17948 | NS      | $450201.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVAY SA                    | COMMON STOCK EUR15.0       | CUSIP: 482110004<br>LEI: N/A | Long             | EC               | CORP              | BE        |      1597 | NS      | $161466.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPARK NEW ZEALAND LTD        | COMMON STOCK               | CUSIP: 688143007<br>LEI: N/A | Long             | EC               | CORP              | NZ        |     59688 | NS      | $204357.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SSC GOVERNMENT MM GVMXX      | SSC GOVERNMENT MM GVMXX    | CUSIP: 7839989D1<br>LEI: N/A | Long             | STIV             | CORP              | US        |   6433972 | NS      | $6433972.27   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                      | COMMON STOCK GBP.5         | CUSIP: 079087003<br>LEI: N/A | Long             | EC               | CORP              | GB        |     23875 | NS      | $491035.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC       | COMMON STOCK USD.5         | CUSIP: 040828907<br>LEI: N/A | Long             | EC               | CORP              | GB        |     55897 | NS      | $416908.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP               | COMMON STOCK USD.001       | CUSIP: 855244109<br>LEI: N/A | Long             | EC               | CORP              | US        |    108698 | NS      | $10782841.60  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP            | COMMON STOCK USD1.0        | CUSIP: 857477103<br>LEI: N/A | Long             | EC               | CORP              | US        |      8446 | NS      | $655156.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCKLAND                    | REIT NPV                   | CUSIP: 685085003<br>LEI: N/A | Long             | RE               | RF                | AU        |     55104 | NS      | $135713.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ R SHS         | COMMON STOCK EUR1.7        | CUSIP: 507267904<br>LEI: N/A | Long             | EC               | CORP              | FI        |     12645 | NS      | $178288.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                 | COMMON STOCK USD.1         | CUSIP: 863667101<br>LEI: N/A | Long             | EC               | CORP              | US        |      7617 | NS      | $1862280.33   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN LIFE FINANCIAL INC       | COMMON STOCK               | CUSIP: 866796956<br>LEI: N/A | Long             | EC               | CORP              | CA        |     13526 | NS      | $627850.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCORP GROUP LTD            | COMMON STOCK               | CUSIP: 658508007<br>LEI: N/A | Long             | EC               | CORP              | AU        |     28380 | NS      | $231263.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN A SHS  | COMMON STOCK SEK1.55       | CUSIP: BXDZ9Q900<br>LEI: N/A | Long             | EC               | CORP              | SE        |     33123 | NS      | $333482.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB   A SHARES       | COMMON STOCK NPV           | CUSIP: 484652904<br>LEI: N/A | Long             | EC               | CORP              | SE        |     19351 | NS      | $329142.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SWIRE PROPERTIES LTD         | COMMON STOCK               | CUSIP: B67C2G906<br>LEI: N/A | Long             | EC               | CORP              | HK        |     24200 | NS      | $61296.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T ROWE PRICE GROUP INC       | COMMON STOCK USD.2         | CUSIP: 74144T108<br>LEI: N/A | Long             | EC               | CORP              | US        |      5841 | NS      | $637019.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                  | COMMON STOCK USD.0833      | CUSIP: 87612E106<br>LEI: N/A | Long             | EC               | CORP              | US        |     12451 | NS      | $1855697.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR WIMPEY PLC            | COMMON STOCK GBP.01        | CUSIP: 087823001<br>LEI: N/A | Long             | EC               | CORP              | GB        |     80545 | NS      | $98643.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELE2 AB B SHS               | COMMON STOCK SEK1.25       | CUSIP: B97C73904<br>LEI: N/A | Long             | EC               | CORP              | SE        |     19519 | NS      | $159232.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TELENOR ASA                  | COMMON STOCK NOK6.         | CUSIP: 473249902<br>LEI: N/A | Long             | EC               | CORP              | NO        |   1280463 | NS      | $11963327.33  | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE              | COMMON STOCK EUR2.5        | CUSIP: 599933900<br>LEI: N/A | Long             | EC               | CORP              | FR        |      1276 | NS      | $305047.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TELIA CO AB                  | COMMON STOCK SEK3.2        | CUSIP: 597838903<br>LEI: N/A | Long             | EC               | CORP              | SE        |     63512 | NS      | $162290.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD            | COMMON STOCK               | CUSIP: 608728903<br>LEI: N/A | Long             | EC               | CORP              | AU        |     91586 | NS      | $247688.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORP                   | COMMON STOCK               | CUSIP: 87971M962<br>LEI: N/A | Long             | EC               | CORP              | CA        |     11409 | NS      | $220175.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNA RETE ELETTRICA NAZIONA | COMMON STOCK EUR.22        | CUSIP: B01BN5908<br>LEI: N/A | Long             | EC               | CORP              | IT        |     31736 | NS      | $234376.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PLC                    | COMMON STOCK GBP.0633333   | CUSIP: BLGZ98903<br>LEI: N/A | Long             | EC               | CORP              | GB        |    169994 | NS      | $458111.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC        | COMMON STOCK USD1.0        | CUSIP: 882508104<br>LEI: N/A | Long             | EC               | CORP              | US        |     22747 | NS      | $3758259.34   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC            | COMMON STOCK USD1.0        | CUSIP: 872540109<br>LEI: N/A | Long             | EC               | CORP              | US        |     27315 | NS      | $2174274.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BANK        | COMMON STOCK               | CUSIP: 891160954<br>LEI: N/A | Long             | EC               | CORP              | CA        |     42540 | NS      | $2754417.87   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY COMPANY       | COMMON STOCK USD.008       | CUSIP: 892356106<br>LEI: N/A | Long             | EC               | CORP              | US        |      2781 | NS      | $625641.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSURBAN GROUP             | STAPLED SECURITY           | CUSIP: 620088906<br>LEI: N/A | Long             | EC               | CORP              | AU        |     73013 | NS      | $642357.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC/THE        | COMMON STOCK NPV           | CUSIP: 89417E109<br>LEI: N/A | Long             | EC               | CORP              | US        |      5611 | NS      | $1052006.39   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY WINE ESTATES LTD    | COMMON STOCK               | CUSIP: B61JC6908<br>LEI: N/A | Long             | EC               | CORP              | AU        |     16563 | NS      | $153015.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIMBLE INC                  | COMMON STOCK USD.001       | CUSIP: 896239100<br>LEI: N/A | Long             | EC               | CORP              | US        |      6900 | NS      | $348864.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG A/S                     | COMMON STOCK DKK5.0        | CUSIP: BXDZ97902<br>LEI: N/A | Long             | EC               | CORP              | DK        |      8027 | NS      | $190766.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TWILIO INC   A               | COMMON STOCK USD.001       | CUSIP: 90138F102<br>LEI: N/A | Long             | EC               | CORP              | US        |      4234 | NS      | $207296.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG REG             | COMMON STOCK CHF.1         | CUSIP: ACI09N1W4<br>LEI: N/A | Long             | EC               | CORP              | CH        |     77913 | NS      | $1448108.05   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                       | COMMON STOCK               | CUSIP: 559699905<br>LEI: N/A | Long             | EC               | CORP              | BE        |      2863 | NS      | $225585.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTA BEAUTY INC              | COMMON STOCK USD.01        | CUSIP: 90384S303<br>LEI: N/A | Long             | EC               | CORP              | US        |     26448 | NS      | $12405963.36  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIBAIL RODAMCO WESTFIELD    | REIT EUR5.0                | CUSIP: BFYM46904<br>LEI: N/A | Long             | RE               | RF                | FR        |      2662 | NS      | $139159.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                | COMMON STOCK NPV           | CUSIP: BYMXPS901<br>LEI: N/A | Long             | EC               | CORP              | IT        |     44684 | NS      | $634045.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                 | COMMON STOCK GBP.031111    | CUSIP: B10RZP905<br>LEI: N/A | Long             | EC               | CORP              | GB        |     56215 | NS      | $2838172.45   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE CL B   | COMMON STOCK USD.01        | CUSIP: 911312106<br>LEI: N/A | Long             | EC               | CORP              | US        |     18086 | NS      | $3144070.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED UTILITIES GROUP PLC   | COMMON STOCK GBP.05        | CUSIP: B39J2M903<br>LEI: N/A | Long             | EC               | CORP              | GB        |     15405 | NS      | $184063.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                   | COMMON STOCK USD.01        | CUSIP: 902973304<br>LEI: N/A | Long             | EC               | CORP              | US        |     34253 | NS      | $1493773.33   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC             | COMMON STOCK USD.01        | CUSIP: 91879Q109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1016 | NS      | $242163.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                   | REIT USD.25                | CUSIP: 92276F100<br>LEI: N/A | Long             | RE               | RF                | US        |      9447 | NS      | $425587.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT         | COMMON STOCK EUR5.0        | CUSIP: 403187909<br>LEI: N/A | Long             | EC               | CORP              | FR        |     14933 | NS      | $383694.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC         | COMMON STOCK USD.001       | CUSIP: 92345Y106<br>LEI: N/A | Long             | EC               | CORP              | US        |      3822 | NS      | $674277.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC   | COMMON STOCK USD.1         | CUSIP: 92343V104<br>LEI: N/A | Long             | EC               | CORP              | US        |     99276 | NS      | $3911474.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC   | COMMON STOCK USD.01        | CUSIP: 92532F100<br>LEI: N/A | Long             | EC               | CORP              | US        |      6394 | NS      | $1846459.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VESTAS WIND SYSTEMS A/S      | COMMON STOCK DKK.2         | CUSIP: BN4MYF907<br>LEI: N/A | Long             | EC               | CORP              | DK        |     20719 | NS      | $604386.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VF CORP                      | COMMON STOCK               | CUSIP: 918204108<br>LEI: N/A | Long             | EC               | CORP              | US        |      9707 | NS      | $268010.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC          | REIT USD.01                | CUSIP: 925652109<br>LEI: N/A | Long             | RE               | RF                | US        |     22785 | NS      | $738234.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VICINITY CENTRES             | REIT                       | CUSIP: BY7QXS904<br>LEI: N/A | Long             | RE               | RF                | AU        |     90368 | NS      | $122023.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC CLASS A SHARES      | COMMON STOCK USD.0001      | CUSIP: 92826C839<br>LEI: N/A | Long             | EC               | CORP              | US        |     39543 | NS      | $8215453.68   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VIVENDI                      | COMMON STOCK EUR5.5        | CUSIP: 483477907<br>LEI: N/A | Long             | EC               | CORP              | FR        |     15250 | NS      | $145682.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC           | COMMON STOCK USD.2095238   | CUSIP: ACI07KLY6<br>LEI: N/A | Long             | EC               | CORP              | GB        |    652145 | NS      | $660438.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VONOVIA SE                   | COMMON STOCK               | CUSIP: BBJPFY900<br>LEI: N/A | Long             | EC               | CORP              | DE        |     17115 | NS      | $403168.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01        | CUSIP: 931427108<br>LEI: N/A | Long             | EC               | CORP              | US        |    100531 | NS      | $3755838.16   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE           | COMMON STOCK USD.01        | CUSIP: 254687106<br>LEI: N/A | Long             | EC               | CORP              | US        |     59914 | NS      | $5205328.32   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WARTSILA OYJ ABP             | COMMON STOCK               | CUSIP: 452518905<br>LEI: N/A | Long             | EC               | CORP              | FI        |     10813 | NS      | $91175.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WATERS CORP                  | COMMON STOCK USD.01        | CUSIP: 941848103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1484 | NS      | $508388.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                | REIT USD1.0                | CUSIP: 95040Q104<br>LEI: N/A | Long             | RE               | RF                | US        |     11380 | NS      | $745959.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDEL                       | COMMON STOCK EUR4.0        | CUSIP: 739011906<br>LEI: N/A | Long             | EC               | CORP              | FR        |     52835 | NS      | $4935259.67   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| WESFARMERS LTD               | COMMON STOCK               | CUSIP: 694883000<br>LEI: N/A | Long             | EC               | CORP              | AU        |     27392 | NS      | $854282.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN UNION CO             | COMMON STOCK USD.01        | CUSIP: 959802109<br>LEI: N/A | Long             | EC               | CORP              | US        |      9468 | NS      | $130374.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP         | COMMON STOCK               | CUSIP: 607614005<br>LEI: N/A | Long             | EC               | CORP              | AU        |     83361 | NS      | $1319730.39   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO              | REIT USD1.25               | CUSIP: 962166104<br>LEI: N/A | Long             | RE               | RF                | US        |     17801 | NS      | $551831.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP               | COMMON STOCK USD1.0        | CUSIP: 963320106<br>LEI: N/A | Long             | EC               | CORP              | US        |      1400 | NS      | $198044.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC     | COMMON STOCK USD.000304635 | CUSIP: G96629103<br>LEI: N/A | Long             | EC               | CORP              | GB        |      2664 | NS      | $651561.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WISETECH GLOBAL LTD          | COMMON STOCK               | CUSIP: BZ8GX8906<br>LEI: N/A | Long             | EC               | CORP              | AU        |      3633 | NS      | $124947.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER               | COMMON STOCK EUR.12        | CUSIP: 567151907<br>LEI: N/A | Long             | EC               | CORP              | NL        |      6076 | NS      | $635763.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD         | COMMON STOCK               | CUSIP: 698123908<br>LEI: N/A | Long             | EC               | CORP              | AU        |    226010 | NS      | $5161032.07   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| WORKDAY INC CLASS A          | COMMON STOCK USD.001       | CUSIP: 98138H101<br>LEI: N/A | Long             | EC               | CORP              | US        |      4478 | NS      | $749303.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLDLINE SA                 | COMMON STOCK EUR.68        | CUSIP: BNFWR4906<br>LEI: N/A | Long             | EC               | CORP              | FR        |      6381 | NS      | $249895.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                      | COMMON STOCK GBP.1         | CUSIP: B8KF9B904<br>LEI: N/A | Long             | EC               | CORP              | GB        |     25866 | NS      | $255555.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC               | COMMON STOCK               | CUSIP: 92938W954<br>LEI: N/A | Long             | EC               | CORP              | CA        |      3036 | NS      | $352234.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC              | COMMON STOCK USD.5         | CUSIP: 384802104<br>LEI: N/A | Long             | EC               | CORP              | US        |      1200 | NS      | $667500.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| XERO LTD                     | COMMON STOCK               | CUSIP: B8P4LP909<br>LEI: N/A | Long             | EC               | CORP              | NZ        |      3083 | NS      | $147009.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA       | COMMON STOCK NOK1.7        | CUSIP: 775125909<br>LEI: N/A | Long             | EC               | CORP              | NO        |    267526 | NS      | $11748927.06  | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM  BRANDS INC              | COMMON STOCK               | CUSIP: 988498101<br>LEI: N/A | Long             | EC               | CORP              | US        |      6551 | NS      | $839052.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZALANDO SE                   | COMMON STOCK               | CUSIP: BQV0SV900<br>LEI: N/A | Long             | EC               | CORP              | DE        |      4451 | NS      | $156696.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC   C         | COMMON STOCK USD.0001      | CUSIP: 98954M200<br>LEI: N/A | Long             | EC               | CORP              | US        |      4117 | NS      | $132608.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC   | COMMON STOCK USD.01        | CUSIP: 98956P102<br>LEI: N/A | Long             | EC               | CORP              | US        |      4544 | NS      | $579360.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                   | COMMON STOCK USD.01        | CUSIP: 98978V103<br>LEI: N/A | Long             | EC               | CORP              | US        |     14037 | NS      | $2057122.35   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG    | COMMON STOCK CHF.1         | CUSIP: 598381903<br>LEI: N/A | Long             | EC               | CORP              | CH        |      3406 | NS      | $1628330.94   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Impax Funds Series Trust III

**Signature:** /s/ Alicia DuBois

**Name of Signer:** Alicia DuBois

**Title:** Treasurer