# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-25-010035
**Filing Date:** 2025-12
**Character Count:** 148565
**Document Hash:** 23558329c67db1d856f6969d96a9aaf0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-010035.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0002071691-25-010035

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** J.P. Morgan Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001485894

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 251606049

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** (800) 480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

## Series and Classes Contracts Data

### JPMorgan BetaBuilders Europe ETF (Series ID: S000061994)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000200805 | JPMorgan BetaBuilders Europe ETF | BBEU            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** J.P. Morgan Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22903

- **c. CIK number of Registrant:** 0001485894

- **d. LEI of Registrant:** 5493001E1K1DVWDV2464

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

  - **Street Address 1:** 390 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 844-457-6383

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

- **a. Name of Series:** JPMorgan BetaBuilders Europe ETF

- **b. EDGAR series identifier (if any):** S000061994

- **c. LEI of Series:** 549300JYD28ABFNSPC78

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8258501249.82

**Total Liabilities:** $121766364.92

**Net Assets:** $8136734884.90

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200805 | 4.11%                | 2.44%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $16295027.61             | $142300586.14                              |
| Month 2  | $25034492.21             | $70809742.12                               |
| Month 3  | $-945894.99              | $-7677792.76                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SKF AB                                         | SKF AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |    234371 | NS      | $6007405.13   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                      | Partners Group Holding AG                                             | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |     14028 | NS      | $17178926.30  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |   1192480 | NS      | $19075359.51  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA                             | Telecom Italia SpA                                                    | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |   3928608 | NS      | $2612075.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                       | Sagax AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |    139739 | NS      | $3135838.79   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Krone                                | Norwegian Krone                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |   1176977 | OU      | $116195.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                   | Experian plc                                                          | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |    598890 | NS      | $27935343.47  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                          | Novonesis Novozymes B                                                 | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |    225337 | NS      | $13466049.61  | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| HAL Trust                                      | HAL Trust                                                             | CUSIP: N/A<br>LEI: 5493000O3IE3DNOY3R07       | Long             | EC               | CORP              | BM        |     23304 | NS      | $3657647.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                          | Aeroports de Paris SA                                                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |     23320 | NS      | $3199060.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Evolution AB                                   | Evolution AB                                                          | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |    118470 | NS      | $7893369.09   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BAWAG Group AG                                 | BAWAG Group AG                                                        | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |     49276 | NS      | $6368001.29   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG  | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)            | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |     85698 | NS      | $53020831.20  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                        | Siemens Healthineers AG                                               | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |    175952 | NS      | $9862105.23   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Telenor ASA                                    | Telenor ASA                                                           | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |    405122 | NS      | $6024787.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                         | EQT AB                                                                | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |    456845 | NS      | $15787461.35  | 0.19%             |  |  |  | No            |                  2 | On Loan: —       |
| Infrastrutture Wireless Italiane SpA           | Infrastrutture Wireless Italiane SpA                                  | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |    205985 | NS      | $2263436.58   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Atlas Copco AB                                 | Atlas Copco AB, Class B                                               | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |   1017348 | NS      | $15218682.42  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                  | Trelleborg AB, Class B                                                | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |    130676 | NS      | $5453402.54   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                   | Indutrade AB                                                          | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |    174279 | NS      | $4658874.65   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta plc                                | Antofagasta plc                                                       | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |    225499 | NS      | $8276348.61   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                          | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |   1931156 | NS      | $48220341.45  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                     | Symrise AG                                                            | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |     81721 | NS      | $6758246.39   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                    | NN Group NV                                                           | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    174287 | NS      | $11927307.11  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                         | RWE AG                                                                | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |    440787 | NS      | $21700179.50  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                        | Vestas Wind Systems A/S                                               | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |    653698 | NS      | $13369502.39  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                      | Sampo OYJ, Class A                                                    | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |   1647152 | NS      | $18359695.75  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                 | Atlas Copco AB, Class A                                               | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |   1649360 | NS      | $27636783.95  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                       | Adyen NV                                                              | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |     18961 | NS      | $32489378.47  | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Weir Group plc (The)                           | Weir Group plc (The)                                                  | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |    169129 | NS      | $6583840.31   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                    | Informa plc                                                           | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |    789585 | NS      | $10054041.65  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                  | Beijer Ref AB                                                         | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |    244430 | NS      | $3862498.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Amadeus IT Group SA                            | Amadeus IT Group SA                                                   | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |    283807 | NS      | $21694407.33  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                  | JDE Peet's NV                                                         | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |    101480 | NS      | $3693276.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                       | Jeronimo Martins SGPS SA                                              | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |    179310 | NS      | $4618133.82   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                         | Julius Baer Group Ltd.                                                | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |    128490 | NS      | $8674175.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                   | Prysmian SpA                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |    185493 | NS      | $19340190.67  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma plc                                      | Halma plc                                                             | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |    247233 | NS      | $11520676.38  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                      | Danone SA                                                             | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |    418309 | NS      | $36943646.05  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                      | Sanofi SA                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |    722577 | NS      | $73097945.87  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group plc                       | Howden Joinery Group plc                                              | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |    344573 | NS      | $3913617.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Next plc                                       | Next plc                                                              | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |     76035 | NS      | $14286234.92  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                        | GSK plc                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |   2645138 | NS      | $61931816.95  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi plc                                      | Mondi plc                                                             | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |    287757 | NS      | $3216504.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG plc                                        | ICG plc                                                               | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |    189041 | NS      | $4802377.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                           | Fastighets AB Balder, Class B                                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |    455749 | NS      | $3342861.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                         | Koninklijke Philips NV                                                | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |    516184 | NS      | $14140961.95  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc                   | British American Tobacco plc                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   1276192 | NS      | $65360873.90  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                    | Swedbank AB, Class A                                                  | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |    643630 | NS      | $19541124.82  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health plc                                 | NMC Health plc                                                        | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |     23176 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| adidas AG                                      | adidas AG                                                             | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |    116334 | NS      | $21996708.12  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                     | Entain plc                                                            | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |    416246 | NS      | $4335496.78   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                       | Sartorius Stedim Biotech                                              | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |     16659 | NS      | $3984324.82   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                   | Sartorius AG (Preference)                                             | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EC               | CORP              | DE        |     16321 | NS      | $4490364.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Sika AG                                        | Sika AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |    104497 | NS      | $20480143.11  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread plc                                  | Whitbread plc                                                         | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |    106287 | NS      | $4046369.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                             | Deutsche Boerse AG                                                    | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |    119932 | NS      | $30371600.67  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                              | Compass Group plc                                                     | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |   1113600 | NS      | $36859982.52  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                             | Vodafone Group plc                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |  13299180 | NS      | $16099654.77  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso OYJ                                      | Metso OYJ                                                             | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |    457758 | NS      | $7506770.38   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| D'ieteren Group                                | D'ieteren Group                                                       | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |     13338 | NS      | $2436488.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                         | AP Moller - Maersk A/S, Class B                                       | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |      2611 | NS      | $5368028.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                         | Mercedes-Benz Group AG                                                | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |    455052 | NS      | $29525853.87  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa OYJ                                      | Elisa OYJ                                                             | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |     93450 | NS      | $4117801.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                            | EssilorLuxottica SA                                                   | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |    203641 | NS      | $74577162.53  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste OYJ                                      | Neste OYJ                                                             | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |    278861 | NS      | $5778186.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vend Marketplaces ASA                          | Vend Marketplaces ASA, Class B                                        | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |    112456 | NS      | $3874634.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Svenska Handelsbanken AB                       | Svenska Handelsbanken AB, Class A                                     | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |    903734 | NS      | $11793128.35  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                      | Argenx SE                                                             | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |     37904 | NS      | $31023190.02  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                  | Coloplast A/S, Class B                                                | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |     93717 | NS      | $8476181.13   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Vend Marketplaces ASA                          | Vend Marketplaces ASA                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             |  | CORP              | NO        |     41022 | NS      | $91315.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund  | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        | 121277733 | NS      | $121277732.74 | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupe Bruxelles Lambert NV                    | Groupe Bruxelles Lambert NV                                           | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |     52779 | NS      | $4638777.03   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                   | Barclays plc                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |   9195005 | NS      | $49318542.14  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Bank Slaski SA                             | ING Bank Slaski SA                                                    | CUSIP: N/A<br>LEI: 259400YLRTOBISHBVX41       | Long             | EC               | CORP              | PL        |     21145 | NS      | $1804072.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                       | Lloyds Banking Group plc                                              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |  39125934 | NS      | $45874748.06  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                     | Tenaris SA                                                            | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |    241863 | NS      | $4806997.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                  | Swedish Krona                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |    132128 | OU      | $13907.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                  | Akzo Nobel NV                                                         | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |    107221 | NS      | $7085717.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | BNP Paribas SA                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |    667255 | NS      | $51684245.67  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                              | Sonova Holding AG (Registered)                                        | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |     31914 | NS      | $8705188.39   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                        | SSAB AB, Class A                                                      | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |    139772 | NS      | $884135.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                  | Industria de Diseno Textil SA                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    722341 | NS      | $39887962.24  | 0.49%             |  |  |  | No            |                  2 | On Loan: —       |
| Legal & General Group plc                      | Legal & General Group plc                                             | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |   3768218 | NS      | $11775376.86  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                       | Svenska Cellulosa AB SCA, Class B                                     | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |    315565 | NS      | $4203370.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                         | Cie de Saint-Gobain SA                                                | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |    295352 | NS      | $28667475.23  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                    | Pandora A/S                                                           | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |     50962 | NS      | $6819158.02   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                      | Kering SA                                                             | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |     45962 | NS      | $16321891.07  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                               | Deutsche Post AG                                                      | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    618472 | NS      | $28416549.37  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale               | Terna - Rete Elettrica Nazionale                                      | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |    916215 | NS      | $9394938.37   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                          | Swiss Life Holding AG (Registered)                                    | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |     18531 | NS      | $20114528.18  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG         | Chocoladefabriken Lindt & Spruengli AG                                | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |       625 | NS      | $9607718.29   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA                                       | Ageas SA                                                              | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |    110889 | NS      | $7338592.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                              | Lotus Bakeries NV                                                     | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |       259 | NS      | $2259686.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion OYJ                                      | Orion OYJ, Class B                                                    | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     69626 | NS      | $4862188.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                      | Essity AB, Class A                                                    | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     13886 | NS      | $381682.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                      | Thales SA                                                             | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |     58681 | NS      | $16733058.17  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                   | UBS Group AG (Registered)                                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |   1856786 | NS      | $71050532.80  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                     | Hexagon AB, Class B                                                   | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |   1373856 | NS      | $16746783.14  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                        | SSAB AB, Class B                                                      | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |    380495 | NS      | $2355984.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove plc                                  | Rightmove plc                                                         | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |    505109 | NS      | $4435088.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent plc                               | Severn Trent plc                                                      | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |    172086 | NS      | $6290604.42   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                        | Eni SpA                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |   1259441 | NS      | $23223441.62  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                       | Vinci SA                                                              | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |    327456 | NS      | $43786207.66  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                             | Publicis Groupe SA                                                    | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |    148185 | NS      | $14852450.60  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                       | ORLEN SA                                                              | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |    379012 | NS      | $10272693.91  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE            | LVMH Moet Hennessy Louis Vuitton SE                                   | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |    166903 | NS      | $117970910.69 | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                       | RELX plc                                                              | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |   1192041 | NS      | $52683916.40  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                 | Prudential plc                                                        | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |   1602028 | NS      | $22281150.39  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                   | Glencore plc                                                          | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |   6373495 | NS      | $30532670.67  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG               | Raiffeisen Bank International AG                                      | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |     95607 | NS      | $3564245.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                           | Schindler Holding AG                                                  | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |     26370 | NS      | $9393002.01   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                             | Koninklijke KPN NV                                                    | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |   2530289 | NS      | $11708819.71  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                       | Bayer AG (Registered)                                                 | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |    597339 | NS      | $18579925.01  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                        | Croda International plc                                               | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |     82107 | NS      | $3116872.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                       | Lifco AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |    147085 | NS      | $5678864.32   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                      | Airbus SE                                                             | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |    381562 | NS      | $94082186.64  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                     | Bank Polska Kasa Opieki SA                                            | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |    136889 | NS      | $7008961.01   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |   1112425 | NS      | $48266353.74  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA               | Powszechny Zaklad Ubezpieczen SA                                      | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |    370164 | NS      | $5918615.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                          | Schneider Electric SE                                                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |    353133 | NS      | $100618163.76 | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                         | OMV AG                                                                | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     92954 | NS      | $5088874.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G plc                                        | M&G plc                                                               | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |   1456007 | NS      | $5040945.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                 | Rheinmetall AG                                                        | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |     29066 | NS      | $57137484.58  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                       | Hermes International SCA                                              | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |     22097 | NS      | $54678165.73  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                | Telefonaktiebolaget LM Ericsson, Class B                              | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |   1684763 | NS      | $17093382.40  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                      | Amundi SA                                                             | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |     40374 | NS      | $2993020.21   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |   9687209 | NS      | $98714498.21  | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                       | Enel SpA                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |   5058702 | NS      | $51172618.29  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                               | Novo Nordisk A/S, Class B                                             | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |   2070146 | NS      | $101916837.43 | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                 | Air Liquide SA                                                        | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |    374426 | NS      | $72466002.46  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                        | A2A SpA                                                               | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |   1012795 | NS      | $2950900.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                            | Imperial Brands plc                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    535941 | NS      | $21295258.88  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                 | Storebrand ASA                                                        | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |    269552 | NS      | $4177251.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                      | Gjensidige Forsikring ASA                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |    122893 | NS      | $3307329.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Danish Krone                                   | Danish Krone                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | DK        |        -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                              | Wolters Kluwer NV                                                     | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |    149553 | NS      | $18333035.69  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA    | Mediobanca Banca di Credito Finanziario SpA                           | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |    374019 | NS      | $7148343.99   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Recordati Industria Chimica e Farmaceutica SpA | Recordati Industria Chimica e Farmaceutica SpA                        | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |     63241 | NS      | $3764216.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum AB                                   | Castellum AB                                                          | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | EC               | CORP              | SE        |    253297 | NS      | $2880549.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Alfa Laval AB                                  | Alfa Laval AB                                                         | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |    177138 | NS      | $8418962.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                      | Tesco plc                                                             | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   4246529 | NS      | $25626416.84  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                   | Iberdrola SA                                                          | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |   3984851 | NS      | $80757970.36  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                    | Cie Financiere Richemont SA (Registered)                              | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |    347885 | NS      | $68813639.84  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                              | Industrivarden AB, Class C                                            | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |    104348 | NS      | $4328478.65   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Davide Campari-Milano NV                       | Davide Campari-Milano NV                                              | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |    371170 | NS      | $2584038.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Coca-Cola Europacific Partners plc             | Coca-Cola Europacific Partners plc                                    | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |      5036 | NS      | $447347.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                 | Commerzbank AG                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |    567836 | NS      | $20704954.92  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                       | Snam SpA                                                              | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |   1398516 | NS      | $8625509.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                   | 3i Group plc                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |    634355 | NS      | $36710517.14  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                    | Moncler SpA                                                           | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |    139579 | NS      | $8373256.35   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                         | BP plc                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |  10089579 | NS      | $59112937.48  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                    | Swiss Franc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      8909 | OU      | $11070.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods plc                   | Associated British Foods plc                                          | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |    194489 | NS      | $5869008.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                      | Orkla ASA                                                             | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    438914 | NS      | $4457747.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| EDP SA                                         | EDP SA                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |   1811217 | NS      | $9003822.65   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                           | ASM International NV                                                  | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |     28697 | NS      | $18619899.47  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                       | Hera SpA                                                              | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |    587684 | NS      | $2637634.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd.                                    | Hiscox Ltd.                                                           | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |    220130 | NS      | $3979572.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                     | Legrand SA                                                            | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |    170029 | NS      | $29361917.33  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                   | Telia Co. AB                                                          | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |   1509570 | NS      | $5942679.37   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                     | BioMerieux                                                            | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |     29481 | NS      | $3795699.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group plc                             | Intertek Group plc                                                    | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |    104042 | NS      | $6930039.81   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                       | Nexi SpA                                                              | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |    322965 | NS      | $1702871.09   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fresnillo plc                                  | Fresnillo plc                                                         | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |    120194 | NS      | $3514854.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                    | Investor AB, Class A                                                  | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |    370340 | NS      | $12182085.22  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                               | DSM-Firmenich AG                                                      | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |    158916 | NS      | $12953079.69  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                            | Societe Generale SA                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |    455857 | NS      | $28910749.46  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                       | ABB Ltd. (Registered)                                                 | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |   1027246 | NS      | $76373220.21  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                | London Stock Exchange Group plc                                       | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |    309073 | NS      | $38518645.28  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                | BAE Systems plc                                                       | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |   1909149 | NS      | $47028998.08  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                | Danske Bank A/S                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |    425050 | NS      | $18996861.13  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                | Pirelli & C SpA                                                       | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |    238669 | NS      | $1675467.64   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Investor AB                                    | Investor AB, Class B                                                  | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |   1183342 | NS      | $38963725.47  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                  | Koninklijke Ahold Delhaize NV                                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |    576832 | NS      | $23610080.74  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                        | Saab AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |    240326 | NS      | $13224296.03  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                      | Argenx SE                                                             | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |       404 | NS      | $330660.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                                      | Nokia OYJ                                                             | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |   3289141 | NS      | $22436222.02  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                     | Phoenix Group Holdings plc                                            | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |    488190 | NS      | $4324797.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                              | EDP Renovaveis SA                                                     | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |    165856 | NS      | $2424928.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                    | Swisscom AG (Registered)                                              | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |     16495 | NS      | $12082966.75  | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| ASML Holding NV                                | ASML Holding NV                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |    256403 | NS      | $271097384.88 | 3.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                           | Sage Group plc (The)                                                  | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |    632874 | NS      | $9566129.27   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                   | Leonardo SpA                                                          | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |    260838 | NS      | $15346322.76  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                         | AP Moller - Maersk A/S, Class A                                       | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |      1840 | NS      | $3792527.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                           | Rentokil Initial plc                                                  | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |   1547101 | NS      | $8635071.45   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Investment AB Latour                           | Investment AB Latour, Class B                                         | CUSIP: N/A<br>LEI: 5493006GFBLNB3Y0Y789       | Long             | EC               | CORP              | SE        |     94612 | NS      | $2410659.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                | Kuehne + Nagel International AG (Registered)                          | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |     30543 | NS      | $5859573.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                    | Reckitt Benckiser Group plc                                           | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |    443983 | NS      | $33959851.97  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                    | Bayerische Motoren Werke AG (Preference)                              | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |     36520 | NS      | $3163939.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group plc                             | Kingspan Group plc                                                    | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |    100876 | NS      | $7553424.75   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |  10093634 | NS      | $65056957.31  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                            | EURO STOXX 50 Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       544 | NC      | $1071619.21   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM Polska Miedz SA                           | KGHM Polska Miedz SA                                                  | CUSIP: N/A<br>LEI: G30CO71KTT9JDYJESN22       | Long             | EC               | CORP              | PL        |     88793 | NS      | $4657473.36   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group plc                     | United Utilities Group plc                                            | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |    444304 | NS      | $7009563.17   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                            | FTSE 100 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       136 | NC      | $592147.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                          | STMicroelectronics NV                                                 | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |    420197 | NS      | $10318308.27  | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Elia Group SA/NV                               | Elia Group SA/NV                                                      | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |     27846 | NS      | $3356233.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| SAP SE                                         | SAP SE                                                                | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |    669674 | NS      | $174163807.61 | 2.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo plc                                     | Diageo plc                                                            | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |   1449245 | NS      | $33335178.77  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                           | Dassault Systemes SE                                                  | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |    433777 | NS      | $12344316.90  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                      | Talanx AG                                                             | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |     39262 | NS      | $4780985.06   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro.eu SA                                  | Allegro.eu SA                                                         | CUSIP: N/A<br>LEI: 222100VRLXV3FPMG4982       | Long             | EC               | CORP              | LU        |    406989 | NS      | $3800397.51   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WPP plc                                        | WPP plc                                                               | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |    700712 | NS      | $2647761.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                  | Stellantis NV                                                         | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |   1296133 | NS      | $13181475.11  | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| Ackermans & van Haaren NV                      | Ackermans & van Haaren NV                                             | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               | CORP              | BE        |     14209 | NS      | $3538719.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                       | Generali                                                              | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |    590013 | NS      | $22713080.23  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                      | Axfood AB                                                             | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               | CORP              | SE        |     69868 | NS      | $1903843.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                               | Wartsila OYJ Abp                                                      | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |    315630 | NS      | $10326501.22  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                      | Epiroc AB, Class B                                                    | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |    254005 | NS      | $4740389.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                           | Banca Mediolanum SpA                                                  | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |    135158 | NS      | $2717280.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                              | Galderma Group AG                                                     | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |     79961 | NS      | $14849726.54  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                       | Daimler Truck Holding AG                                              | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |    304211 | NS      | $12193586.47  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                         | LPP SA                                                                | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |       818 | NS      | $3970722.59   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                            | Erste Group Bank AG                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |    194843 | NS      | $20183575.87  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA                             | Telecom Italia SpA                                                    | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |   8086896 | NS      | $4768383.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                     | Haleon plc                                                            | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |   5877572 | NS      | $27332073.01  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                   | Unilever plc                                                          | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |   1598021 | NS      | $95888252.63  | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                   | Ferrovial SE                                                          | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |    295346 | NS      | $18123716.02  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                   | Securitas AB, Class B                                                 | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |    344054 | NS      | $5068211.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Skandinaviska Enskilda Banken AB               | Skandinaviska Enskilda Banken AB, Class C                             | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     13267 | NS      | $258314.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners plc             | Coca-Cola Europacific Partners plc                                    | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |    134872 | NS      | $11980679.76  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                     | Vonovia SE                                                            | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |    536358 | NS      | $16120649.11  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                | Norsk Hydro ASA                                                       | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |    835515 | NS      | $5648552.80   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                      | Holcim AG                                                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |    321175 | NS      | $28552854.23  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                             | Nibe Industrier AB, Class B                                           | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |   1069001 | NS      | $4159806.78   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Holmen AB                                      | Holmen AB, Class B                                                    | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |     51624 | NS      | $1950664.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Schroders plc                                  | Schroders plc                                                         | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |    559033 | NS      | $2789645.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                              | National Grid plc                                                     | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |   3233530 | NS      | $48483912.50  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |    449931 | NS      | $145741843.32 | 1.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                     | Allianz SE (Registered)                                               | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |    251552 | NS      | $101084123.26 | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                         | Dr Ing hc F Porsche AG (Preference)                                   | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EC               | CORP              | DE        |     71873 | NS      | $3760463.18   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Evraz plc                                      | Evraz plc                                                             | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |    453755 | NS      | $0.59         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aker BP ASA                                    | Aker BP ASA                                                           | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |    199934 | NS      | $5181675.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                      | Epiroc AB, Class A                                                    | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |    405837 | NS      | $8557464.09   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko OYJ                                      | Kesko OYJ, Class A                                                    | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |     56587 | NS      | $1209545.38   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                             | Credit Agricole SA                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |    735839 | NS      | $13282907.52  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                  | Assa Abloy AB, Class B                                                | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |    686267 | NS      | $25861674.37  | 0.32%             |  |  |  | No            |                  2 | On Loan: —       |
| Powszechna Kasa Oszczednosci Bank Polski SA    | Powszechna Kasa Oszczednosci Bank Polski SA                           | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |    559050 | NS      | $11462350.90  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                         | SGS SA (Registered)                                                   | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |     99513 | NS      | $11222068.10  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB               | Skandinaviska Enskilda Banken AB, Class A                             | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |    874353 | NS      | $16691029.16  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                               | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |   1442716 | NS      | $26843726.42  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion plc                          | JD Sports Fashion plc                                                 | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |   1631504 | NS      | $1999223.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                       | Sagax AB, Class D                                                     | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |     71802 | NS      | $254323.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                      | Shell plc                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |   3812675 | NS      | $142934994.98 | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                 | Var Energi ASA                                                        | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |    530290 | NS      | $1781715.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                    | Berkeley Group Holdings plc                                           | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |     64648 | NS      | $3424710.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                            | Heineken Holding NV                                                   | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |     85309 | NS      | $5761008.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko OYJ                                      | Kesko OYJ, Class B                                                    | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |    176078 | NS      | $3714297.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     18858 | NS      | $6397835.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                       | Mowi ASA                                                              | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |    288704 | NS      | $6346586.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Colruyt Group NV                               | Colruyt Group NV                                                      | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               | CORP              | BE        |     20438 | NS      | $763278.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA             | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |   3752388 | NS      | $75595935.02  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                        | Veolia Environnement SA                                               | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |    414056 | NS      | $13683362.47  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro plc                                      | Segro plc                                                             | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |    806932 | NS      | $7404707.75   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC plc                                        | DCC plc                                                               | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |     64489 | NS      | $4248475.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                        | BASF SE                                                               | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |    581548 | NS      | $28694656.56  | 0.35%             |  |  |  | No            |                  2 | On Loan: —       |
| Nordnet AB publ                                | Nordnet AB publ                                                       | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |    103876 | NS      | $2999449.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                           | Henkel AG & Co. KGaA                                                  | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |     62774 | NS      | $4687556.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                     | Genmab A/S                                                            | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |     40380 | NS      | $11517503.20  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                       | Infineon Technologies AG                                              | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |    824316 | NS      | $32719491.39  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi SpA                                      | Buzzi SpA                                                             | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     51384 | NS      | $3095535.94   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                     | Geberit AG (Registered)                                               | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |     21371 | NS      | $15622717.34  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                         | Warehouses De Pauw CVA                                                | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |    115897 | NS      | $2943169.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Convatec Group plc                             | Convatec Group plc                                                    | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |   1078089 | NS      | $3462374.70   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Straumann Holding AG                           | Straumann Holding AG (Registered)                                     | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |     70035 | NS      | $8803522.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                      | Zurich Insurance Group AG                                             | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     92614 | NS      | $64410391.60  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                    | Aena SME SA                                                           | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |    478959 | NS      | $13009094.63  | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                  | UniCredit SpA                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |   1008802 | NS      | $74698451.68  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                         | Standard Chartered plc                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |   1219152 | NS      | $25025839.10  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                | J Sainsbury plc                                                       | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |   1116848 | NS      | $5011966.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                      | Endesa SA                                                             | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |    206357 | NS      | $7394986.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon plc                                  | Persimmon plc                                                         | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |    199845 | NS      | $3176160.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                      | Sofina SA                                                             | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |      9760 | NS      | $2682581.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Universal Music Group NV                       | Universal Music Group NV                                              | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |    617162 | NS      | $16553508.75  | 0.20%             |  |  |  | No            |                  2 | On Loan: —       |
| ArcelorMittal SA                               | ArcelorMittal SA                                                      | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |    274410 | NS      | $10475897.16  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                     | Siemens AG (Registered)                                               | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |    479198 | NS      | $135803433.68 | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                             | Poste Italiane SpA                                                    | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |    299021 | NS      | $7209367.41   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA   | Cie Generale des Etablissements Michelin SCA                          | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |    440763 | NS      | $14080361.35  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                     | Sandvik AB                                                            | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |    634386 | NS      | $19183500.61  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA | ACS Actividades de Construccion y Servicios SA                        | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |    131911 | NS      | $10831171.28  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp. SA                                | Redeia Corp. SA                                                       | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |    263543 | NS      | $4744266.86   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo SA                                     | Syensqo SA                                                            | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | EC               | CORP              | BE        |     46300 | NS      | $3821892.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                | AstraZeneca plc                                                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |   1010234 | NS      | $166636739.42 | 2.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group plc                               | Smiths Group plc                                                      | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |    217585 | NS      | $7205124.06   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                  | Volkswagen AG (Preference)                                            | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |    134454 | NS      | $14001607.70  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                     | ANDRITZ AG                                                            | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |     42203 | NS      | $3190792.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                | Sandoz Group AG                                                       | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |    269406 | NS      | $17963139.57  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                       | Santander Bank Polska SA                                              | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |     25240 | NS      | $3324018.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                  | Beiersdorf AG                                                         | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |     62706 | NS      | $6647715.24   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Dino Polska SA                                 | Dino Polska SA                                                        | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |    311733 | NS      | $3723434.51   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Orsted A/S                                     | Orsted A/S                                                            | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |    299666 | NS      | $5366793.53   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Galp Energia SGPS SA                           | Galp Energia SGPS SA                                                  | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |    270198 | NS      | $5428569.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                  | Rio Tinto plc                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    696518 | NS      | $50212002.19  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                      | Safran SA                                                             | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |    226356 | NS      | $80428477.02  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group plc                              | Ashtead Group plc                                                     | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |    280435 | NS      | $18731610.47  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                   | Centrica plc                                                          | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |   3216926 | NS      | $7581657.62   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                    | Equinor ASA                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |    435271 | NS      | $10425309.30  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                                | Kerry Group plc, Class A                                              | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |     95568 | NS      | $8717977.14   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                       | Svenska Handelsbanken AB, Class B                                     | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |     23019 | NS      | $504124.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Banco BPM SpA                                  | Banco BPM SpA                                                         | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    855154 | NS      | $12459119.60  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                         | Yara International ASA                                                | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |    106081 | NS      | $3864753.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Volvo AB                                       | Volvo AB, Class B                                                     | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |   1002009 | NS      | $27450083.73  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                        | Fresenius SE & Co. KGaA                                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |    267838 | NS      | $15412196.83  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                     | Skanska AB, Class B                                                   | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |    213237 | NS      | $5806871.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                  | Carlsberg A/S, Class B                                                | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     60227 | NS      | $7081462.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| TotalEnergies SE                               | TotalEnergies SE                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |   1320397 | NS      | $82439034.85  | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                        | Naturgy Energy Group SA                                               | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |     69007 | NS      | $2090335.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone OYJ                                       | Kone OYJ, Class B                                                     | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |    230913 | NS      | $15428010.58  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                       | Engie SA                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |   1142670 | NS      | $26753287.74  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                     | Salmar ASA                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |     47009 | NS      | $2639748.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Lonza Group AG                                 | Lonza Group AG (Registered)                                           | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |     45890 | NS      | $31688508.51  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group plc                                   | BT Group plc                                                          | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |   4043002 | NS      | $9867247.61   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                  | Telefonica SA                                                         | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |   2936665 | NS      | $14892340.81  | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| Bayerische Motoren Werke AG                    | Bayerische Motoren Werke AG                                           | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |    183554 | NS      | $17115465.39  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                      | Nestle SA (Registered)                                                | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |   1674322 | NS      | $159978889.69 | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                              | Admiral Group plc                                                     | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |    150419 | NS      | $6476624.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                        | DSV A/S                                                               | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |    124709 | NS      | $26613947.61  | 0.33%             |  |  |  | No            |                  2 | On Loan: —       |
| KBC Group NV                                   | KBC Group NV                                                          | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |    163009 | NS      | $19611530.83  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria AG                             | Telekom Austria AG                                                    | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               | CORP              | AT        |     56538 | NS      | $601505.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                          | Kongsberg Gruppen ASA                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |    285043 | NS      | $7266684.51   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                               | Coca-Cola HBC AG                                                      | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |    131595 | NS      | $5971525.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals plc                      | Hikma Pharmaceuticals plc                                             | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |    102647 | NS      | $2482980.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                           | Dassault Aviation SA                                                  | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |     11707 | NS      | $3772524.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                             | Smith & Nephew plc                                                    | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |    568757 | NS      | $10502682.18  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                       | Volvo AB, Class A                                                     | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    123477 | NS      | $3374297.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion OYJ                                      | Orion OYJ, Class A                                                    | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     17795 | NS      | $1245984.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                | UPM-Kymmene OYJ                                                       | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |    343710 | NS      | $9222528.69   | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Nordea Bank Abp                                | Nordea Bank Abp                                                       | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |   1968063 | NS      | $33629613.89  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                        | EXOR NV                                                               | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |     55914 | NS      | $4845505.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                      | Bunzl plc                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |    203881 | NS      | $6197518.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                    | Pearson plc                                                           | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |    431357 | NS      | $6003639.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                       | Alcon AG                                                              | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |    320543 | NS      | $23891675.65  | 0.29%             |  |  |  | No            |                  2 | On Loan: —       |
| Cellnex Telecom SA                             | Cellnex Telecom SA                                                    | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |    373335 | NS      | $11622569.50  | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Heineken NV                                    | Heineken NV                                                           | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |    183296 | NS      | $14193030.65  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                       | Tele2 AB, Class B                                                     | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |    360300 | NS      | $5723681.19   | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Heidelberg Materials AG                        | Heidelberg Materials AG                                               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |     83425 | NS      | $19571812.09  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                    | Givaudan SA (Registered)                                              | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |      5276 | NS      | $21613916.71  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                   | CaixaBank SA                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |   2320457 | NS      | $24526645.71  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                            | Deutsche Telekom AG (Registered)                                      | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |   2168844 | NS      | $67180344.83  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                    | Novartis AG (Registered)                                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |   1206106 | NS      | $149269692.61 | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                      | Prosus NV                                                             | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |    852450 | NS      | $58920021.88  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                             | Anglo American plc                                                    | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    696083 | NS      | $26334673.44  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                    | Swedish Orphan Biovitrum AB                                           | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |    106049 | NS      | $3653734.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                   | DiaSorin SpA                                                          | CUSIP: N/A<br>LEI: 8156002878BDF0EE4348       | Long             | EC               | CORP              | IT        |     14526 | NS      | $1286612.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Barratt Redrow plc                             | Barratt Redrow plc                                                    | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |    839174 | NS      | $4152637.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                              | Bureau Veritas SA                                                     | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |    203562 | NS      | $6689546.65   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                      | Essity AB, Class B                                                    | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |    390094 | NS      | $10714959.15  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA                        | Anheuser-Busch InBev SA                                               | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |    637350 | NS      | $38863839.96  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                       | Tryg A/S                                                              | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |    201378 | NS      | $4963766.14   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Stora Enso OYJ                                 | Stora Enso OYJ, Class R                                               | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |    384910 | NS      | $4481954.41   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Siemens Energy AG                              | Siemens Energy AG                                                     | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |    438474 | NS      | $54627429.46  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Polish Zloty - New                             | Polish Zloty - New                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |    755770 | OU      | $204649.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                              | Industrivarden AB, Class A                                            | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |     74792 | NS      | $3109854.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum OYJ                                     | Fortum OYJ                                                            | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |    284958 | NS      | $6354544.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA   | International Consolidated Airlines Group SA                          | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |   2269398 | NS      | $12476236.99  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BioNTech SE                                    | BioNTech SE                                                           | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |     61114 | NS      | $6350355.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| FinecoBank Banca Fineco SpA                    | FinecoBank Banca Fineco SpA                                           | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |    397809 | NS      | $9101928.12   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                   | Capgemini SE                                                          | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |    110801 | NS      | $17046229.15  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                | Telefonaktiebolaget LM Ericsson, Class A                              | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     35687 | NS      | $362624.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |  11348067 | NS      | $158866715.27 | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                           | Schindler Holding AG (Registered)                                     | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |     13564 | NS      | $4585176.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                       | L E Lundbergforetagen AB, Class B                                     | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |     48749 | NS      | $2609189.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group plc                               | Spirax Group plc                                                      | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |     46606 | NS      | $4347072.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                         | UCB SA                                                                | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     78496 | NS      | $20184618.39  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                     | L'Oreal SA                                                            | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |    157629 | NS      | $65780380.23  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise plc                                       | Wise plc, Class A                                                     | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |    444688 | NS      | $5654671.37   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                     | Bollore SE                                                            | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |    452739 | NS      | $2521024.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                          | Auto Trader Group plc                                                 | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    572138 | NS      | $5869615.42   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Continental AG                                 | Continental AG                                                        | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |     70272 | NS      | $5369618.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners plc                       | CVC Capital Partners plc                                              | CUSIP: N/A<br>LEI: 213800E8UQS1KA32YD39       | Long             | EC               | CORP              | JE        |    506441 | NS      | $8458379.00   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| EURO                                           | EURO                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |  22991718 | OU      | $26501403.62  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                  | British Pound                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |   2027615 | OU      | $2663677.97   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher plc                                 | Kingfisher plc                                                        | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |   1113046 | NS      | $4514051.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                    | Bouygues SA                                                           | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |    121208 | NS      | $5471103.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                      | Land Securities Group plc                                             | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |    485469 | NS      | $3967542.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                     | Boliden AB                                                            | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |    185273 | NS      | $8308097.26   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                              | NatWest Group plc                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   5018530 | NS      | $38635238.94  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                      | Repsol SA                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |    744232 | NS      | $13656176.87  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                    | Swiss Re AG                                                           | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |    191304 | NS      | $34932487.74  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                     | Ferrari NV                                                            | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |     79563 | NS      | $31861853.36  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                        | SSE plc                                                               | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |    712409 | NS      | $17947585.05  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Verbund AG                                     | Verbund AG                                                            | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |     44615 | NS      | $3443394.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc              | InterContinental Hotels Group plc                                     | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |    100461 | NS      | $12118337.08  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                       | Rolls-Royce Holdings plc                                              | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |   5454101 | NS      | $83932122.76  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                              | Hannover Rueck SE                                                     | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |     39203 | NS      | $11191612.28  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                      | H & M Hennes & Mauritz AB, Class B                                    | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |    322638 | NS      | $6093379.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| DNB Bank ASA                                   | DNB Bank ASA                                                          | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    483851 | NS      | $12350507.68  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                            | MTU Aero Engines AG                                                   | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |     32804 | NS      | $14336179.74  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                               | Pernod Ricard SA                                                      | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |    128220 | NS      | $12557941.45  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                     | Merck KGaA                                                            | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |     84131 | NS      | $11020624.75  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                              | Taylor Wimpey plc                                                     | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |   2302308 | NS      | $3184647.79   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva plc                                      | Aviva plc                                                             | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |   1976281 | NS      | $17370119.16  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG (Registered)                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |   1153849 | NS      | $41308023.65  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                           | Henkel AG & Co. KGaA (Preference)                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |    106247 | NS      | $8607376.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries plc                         | Melrose Industries plc                                                | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |    774261 | NS      | $6378403.99   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG         | Chocoladefabriken Lindt & Spruengli AG (Registered)                   | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        68 | NS      | $10416606.34  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                          | EMS-Chemie Holding AG (Registered)                                    | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |      4472 | NS      | $3063009.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2025-12-01

**Name of Applicant:** J.P. Morgan Exchange-Traded Fund Trust

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer