# EDGAR Filing Document

**Accession Number:** 0001503123
**File Stem:** 0001752724-23-010018
**Filing Date:** 2023-1
**Character Count:** 219004
**Document Hash:** c0b24633f6687243d8c835aaea99fe97
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-010018.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-010018

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DBX ETF TRUST
- **CENTRAL INDEX KEY:** 0001503123
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22487
- **FILM NUMBER:** 23548973

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DBX ETF Trust
- **DATE OF NAME CHANGE:** 20101008

## Series and Classes Contracts Data

### Xtrackers MSCI Europe Hedged Equity ETF (Series ID: S000042012)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000130527 | Xtrackers MSCI Europe Hedged Equity ETF | DBEU            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DBX ETF Trust

- **b. Investment Company Act file number:** 811-22487

- **c. CIK number of Registrant:** 0001503123

- **d. LEI of Registrant:** DNLQXYGHEZ10Q9SIK386

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

  - **Street Address 1:** 875 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022-6225

  - **Telephone number:** 212-454-4500

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

- **a. Name of Series:** Xtrackers MSCI Europe Hedged Equity ETF

- **b. EDGAR series identifier (if any):** S000042012

- **c. LEI of Series:** 54930088ALBDM7VHMJ08

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

- **a. Date of fiscal year-end:** 2023-05-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $516174278.95

**Total Liabilities:** $35928923.21

**Net Assets:** $480245355.74

**Cash Not Reported:** $20368921.38

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000130527 | -5.67%               | 6.27%                | 7.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10924.14                | $-41283959.48                              |
| Month 2  | $2522164.39              | $28125228.72                               |
| Month 3  | $-6871861.68             | $62996896.19                               |

**Designated Index Information**

- **Index Name:** MSCI Europe Net 100% USD Hedged Index

- **Index Identifier:** MSEUUSNDH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Scout24 SE                                                                            | Scout24 SE                                                                            | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      4048 | NS      | $218873.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                                                   | Imperial Brands PLC                                                                   | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     46026 | NS      | $1178798.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - EUR                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1226.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                                           | Bayerische Motoren Werke AG                                                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      2711 | NS      | $233161.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - SEK                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $156.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                   | Societe Generale SA                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     41156 | NS      | $1027418.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                                                    | Koninklijke KPN NV                                                                    | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    166839 | NS      | $510768.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - CHF                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1064.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italia                                                        | Infrastrutture Wireless Italiane SpA                                                  | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |     15740 | NS      | $155568.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                                                                            | Demant A/S                                                                            | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |      4141 | NS      | $115878.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                                                     | Compass Group PLC                                                                     | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     88807 | NS      | $2003689.32   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                                                | SKF AB                                                                                | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     19834 | NS      | $327392.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                                                                       | Adecco Group AG                                                                       | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |      8367 | NS      | $281626.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                                                         | Assa Abloy AB                                                                         | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     50005 | NS      | $1134675.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - SEK                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3246.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                                | Koninklijke Philips NV                                                                | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     45160 | NS      | $666932.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - EUR                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17468.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                                                            | Vivendi SE                                                                            | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     36372 | NS      | $324742.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                                   | Deutsche Telekom AG                                                                   | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    163186 | NS      | $3295360.97   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                                                         | Beiersdorf AG                                                                         | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      5078 | NS      | $549289.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1740519.57  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                                            | United Utilities Group PLC                                                            | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     34454 | NS      | $425223.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                                                           | Pandora A/S                                                                           | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      4539 | NS      | $335067.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                                             | Hikma Pharmaceuticals PLC                                                             | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | JO        |      8655 | NS      | $157932.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Currency Hedged MSCI Eurozone ETF                                             | iShares Currency Hedged MSCI Eurozone ETF                                             | CUSIP: 46434V639<br>LEI: 54930050U0OPYGNOU074 | Long             | EC               | RF                | US        |     34236 | NS      | $1191070.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Assicurazioni Generali SpA                                                            | Assicurazioni Generali SpA                                                            | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     56621 | NS      | $998102.19    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                                             | Danone SA                                                                             | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     32347 | NS      | $1685708.19   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Umicore SA                                                                            | Umicore SA                                                                            | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |     10524 | NS      | $374533.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                                           | Swedbank AB                                                                           | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     46248 | NS      | $745122.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                                                           | Pearson PLC                                                                           | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     34810 | NS      | $417533.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                                   | Erste Group Bank AG                                                                   | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     17651 | NS      | $543682.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                  | Schindler Holding AG                                                                  | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      1183 | NS      | $211033.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                                     | Sonova Holding AG                                                                     | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      2738 | NS      | $700233.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                              | Lloyds Banking Group PLC                                                              | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   3429679 | NS      | $1938875.63   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                                                      | Delivery Hero SE                                                                      | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      8919 | NS      | $380247.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Car AB                                                                          | Volvo Car AB                                                                          | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |     31742 | NS      | $155901.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Coca-Cola HBC AG                                                                      | Coca-Cola HBC AG                                                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      9745 | NS      | $236665.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                                                      | Pernod Ricard SA                                                                      | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |     10433 | NS      | $2051351.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Swatch Group AG/The                                                                   | Swatch Group AG/The                                                                   | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      1409 | NS      | $371961.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                                                    | Vodafone Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1328026 | NS      | $1469994.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                                         | Volkswagen AG                                                                         | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      9527 | NS      | $1386940.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                                            | Renault SA                                                                            | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |      9519 | NS      | $344809.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                     | Eurex DAX Index                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |         6 | NC      | $24242.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnevik AB                                                                           | Kinnevik AB                                                                           | CUSIP: 000000000<br>LEI: 2138006PZH76JOS6MN27 | Long             | EC               | CORP              | SE        |     12587 | NS      | $190989.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Investment AB Latour                                                                  | Investment AB Latour                                                                  | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |      7150 | NS      | $139366.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-334112.90   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                     | Wolters Kluwer NV                                                                     | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     13130 | NS      | $1437356.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Fi                                                        | Mediobanca Banca di Credito Finanziario SpA                                           | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |     30100 | NS      | $288601.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| RBC Capital Markets, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-463160.87   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                                | SAP SE                                                                                | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     52512 | NS      | $5708114.16   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                                                    | Intertek Group PLC                                                                    | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      8288 | NS      | $404059.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-124154.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-120733.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                                                    | Burberry Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     19094 | NS      | $500994.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                                               | DSV A/S                                                                               | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      9405 | NS      | $1472502.33   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                                             | Gjensidige Forsikring ASA                                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      9424 | NS      | $181055.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                                                | Yara International ASA                                                                | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      8569 | NS      | $391560.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                                              | Snam SpA                                                                              | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |    101692 | NS      | $515135.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                                           | Swisscom AG                                                                           | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      1345 | NS      | $722355.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                                                          | Klepierre SA                                                                          | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     10340 | NS      | $236500.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                                                     | Siemens Energy AG                                                                     | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     21925 | NS      | $360707.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano                                                             | Telecom Italia SpA/Milano                                                             | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |    485440 | NS      | $104161.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kuehne + Nagel International A                                                        | Kuehne + Nagel International AG                                                       | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      2777 | NS      | $670882.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                                                         | AIB Group PLC                                                                         | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     52967 | NS      | $170533.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                             | Zurich Insurance Group AG                                                             | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      7583 | NS      | $3629422.14   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                                            | Ferrari NV                                                                            | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |      6324 | NS      | $1394462.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| abrdn plc                                                                             | abrdn plc                                                                             | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    106707 | NS      | $250015.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Legrand SA                                                                            | Legrand SA                                                                            | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     13630 | NS      | $1098928.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                                                     | Industrivarden AB                                                                     | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      7042 | NS      | $179707.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                                                     | Industrivarden AB                                                                     | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      7852 | NS      | $198957.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                            | Allianz SE                                                                            | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     20577 | NS      | $4375631.79   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                                             | Elisa Oyj                                                                             | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      7297 | NS      | $377840.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                           | Novartis AG                                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    109165 | NS      | $9650359.05   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                                        | Atlas Copco AB                                                                        | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    136600 | NS      | $1680014.09   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                                                         | Nemetschek SE                                                                         | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |      3269 | NS      | $158520.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Indutrade AB                                                                          | Indutrade AB                                                                          | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |     14722 | NS      | $312752.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                                                        | Lonza Group AG                                                                        | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      3756 | NS      | $1945776.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Worldline SA/France                                                                   | Worldline SA/France                                                                   | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |     12150 | NS      | $568316.21    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                                                 | Julius Baer Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     10708 | NS      | $609266.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                                              | Ipsen SA                                                                              | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      1802 | NS      | $201017.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - DKK                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $896.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                             | Repsol SA                                                                             | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     69107 | NS      | $1064309.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                           | Equinor ASA                                                                           | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     47802 | NS      | $1840162.69   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                              | Engie SA                                                                              | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     91511 | NS      | $1382687.34   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                                             | Flutter Entertainment PLC                                                             | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |      8482 | NS      | $1242312.17   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - CHF                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5680.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                              | Jeronimo Martins SGPS SA                                                              | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     14560 | NS      | $321204.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                                             | Essity AB                                                                             | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     30292 | NS      | $737263.93    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                                          | Securitas AB                                                                          | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     26607 | NS      | $216314.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordea Bank Abp                                                                       | Nordea Bank Abp                                                                       | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    167772 | NS      | $1749314.07   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6717.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23513.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                                                | Dr Ing hc F Porsche AG                                                                | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |      5790 | NS      | $655528.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                             | Sampo Oyj                                                                             | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     24295 | NS      | $1227158.74   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantia SpA                                                                          | Atlantia SpA                                                                          | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | EC               | CORP              | IT        |     26845 | NS      | $640547.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccio                                                        | ACS Actividades de Construccion y Servicios SA                                        | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |     10912 | NS      | $307267.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                                                       | Kerry Group PLC                                                                       | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      8096 | NS      | $762772.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                     | Eurex Swiss Market New Index                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        19 | NC      | $21987.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-193247.98   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                              | Tryg A/S                                                                              | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |     18932 | NS      | $438390.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                                                             | Solvay SA                                                                             | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      3832 | NS      | $374354.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3735282.08  | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                                         | Alfa Laval AB                                                                         | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |     14885 | NS      | $421950.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB SA                                                                                | SEB SA                                                                                | CUSIP: 000000000<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |      1057 | NS      | $82713.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                      | ArcelorMittal SA                                                                      | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     26995 | NS      | $725029.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-749029.36   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                                  | Evonik Industries AG                                                                  | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      9909 | NS      | $193079.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                                             | Neste Oyj                                                                             | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     21588 | NS      | $1108397.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                                                   | Henkel AG & Co KGaA                                                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      8842 | NS      | $629715.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                                                          | Glencore PLC                                                                          | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |    490171 | NS      | $3329038.93   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| St James's Place PLC                                                                  | St James's Place PLC                                                                  | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |     28162 | NS      | $390166.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-383548.85   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                                                | OMV AG                                                                                | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      7562 | NS      | $394710.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                                             | Holmen AB                                                                             | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |      4478 | NS      | $183309.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-138684.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25555.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                                           | Investor AB                                                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     89840 | NS      | $1651053.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-179999.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-97247.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-303804.26   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                         | Industria de Diseno Textil SA                                                         | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     55726 | NS      | $1441594.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                                            | Symrise AG                                                                            | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      6757 | NS      | $766064.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Group PLC                                                               | Smurfit Kappa Group PLC                                                               | CUSIP: 000000000<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |     12116 | NS      | $431568.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - NOK                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2295.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-843470.15   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                                              | Sagax AB                                                                              | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |     10381 | NS      | $228045.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                                              | Daimler Truck Holding AG                                                              | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     23013 | NS      | $751228.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                                          | BT Group PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    351199 | NS      | $513865.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                            | Siemens AG                                                                            | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     38539 | NS      | $5262408.33   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                                                          | 3i Group PLC                                                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     48208 | NS      | $783515.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hargreaves Lansdown PLC                                                               | Hargreaves Lansdown PLC                                                               | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |     18622 | NS      | $189339.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                                                | Credit Suisse Group AG                                                                | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |    136938 | NS      | $12735.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard Chartered PLC                                                                | Standard Chartered PLC                                                                | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    125422 | NS      | $933292.31    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                           | Groupe Bruxelles Lambert NV                                                           | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      4846 | NS      | $386375.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rational AG                                                                           | Rational AG                                                                           | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |       238 | NS      | $146740.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                                            | Tenaris SA                                                                            | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     24140 | NS      | $419882.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                       | Danske Bank A/S                                                                       | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     34965 | NS      | $623750.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                                                    | Kingspan Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      7479 | NS      | $415904.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                                              | Nexi SpA                                                                              | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |     30190 | NS      | $264017.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                                                                | Eurofins Scientific SE                                                                | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      6602 | NS      | $456308.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group PLC                                                                       | Ocado Group PLC                                                                       | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | EC               | CORP              | GB        |     29780 | NS      | $223465.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Telenor ASA                                                                           | Telenor ASA                                                                           | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     36145 | NS      | $349782.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                              | Svenska Handelsbanken AB                                                              | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     74502 | NS      | $749499.97    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofina SA                                                                             | Sofina SA                                                                             | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |       768 | NS      | $164311.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    168674 | NS      | $3070446.13   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                                                                     | EURONEXT CAC 40 INDEX                                                                 | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |        39 | NC      | $34442.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                                                            | Temenos AG                                                                            | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |      2905 | NS      | $175174.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT AMSTERDAM N.V.                                                               | EURONEXT AMSTERDAM INDEX                                                              | CUSIP: 000000000<br>LEI: 724500V6UOK62XEZ2L78 | N/A              | DE               | CORP              | NL        |         9 | NC      | $21706.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                                                    | Deutsche Boerse AG                                                                    | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      9560 | NS      | $1749878.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                                                    | Barry Callebaut AG                                                                    | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |       185 | NS      | $375963.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PL                                                        | London Stock Exchange Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |     16572 | NS      | $1647407.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nibe Industrier AB                                                                    | Nibe Industrier AB                                                                    | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |     77193 | NS      | $720194.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                                                   | Amadeus IT Group SA                                                                   | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     22507 | NS      | $1200550.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                                                          | Carrefour SA                                                                          | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     29198 | NS      | $499048.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Getinge AB                                                                            | Getinge AB                                                                            | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |     11335 | NS      | $260982.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                                                             | Alcon Inc                                                                             | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     25097 | NS      | $1699037.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HelloFresh SE                                                                         | HelloFresh SE                                                                         | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |      8956 | NS      | $217892.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                                       | Antofagasta PLC                                                                       | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | CL        |     19504 | NS      | $331099.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                                            | Merck KGaA                                                                            | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      6466 | NS      | $1169417.37   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - GBP                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $32386.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-173242.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                                  | Rentokil Initial PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    124098 | NS      | $809767.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE FINANCIERE RICHEMO-A REG                                                          | CIE FINANCIERE RICHEMO-CW                                                             | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     48882 | NS      | $43393.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                               | E.ON SE                                                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    112120 | NS      | $1064516.59   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris                                                                    | Aeroports de Paris                                                                    | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |      1532 | NS      | $233948.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                                | Mercedes-Benz Group AG                                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     40433 | NS      | $2709604.48   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                                                    | FTSE 100 Index                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |        41 | NC      | $109889.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                             | Safran SA                                                                             | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     17182 | NS      | $2099422.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Embracer Group AB                                                                     | Embracer Group AB                                                                     | CUSIP: 000000000<br>LEI: 549300RFXXKT652HB549 | Long             | EC               | CORP              | SE        |     34422 | NS      | $145546.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ageas SA/NV                                                                           | Ageas SA/NV                                                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      8195 | NS      | $328061.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                                             | Prosus NV                                                                             | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     41761 | NS      | $2715598.02   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                                                                  | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    305235 | NS      | $1782526.78   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1691639.04  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                              | RELX PLC                                                                              | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     96579 | NS      | $2691211.77   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                                                                  | Fastighets AB Balder                                                                  | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     31237 | NS      | $137031.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                                             | Gecina SA                                                                             | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |      2355 | NS      | $228519.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplifon SpA                                                                          | Amplifon SpA                                                                          | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |      5833 | NS      | $162974.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Cellulosa AB SCA                                                              | Svenska Cellulosa AB SCA                                                              | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     31006 | NS      | $416588.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                              | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |     28589 | NS      | $356996.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                                           | Bayerische Motoren Werke AG                                                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     16771 | NS      | $1506274.57   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax-Sarco Engineering PLC                                                          | Spirax-Sarco Engineering PLC                                                          | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      3736 | NS      | $504540.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                                             | Partners Group Holding AG                                                             | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |      1138 | NS      | $1112443.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                                             | QIAGEN NV                                                                             | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     11576 | NS      | $570016.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                                                                              | Telefonaktiebolaget LM Ericsson                                                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    148826 | NS      | $922842.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC                                                                   | Johnson Matthey PLC                                                                   | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |      9352 | NS      | $235461.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                                           | Aena SME SA                                                                           | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      3779 | NS      | $484868.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                                           | Swiss Re AG                                                                           | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |     15101 | NS      | $1344048.85   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                                            | L'Oreal SA                                                                            | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     12169 | NS      | $4492856.75   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     55953 | NS      | $3110947.06   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                                                    | Sage Group PLC/The                                                                    | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     51724 | NS      | $496603.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                                                           | Telia Co AB                                                                           | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    134492 | NS      | $366522.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                                             | Thales SA                                                                             | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      5435 | NS      | $690839.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Salmar ASA                                                                            | Salmar ASA                                                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |      3057 | NS      | $107157.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                                                                             | Alstom SA                                                                             | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     16334 | NS      | $422549.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Orkla ASA                                                                             | Orkla ASA                                                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     38913 | NS      | $276440.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                                                          | Sartorius AG                                                                          | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |      1197 | NS      | $443931.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                                                | AP Moller - Maersk A/S                                                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       262 | NS      | $562699.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - CHF                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14568.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                                | Sanofi                                                                                | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     57529 | NS      | $5177100.25   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-412193.85   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                          | DNB Bank ASA                                                                          | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     46912 | NS      | $907476.31    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                                      | Deutsche Post AG                                                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     49876 | NS      | $1963414.65   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad NV                                                                           | Randstad NV                                                                           | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      6204 | NS      | $355073.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                                                               | IMCD NV                                                                               | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      2927 | NS      | $424132.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                      | TotalEnergies SE                                                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    125295 | NS      | $7863341.51   | 1.64%             |  |  |  | No            |                  1 | On Loan: —       |
| InterContinental Hotels Group                                                         | InterContinental Hotels Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      9103 | NS      | $526297.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.com NV                                                              | Just Eat Takeaway.com NV                                                              | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |      9985 | NS      | $224328.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                                               | CRH PLC                                                                               | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     39202 | NS      | $1550565.67   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw CVA                                                                | Warehouses De Pauw CVA                                                                | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |      7736 | NS      | $203667.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                                                | Fresenius SE & Co KGaA                                                                | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     21369 | NS      | $590603.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                                              | Tele2 AB                                                                              | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     28022 | NS      | $247670.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey PLC                                                                     | Taylor Wimpey PLC                                                                     | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    177941 | NS      | $221755.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chr Hansen Holding A/S                                                                | Chr Hansen Holding A/S                                                                | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |      5406 | NS      | $330237.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                                        | Atlas Copco AB                                                                        | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     76178 | NS      | $848400.89    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Heineken Holding NV                                                                   | Heineken Holding NV                                                                   | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      4991 | NS      | $374201.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                                                          | Porsche Automobil Holding SE                                                          | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |      7727 | NS      | $469095.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners                                                        | Coca-Cola Europacific Partners PLC                                                    | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     10390 | NS      | $551605.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - NOK                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2123.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                                      | Wartsila OYJ Abp                                                                      | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     22764 | NS      | $195143.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                                             | Aviva PLC                                                                             | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    140636 | NS      | $753095.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                                                        | LVMH Moet Hennessy Louis Vuitton SE                                                   | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     13968 | NS      | $10716735.93  | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                                             | Epiroc AB                                                                             | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     19827 | NS      | $327937.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bachem Holding AG                                                                     | Bachem Holding AG                                                                     | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Long             | EC               | CORP              | CH        |      1575 | NS      | $151050.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                                      | Novo Nordisk A/S                                                                      | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     83387 | NS      | $10313776.54  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Baloise Holding AG                                                                    | Baloise Holding AG                                                                    | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |      2371 | NS      | $356558.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                                          | Iberdrola SA                                                                          | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    303884 | NS      | $3408871.77   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                                                | UCB SA                                                                                | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      6396 | NS      | $511023.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - SEK                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2459.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-188575.82   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                                             | Banque Cantonale Vaudoise                                                             | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |      1512 | NS      | $141333.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                            | Genmab A/S                                                                            | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      3313 | NS      | $1515316.87   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-888576.51   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                                                 | JD Sports Fashion PLC                                                                 | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    124999 | NS      | $189900.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurazeo SE                                                                            | Eurazeo SE                                                                            | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |      2007 | NS      | $124995.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                                        | Commerzbank AG                                                                        | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     53355 | NS      | $444503.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| voestalpine AG                                                                        | voestalpine AG                                                                        | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |      5563 | NS      | $150278.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                                                  | Dassault Aviation SA                                                                  | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |      1210 | NS      | $190379.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DWS ESG Liquidity Fund                                                                | DWS ESG Liquidity Fund                                                                | CUSIP: 461473845<br>LEI: 549300BLVWELXUBAZ487 | Long             | EC               | RF                | US        |    647441 | NS      | $647182.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                                                              | Mowi ASA                                                                              | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     20680 | NS      | $322655.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                                           | Aker BP ASA                                                                           | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     16092 | NS      | $558356.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                                             | Holcim AG                                                                             | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     27858 | NS      | $1435515.01   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke DSM NV                                                                    | Koninklijke DSM NV                                                                    | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |      8711 | NS      | $1108609.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                                                   | MTU Aero Engines AG                                                                   | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      2754 | NS      | $574309.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                                                | BKW AG                                                                                | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |      1035 | NS      | $133770.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                                             | Arkema SA                                                                             | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      2979 | NS      | $260767.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                                                   | EssilorLuxottica SA                                                                   | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     14550 | NS      | $2684452.96   | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| Croda International PLC                                                               | Croda International PLC                                                               | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |      7103 | NS      | $581627.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-97323.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - CHF                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3085.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                           | FinecoBank Banca Fineco SpA                                                           | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     31518 | NS      | $506395.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                                                        | Prudential PLC                                                                        | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |    138453 | NS      | $1634330.21   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                                            | Zalando SE                                                                            | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     11576 | NS      | $358247.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                          | ING Groep NV                                                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    189515 | NS      | $2285657.19   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain                                                                   | Cie de Saint-Gobain                                                                   | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     24835 | NS      | $1130515.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                      | Roche Holding AG                                                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     35427 | NS      | $11523836.83  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendel SE                                                                             | Wendel SE                                                                             | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |      1368 | NS      | $125912.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                                               | ABB Ltd                                                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     79031 | NS      | $2452153.41   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                                          | ROCKWOOL A/S                                                                          | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       495 | NS      | $107315.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance                                                                       | Teleperformance                                                                       | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      2993 | NS      | $670867.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                                                           | Cie Financiere Richemont SA                                                           | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     26309 | NS      | $3449016.06   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                                                     | National Grid PLC                                                                     | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    186254 | NS      | $2277377.36   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                                                                | OCI NV                                                                                | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      5560 | NS      | $234785.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                                 | Schneider Electric SE                                                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     27320 | NS      | $3949385.60   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1248919.32  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux AB                                                                         | Electrolux AB                                                                         | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |     10882 | NS      | $153896.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GSK PLC                                                                               | GSK PLC                                                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    205033 | NS      | $3476429.81   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Electrica Corp SA                                                                 | Red Electrica Corp SA                                                                 | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     20177 | NS      | $352631.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                                                          | Evolution AB                                                                          | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      9102 | NS      | $924773.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio                                                                               | Covivio                                                                               | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      2503 | NS      | $144035.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                                                     | LEG Immobilien SE                                                                     | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      4027 | NS      | $254363.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                       | AstraZeneca PLC                                                                       | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     78093 | NS      | $10509621.37  | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                                         | Rio Tinto PLC                                                                         | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     56487 | NS      | $3802323.18   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - EUR                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $52902.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                                                           | Moncler SpA                                                                           | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     10416 | NS      | $531647.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-68250.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                                    | Poste Italiane SpA                                                                    | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     27223 | NS      | $265889.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                                            | Boliden AB                                                                            | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     14004 | NS      | $517256.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                                               | Vestas Wind Systems A/S                                                               | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     50522 | NS      | $1268572.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                                                 | Kongsberg Gruppen ASA                                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      4269 | NS      | $175304.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21290.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                                 | STMicroelectronics NV                                                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |     34252 | NS      | $1285095.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                                                    | Anglo American PLC                                                                    | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     64870 | NS      | $2664140.36   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group PLC                                                             | Legal & General Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |    305317 | NS      | $925846.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                                                             | Logitech International SA                                                             | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      8831 | NS      | $521320.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                                             | Tesco PLC                                                                             | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    376297 | NS      | $1031785.69   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                                       | BAE Systems PLC                                                                       | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    157591 | NS      | $1562418.81   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                                | AXA SA                                                                                | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     94177 | NS      | $2647977.35   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum Oyj                                                                            | Fortum Oyj                                                                            | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |     23448 | NS      | $371246.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - GBP                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $179.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1517063.72  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                                             | Halma PLC                                                                             | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     19233 | NS      | $503482.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| La Francaise des Jeux SAEM                                                            | La Francaise des Jeux SAEM                                                            | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      5503 | NS      | $218863.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                            | Vonovia SE                                                                            | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     36457 | NS      | $891144.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                                              | Next PLC                                                                              | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      6363 | NS      | $447870.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-59375.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                                                              | L E Lundbergforetagen AB                                                              | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |      3670 | NS      | $158236.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                          | Barclays PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    807442 | NS      | $1569139.17   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                           | Euronext NV                                                                           | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |      4097 | NS      | $310115.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-358523.63   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Gamesa Renewable Energ                                                        | Siemens Gamesa Renewable Energy SA                                                    | CUSIP: 000000000<br>LEI: 9598004BR8D81D3M1D64 | Long             | EC               | CORP              | ES        |     12679 | NS      | $237883.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3334804.20  | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spru                                                        | Chocoladefabriken Lindt & Spruengli AG                                                | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         6 | NS      | $614425.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                                                         | Coloplast A/S                                                                         | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      6097 | NS      | $711116.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                                                 | Deutsche Lufthansa AG                                                                 | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     32207 | NS      | $256621.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                                                          | Capgemini SE                                                                          | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      8182 | NS      | $1455927.18   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                                                         | Akzo Nobel NV                                                                         | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      9016 | NS      | $640043.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enagas SA                                                                             | Enagas SA                                                                             | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |     13301 | NS      | $238480.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                                                  | Dassault Systemes SE                                                                  | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |     34050 | NS      | $1243147.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Clariant AG                                                                           | Clariant AG                                                                           | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |     11493 | NS      | $184616.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carl Zeiss Meditec AG                                                                 | Carl Zeiss Meditec AG                                                                 | CUSIP: 000000000<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |      2097 | NS      | $281823.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                                                   | Henkel AG & Co KGaA                                                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      5431 | NS      | $360000.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                                                          | Prysmian SpA                                                                          | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     13043 | NS      | $453323.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                             | Shell PLC                                                                             | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    365820 | NS      | $10775712.27  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                                               | Veolia Environnement SA                                                               | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     33642 | NS      | $860493.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                                      | ABN AMRO Bank NV                                                                      | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     20295 | NS      | $258390.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                                     | NatWest Group PLC                                                                     | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    266237 | NS      | $840390.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                             | Kesko Oyj                                                                             | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     14088 | NS      | $300383.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                                                      | Severn Trent PLC                                                                      | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |     12772 | NS      | $417470.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                                               | Siemens Healthineers AG                                                               | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     14360 | NS      | $757013.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-93671.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                      | Deutsche Bank AG                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    104910 | NS      | $1105012.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                                                     | Ashtead Group PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     22171 | NS      | $1329400.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-800666.65   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                                           | Givaudan SA                                                                           | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |       470 | NS      | $1572544.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                                             | Endesa SA                                                                             | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     16458 | NS      | $303133.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                                           | Swedish Orphan Biovitrum AB                                                           | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |      8663 | NS      | $187335.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                                              | Adyen NV                                                                              | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |      1085 | NS      | $1652705.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                                                         | Telefonica SA                                                                         | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    261456 | NS      | $975375.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                                                    | Smith & Nephew PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     44198 | NS      | $578242.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bechtle AG                                                                            | Bechtle AG                                                                            | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |      4008 | NS      | $143347.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SA                                                                          | Ferrovial SA                                                                          | CUSIP: 000000000<br>LEI: 95980020140005757903 | Long             | EC               | CORP              | ES        |     24258 | NS      | $646217.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                                              | Universal Music Group NV                                                              | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     36411 | NS      | $852509.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG                                                                   | HeidelbergCement AG                                                                   | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      6969 | NS      | $377971.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                                         | UniCredit SpA                                                                         | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     96767 | NS      | $1311462.07   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BORSA ITALIANA S.P.A.                                                                 | FTSE/MIB Index                                                                        | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               | CORP              | IT        |         4 | NC      | $20461.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                                                           | Brenntag SE                                                                           | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      7852 | NS      | $490084.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                                                                  | Galp Energia SGPS SA                                                                  | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     23758 | NS      | $291355.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - GBP                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16406.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                               | BASF SE                                                                               | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     46125 | NS      | $2328608.53   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                               | WPP PLC                                                                               | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     55081 | NS      | $574640.73    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                                                     | Admiral Group PLC                                                                     | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      8589 | NS      | $209729.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                                                             | Amundi SA                                                                             | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      2980 | NS      | $165902.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                       | ASML Holding NV                                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     20482 | NS      | $11959050.49  | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                                                            | Entain PLC                                                                            | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | GB        |     28679 | NS      | $484606.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                               | SSE PLC                                                                               | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     53967 | NS      | $1111272.59   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEVA Group PLC                                                                       | AVEVA Group PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XHATUM2LFMKG16 | Long             | EC               | CORP              | GB        |      6416 | NS      | $245983.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                                                              | CURRENCY CONTRACT - NOK                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                                                 | Valeo                                                                                 | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     10642 | NS      | $196564.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                                                          | Associated British Foods PLC                                                          | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     18417 | NS      | $350936.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                                              | Bayer AG                                                                              | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     49485 | NS      | $2851744.38   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                                               | Naturgy Energy Group SA                                                               | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      7422 | NS      | $206830.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AerCap Holdings NV                                                                    | AerCap Holdings NV                                                                    | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |      6943 | NS      | $426300.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                                                        | Air Liquide SA                                                                        | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     26371 | NS      | $3792988.77   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3315004.74  | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                                         | Volkswagen AG                                                                         | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |      1407 | NS      | $268008.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                           | Reckitt Benckiser Group PLC                                                           | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     36464 | NS      | $2614042.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                                             | adidas AG                                                                             | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      8674 | NS      | $1103539.49   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1213922.56  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                              | Vinci SA                                                                              | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     27210 | NS      | $2735770.39   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                                                         | Stellantis NV                                                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    110961 | NS      | $1719520.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                  | Schindler Holding AG                                                                  | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      2067 | NS      | $386968.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-105691.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                        | Stora Enso Oyj                                                                        | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     27908 | NS      | $405849.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                                                    | Publicis Groupe SA                                                                    | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     11290 | NS      | $733098.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                                              | Sartorius Stedim Biotech                                                              | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |      1408 | NS      | $473688.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-71712.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                                       | J Sainsbury PLC                                                                       | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |     93972 | NS      | $252116.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VARIABLE (MADRID)                                                          | MEFF MADRID IBEX 35 INDEX                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ES        |         6 | NC      | $11798.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                                                      | Elia Group SA/NV                                                                      | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      1654 | NS      | $234076.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                                                     | EDP Renovaveis SA                                                                     | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |     14800 | NS      | $339589.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                                            | Skanska AB                                                                            | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     16320 | NS      | $261773.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                                           | NN Group NV                                                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     14020 | NS      | $592614.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1382345.56  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                                         | Whitbread PLC                                                                         | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |      9784 | NS      | $304709.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                                                       | Knorr-Bremse AG                                                                       | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |      3589 | NS      | $202570.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp ACCIONA Energias Renovabl                                                        | Corp ACCIONA Energias Renovables SA                                                   | CUSIP: 000000000<br>LEI: 254900UPX0OEHTKB9Y44 | Long             | EC               | CORP              | ES        |      3229 | NS      | $127213.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred                                                                               | Edenred                                                                               | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     12677 | NS      | $692300.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                             | Argenx SE                                                                             | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      2811 | NS      | $1140800.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                                                           | Heineken NV                                                                           | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     12963 | NS      | $1190835.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Match AB                                                                      | Swedish Match AB                                                                      | CUSIP: 000000000<br>LEI: 529900YVXCGNWAUYZG78 | Long             | EC               | CORP              | SE        |     82617 | NS      | $904693.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    844837 | NS      | $2505982.54   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spru                                                        | Chocoladefabriken Lindt & Spruengli AG                                                | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |        54 | NS      | $566108.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aroundtown SA                                                                         | Aroundtown SA                                                                         | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | LU        |     56862 | NS      | $135796.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - EUR                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8970.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                                | EQT AB                                                                                | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |     15281 | NS      | $342234.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Unilever PLC                                                                          | Unilever PLC                                                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    128215 | NS      | $6403772.92   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Co PLC/The                                                               | British Land Co PLC/The                                                               | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |     41130 | NS      | $195462.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                                            | Bollore SE                                                                            | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |     43634 | NS      | $243373.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                                                                             | Mondi PLC                                                                             | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     24893 | NS      | $462935.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                                          | CaixaBank SA                                                                          | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    226036 | NS      | $837829.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                                             | Sodexo SA                                                                             | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      4548 | NS      | $433984.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma SE                                                                               | Puma SE                                                                               | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |      5544 | NS      | $280954.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Remy Cointreau SA                                                                     | Remy Cointreau SA                                                                     | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |      1101 | NS      | $188811.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Michelin                                                                              | Cie Generale des Etablissements Michelin SCA                                          | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     34601 | NS      | $962255.57    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                                              | Kone Oyj                                                                              | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |     16836 | NS      | $832353.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                                             | Nokia Oyj                                                                             | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    270359 | NS      | $1309055.18   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                                                       | UPM-Kymmene Oyj                                                                       | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |     26508 | NS      | $964620.89    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                                                          | British American Tobacco PLC                                                          | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    107724 | NS      | $4402684.86   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Adevinta ASA                                                                          | Adevinta ASA                                                                          | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | EC               | CORP              | NO        |     14274 | NS      | $111969.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                                                                 | Auto Trader Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     48302 | NS      | $329386.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                                             | Land Securities Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |     35512 | NS      | $262882.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                                                 | EMS-Chemie Holding AG                                                                 | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |       371 | NS      | $255632.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                                             | Epiroc AB                                                                             | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     32893 | NS      | $626109.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Straumann Holding AG                                                                  | Straumann Holding AG                                                                  | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |      5575 | NS      | $633944.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                                                              | CURRENCY CONTRACT - DKK                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $101.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-62050.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                                            | Acciona SA                                                                            | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      1304 | NS      | $252934.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                                            | Verbund AG                                                                            | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |      3482 | NS      | $311791.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                                                          | Carlsberg AS                                                                          | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      4938 | NS      | $617254.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                                                              | Davide Campari-Milano NV                                                              | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | IT        |     24792 | NS      | $258630.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - SEK                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6541.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                              | Rolls-Royce Holdings PLC                                                              | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    428087 | NS      | $469103.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - GBP                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11960.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                                            | Grifols SA                                                                            | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |     13823 | NS      | $146071.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Ireland Group PLC                                                             | Bank of Ireland Group PLC                                                             | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     53559 | NS      | $435167.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                            | Anheuser-Busch InBev SA/NV                                                            | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     43827 | NS      | $2556238.84   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-177981.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United Internet AG                                                                    | United Internet AG                                                                    | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |      4669 | NS      | $98045.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                                                               | M&G PLC                                                                               | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |    128765 | NS      | $298283.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                                                   | Swiss Prime Site AG                                                                   | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      3941 | NS      | $326941.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Re                                                                             | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                             | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      7058 | NS      | $2212181.17   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                                                         | JDE Peet's NV                                                                         | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      5692 | NS      | $174968.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-68352.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                               | Eni SpA                                                                               | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    125983 | NS      | $1877847.53   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro PLC                                                                             | Segro PLC                                                                             | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     60624 | NS      | $577814.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                     | HSBC Holdings PLC                                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |   1005774 | NS      | $6178632.69   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                                             | Kering SA                                                                             | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      3779 | NS      | $2231260.58   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                                                           | Investor AB                                                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     26170 | NS      | $498263.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Geberit AG                                                                            | Geberit AG                                                                            | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |      1791 | NS      | $845673.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                                             | Orange SA                                                                             | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    100637 | NS      | $1022933.51   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| H & M Hennes & Mauritz AB                                                             | H & M Hennes & Mauritz AB                                                             | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     37504 | NS      | $416613.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ASM International NV                                                                  | ASM International NV                                                                  | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      2397 | NS      | $646028.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-450473.42   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                                            | Getlink SE                                                                            | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     21962 | NS      | $361887.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                                                            | BioMerieux                                                                            | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |      2290 | NS      | $228908.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                            | Diageo PLC                                                                            | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    114799 | NS      | $5268808.14   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                                            | Eiffage SA                                                                            | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      4287 | NS      | $419071.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - DKK                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4177.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                                          | Experian PLC                                                                          | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |     46297 | NS      | $1620975.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                                                     | Bureau Veritas SA                                                                     | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |     15041 | NS      | $391604.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25665.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                                                   | Swatch Group AG/The                                                                   | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      2500 | NS      | $119313.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                                                | AP Moller - Maersk A/S                                                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       153 | NS      | $321749.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                                       | Norsk Hydro ASA                                                                       | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     68734 | NS      | $506576.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                                            | Hexagon AB                                                                            | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |     98787 | NS      | $1111393.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaSorin SpA                                                                          | DiaSorin SpA                                                                          | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |      1366 | NS      | $180454.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken                                                         | Skandinaviska Enskilda Banken AB                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     83207 | NS      | $948788.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11723.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                             | Airbus SE                                                                             | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     29753 | NS      | $3380940.05   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                                                               | DCC PLC                                                                               | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      4841 | NS      | $256081.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                                                                          | Husqvarna AB                                                                          | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     20156 | NS      | $155346.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                              | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15985.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMX NORDIC EXCHANGE STOCKHOLM                                                         | OML STOCKHOLM OMXS30 INDEX                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | SE        |        43 | NC      | $5441.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                                                | SGS SA                                                                                | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       322 | NS      | $748639.37    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                                                           | Covestro AG                                                                           | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      9992 | NS      | $396879.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica e                                                         | Recordati Industria Chimica e Farmaceutica SpA                                        | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      5006 | NS      | $211703.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                            | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-389154.13   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                                        | Rheinmetall AG                                                                        | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      2234 | NS      | $451922.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                                                         | Persimmon PLC                                                                         | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     16494 | NS      | $252866.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                                                 | Swiss Life Holding AG                                                                 | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      1547 | NS      | $820053.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                              | Enel SpA                                                                              | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    408510 | NS      | $2182441.57   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                                        | Kingfisher PLC                                                                        | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    100350 | NS      | $291602.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                                                      | Smiths Group PLC                                                                      | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     17938 | NS      | $343430.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                                                | BP PLC                                                                                | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    946187 | NS      | $5673452.22   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                         | Koninklijke Ahold Delhaize NV                                                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     53286 | NS      | $1542326.26   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                   | Intesa Sanpaolo SpA                                                                   | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    838815 | NS      | $1852233.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-76723.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Developments PLC                                                              | Barratt Developments PLC                                                              | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |     48762 | NS      | $233729.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                                          | KBC Group NV                                                                          | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     12413 | NS      | $681241.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT Group AG                                                                          | VAT Group AG                                                                          | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |      1390 | NS      | $380165.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CURR HEDGED MSCI                                                              | ISHARES CURR HEDGED MSCI                                                              | CUSIP: 46435G862<br>LEI: 549300YNVRTNDI25ZP45 | Long             | EC               | RF                | US        |     15800 | NS      | $402677.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                                            | Sandvik AB                                                                            | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     52888 | NS      | $961888.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Group Holdings PLC                                                            | Phoenix Group Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     37936 | NS      | $269213.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                                                  | Hermes International                                                                  | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      1605 | NS      | $2576227.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                                               | Sika AG                                                                               | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      7324 | NS      | $1834386.26   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Naziona                                                        | Terna - Rete Elettrica Nazionale                                                      | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     71364 | NS      | $542850.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Deutschland Holding                                                        | Telefonica Deutschland Holding AG                                                     | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |     49925 | NS      | $118866.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                                                        | Continental AG                                                                        | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      5289 | NS      | $315254.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                                              | Infineon Technologies AG                                                              | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     65731 | NS      | $2155959.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - DKK                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1522.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                    | Credit Agricole SA                                                                    | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     60019 | NS      | $600200.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                                                              | Aegon NV                                                                              | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     89521 | NS      | $434477.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                                                            | Haleon PLC                                                                            | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    252291 | NS      | $863873.86    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                                              | Volvo AB                                                                              | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     75643 | NS      | $1382798.57   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                      | Roche Holding AG                                                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1335 | NS      | $533858.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co                                                        | Fresenius Medical Care AG & Co KGaA                                                   | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     10515 | NS      | $325193.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                                                | Credit Suisse Group AG                                                                | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |    140221 | NS      | $418180.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Informa PLC                                                                           | Informa PLC                                                                           | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     72155 | NS      | $534138.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                                               | EXOR NV                                                                               | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |      5556 | NS      | $434080.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DWS GOVERNMENT & AGENCY SECURITIES PORTFOLIO DWS GOVERNMENT CASH INSTITUTIONAL SHARES | DWS GOVERNMENT & AGENCY SECURITIES PORTFOLIO DWS GOVERNMENT CASH INSTITUTIONAL SHARES | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4340636 | NS      | $4340635.76   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                                          | GEA Group AG                                                                          | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      7347 | NS      | $297248.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                                             | Bunzl PLC                                                                             | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     17115 | NS      | $628737.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                                                                             | Orsted AS                                                                             | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |      9381 | NS      | $814437.99    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                                                | Melrose Industries PLC                                                                | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    203190 | NS      | $323628.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                                                             | Unibail-Rodamco-Westfield                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5965 | NS      | $314331.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkeley Group Holdings PLC                                                           | Berkeley Group Holdings PLC                                                           | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      5562 | NS      | $255474.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                                              | Lifco AB                                                                              | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |     10924 | NS      | $186715.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                                             | Orion Oyj                                                                             | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      5513 | NS      | $291086.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                                | RWE AG                                                                                | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     32102 | NS      | $1403025.13   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                                                       | D'ieteren Group                                                                       | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |      1291 | NS      | $242755.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                                              | Volvo AB                                                                              | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      9884 | NS      | $188045.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                                                                          | SIG Group AG                                                                          | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |     15106 | NS      | $330456.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                                                     | CNH Industrial NV                                                                     | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |     51752 | NS      | $822337.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                               | CURRENCY CONTRACT - USD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-293601.79   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                                                         | Schroders PLC                                                                         | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |     35967 | NS      | $191777.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                                              | Accor SA                                                                              | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |      8364 | NS      | $219504.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                                                     | Hannover Rueck SE                                                                     | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      3054 | NS      | $577123.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novozymes A/S                                                                         | Novozymes A/S                                                                         | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |     10370 | NS      | $595460.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP - Energias de Portugal SA                                                         | EDP - Energias de Portugal SA                                                         | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    141350 | NS      | $664694.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubisoft Entertainment SA                                                              | Ubisoft Entertainment SA                                                              | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |      5038 | NS      | $139346.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                                           | Bouygues SA                                                                           | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     11788 | NS      | $362600.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                                                    | Cellnex Telecom SA                                                                    | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     26837 | NS      | $910407.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                             | Nestle SA                                                                             | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    138604 | NS      | $16455242.65  | 3.43%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-19

**Name of Applicant:** DBX ETF Trust

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer