# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0000940400-26-007141
**Filing Date:** 2026-2
**Character Count:** 110385
**Document Hash:** e120ba862c8bf4684a7b9d0e28abffbc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007141.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-007141

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 26664258

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs International Tax-Managed Equity Fund (Series ID: S000018298)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000050443 | Institutional   | GHTMX           |
| C000050444 | Class A         | GATMX           |
| C000050445 | Class C         | GCTMX           |
| C000091965 | Investor Shares | GITRX           |
| C000200308 | Class R6 Shares | GHTRX           |
| C000201771 | Class P Shares  | GGCPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs Trust

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71 South Wacker Drive

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs International Tax-Managed Equity Fund

- **b. EDGAR series identifier (if any):** S000018298

- **c. LEI of Series:** 3EPW4EQLX6NR7L382R49

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $1088237191.50

**Total Liabilities:** $57953642.79

**Net Assets:** $1030283548.71

**Cash Not Reported:** $22439686.95

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050443 | 0.55%                | 1.83%                | 2.88%                |
| Class ID C000050444 | 0.55%                | 1.77%                | 2.82%                |
| Class ID C000050445 | 0.51%                | 1.70%                | 2.79%                |
| Class ID C000091965 | 0.55%                | 1.83%                | 2.90%                |
| Class ID C000200308 | 0.55%                | 1.84%                | 2.84%                |
| Class ID C000201771 | 0.55%                | 1.84%                | 2.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $38684930.60             | $-32833065.56                              |
| Month 2  | $-652285.78              | $16643178.46                               |
| Month 3  | $-278860.80              | $27664475.89                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. MORGAN SECURITIES LLC                     | CURRENCY CONTRACT - AUD                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8309.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | CURRENCY CONTRACT - JPY                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22228.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                 | Air Liquide SA                                            | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     46126 | NS      | $8669569.58   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                       | Renesas Electronics Corp                                  | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |    510400 | NS      | $6990873.52   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Befesa SA                                      | Befesa SA                                                 | CUSIP: 000000000<br>LEI: 222100VXGA8L6J4ZWG61 | Long             | EC               | CORP              | LU        |      6376 | NS      | $220349.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Astena Holdings Co Ltd                         | Astena Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $6469.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Modec Inc                                      | Modec Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    129800 | NS      | $9853714.16   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    251453 | NS      | $9690787.33   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS Group GmbH & Co KGaA                       | DWS Group GmbH & Co KGaA                                  | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |      8166 | NS      | $536701.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                | ASML Holding NV                                           | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     24449 | NS      | $26344305.84  | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                  | UniCredit SpA                                             | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    179387 | NS      | $14858042.23  | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                      | Halma PLC                                                 | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |    167525 | NS      | $7951560.93   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | CURRENCY CONTRACT - CHF                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-419.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shikoku Bank Ltd/The                           | Shikoku Bank Ltd/The                                      | CUSIP: 000000000<br>LEI: 353800WDXTE9PTGKDW46 | Long             | EC               | CORP              | JP        |     13800 | NS      | $155042.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Banking Group Ltd                     | Dah Sing Banking Group Ltd                                | CUSIP: 000000000<br>LEI: 529900DXBMKJOLLQOM66 | Long             | EC               | CORP              | HK        |   1516800 | NS      | $2081498.36   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of East Asia Ltd/The                      | Bank of East Asia Ltd/The                                 | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | EC               | CORP              | HK        |    605600 | NS      | $1035808.51   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                    | Sun Hung Kai Properties Ltd                               | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     48000 | NS      | $584461.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                     | Legrand SA                                                | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     17301 | NS      | $2572016.10   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                              | NatWest Group PLC                                         | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |   1529090 | NS      | $13413622.81  | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                         | Fresenius SE & Co KGaA                                    | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |    157859 | NS      | $9044031.54   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                      | Tokio Marine Holdings Inc                                 | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     21300 | NS      | $787378.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                   | WH Group Ltd                                              | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |   8205000 | NS      | $9140485.13   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Metals X Ltd                                   | Metals X Ltd                                              | CUSIP: 000000000<br>LEI: 549300PYQIA9NE598013 | Long             | EC               | CORP              | AU        |    269305 | NS      | $199447.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                     | HANG SENG IDX                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |         3 | NC      | $-4717.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                     | Dai-ichi Life Holdings Inc                                | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    292800 | NS      | $2433334.58   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                  | Banco BPM SpA                                             | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |    359610 | NS      | $5460656.96   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                     | Aisin Corp                                                | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |    122100 | NS      | $2287697.47   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Procrea Holdings Inc                           | Procrea Holdings Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39800 | NS      | $553687.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                   | Leonardo SpA                                              | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      7559 | NS      | $432379.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                               | Smiths Group PLC                                          | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |    130443 | NS      | $4125949.83   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                           | ASM International NV                                      | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      7761 | NS      | $4698475.86   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                      | H & M Hennes & Mauritz AB                                 | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     64718 | NS      | $1297200.01   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund            | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  32883595 | NS      | $32883595.00  | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TBC Bank Group PLC                             | TBC Bank Group PLC                                        | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GE        |     20345 | NS      | $1111857.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association      | CURRENCY CONTRACT - NOK                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8474.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumida Corp                                    | Sumida Corp                                               | CUSIP: 000000000<br>LEI: 529900YR9T4HZ9236N62 | Long             | EC               | CORP              | JP        |     82700 | NS      | $604928.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Electric Glass Co Ltd                   | Nippon Electric Glass Co Ltd                              | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |     14400 | NS      | $566153.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                            | SoftBank Group Corp                                       | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     78000 | NS      | $2188160.29   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                         | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     71759 | NS      | $1129196.60   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Clas Ohlson AB                                 | Clas Ohlson AB                                            | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |      7946 | NS      | $261252.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOK Corp                                       | NOK Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38000 | NS      | $681937.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                   | Santen Pharmaceutical Co Ltd                              | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |    124400 | NS      | $1290360.49   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                         | Mercedes-Benz Group AG                                    | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      5596 | NS      | $387926.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                              | Computershare Ltd                                         | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      8837 | NS      | $200278.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco di Desio e della Brianza                 | Banco di Desio e della Brianza SpA                        | CUSIP: 000000000<br>LEI: 81560026D234790EB288 | Long             | EC               | CORP              | IT        |     75180 | NS      | $830819.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                             | TOPIX INDX                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        15 | NC      | $8126.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXEO Group Inc                                 | EXEO Group Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     76600 | NS      | $1271794.94   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SACA                                     | Vicat SACA                                                | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |      4659 | NS      | $414606.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Futaba Industrial Co Ltd                       | Futaba Industrial Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18300 | NS      | $122395.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                 | Continental AG                                            | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |     21667 | NS      | $1719558.10   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JX Advanced Metals Corp                        | JX Advanced Metals Corp                                   | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |    258400 | NS      | $3230276.47   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                      | Airbus SE                                                 | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      8072 | NS      | $1874513.11   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                     | Mizuho Financial Group Inc                                | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     29600 | NS      | $1080239.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Galenica AG                                    | Galenica AG                                               | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |      1481 | NS      | $182671.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                       | United Overseas Bank Ltd                                  | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     77400 | NS      | $2108030.19   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                  | Industria de Diseno Textil SA                             | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    148200 | NS      | $9775971.58   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                      | Orkla ASA                                                 | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    316453 | NS      | $3523938.67   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                     | Tenaris SA                                                | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |    285823 | NS      | $5515204.21   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxell Ltd                                     | Maxell Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34400 | NS      | $527424.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                          | Spotify Technology SA                                     | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |      8033 | NS      | $4664843.43   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                | Knorr-Bremse AG                                           | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |     31255 | NS      | $3467503.62   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                  | Lasertec Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $114325.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co Ltd                           | Credit Saison Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |     27100 | NS      | $726966.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| San ju San Financial Group Inc                 | San ju San Financial Group Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $126501.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinmaywa Industries Ltd                       | Shinmaywa Industries Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14500 | NS      | $177358.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                     | Strabag SE                                                | CUSIP: 000000000<br>LEI: 529900TYYSRJH2VJSP60 | Long             | EC               | CORP              | AT        |      7957 | NS      | $756130.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ericsson                                       | Telefonaktiebolaget LM Ericsson                           | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    734463 | NS      | $7147823.35   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                   | DNB Bank ASA                                              | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     64553 | NS      | $1798496.82   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                    | Northern Star Resources Ltd                               | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |    451717 | NS      | $7949160.92   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                           | Dassault Aviation SA                                      | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |     12738 | NS      | $4083877.27   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                  | Rio Tinto Ltd                                             | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |    115883 | NS      | $11305048.06  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                    | Pandora A/S                                               | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      7812 | NS      | $863898.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toda Corp                                      | Toda Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17200 | NS      | $139182.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                       | Hermes International SCA                                  | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      1708 | NS      | $4240711.40   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                        | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   6086686 | NS      | $8113617.71   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                           | Endeavour Mining PLC                                      | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     30379 | NS      | $1587228.28   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                    | Fujitsu Ltd                                               | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     65700 | NS      | $1805627.53   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Odfjell Drilling Ltd                           | Odfjell Drilling Ltd                                      | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | NO        |     37277 | NS      | $322530.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley PLC                                    | Beazley PLC                                               | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |     17229 | NS      | $192665.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 SMN                                | SpareBank 1 SMN                                           | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |     22109 | NS      | $451537.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Financial Group Inc                   | Yokohama Financial Group Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    246300 | NS      | $2036166.60   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Cembra Money Bank AG                           | Cembra Money Bank AG                                      | CUSIP: 000000000<br>LEI: 549300ZDHOETLAIVTE82 | Long             | EC               | CORP              | CH        |      6265 | NS      | $784649.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                  | Trelleborg AB                                             | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |     41487 | NS      | $1753720.23   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui E&S Co Ltd                              | Mitsui E&S Co Ltd                                         | CUSIP: 000000000<br>LEI: 5493007T2YKKWF2NYN82 | Long             | EC               | CORP              | JP        |     82800 | NS      | $2955922.29   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ST Engineering                                 | Singapore Technologies Engineering Ltd                    | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     29800 | NS      | $194716.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                        | QBE Insurance Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    147665 | NS      | $1955003.42   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                       | Next PLC                                                  | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     15449 | NS      | $2844166.50   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                  | Insurance Australia Group Ltd                             | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |    517876 | NS      | $2748479.63   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                     | Boliden AB                                                | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |    186765 | NS      | $10346085.28  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                 | LVMH Moet Hennessy Louis Vuitton SE                       | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      9037 | NS      | $6811513.97   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                            | Imperial Brands PLC                                       | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    236123 | NS      | $9914857.50   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |    310946 | NS      | $7979352.17   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                           | Evolution Mining Ltd                                      | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |    790719 | NS      | $6617325.19   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                 | Sumitomo Mitsui Financial Group Inc                       | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    174500 | NS      | $5612167.07   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                 | Kansai Electric Power Co Inc/The                          | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     40100 | NS      | $629758.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group                  | InterContinental Hotels Group PLC                         | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      2699 | NS      | $379287.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                 | Oversea-Chinese Banking Corp Ltd                          | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     37600 | NS      | $577657.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                   | Klepierre SA                                              | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     48289 | NS      | $1910570.44   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                         | Singapore Exchange Ltd                                    | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |    380800 | NS      | $5012826.44   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                | Nordea Bank Abp                                           | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    564728 | NS      | $10624946.78  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinden Corp                                    | Kinden Corp                                               | CUSIP: 000000000<br>LEI: 35380008T6JUN5TU9T34 | Long             | EC               | CORP              | JP        |     31300 | NS      | $1357710.68   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                      | Safran SA                                                 | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     43110 | NS      | $15015957.72  | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                              | Japan Tobacco Inc                                         | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |    246300 | NS      | $8852590.42   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Seikitokyu Kogyo Co Ltd                        | Seikitokyu Kogyo Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32400 | NS      | $340955.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                        | DCC PLC                                                   | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      6346 | NS      | $395348.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                 | Fisher & Paykel Healthcare Corp Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     76608 | NS      | $1664457.08   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                     | Sandvik AB                                                | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |    228237 | NS      | $7372304.32   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsukishima Holdings Co Ltd                     | Tsukishima Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: 353800K8E7URAH6LTR26 | Long             | EC               | CORP              | JP        |     14000 | NS      | $252330.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                          | Mitsui Fudosan Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     35600 | NS      | $404568.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                   | Banco Comercial Portugues SA                              | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    819982 | NS      | $863161.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                       | Mitsubishi Electric Corp                                  | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    301400 | NS      | $8787876.47   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | CURRENCY CONTRACT - DKK                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1247.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Noritsu Koki Co Ltd                            | Noritsu Koki Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16800 | NS      | $199433.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                               | Novo Nordisk A/S                                          | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    123062 | NS      | $6241517.44   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                      | Sanofi SA                                                 | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    119082 | NS      | $11521812.57  | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                       | Tele2 AB                                                  | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     11971 | NS      | $200593.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                            | Erste Group Bank AG                                       | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     45409 | NS      | $5444972.10   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Press Kogyo Co Ltd                             | Press Kogyo Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800Z8ABLQL0MHSA16 | Long             | EC               | CORP              | JP        |     43500 | NS      | $225642.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                           | Schindler Holding AG                                      | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |     18712 | NS      | $7036930.63   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Sogefi SpA                                     | Sogefi SpA                                                | CUSIP: 000000000<br>LEI: 5493005HPJ40IY377O47 | Long             | EC               | CORP              | IT        |     79124 | NS      | $313787.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                              | Compass Group PLC                                         | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    105386 | NS      | $3339164.35   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                | Pro Medicus Ltd                                           | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |     27583 | NS      | $4050929.33   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                       | TDK Corp                                                  | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |    360900 | NS      | $5105923.69   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Namura Shipbuilding Co Ltd                     | Namura Shipbuilding Co Ltd                                | CUSIP: 000000000<br>LEI: 353800L4EGBFKO3C4X44 | Long             | EC               | CORP              | JP        |     14100 | NS      | $318263.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                         | UCB SA                                                    | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |     28887 | NS      | $8048691.06   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA                                           | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     28404 | NS      | $666279.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                    | Aena SME SA                                               | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     65763 | NS      | $1837476.03   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc                      | Mitsubishi HC Capital Inc                                 | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |    429100 | NS      | $3589528.26   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co Ltd                             | SG Holdings Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    100900 | NS      | $923392.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DAH SING                                       | Dah Sing Financial Holdings Ltd                           | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |    213200 | NS      | $968656.74    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                           | Banca Mediolanum SpA                                      | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     88201 | NS      | $2002739.33   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                      | Aviva PLC                                                 | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    665007 | NS      | $6114695.02   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Distribuidora Internacional de                 | Distribuidora Internacional de Alimentacion SA            | CUSIP: 000000000<br>LEI: 54930063C6K2TNFL6H10 | Long             | EC               | CORP              | ES        |     10120 | NS      | $435411.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                   | CaixaBank SA                                              | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    114769 | NS      | $1403180.95   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                                   | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      5592 | NS      | $274231.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                         | Cie de Saint-Gobain SA                                    | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     64671 | NS      | $6576521.04   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                     | Allianz SE                                                | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     10606 | NS      | $4903976.41   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                   | Bankinter SA                                              | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |    105372 | NS      | $1746562.43   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                      | Nestle SA                                                 | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    170664 | NS      | $16939958.68  | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                               | Coca-Cola HBC AG                                          | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     60234 | NS      | $3116123.55   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp                                  | Obayashi Corp                                             | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |    286600 | NS      | $5997939.87   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                 | BPER Banca SPA                                            | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     47204 | NS      | $637843.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                      | Thales SA                                                 | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |     31317 | NS      | $8448260.79   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                         | Eurofins Scientific SE                                    | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |     27624 | NS      | $2020100.98   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SingTel                                        | Singapore Telecommunications Ltd                          | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    904900 | NS      | $3201535.36   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                      | Tesco PLC                                                 | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |   1793840 | NS      | $10667671.30  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                   | Takeda Pharmaceutical Co Ltd                              | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |    268400 | NS      | $8337917.66   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                       | Central Japan Railway Co                                  | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |    114800 | NS      | $3179959.85   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Toenec Corp                                    | Toenec Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $119824.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JOST Werke SE                                  | JOST Werke SE                                             | CUSIP: 000000000<br>LEI: 529900G977BSS7DATK68 | Long             | EC               | CORP              | DE        |       808 | NS      | $51138.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                  | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   6782525 | NS      | $8971348.04   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                 | Rheinmetall AG                                            | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       596 | NS      | $1087339.92   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TPR Co Ltd                                     | TPR Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     80000 | NS      | $659672.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nojima Corp                                    | Nojima Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56100 | NS      | $426151.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuhoku Financial Group Inc                   | Hokuhoku Financial Group Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $128844.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings                 | MS&AD Insurance Group Holdings Inc                        | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |    412200 | NS      | $9677229.84   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group In                 | Sumitomo Mitsui Trust Group Inc                           | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |    153100 | NS      | $4665701.99   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                         | SKF AB                                                    | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     47217 | NS      | $1249779.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                                    | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     43675 | NS      | $10611656.76  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co                  | Electric Power Development Co Ltd                         | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |    261200 | NS      | $5281990.51   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                   | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    440524 | NS      | $8341292.02   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                      | Rubis SCA                                                 | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |     19184 | NS      | $720310.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                    | Cie Financiere Richemont SA                               | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      3855 | NS      | $831334.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                           | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    122541 | NS      | $22677381.39  | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AcadeMedia AB                                  | AcadeMedia AB                                             | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |     16465 | NS      | $176461.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daido Metal Co Ltd                             | Daido Metal Co Ltd                                        | CUSIP: 000000000<br>LEI: 3538008B818OTAF32670 | Long             | EC               | CORP              | JP        |    128600 | NS      | $804584.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                             | ENEOS Holdings Inc                                        | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |   1033300 | NS      | $7310706.27   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                      | KDDI Corp                                                 | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     15800 | NS      | $273461.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Musashino Bank Ltd/The                         | Musashino Bank Ltd/The                                    | CUSIP: 000000000<br>LEI: 353800L8RJMVN2OOS612 | Long             | EC               | CORP              | JP        |      4000 | NS      | $124274.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shindengen Electric Manufactur                 | Shindengen Electric Manufacturing Co Ltd                  | CUSIP: 000000000<br>LEI: 353800ZRD3NQDG2I7X35 | Long             | EC               | CORP              | JP        |      7500 | NS      | $161244.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                  | Technogym SpA                                             | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |     48132 | NS      | $908340.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery                 | Hitachi Construction Machinery Co Ltd                     | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     33000 | NS      | $975470.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Awa Bank Ltd/The                               | Awa Bank Ltd/The                                          | CUSIP: 000000000<br>LEI: 353800YH8XWV0XAHXR13 | Long             | EC               | CORP              | JP        |     15800 | NS      | $441978.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                               | Unicaja Banco SA                                          | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |    314104 | NS      | $1022095.59   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                        | Vestas Wind Systems A/S                                   | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |    385094 | NS      | $10415722.76  | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Thompson Co Ltd                         | Nippon Thompson Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800F1TL8X5AMTY686 | Long             | EC               | CORP              | JP        |     76300 | NS      | $398373.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                              | Siemens Energy AG                                         | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     16122 | NS      | $2261733.77   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                            | MTU Aero Engines AG                                       | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      2401 | NS      | $995282.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowlais Group PLC                              | Dowlais Group PLC                                         | CUSIP: 000000000<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |    187218 | NS      | $211590.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                       | Alcon AG                                                  | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     99359 | NS      | $7862090.14   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                              | Hannover Rueck SE                                         | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |     12330 | NS      | $3836867.94   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                               | ANA Holdings Inc                                          | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |     18900 | NS      | $358943.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                       | Volvo AB                                                  | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     68744 | NS      | $2187752.86   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Iriso Electronics Co Ltd                       | Iriso Electronics Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $135495.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| North Pacific Bank Ltd                         | North Pacific Bank Ltd                                    | CUSIP: 000000000<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |     33800 | NS      | $182842.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandfire Resources Ltd                         | Sandfire Resources Ltd                                    | CUSIP: 000000000<br>LEI: 213800ZW52P23FVH1V47 | Long             | EC               | CORP              | AU        |     70571 | NS      | $838263.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                 | Jyske Bank A/S                                            | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |     11677 | NS      | $1598109.56   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujita Kanko Inc                               | Fujita Kanko Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $159826.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                               | Isuzu Motors Ltd                                          | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    461800 | NS      | $7207370.98   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                   | GEA Group AG                                              | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     13767 | NS      | $930405.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                            | EssilorLuxottica SA                                       | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     31094 | NS      | $9831864.34   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                    | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    255979 | NS      | $12282146.88  | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                           | Fuji Electric Co Ltd                                      | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |    122900 | NS      | $9320130.73   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                         | ANZ Group Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     31073 | NS      | $751271.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                       | NEC Corp                                                  | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    246500 | NS      | $8340452.51   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Co Ltd                                  | Suzuki Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17800 | NS      | $273868.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DOF Group ASA                                  | DOF Group ASA                                             | CUSIP: 000000000<br>LEI: 213800GIV9N2A714T434 | Long             | EC               | CORP              | NO        |     21556 | NS      | $202953.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                         | Yokogawa Electric Corp                                    | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |     77100 | NS      | $2472640.67   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group PLC                              | TP ICAP Group PLC                                         | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | GB        |     61036 | NS      | $213133.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toa Corp/Tokyo                                 | Toa Corp/Tokyo                                            | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |     10600 | NS      | $191834.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                       | Mowi ASA                                                  | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     97402 | NS      | $2342998.42   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                        | AGC Inc                                                   | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |    118200 | NS      | $3919953.27   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Group                             | Charter Hall Group                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     17000 | NS      | $276512.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                               | Wartsila OYJ Abp                                          | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |    252359 | NS      | $8934678.90   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                  | Koninklijke Ahold Delhaize NV                             | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     87056 | NS      | $3569898.14   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc                   | Shizuoka Financial Group Inc                              | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |    163500 | NS      | $2538618.85   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                       | Unipol Assicurazioni SpA                                  | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |    103802 | NS      | $2490382.62   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                          | PSP Swiss Property AG                                     | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |      8643 | NS      | $1563836.57   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                | Mitsubishi Corp                                           | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    350000 | NS      | $8005440.29   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                     | FANUC Corp                                                | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     71500 | NS      | $2782476.56   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                           | Credito Emiliano SpA                                      | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | EC               | CORP              | IT        |     36426 | NS      | $650789.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                          | Kongsberg Gruppen ASA                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |    241468 | NS      | $6187685.60   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd                             | Perseus Mining Ltd                                        | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |     35233 | NS      | $132454.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group PL                 | Babcock International Group PLC                           | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |     31712 | NS      | $528475.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chudenko Corp                                  | Chudenko Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26800 | NS      | $771110.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                            | Nomura Holdings Inc                                       | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    650500 | NS      | $5418970.59   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| AQ Group AB                                    | AQ Group AB                                               | CUSIP: 000000000<br>LEI: 549300CN568MD1JD3E40 | Long             | EC               | CORP              | SE        |     20301 | NS      | $432274.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                    | National Australia Bank Ltd                               | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     94691 | NS      | $2662404.40   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                             | Sompo Holdings Inc                                        | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |    183600 | NS      | $6231790.91   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp                              | Konami Group Corp                                         | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |     33900 | NS      | $4603866.86   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                | Danske Bank A/S                                           | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |    105767 | NS      | $5281611.83   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurabo Industries Ltd                          | Kurabo Industries Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $314129.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                             | FTSE 100 IDX                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |        17 | NC      | $13848.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                      | Shell PLC                                                 | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    243461 | NS      | $9018789.33   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                       | Infineon Technologies AG                                  | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    122082 | NS      | $5326558.15   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuruha Holdings Inc                           | Tsuruha Holdings Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    145500 | NS      | $2673320.99   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co Ltd                                   | Ricoh Co Ltd                                              | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     43000 | NS      | $378358.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                      | Nordex SE                                                 | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |     19985 | NS      | $677391.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsugami Corp                                   | Tsugami Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13300 | NS      | $244401.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                 | Commonwealth Bank of Australia                            | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     29024 | NS      | $3097995.61   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                 | Kingfisher PLC                                            | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    303479 | NS      | $1277512.02   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                   | Glencore PLC                                              | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |   1212590 | NS      | $6628825.55   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                      | Holcim AG                                                 | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     92636 | NS      | $9018143.96   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                      | Prosus NV                                                 | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |    171762 | NS      | $10635333.98  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24         | SPI 200                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |         7 | NC      | $728.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co Ltd                         | Japan Post Bank Co Ltd                                    | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      8900 | NS      | $125285.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iyogin Holdings Inc                            | Iyogin Holdings Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     55300 | NS      | $901096.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Viridien                                       | Viridien                                                  | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | EC               | CORP              | FR        |      2165 | NS      | $248885.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Holding AG                               | Indus Holding AG                                          | CUSIP: 000000000<br>LEI: 529900GE4O7ZOMRWR939 | Long             | EC               | CORP              | DE        |      3584 | NS      | $118185.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Resorttrust Inc                                | Resorttrust Inc                                           | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |     21600 | NS      | $270254.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                    | Swedbank AB                                               | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     24300 | NS      | $843089.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                | BAE Systems PLC                                           | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    193225 | NS      | $4447088.88   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Mycronic AB                                    | Mycronic AB                                               | CUSIP: 000000000<br>LEI: 549300S5CCFESE4C6Y07 | Long             | EC               | CORP              | SE        |     21340 | NS      | $512595.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OVS SpA                                        | OVS SpA                                                   | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |     76362 | NS      | $433335.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Pile Holdings Corp                        | Asia Pile Holdings Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50100 | NS      | $450784.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO STOXX 50                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        93 | NC      | $88910.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                      | Danone SA                                                 | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     95275 | NS      | $8593723.52   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Yurtec Corp                                    | Yurtec Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12700 | NS      | $223337.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacion                 | REN - Redes Energeticas Nacionais SGPS SA                 | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |     28929 | NS      | $109301.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Currys PLC                                     | Currys PLC                                                | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |    194920 | NS      | $330163.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                  | Sumitomo Corp                                             | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     36300 | NS      | $1256433.90   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      1722 | NS      | $158303.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jungfraubahn Holding AG                        | Jungfraubahn Holding AG                                   | CUSIP: 000000000<br>LEI: 5067009MCPE99B3E4489 | Long             | EC               | CORP              | CH        |       575 | NS      | $207120.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Resources Ltd                            | Regis Resources Ltd                                       | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |    176523 | NS      | $880405.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                      | Avolta AG                                                 | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |     48704 | NS      | $2872555.35   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                              | Covivio SA/France                                         | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |     11049 | NS      | $733438.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | CURRENCY CONTRACT - EUR                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6365.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries L                 | Sumitomo Electric Industries Ltd                          | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |    269400 | NS      | $10850701.46  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                  | AIA Group Ltd                                             | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     95600 | NS      | $984019.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                       | Svenska Handelsbanken AB                                  | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    492415 | NS      | $7133883.40   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Gestamp Automocion SA                          | Gestamp Automocion SA                                     | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | EC               | CORP              | ES        |     81794 | NS      | $291139.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Metals Ltd                           | Capricorn Metals Ltd                                      | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |     19845 | NS      | $187764.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                             | Qantas Airways Ltd                                        | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |    815447 | NS      | $5633670.10   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                        | Siemens Healthineers AG                                   | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     20409 | NS      | $1069792.12   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                       | Engie SA                                                  | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    449607 | NS      | $11810891.10  | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                        | ABB Ltd                                                   | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    193017 | NS      | $14228740.50  | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                      | Fresenius Medical Care AG                                 | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     10971 | NS      | $524036.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association      | CURRENCY CONTRACT - EUR                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-104.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexteer Automotive Group Ltd                   | Nexteer Automotive Group Ltd                              | CUSIP: 000000000<br>LEI: 529900O9GGNBKMJ9UO48 | Long             | EC               | CORP              | US        |   1577000 | NS      | $1299139.44   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                 | Advantest Corp                                            | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     49200 | NS      | $6221237.70   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| SMCP SA                                        | SMCP SA                                                   | CUSIP: 000000000<br>LEI: 96950034TTGHHKKEN547 | Long             | EC               | CORP              | FR        |      4085 | NS      | $30032.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                              | Admiral Group PLC                                         | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     47485 | NS      | $2031309.80   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Vienna Insurance                               | Vienna Insurance Group AG Wiener Versicherung Gruppe      | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |      3694 | NS      | $290926.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| San-In Godo Bank Ltd/The                       | San-In Godo Bank Ltd/The                                  | CUSIP: 000000000<br>LEI: 353800I3C5900CEME762 | Long             | EC               | CORP              | JP        |     10900 | NS      | $103607.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                     | Inpex Corp                                                | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     14100 | NS      | $282007.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                              | Airtel Africa PLC                                         | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |    285297 | NS      | $1366645.87   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                        | Panasonic Holdings Corp                                   | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     20100 | NS      | $260577.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                 | Wesfarmers Ltd                                            | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |    170680 | NS      | $9195059.46   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                     | MSCI SING IX ETS                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |         5 | NC      | $-691.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Munich Re                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |     17724 | NS      | $11663930.63  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Sien                 | Banca Monte dei Paschi di Siena SpA                       | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    509190 | NS      | $5421450.49   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                   | UBS Group AG                                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    334514 | NS      | $15446051.13  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurocommercial Properties NV                   | Eurocommercial Properties NV                              | CUSIP: 000000000<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               | CORP              | NL        |      7255 | NS      | $221977.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                     | Daiwa Securities Group Inc                                | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |    393600 | NS      | $3449429.88   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                   | Gaztransport Et Technigaz SA                              | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |      7067 | NS      | $1296701.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                    | Murata Manufacturing Co Ltd                               | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |    246800 | NS      | $5100851.51   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                     | Scout24 SE                                                | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |     48755 | NS      | $4896951.79   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                          | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      9633 | NS      | $3978142.67   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Mining Ltd                            | Resolute Mining Ltd                                       | CUSIP: 000000000<br>LEI: 254900MP8JONT590XY28 | Long             | EC               | CORP              | AU        |    193618 | NS      | $156818.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | CURRENCY CONTRACT - SEK                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3381.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                      | Unibail-Rodamco-Westfield                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      9106 | NS      | $990249.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HKEX                                           | Hong Kong Exchanges & Clearing Ltd                        | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |    196000 | NS      | $10254985.54  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                     | AddTech AB                                                | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |     16336 | NS      | $575331.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                             | Banca Generali SpA                                        | CUSIP: 000000000<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |      4870 | NS      | $325090.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yahagi Construction Co Ltd                     | Yahagi Construction Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14800 | NS      | $220266.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                                   | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    322623 | NS      | $7909826.38   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                             | NGK Insulators Ltd                                        | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |    319500 | NS      | $6856236.78   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugin Financial Group Inc                     | Chugin Financial Group Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     94000 | NS      | $1484331.12   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                    | Novartis AG                                               | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    151755 | NS      | $20911231.09  | 2.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Kogyo Corp                               | Nitto Kogyo Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $189313.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-21

**Name of Applicant:** Goldman Sachs Trust

**Signature:** Allison Frachiolla

**Name of Signer:** Allison Frachiolla

**Title:** Vice President Assistant Treasurer