Share Name	Share Symbol	Market	Type
First Trust Dynamic Europe Equity Income Fund	NYSE:FDEU	NYSE	Common Stock

	Price Change	% Change	Share Price	High Price	Low Price	Open Price	Shares Traded	Last Trade
	0.00	0.00%	12.59				0	00:00:00

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549

FORM NPORT-P
Monthly Portfolio Investments Report

NPORT-P: Filer Information

Confidential	☐
Filer CIK	0001646109
Filer CCC	********
Filer Investment Company Type
Is this a LIVE or TEST Filing?	☐ LIVE ☐ TEST
Would you like a Return Copy?	☐
Is this an electronic copy of an official filing submitted in paper format?	☐

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only?	☐
Notification E-mail Address
Series ID

Class (Contract) ID

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant	First Trust Dynamic Europe Equity Income Fund
b. Investment Company Act file number for Registrant: (e.g., 811-______)	811-23072
c. CIK number of Registrant	0001646109
d. LEI of Registrant	549300YG1NBZKURU8L08
e. Address and telephone number of Registrant:

i. Street Address 1	120 East Liberty Drive, Suite 400
ii. Street Address 2
iii. City	Wheaton
iv. State, if applicable
v. Foreign country, if applicable
vi. Zip / Postal Code	60187
vii. Telephone number	630-765-8000

Item A.2. Information about the Series.

a. Name of Series.	First Trust Dynamic Europe Equity Income Fund
b. EDGAR series identifier (if any).
c. LEI of Series.	549300YG1NBZKURU8L08

Item A.3. Reporting period.

a. Date of fiscal year-end.	2023-12-31
b. Date as of which information is reported.	2023-03-31

Item A.4. Final filing

a. Does the Fund anticipate that this will be its final filing on Form N PORT?

☐ Yes ☒ No

NPORT-P: Part B: Information About the Fund

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.	311695291.940000000000
b. Total liabilities.	78746857.560000000000
c. Net assets.	232948434.380000000000

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

a. Assets attributable to miscellaneous securities reported in Part D.	0.000000000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.	0.000000000000

c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].

Amounts payable within one year.
Banks or other financial institutions for borrowings.	73705349.630000000000
Controlled companies.	0.000000000000
Other affiliates.	0.000000000000
Others.	0.000000000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.	0.000000000000
Controlled companies.	0.000000000000
Other affiliates.	0.000000000000
Others.	0.000000000000

d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.

(i) On a delayed delivery, when-issued, or other firm commitment basis:	0.000000000000
(ii) On a standby commitment basis:	0.000000000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.	0.000000000000
f. Cash and cash equivalents not reported in Parts C and D.	22687665.180000000000

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:

a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Currency Metric Record	ISO Currency code	3 month	1 year	5 years	10 years	30 years
—	—	—	—	—	—	—

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Credit Spread Risk	3 month	1 year	5 years	10 years	30 years
—	—	—	—	—	—

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.

Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

Borrower Information Record	Name of borrower	LEI (if any) of borrower	Aggregate value of all securities on loan to the borrower
—	—	—	—

b. Did any securities lending counterparty provide any non-cash collateral?

☐ Yes ☒ No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record	Monthly total returns of the Fund for each of the preceding three months			Class identification number(s) (if any) of the Class(es) for which returns are reported
Monthly Total Return Record	Month 1	Month 2	Month 3
#1	11.98	-4.71	7.72

b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category	Instrument type	Month 1		Month 2		Month 3
Asset category	Instrument type	Monthly net realized gain(loss)	Monthly net change in unrealized appreciation (or depreciation)	Monthly net realized gain(loss)	Monthly net change in unrealized appreciation (or depreciation)	Monthly net realized gain(loss)	Monthly net change in unrealized appreciation (or depreciation)
Commodity Contracts		N/A	N/A	N/A	N/A	N/A	N/A
	Forward	N/A	N/A	N/A	N/A	N/A	N/A
	Future	N/A	N/A	N/A	N/A	N/A	N/A
	Option	N/A	N/A	N/A	N/A	N/A	N/A
	Swaption	N/A	N/A	N/A	N/A	N/A	N/A
	Swap	N/A	N/A	N/A	N/A	N/A	N/A
	Warrant	N/A	N/A	N/A	N/A	N/A	N/A
	Other	N/A	N/A	N/A	N/A	N/A	N/A
Credit Contracts		N/A	N/A	N/A	N/A	N/A	N/A
	Forward	N/A	N/A	N/A	N/A	N/A	N/A
	Future	N/A	N/A	N/A	N/A	N/A	N/A
	Option	N/A	N/A	N/A	N/A	N/A	N/A
	Swaption	N/A	N/A	N/A	N/A	N/A	N/A
	Swap	N/A	N/A	N/A	N/A	N/A	N/A
	Warrant	N/A	N/A	N/A	N/A	N/A	N/A
	Other	N/A	N/A	N/A	N/A	N/A	N/A
Equity Contracts		-1812840.85	-3505350.51	-3357797.35	2480504.79	1040818.54	-1231569.53
	Forward	N/A	N/A	N/A	N/A	N/A	N/A
	Future	N/A	N/A	N/A	N/A	N/A	N/A
	Option	-1812840.85	-3505350.51	-3357797.35	2480504.79	1040818.54	-1231569.53
	Swaption	N/A	N/A	N/A	N/A	N/A	N/A
	Swap	N/A	N/A	N/A	N/A	N/A	N/A
	Warrant	N/A	N/A	N/A	N/A	N/A	N/A
	Other	N/A	N/A	N/A	N/A	N/A	N/A
Foreign Exchange Contracts		N/A	N/A	N/A	N/A	N/A	N/A
	Forward	N/A	N/A	N/A	N/A	N/A	N/A
	Future	N/A	N/A	N/A	N/A	N/A	N/A
	Option	N/A	N/A	N/A	N/A	N/A	N/A
	Swaption	N/A	N/A	N/A	N/A	N/A	N/A
	Swap	N/A	N/A	N/A	N/A	N/A	N/A
	Warrant	N/A	N/A	N/A	N/A	N/A	N/A
	Other	N/A	N/A	N/A	N/A	N/A	N/A
Interest Rate Contracts		N/A	N/A	N/A	N/A	N/A	N/A
	Forward	N/A	N/A	N/A	N/A	N/A	N/A
	Future	N/A	N/A	N/A	N/A	N/A	N/A
	Option	N/A	N/A	N/A	N/A	N/A	N/A
	Swaption	N/A	N/A	N/A	N/A	N/A	N/A
	Swap	N/A	N/A	N/A	N/A	N/A	N/A
	Warrant	N/A	N/A	N/A	N/A	N/A	N/A
	Other	N/A	N/A	N/A	N/A	N/A	N/A
Other Contracts		N/A	N/A	N/A	N/A	N/A	N/A
	Forward	N/A	N/A	N/A	N/A	N/A	N/A
	Future	N/A	N/A	N/A	N/A	N/A	N/A
	Option	N/A	N/A	N/A	N/A	N/A	N/A
	Swaption	N/A	N/A	N/A	N/A	N/A	N/A
	Swap	N/A	N/A	N/A	N/A	N/A	N/A
	Warrant	N/A	N/A	N/A	N/A	N/A	N/A
	Other	N/A	N/A	N/A	N/A	N/A	N/A

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Month	Monthly net realized gain(loss)	Monthly net change in unrealized appreciation (or depreciation)
Month 1	2787398.54	19255289.18
Month 2	610406.7	-5047150.68
Month 3	732523.62	1914237.37

Item B.6. Flow information.

a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.

Month	Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions)	Total net asset value of shares sold in connection with reinvestments of dividends and distributions	Total net asset value of shares redeemed or repurchased, including exchanges
Month 1	0	0	0
Month 2	0	0	0
Month 3	0	0	0

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.	—
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.	—
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period?	☐ Yes ☐ No ☐ N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:

(1) Moderately Liquid Investments

(2) Less Liquid Investments

(3) Illiquid Investments

For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments.

Classification

—

Item B.9. Derivatives Exposure for limited derivatives users.

If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information:

a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value.	—
b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.	—
c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.	—
d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period.	—

Item B.10. VaR information.

For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day:

a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value.	—
b. For Funds that were subject to the Relative VaR Test during the reporting period, provide:
i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio.	The Fund's Designated Reference Portfolio is the Fund's Securities Portfolio.
ii. As applicable, the index identifier for the Fund’s Designated Index.	N/A
iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio.	—
c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period.	—

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Schedule of Portfolio Investments Record: 1

Item C.1. Identification of investment.

a. Name of issuer (if any).	British Land Company PLC
b. LEI (if any) of issuer. (1)	RV5B68J2GV3QGMRPW209
c. Title of the issue or description of the investment.	BRITISH LAND CO PLC /GBP/
d. CUSIP (if any).	G15540118

At least one of the following other identifiers:

- ISIN

GB0001367019

- Ticker (if ISIN is not available).

BRLAF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0136701
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1107517.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	5312394.56
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	2.2805023670

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 2

Item C.1. Identification of investment.

a. Name of issuer (if any).	Vistry Group PLC
b. LEI (if any) of issuer. (1)	2138001KOWN7CG9SLK53
c. Title of the issue or description of the investment.	VISTRY GROUP PLC /GBP/
d. CUSIP (if any).	G12698109

At least one of the following other identifiers:

- ISIN

GB0001859296

- Ticker (if ISIN is not available).

BVHMF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0185929
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	278206.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	2691978.68
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	1.1556114069

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 3

Item C.1. Identification of investment.

a. Name of issuer (if any).	Diageo PLC
b. LEI (if any) of issuer. (1)	213800ZVIELEA55JMJ32
c. Title of the issue or description of the investment.	DIAGEO PLC /GBP/
d. CUSIP (if any).	G42089113

At least one of the following other identifiers:

- ISIN

GB0002374006

- Ticker (if ISIN is not available).

DGEAF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0237400
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	72445.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	3233196.84
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	1.3879452973

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 4

Item C.1. Identification of investment.

a. Name of issuer (if any).	Imperial Brands PLC
b. LEI (if any) of issuer. (1)	549300DFVPOB67JL3A42
c. Title of the issue or description of the investment.	IMPERIAL BRANDS PLC /GBP/
d. CUSIP (if any).	G4720C107

At least one of the following other identifiers:

- ISIN

GB0004544929

- Ticker (if ISIN is not available).

IMBBF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0454492
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	304771.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	7008416.79
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	3.0085700334

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 5

Item C.1. Identification of investment.

a. Name of issuer (if any).	Legal & General Group PLC
b. LEI (if any) of issuer. (1)	213800JH9QQWHLO99821
c. Title of the issue or description of the investment.	LEGAL & GENERAL GROUP PL /GBP/
d. CUSIP (if any).	G54404127

At least one of the following other identifiers:

- ISIN

GB0005603997

- Ticker (if ISIN is not available).

LGGNF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0560399
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	720374.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	2130584.60
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	0.9146164067

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 6

Item C.1. Identification of investment.

a. Name of issuer (if any).	Persimmon PLC
b. LEI (if any) of issuer. (1)	213800XI72Y57UWN6F31
c. Title of the issue or description of the investment.	PERSIMMON PLC /GBP/
d. CUSIP (if any).	G70202109

At least one of the following other identifiers:

- ISIN

GB0006825383

- Ticker (if ISIN is not available).

PSMMF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0682538
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	140111.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	2175604.38
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	0.9339424778

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 7

Item C.1. Identification of investment.

a. Name of issuer (if any).	Rio Tinto PLC
b. LEI (if any) of issuer. (1)	213800YOEO5OQ72G2R82
c. Title of the issue or description of the investment.	RIO TINTO PLC /GBP/
d. CUSIP (if any).	G75754104

At least one of the following other identifiers:

- ISIN

GB0007188757

- Ticker (if ISIN is not available).

RTPPF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0718875
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	30702.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	2083990.07
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	0.8946143277

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 8

Item C.1. Identification of investment.

a. Name of issuer (if any).	St James's Place PLC
b. LEI (if any) of issuer. (1)	213800M993ICXOMBCP87
c. Title of the issue or description of the investment.	ST JAMES'S PLACE PLC /GBP/
d. CUSIP (if any).	G5005D124

At least one of the following other identifiers:

- ISIN

GB0007669376

- Ticker (if ISIN is not available).

STJPF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0766937
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	203621.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	3055429.67
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	1.3116334858

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 9

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sse PLC
b. LEI (if any) of issuer. (1)	549300KI75VYLLMSK856
c. Title of the issue or description of the investment.	SSE PLC /GBP/
d. CUSIP (if any).	G8842P102

At least one of the following other identifiers:

- ISIN

GB0007908733

- Ticker (if ISIN is not available).

SSEZF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0790873
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	217504.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	4853352.36
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	2.0834449362

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 10

Item C.1. Identification of investment.

a. Name of issuer (if any).	Babcock International Group PLC
b. LEI (if any) of issuer. (1)	213800TSKOLX4EU6L377
c. Title of the issue or description of the investment.	BABCOCK INTL GROUP PLC /GBP/
d. CUSIP (if any).	G0689Q152

At least one of the following other identifiers:

- ISIN

GB0009697037

- Ticker (if ISIN is not available).

BCKIF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0969703
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	630522.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	2329264.35
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	0.9999055612

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 11

Item C.1. Identification of investment.

a. Name of issuer (if any).	AstraZeneca PLC
b. LEI (if any) of issuer. (1)	PY6ZZQWO2IZFZC3IOL08
c. Title of the issue or description of the investment.	ASTRAZENECA PLC /GBP/
d. CUSIP (if any).	G0593M107

At least one of the following other identifiers:

- ISIN

GB0009895292

- Ticker (if ISIN is not available).

AZNCF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0989529
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	51167.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	7089410.23
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	3.0433388612

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 12

Item C.1. Identification of investment.

a. Name of issuer (if any).	Roche Holdings AG
b. LEI (if any) of issuer. (1)	549300U41AUUVOAAOB37
c. Title of the issue or description of the investment.	ROCHE HOLDING AG-GENUSSC /CHF/
d. CUSIP (if any).	H69293217

At least one of the following other identifiers:

- ISIN

CH0012032048

- Ticker (if ISIN is not available).

RHHVF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	7110388
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	23279.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Switzerland Franc
e. Value. (4)	6651802.07
f. Exchange rate.	.914950
g. Percentage value compared to net assets of the Fund.	2.8554826255

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 13

Item C.1. Identification of investment.

a. Name of issuer (if any).	Adecco Group AG
b. LEI (if any) of issuer. (1)	NI14Y5UMU60O7JE9P611
c. Title of the issue or description of the investment.	ADECCO GROUP AG-REG /CHF/
d. CUSIP (if any).	H00392318

At least one of the following other identifiers:

- ISIN

CH0012138605

- Ticker (if ISIN is not available).

ADEN

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	7110720
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	76661.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Switzerland Franc
e. Value. (4)	2792380.29
f. Exchange rate.	.914950
g. Percentage value compared to net assets of the Fund.	1.1987117653

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 14

Item C.1. Identification of investment.

a. Name of issuer (if any).	Holcim Ltd
b. LEI (if any) of issuer. (1)	529900EHPFPYHV6IQO98
c. Title of the issue or description of the investment.	HOLCIM LTD /CHF/
d. CUSIP (if any).	H4768E105

At least one of the following other identifiers:

- ISIN

CH0012214059

- Ticker (if ISIN is not available).

HCMLF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	7110753
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	50473.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Switzerland Franc
e. Value. (4)	3255071.65
f. Exchange rate.	.914950
g. Percentage value compared to net assets of the Fund.	1.3973357059

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 15

Item C.1. Identification of investment.

a. Name of issuer (if any).	Nestle SA
b. LEI (if any) of issuer. (1)	KY37LUS27QQX7BB93L28
c. Title of the issue or description of the investment.	NESTLE SA-REG /CHF/
d. CUSIP (if any).	H57312649

At least one of the following other identifiers:

- ISIN

CH0038863350

- Ticker (if ISIN is not available).

NSRGF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	7123870
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	73549.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Switzerland Franc
e. Value. (4)	8967871.09
f. Exchange rate.	.914950
g. Percentage value compared to net assets of the Fund.	3.8497237012

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 16

Item C.1. Identification of investment.

a. Name of issuer (if any).	Whitbread Group PLC
b. LEI (if any) of issuer. (1)	21380099VMZKRMN3EX36
c. Title of the issue or description of the investment.	WHITBREAD PLC /GBP/
d. CUSIP (if any).	G9606P197

At least one of the following other identifiers:

- ISIN

GB00B1KJJ408

- Ticker (if ISIN is not available).

WTBCF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B1KJJ40
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	78788.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	2910532.08
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	1.2494319130

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 17

Item C.1. Identification of investment.

a. Name of issuer (if any).	Anglo American PLC
b. LEI (if any) of issuer. (1)	549300S9XF92D1X8ME43
c. Title of the issue or description of the investment.	ANGLO AMERICAN PLC /GBP/
d. CUSIP (if any).	G03764134

At least one of the following other identifiers:

- ISIN

GB00B1XZS820

- Ticker (if ISIN is not available).

AAUKF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B1XZS82
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	107669.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	3581233.95
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	1.5373505126

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 18

Item C.1. Identification of investment.

a. Name of issuer (if any).	3i Group PLC
b. LEI (if any) of issuer. (1)	35GDVHRBMFE7NWATNM84
c. Title of the issue or description of the investment.	3I GROUP PLC /GBP/
d. CUSIP (if any).	G88473148

At least one of the following other identifiers:

- ISIN

GB00B1YW4409

- Ticker (if ISIN is not available).

TGOPF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B1YW440
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	295188.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	6152752.43
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	2.6412508186

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 19

Item C.1. Identification of investment.

a. Name of issuer (if any).	Relx PLC
b. LEI (if any) of issuer. (1)	549300WSX3VBUFFJOO66
c. Title of the issue or description of the investment.	RELX PLC /GBP/
d. CUSIP (if any).	G74570121

At least one of the following other identifiers:

- ISIN

GB00B2B0DG97

- Ticker (if ISIN is not available).

RLXXF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B2B0DG9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	207816.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	6730522.47
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	2.8892756837

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 20

Item C.1. Identification of investment.

a. Name of issuer (if any).	Compagnie Financiere Richemont Sa
b. LEI (if any) of issuer. (1)	549300YIPGJ6UX2QPS51
c. Title of the issue or description of the investment.	CIE FINANCIERE RICHEMO-A /CHF/
d. CUSIP (if any).	H25662182

At least one of the following other identifiers:

- ISIN

CH0210483332

- Ticker (if ISIN is not available).

CFRHF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BCRWZ18
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	47035.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Switzerland Franc
e. Value. (4)	7542352.16
f. Exchange rate.	.914950
g. Percentage value compared to net assets of the Fund.	3.2377775708

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 21

Item C.1. Identification of investment.

a. Name of issuer (if any).	National Grid PLC
b. LEI (if any) of issuer. (1)	8R95QZMKZLJX5Q2XR704
c. Title of the issue or description of the investment.	NATIONAL GRID PLC /GBP/
d. CUSIP (if any).	G6S9A7120

At least one of the following other identifiers:

- ISIN

GB00BDR05C01

- Ticker (if ISIN is not available).

NGGTF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BDR05C0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	356889.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	4827640.05
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	2.0724071672

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 22

Item C.1. Identification of investment.

a. Name of issuer (if any).	Vodafone Group PLC
b. LEI (if any) of issuer. (1)	213800TB53ELEUKM7Q61
c. Title of the issue or description of the investment.	VODAFONE GROUP PLC /GBP/
d. CUSIP (if any).	G93882192

At least one of the following other identifiers:

- ISIN

GB00BH4HKS39

- Ticker (if ISIN is not available).

VODPF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BH4HKS3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4035972.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	4452070.33
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	1.9111827653

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 23

Item C.1. Identification of investment.

a. Name of issuer (if any).	M&G PLC
b. LEI (if any) of issuer. (1)	254900TWUJUQ44TQJY84
c. Title of the issue or description of the investment.	M&G PLC /GBP/
d. CUSIP (if any).	G6107R102

At least one of the following other identifiers:

- ISIN

GB00BKFB1C65

- Ticker (if ISIN is not available).

MGPUF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKFB1C6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1228449.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	3010971.29
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	1.2925484123

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 24

Item C.1. Identification of investment.

a. Name of issuer (if any).	Unilever PLC
b. LEI (if any) of issuer. (1)	549300MKFYEKVRWML317
c. Title of the issue or description of the investment.	UNILEVER PLC /EUR/
d. CUSIP (if any).	G92087165

At least one of the following other identifiers:

- ISIN

GB00B10RZP78

- Ticker (if ISIN is not available).

UNLYF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLRB262
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	135008.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	6988801.86
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	3.0001497450

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 25

Item C.1. Identification of investment.

a. Name of issuer (if any).	GSK plc
b. LEI (if any) of issuer. (1)	5493000HZTVUYLO1D793
c. Title of the issue or description of the investment.	GSK PLC /GBP/
d. CUSIP (if any).	G3910J179

At least one of the following other identifiers:

- ISIN

GB00BN7SWP63

- Ticker (if ISIN is not available).

GLAXF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN7SWP6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	160635.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	2838312.19
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	1.2184293908

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 26

Item C.1. Identification of investment.

a. Name of issuer (if any).	Alphawave Ip Group Plc
b. LEI (if any) of issuer. (1)	213800ZXTO21EU4VMH37
c. Title of the issue or description of the investment.	ALPHAWAVE IP GROUP PLC /GBP/
d. CUSIP (if any).	G03355107

At least one of the following other identifiers:

- ISIN

GB00BNDRMJ14

- Ticker (if ISIN is not available).

AWEVF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNDRMJ1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	646495.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	939447.78
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	0.4032857239

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 27

Item C.1. Identification of investment.

a. Name of issuer (if any).	Direct Line Insurance Group PLC
b. LEI (if any) of issuer. (1)	213800FF2R23ALJQOP04
c. Title of the issue or description of the investment.	DIRECT LINE INSURANCE GR /GBP/
d. CUSIP (if any).	G2871V114

At least one of the following other identifiers:

- ISIN

GB00BY9D0Y18

- Ticker (if ISIN is not available).

DIISF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BY9D0Y1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1003590.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	1704863.17
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	0.7318629011

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 28

Item C.1. Identification of investment.

a. Name of issuer (if any).	Clearstream Banking S.A.
b. LEI (if any) of issuer. (1)	549300OL514RA0SXJJ44
c. Title of the issue or description of the investment.	C/O EURO STOXX 50 APR23 4300
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

SX5E

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	IS10451175
Description of other unique identifier.	INTERNAL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-430.0000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	-353015.59
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	-0.1515423750

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Clearstream Banking S.A.	549300OL514RA0SXJJ44

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

2. The reference instrument is an index or custom basket. (26)

Index name.	EURO STOXX 50
Index identifier, if any.	SX5E

Narrative description. (27)

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	10.000000
v. Exercise price or rate.	4300.000000000000
vi. Exercise Price Currency Code	Euro Member Countries
vii. Expiration date.	2023-04-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	99769.38

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 29

Item C.1. Identification of investment.

a. Name of issuer (if any).	Societe Generale Group
b. LEI (if any) of issuer. (1)	549300C9XEU1GRJCOQ81
c. Title of the issue or description of the investment.	C/O EURO STOXX 50 APR23 4275
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

SX5E

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	IS10456085
Description of other unique identifier.	INTERNAL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-430.0000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	-430893.54
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	-0.1849737866

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Societe Generale Group	549300C9XEU1GRJCOQ81

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

2. The reference instrument is an index or custom basket. (26)

Index name.	EURO STOXX 50
Index identifier, if any.	SX5E

Narrative description. (27)

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	10.000000
v. Exercise price or rate.	4275.000000000000
vi. Exercise Price Currency Code	Euro Member Countries
vii. Expiration date.	2023-04-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	47395.46

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 30

Item C.1. Identification of investment.

a. Name of issuer (if any).	Societe Generale Group
b. LEI (if any) of issuer. (1)	549300C9XEU1GRJCOQ81
c. Title of the issue or description of the investment.	C/O EURO STOXX 50 APR23 4150
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

SX5E

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	IS10547875
Description of other unique identifier.	INTERNAL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-410.0000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	-853273.75
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	-0.3662929748

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Societe Generale Group	549300C9XEU1GRJCOQ81

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

2. The reference instrument is an index or custom basket. (26)

Index name.	EURO STOXX 50
Index identifier, if any.	SX5E

Narrative description. (27)

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	10.000000
v. Exercise price or rate.	4150.000000000000
vi. Exercise Price Currency Code	Euro Member Countries
vii. Expiration date.	2023-04-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-491356.56

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 31

Item C.1. Identification of investment.

a. Name of issuer (if any).	Societe Generale Group
b. LEI (if any) of issuer. (1)	549300C9XEU1GRJCOQ81
c. Title of the issue or description of the investment.	C/O EURO STOXX 50 MAY23 4150
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

SX5E

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	IS10547884
Description of other unique identifier.	INTERNAL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-410.0000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	-817702.15
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	-0.3510228142

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Societe Generale Group	549300C9XEU1GRJCOQ81

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

2. The reference instrument is an index or custom basket. (26)

Index name.	EURO STOXX 50
Index identifier, if any.	SX5E

Narrative description. (27)

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	10.000000
v. Exercise price or rate.	4150.000000000000
vi. Exercise Price Currency Code	Euro Member Countries
vii. Expiration date.	2023-05-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-438675.52

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 32

Item C.1. Identification of investment.

a. Name of issuer (if any).	Clearstream Banking S.A.
b. LEI (if any) of issuer. (1)	549300OL514RA0SXJJ44
c. Title of the issue or description of the investment.	C/O EURO STOXX 50 MAY23 4125
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

SX5E

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	IS10550042
Description of other unique identifier.	INTERNAL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-410.0000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	-901740.05
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	-0.3870985664

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Clearstream Banking S.A.	549300OL514RA0SXJJ44

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

2. The reference instrument is an index or custom basket. (26)

Index name.	EURO STOXX 50
Index identifier, if any.	SX5E

Narrative description. (27)

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	10.000000
v. Exercise price or rate.	4125.000000000000
vi. Exercise Price Currency Code	Euro Member Countries
vii. Expiration date.	2023-05-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-396891.39

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 33

Item C.1. Identification of investment.

a. Name of issuer (if any).	BHP Group Ltd.
b. LEI (if any) of issuer. (1)	WZE1WSENV6JSZFK0JC28
c. Title of the issue or description of the investment.	BHP GROUP LTD /GBP/
d. CUSIP (if any).	Q1498M100

At least one of the following other identifiers:

- ISIN

AU000000BHP4

- Ticker (if ISIN is not available).

BHPLF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	0144403
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	254015.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	8069066.75
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	3.4638853751

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	AUSTRALIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 34

Item C.1. Identification of investment.

a. Name of issuer (if any).	Airbus SE
b. LEI (if any) of issuer. (1)	MINO79WLOO247M1IL051
c. Title of the issue or description of the investment.	AIRBUS SE /EUR/
d. CUSIP (if any).	N0280G100

At least one of the following other identifiers:

- ISIN

NL0000235190

- Ticker (if ISIN is not available).

EADSF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	4012250
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	30992.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	4139524.77
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.7770133468

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 35

Item C.1. Identification of investment.

a. Name of issuer (if any).	Veolia Environnement S.A.
b. LEI (if any) of issuer. (1)	969500LENY69X51OOT31
c. Title of the issue or description of the investment.	VEOLIA ENVIRONNEMENT /EUR/
d. CUSIP (if any).	F9686M107

At least one of the following other identifiers:

- ISIN

FR0000124141

- Ticker (if ISIN is not available).

VEOEF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	4031879
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	76166.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	2350269.59
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.0089226812

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 36

Item C.1. Identification of investment.

a. Name of issuer (if any).	Intesa Sanpaolo S.p.A.
b. LEI (if any) of issuer. (1)	2W8N8UU78PMDQKZENC08
c. Title of the issue or description of the investment.	INTESA SANPAOLO /EUR/
d. CUSIP (if any).	T55067101

At least one of the following other identifiers:

- ISIN

IT0000072618

- Ticker (if ISIN is not available).

IITSF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	4076836
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478591.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	1228276.62
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	0.5272740395

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	ITALY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 37

Item C.1. Identification of investment.

a. Name of issuer (if any).	OC Oerlikon Corp
b. LEI (if any) of issuer. (1)	529900I8VLAZR2FJ0M10
c. Title of the issue or description of the investment.	OC OERLIKON CORP AG-REG /CHF/
d. CUSIP (if any).	H59187106

At least one of the following other identifiers:

- ISIN

CH0000816824

- Ticker (if ISIN is not available).

OERL

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	4612757
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	258971.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Switzerland Franc
e. Value. (4)	1468431.38
f. Exchange rate.	.914950
g. Percentage value compared to net assets of the Fund.	0.6303675678

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 38

Item C.1. Identification of investment.

a. Name of issuer (if any).	Pernod Ricard SA
b. LEI (if any) of issuer. (1)	52990097YFPX9J0H5D87
c. Title of the issue or description of the investment.	PERNOD RICARD SA /EUR/
d. CUSIP (if any).	F72027109

At least one of the following other identifiers:

- ISIN

FR0000120693

- Ticker (if ISIN is not available).

PDRDF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	4682329
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	22656.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	5130019.22
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	2.2022123624

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 39

Item C.1. Identification of investment.

a. Name of issuer (if any).	Telenor ASA
b. LEI (if any) of issuer. (1)	549300IM1QSBY4SLPM26
c. Title of the issue or description of the investment.	TELENOR ASA /NOK/
d. CUSIP (if any).	R21882106

At least one of the following other identifiers:

- ISIN

NO0010063308

- Ticker (if ISIN is not available).

TELNF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	4732495
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	318706.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Norway Krone
e. Value. (4)	3736881.64
f. Exchange rate.	10.469800
g. Percentage value compared to net assets of the Fund.	1.6041668835

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NORWAY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 40

Item C.1. Identification of investment.

a. Name of issuer (if any).	Schneider Electric SE
b. LEI (if any) of issuer. (1)	969500A1YF1XUYYXS284
c. Title of the issue or description of the investment.	SCHNEIDER ELEC SA /EUR/
d. CUSIP (if any).	F86921107

At least one of the following other identifiers:

- ISIN

FR0000121972

- Ticker (if ISIN is not available).

SBGSF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	4834108
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	34436.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	5755079.42
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	2.4705379263

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 41

Item C.1. Identification of investment.

a. Name of issuer (if any).	SAP SE
b. LEI (if any) of issuer. (1)	529900D6BF99LW9R2E68
c. Title of the issue or description of the investment.	SAP SE /EUR/
d. CUSIP (if any).	D66992104

At least one of the following other identifiers:

- ISIN

DE0007164600

- Ticker (if ISIN is not available).

SAPGF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	4846288
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	51567.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	6511392.70
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	2.7952077537

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 42

Item C.1. Identification of investment.

a. Name of issuer (if any).	UPM-Kymmene Corporation
b. LEI (if any) of issuer. (1)	213800EC6PW5VU4J9U64
c. Title of the issue or description of the investment.	UPM-KYMMENE OYJ /EUR/
d. CUSIP (if any).	X9518S108

At least one of the following other identifiers:

- ISIN

FI0009005987

- Ticker (if ISIN is not available).

UPMKF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	5051252
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	62392.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	2095622.18
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	0.8996077546

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FINLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 43

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bayer AG
b. LEI (if any) of issuer. (1)	549300J4U55H3WP1XT59
c. Title of the issue or description of the investment.	BAYER AG-REG /EUR/
d. CUSIP (if any).	D0712D163

At least one of the following other identifiers:

- ISIN

DE000BAY0017

- Ticker (if ISIN is not available).

BAYZF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	5069211
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	27528.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	1758532.96
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	0.7549022446

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 44

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mercedes-Benz Group AG
b. LEI (if any) of issuer. (1)	529900R27DL06UVNT076
c. Title of the issue or description of the investment.	MERCEDES-BENZ GROUP AG /EUR/
d. CUSIP (if any).	D1668R123

At least one of the following other identifiers:

- ISIN

DE0007100000

- Ticker (if ISIN is not available).

MBGAF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	5529027
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	32839.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	2525410.62
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.0841071445

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 45

Item C.1. Identification of investment.

a. Name of issuer (if any).	Repsol SA
b. LEI (if any) of issuer. (1)	BSYCX13Y0NOTV14V9N85
c. Title of the issue or description of the investment.	REPSOL SA /EUR/
d. CUSIP (if any).	E8471S130

At least one of the following other identifiers:

- ISIN

ES0173516115

- Ticker (if ISIN is not available).

REPYF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	5669354
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	409425.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	6296086.82
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	2.7027813416

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SPAIN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 46

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sanofi
b. LEI (if any) of issuer. (1)	549300E9PC51EN656011
c. Title of the issue or description of the investment.	SANOFI /EUR/
d. CUSIP (if any).	F5548N101

At least one of the following other identifiers:

- ISIN

FR0000120578

- Ticker (if ISIN is not available).

SNYNF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	5671735
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	100605.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	10913502.27
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	4.6849433863

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 47

Item C.1. Identification of investment.

a. Name of issuer (if any).	Deutsche Telekom AG
b. LEI (if any) of issuer. (1)	549300V9QSIG4WX4GJ96
c. Title of the issue or description of the investment.	DEUTSCHE TELEKOM AG-REG /EUR/
d. CUSIP (if any).	D2035M136

At least one of the following other identifiers:

- ISIN

DE0005557508

- Ticker (if ISIN is not available).

DTE

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	5842359
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	130761.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	3168639.33
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.3602320782

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 48

Item C.1. Identification of investment.

a. Name of issuer (if any).	Infineon Technologies AG
b. LEI (if any) of issuer. (1)	TSI2PJM6EPETEQ4X1U25
c. Title of the issue or description of the investment.	INFINEON TECHNOLOGIES AG /EUR/
d. CUSIP (if any).	D35415104

At least one of the following other identifiers:

- ISIN

DE0006231004

- Ticker (if ISIN is not available).

IFNNF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	5889505
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	60217.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	2472823.51
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.0615325733

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 49

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sodexo S.A.
b. LEI (if any) of issuer. (1)	969500LCBOG12HXPYM84
c. Title of the issue or description of the investment.	SODEXO SA /EUR/
d. CUSIP (if any).	F84941123

At least one of the following other identifiers:

- ISIN

FR0000121220

- Ticker (if ISIN is not available).

SDXOF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	7062713
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	61952.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	6050890.59
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	2.5975236134

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 50

Item C.1. Identification of investment.

a. Name of issuer (if any).	Axa SA
b. LEI (if any) of issuer. (1)	F5WCUMTUM4RKZ1MAIE39
c. Title of the issue or description of the investment.	AXA SA /EUR/
d. CUSIP (if any).	F06106102

At least one of the following other identifiers:

- ISIN

FR0000120628

- Ticker (if ISIN is not available).

AXAHF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	7088429
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	221761.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	6767609.85
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	2.9051965376

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 51

Item C.1. Identification of investment.

a. Name of issuer (if any).	Novartis AG
b. LEI (if any) of issuer. (1)	5493007HIVTX6SY6XD66
c. Title of the issue or description of the investment.	NOVARTIS AG-REG /CHF/
d. CUSIP (if any).	H5820Q150

At least one of the following other identifiers:

- ISIN

CH0012005267

- Ticker (if ISIN is not available).

NVSEF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	7103065
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	78869.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Switzerland Franc
e. Value. (4)	7241636.15
f. Exchange rate.	.914950
g. Percentage value compared to net assets of the Fund.	3.1086863362

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 52

Item C.1. Identification of investment.

a. Name of issuer (if any).	Enel - Societa per Azioni
b. LEI (if any) of issuer. (1)	WOCMU6HCI0OJWNPRZS33
c. Title of the issue or description of the investment.	ENEL SPA /EUR/
d. CUSIP (if any).	T3679P115

At least one of the following other identifiers:

- ISIN

IT0003128367

- Ticker (if ISIN is not available).

ENEL

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	7144569
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	343678.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	2096075.42
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	0.8998023213

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	ITALY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 53

Item C.1. Identification of investment.

a. Name of issuer (if any).	BNP Paribas SA
b. LEI (if any) of issuer. (1)	R0MUWSFPU8MPRO8K5P83
c. Title of the issue or description of the investment.	BNP PARIBAS /EUR/
d. CUSIP (if any).	F1058Q238

At least one of the following other identifiers:

- ISIN

FR0000131104

- Ticker (if ISIN is not available).

BNPQF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	7309681
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	80814.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	4826017.12
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	2.0717104765

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 54

Item C.1. Identification of investment.

a. Name of issuer (if any).	Compagnie de Saint-Gobain SA
b. LEI (if any) of issuer. (1)	NFONVGN05Z0FMN5PEC35
c. Title of the issue or description of the investment.	COMPAGNIE DE SAINT GOBAI /EUR/
d. CUSIP (if any).	F80343100

At least one of the following other identifiers:

- ISIN

FR0000125007

- Ticker (if ISIN is not available).

CODGF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	7380482
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	74344.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	4225980.97
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.8141272257

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 55

Item C.1. Identification of investment.

a. Name of issuer (if any).	TotalEnergies SE
b. LEI (if any) of issuer. (1)	529900S21EQ1BO4ESM68
c. Title of the issue or description of the investment.	TOTALENERGIES SE /EUR/
d. CUSIP (if any).	F92124100

At least one of the following other identifiers:

- ISIN

FR0000120271

- Ticker (if ISIN is not available).

TTFNF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B15C557
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	58496.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	3449142.02
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.4806461478

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 56

Item C.1. Identification of investment.

a. Name of issuer (if any).	Volvo AB
b. LEI (if any) of issuer. (1)	549300HGV012CNC8JD22
c. Title of the issue or description of the investment.	VOLVO AB B /SEK/
d. CUSIP (if any).	928856301

At least one of the following other identifiers:

- ISIN

SE0000115446

- Ticker (if ISIN is not available).

VOLVF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B1QH830
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	180798.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Sweden Krona
e. Value. (4)	3725641.68
f. Exchange rate.	10.379000
g. Percentage value compared to net assets of the Fund.	1.5993417985

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SWEDEN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 57

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sandvik AB
b. LEI (if any) of issuer. (1)	5299008ZUAXN43LVZF54
c. Title of the issue or description of the investment.	SANDVIK AB /SEK/
d. CUSIP (if any).	W74857165

At least one of the following other identifiers:

- ISIN

SE0000667891

- Ticker (if ISIN is not available).

SDVKF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B1VQ252
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	165898.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Sweden Krona
e. Value. (4)	3521316.98
f. Exchange rate.	10.379000
g. Percentage value compared to net assets of the Fund.	1.5116293824

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SWEDEN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 58

Item C.1. Identification of investment.

a. Name of issuer (if any).	Danone SA
b. LEI (if any) of issuer. (1)	969500KMUQ2B6CBAF162
c. Title of the issue or description of the investment.	DANONE /EUR/
d. CUSIP (if any).	F12033134

At least one of the following other identifiers:

- ISIN

FR0000120644

- Ticker (if ISIN is not available).

GPDNF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B1Y9TB3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	40000.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	2488944.92
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.0684531650

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 59

Item C.1. Identification of investment.

a. Name of issuer (if any).	Iberdrola, S.A.
b. LEI (if any) of issuer. (1)	5QK37QC7NWOJ8D7WVQ45
c. Title of the issue or description of the investment.	IBERDROLA SA /EUR/
d. CUSIP (if any).	E6165F166

At least one of the following other identifiers:

- ISIN

ES0144580Y14

- Ticker (if ISIN is not available).

IBDSF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B288C92
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	437264.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	5447350.30
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	2.3384361069

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SPAIN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 60

Item C.1. Identification of investment.

a. Name of issuer (if any).	ASML Holding N.V.
b. LEI (if any) of issuer. (1)	724500Y6DUVHQD6OXN27
c. Title of the issue or description of the investment.	ASML HOLDING NV /EUR/
d. CUSIP (if any).	N07059202

At least one of the following other identifiers:

- ISIN

NL0010273215

- Ticker (if ISIN is not available).

ASMLF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B929F46
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1337.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	911096.19
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	0.3911149660

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 61

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tele2 AB (publ)
b. LEI (if any) of issuer. (1)	213800EKD193RVI9HL76
c. Title of the issue or description of the investment.	TELE2 AB-B SHS /SEK/
d. CUSIP (if any).	W95878166

At least one of the following other identifiers:

- ISIN

SE0005190238

- Ticker (if ISIN is not available).

TLTZF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B97C733
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	365976.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Sweden Krona
e. Value. (4)	3642585.54
f. Exchange rate.	10.379000
g. Percentage value compared to net assets of the Fund.	1.5636874958

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SWEDEN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 62

Item C.1. Identification of investment.

a. Name of issuer (if any).	Coca-Cola HBC AG
b. LEI (if any) of issuer. (1)	549300EFP3TNG7JGVE49
c. Title of the issue or description of the investment.	COCA-COLA HBC AG-DI /GBP/
d. CUSIP (if any).	H1512E100

At least one of the following other identifiers:

- ISIN

CH0198251305

- Ticker (if ISIN is not available).

CCHBF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B9895B7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	144061.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	3943700.36
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	1.6929499314

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 63

Item C.1. Identification of investment.

a. Name of issuer (if any).	BFF Bank S.p.A.
b. LEI (if any) of issuer. (1)	815600522538355AE429
c. Title of the issue or description of the investment.	BFF BANK SPA /EUR/
d. CUSIP (if any).	T1R288116

At least one of the following other identifiers:

- ISIN

IT0005244402

- Ticker (if ISIN is not available).

BFF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD0TSX6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	254681.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	2526987.80
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.0847841956

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	ITALY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 64

Item C.1. Identification of investment.

a. Name of issuer (if any).	ASR Nederland N.V.
b. LEI (if any) of issuer. (1)	7245000G0HS48PZWUD53
c. Title of the issue or description of the investment.	ASR NEDERLAND NV /EUR/
d. CUSIP (if any).	N0709G103

At least one of the following other identifiers:

- ISIN

NL0011872643

- Ticker (if ISIN is not available).

ASRRF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD9PNF2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	49701.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	1977598.96
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	0.8489427994

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 65

Item C.1. Identification of investment.

a. Name of issuer (if any).	Prosegur Cash SA
b. LEI (if any) of issuer. (1)	9598005HY5DEFPU2SM35
c. Title of the issue or description of the investment.	PROSEGUR CASH SA /EUR/
d. CUSIP (if any).	E8S56X108

At least one of the following other identifiers:

- ISIN

ES0105229001

- Ticker (if ISIN is not available).

PGUUF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BDH3Q71
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1763586.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	1357141.44
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	0.5825930720

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SPAIN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 66

Item C.1. Identification of investment.

a. Name of issuer (if any).	Hipgnosis Songs Fund Ltd
b. LEI (if any) of issuer. (1)	213800XJIPNDVKXMOC11
c. Title of the issue or description of the investment.	HIPGNOSIS SONGS FUND LTD /GBP/
d. CUSIP (if any).	G4497R113

At least one of the following other identifiers:

- ISIN

GG00BFYT9H72

- Ticker (if ISIN is not available).

HPGSF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFYT9H7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2191821.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	2191581.55
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	0.9408011502

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	GUERNSEY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 67

Item C.1. Identification of investment.

a. Name of issuer (if any).	Novo Nordisk A/S
b. LEI (if any) of issuer. (1)	549300DAQ1CVT6CXN342
c. Title of the issue or description of the investment.	NOVO NORDISK A/S-B /DKK/
d. CUSIP (if any).	K72807132

At least one of the following other identifiers:

- ISIN

DK0060534915

- Ticker (if ISIN is not available).

NONOF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BHC8X90
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	31594.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Denmark Krone
e. Value. (4)	5017802.83
f. Exchange rate.	6.869350
g. Percentage value compared to net assets of the Fund.	2.1540401606

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	DENMARK
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 68

Item C.1. Identification of investment.

a. Name of issuer (if any).	Prosus NV
b. LEI (if any) of issuer. (1)	635400Z5LQ5F9OLVT688
c. Title of the issue or description of the investment.	PROSUS NV /EUR/
d. CUSIP (if any).	N62598102

At least one of the following other identifiers:

- ISIN

NL0013654783

- Ticker (if ISIN is not available).

PROSF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJDS7L3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	52751.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	4130617.73
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.7731897366

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 69

Item C.1. Identification of investment.

a. Name of issuer (if any).	Stellantis N.V
b. LEI (if any) of issuer. (1)	549300LKT9PW7ZIBDF31
c. Title of the issue or description of the investment.	STELLANTIS NV /EUR/
d. CUSIP (if any).	N82405106

At least one of the following other identifiers:

- ISIN

NL00150001Q9

- Ticker (if ISIN is not available).

STLA

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMD8KX7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	138755.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	2523437.23
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.0832600085

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 70

Item C.1. Identification of investment.

a. Name of issuer (if any).	MFE-MediaForEurope NV
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MFE-MEDIAFOREUROPE NV-CL /EUR/
d. CUSIP (if any).	T6S17R115

At least one of the following other identifiers:

- ISIN

NL0015000MZ1

- Ticker (if ISIN is not available).

MFEA

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMFL6H0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2701287.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	1242631.27
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	0.5334361973

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 71

Item C.1. Identification of investment.

a. Name of issuer (if any).	NN Group N.V.
b. LEI (if any) of issuer. (1)	724500OHYNDT9OY6Q215
c. Title of the issue or description of the investment.	NN GROUP NV /EUR/
d. CUSIP (if any).	N64038107

At least one of the following other identifiers:

- ISIN

NL0010773842

- Ticker (if ISIN is not available).

NNGPF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNG8PQ9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	69158.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	2511122.10
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.0779733750

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 72

Item C.1. Identification of investment.

a. Name of issuer (if any).	Inditex (Industria de Diseno Textil S.A.)
b. LEI (if any) of issuer. (1)	549300TTCXZOGZM2EY83
c. Title of the issue or description of the investment.	INDUSTRIA DE DISENO TEXT /EUR/
d. CUSIP (if any).	E6282J125

At least one of the following other identifiers:

- ISIN

ES0148396007

- Ticker (if ISIN is not available).

IDEXF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP9DL90
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	66147.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	2222223.01
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	0.9539549025

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SPAIN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 73

Item C.1. Identification of investment.

a. Name of issuer (if any).	Woodside Energy Group Ltd
b. LEI (if any) of issuer. (1)	2549005ZC5RXAOO7FH41
c. Title of the issue or description of the investment.	WOODSIDE ENERGY GROUP LT /GBP/
d. CUSIP (if any).	Q98327333

At least one of the following other identifiers:

- ISIN

AU0000224040

- Ticker (if ISIN is not available).

WOPEF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BPXZF78
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	218116.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United Kingdom Pound
e. Value. (4)	4882357.68
f. Exchange rate.	.810636
g. Percentage value compared to net assets of the Fund.	2.0958963270

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	AUSTRALIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 74

Item C.1. Identification of investment.

a. Name of issuer (if any).	Amundi SA
b. LEI (if any) of issuer. (1)	96950010FL2T1TJKR531
c. Title of the issue or description of the investment.	AMUNDI SA /EUR/
d. CUSIP (if any).	F0300Q103

At least one of the following other identifiers:

- ISIN

FR0004125920

- Ticker (if ISIN is not available).

AMDUF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYZR014
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	56728.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	3574379.93
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.5344082219

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 75

Item C.1. Identification of investment.

a. Name of issuer (if any).	BAWAG Group AG
b. LEI (if any) of issuer. (1)	529900S9YO2JHTIIDG38
c. Title of the issue or description of the investment.	BAWAG GROUP AG /EUR/
d. CUSIP (if any).	A0997C107

At least one of the following other identifiers:

- ISIN

AT0000BAWAG2

- Ticker (if ISIN is not available).

BWAGF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BZ1GZ06
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	64085.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	3112547.57
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	1.3361530324

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	AUSTRIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 76

Item C.1. Identification of investment.

a. Name of issuer (if any).	ING Groep N.V.
b. LEI (if any) of issuer. (1)	549300NYKK9MWM7GGW15
c. Title of the issue or description of the investment.	ING GROEP NV /EUR/
d. CUSIP (if any).	N4578E595

At least one of the following other identifiers:

- ISIN

NL0011821202

- Ticker (if ISIN is not available).

INGVF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BZ57390
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	482760.0000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	Euro Member Countries
e. Value. (4)	5732942.26
f. Exchange rate.	.922084
g. Percentage value compared to net assets of the Fund.	2.4610348961

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

NPORT-P: Part E: Explanatory Notes (if any)

The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable.

NPORT-P: Additional notes

Identifier	Note
(1)	LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
(2)	Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
(3)	Currency. Indicate the currency in which the investment is denominated.
(4)	Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
(5)	Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item [C/D].11.
(6)	Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other” provide a brief description.
(7)	Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other” provide a brief description.
(8)	Report the ISO country code that corresponds to the country where the issuer is organized.
(9)	If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.
(10)	Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: Highly Liquid Investments, Moderately Liquid Investments, Less Liquid Investments, Illiquid Investments. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
(11)	Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
(12)	Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7 (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
(13)	Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
(14)	Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]
(15)	Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.
(16)	Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
(17)	Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
(18)	Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.
(19)	If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated.
(20)	Category of investments that most closely represents the collateral, selected from among the following (asset-backed securities; agency collateralized mortgage obligations; agency debentures and agency strips; agency mortgage-backed securities; private label collateralized mortgage obligations; corporate debt securities; equities; money market; U.S. Treasuries (including strips); other instrument). If "other instrument", include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt
(21)	Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).
(22)	In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
(23)	Description and terms of payments necessary for a user of financial information to understand the terms of payments to be paid and received, including, as applicable, description of the reference instrument, obligation, or index, financing rate, floating coupon rate, fixed coupon rate, and payment frequency.
(24)	Depreciation shall be reported as a negative number.
(25)	If the reference instrument is a derivative, indicate the category of derivative from among the categories listed in sub-Item C.11.a. and provide all information required to be reported on this Form for that category.
(26)	If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket. An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
(27)	If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
(28)	If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).

NPORT-P: Signatures

The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

Registrant:	First Trust Dynamic Europe Equity Income Fund
By (Signature):	Donald P. Swade
Name:	First Trust Dynamic Europe Equity Income Fund
Title:	Treasurer, Chief Financial Officer and Chief Accounting Officer
Date:	2023-04-28

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Monthly Portfolio Investments Report on Form N-port (public) (nport-p)

24/05/2023 6:17pm

Edgar (US Regulatory)

NPORT-P: Filer Information

Submission Contact Information

Notification Information

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

Item A.2. Information about the Series.

Item A.3. Reporting period.

Item A.4. Final filing

NPORT-P: Part B: Information About the Fund

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

Item B.3. Portfolio level risk metrics.

Item B.4. Securities lending.

Item B.5. Return information.

Item B.6. Flow information.

Item B.7. Highly Liquid Investment Minimum information.

Item B.8. Derivatives Transactions.

Item B.9. Derivatives Exposure for limited derivatives users.

Item B.10. VaR information.

NPORT-P: Part C: Schedule of Portfolio Investments

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.

Item C.9. Debt securities.

Item C.10. Repurchase and reverse repurchase agreements.

Item C.11. Derivatives.

Item C.12. Securities lending.

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.

Item C.9. Debt securities.

Item C.10. Repurchase and reverse repurchase agreements.

Item C.11. Derivatives.

Item C.12. Securities lending.

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.

Item C.9. Debt securities.

Item C.10. Repurchase and reverse repurchase agreements.

Item C.11. Derivatives.

Item C.12. Securities lending.

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.