# EDGAR Filing Document

**Accession Number:** 0001420040
**File Stem:** 0000910472-26-009747
**Filing Date:** 2026-6
**Character Count:** 144796
**Document Hash:** c7febbbb540fad89ac80ee2f2418600b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-009747.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0000910472-26-009747

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Dunham Funds
- **CENTRAL INDEX KEY:** 0001420040

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22153
- **FILM NUMBER:** 261122161

**BUSINESS ADDRESS:**
- **STREET 1:** 6256 GREENWICH DRIVE
- **STREET 2:** SUITE 550
- **CITY:** SAN DIEGO
- **STATE:** CA
- **ZIP:** 92122
- **BUSINESS PHONE:** 858-964-0500

**MAIL ADDRESS:**
- **STREET 1:** 6256 GREENWICH DRIVE
- **STREET 2:** SUITE 550
- **CITY:** SAN DIEGO
- **STATE:** CA
- **ZIP:** 92122

## Series and Classes Contracts Data

### Dunham International Stock Fund (Series ID: S000020979)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000059532 | Dunham International Stock Fund Class A | DAINX           |
| C000059533 | Dunham International Stock Fund Class C | DCINX           |
| C000059534 | Dunham International Stock Fund Class N | DNINX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Dunham Funds

- **b. Investment Company Act file number:** 811-22153

- **c. CIK number of Registrant:** 0001420040

- **d. LEI of Registrant:** 549300FI2C3SP4YCHL80

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

  - **Street Address 1:** 6256 Greenwich Dr

  - **City:** SAN DIEGO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92122

  - **Telephone number:** 858-964-0500

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

- **a. Name of Series:** Dunham International Stock Fund

- **b. EDGAR series identifier (if any):** S000020979

- **c. LEI of Series:** 549300HN7WF948JOOR53

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $249785866.41

**Total Liabilities:** $1556435.11

**Net Assets:** $248229431.30

**Cash Not Reported:** $751510.14

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059533 | 6.90%                | -8.78%               | 9.82%                |
| Class ID C000059534 | 7.01%                | -8.71%               | 9.89%                |
| Class ID C000059532 | 6.95%                | -8.72%               | 9.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5066969.42              | $10735822.58                               |
| Month 2  | $6099469.33              | $-28023960.49                              |
| Month 3  | $3397672.53              | $18853740.77                               |

### Schedule of Portfolio Investments

| Name                                                    | Title                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| DELTA ELECTRONICS (THAILAND) PCL                        | DELTA ELEC-FORGN                     | CUSIP: Y20266204<br>LEI: 529900JKLVG9Y2SVWL93 | Long             | EC               | CORP              | TH        |     28600 | NS      | $280886.55    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| KYOCERA CORP                                            | KYOCERA CORP                         | CUSIP: J37479110<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $145948.05    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                             | EQUINOR ASA-ADR                      | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     11759 | NS      | $479179.25    | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| ING GROEP NV                                            | ING GROEP NV                         | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     17097 | NS      | $494893.93    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                            | CCB-H                                | CUSIP: Y1397N101<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    443000 | NS      | $500052.02    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| NAVER CORP                                              | NAVER CORP                           | CUSIP: Y62579100<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |       748 | NS      | $108181.06    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| EISAI CO LTD                                            | Eisai Co Ltd                         | CUSIP: J12852117<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |      1700 | NS      | $50881.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FRANCO-NEVADA CORP                                      | FRANCO-NEVADA CO                     | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |     11384 | NS      | $2622190.56   | 1.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ADIDAS AG                                               | ADIDAS AG                            | CUSIP: D0066B185<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       817 | NS      | $141411.83    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                                   | ANGLOGOLD ASHANT                     | CUSIP: G0378L100<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |       976 | NS      | $90657.00     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| POSTE ITALIANE SPA                                      | POSTE ITALIANE                       | CUSIP: T7S697106<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | NUSS              | IT        |      6650 | NS      | $176546.86    | 0.07%             |  |  |  | Yes           | 2                  | On Loan: No      |
| WOLTERS KLUWER NV                                       | WOLTERS KLUWER                       | CUSIP: N9643A197<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      1157 | NS      | $90313.75     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HYOSUNG HEAVY INDUSTRIES CORP                           | HYOSUNG HEAVY INDUSTRIES             | CUSIP: Y3R1E4102<br>LEI: 988400IDLF9EQ95M0928 | Long             | EC               | CORP              | KR        |        25 | NS      | $67807.02     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CELESTICA INC                                           | CELESTICA INC                        | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       759 | NS      | $311605.82    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| AVIVA PLC                                               | AVIVA PLC                            | CUSIP: G0683Q158<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     23994 | NS      | $203446.52    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | BNP PARIBAS                          | CUSIP: F1058Q238<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     42074 | NS      | $4419415.82   | 1.78%             |  |  |  | No            | 2                  | On Loan: No      |
| HD KOREA SHIPBUILDING&OFFSHORE ENGINEERING CO LTD       | HD KOREA SHIPBUI                     | CUSIP: Y3838M106<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       264 | NS      | $83232.49     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                             | EQUINOR ASA                          | CUSIP: R2R90P103<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     18130 | NS      | $725497.95    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| FUJIKURA LTD                                            | FUJIKURA LTD                         | CUSIP: J14784128<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      8400 | NS      | $324074.43    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                                 | RECRUIT HOLDINGS                     | CUSIP: J6433A101<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     10500 | NS      | $486377.96    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| OTP BANK NYRT                                           | OTP BANK PLC                         | CUSIP: X60746181<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      1218 | NS      | $163281.00    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| FERTIGLOBE PLC                                          | FERTIGLOBE PLC                       | CUSIP: M4169A102<br>LEI: 984500A99D1B4CPBF744 | Long             | EC               | CORP              | AE        |    412169 | NS      | $419743.74    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| KONGSBERG MARITIME ASA                                  | KONGSBERG MARITI                     | CUSIP: R0R21J105<br>LEI: 6367007UE6J5YSBTWN87 | Long             | EC               | CORP              | NO        |       366 | NS      | $2397.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NESTE OYJ                                               | Neste Oyj                            | CUSIP: X5688A109<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      2175 | NS      | $75143.10     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HENDERSON LAND DEVELOPMENT CO LTD                       | HENDERSON LAND DEV                   | CUSIP: Y31476107<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |      9000 | NS      | $35573.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| L'AIR LIQUIDE SA                                        | AIR LIQUIDE SA                       | CUSIP: F01764103<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1203 | NS      | $258857.28    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS GROUP AG                         | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      6954 | NS      | $305280.60    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| WOOLWORTHS GROUP LTD                                    | WOOLWORTHS GROUP                     | CUSIP: Q98418108<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      6459 | NS      | $160389.98    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| TELEFONICA BRASIL SA                                    | TELEF BRASIL                         | CUSIP: P9T369176<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |     21700 | NS      | $172439.02    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CAIHONG DISPLAY DEVICES CO LTD                          | IRICO DISPLAY DE                     | CUSIP: Y77010109<br>LEI: 3003005EGLX0QFEGD247 | Long             | EC               | CORP              | CN        |   1133307 | NS      | $1342910.61   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| RELX PLC                                                | RELX PLC                             | CUSIP: G7493L105<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      5922 | NS      | $216609.37    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDWIND SCIENCE&TECHNOLOGY CO LTD                      | GOLDWIND SCIEN-H                     | CUSIP: Y97237112<br>LEI: 3003008X6GR2ZPYM2V54 | Long             | EC               | CORP              | CN        |    371000 | NS      | $823507.93    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM AG                                     | DEUTSCHE TELEKOM                     | CUSIP: D2035M136<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     28576 | NS      | $923177.96    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| TERUMO CORP                                             | TERUMO CORP                          | CUSIP: J83173104<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |     27400 | NS      | $348613.68    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                                | ITAU UNIBAN-PREF                     | CUSIP: P5968U113<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     30076 | NS      | $262783.51    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CANON INC                                               | CANON INC                            | CUSIP: J05124144<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      5400 | NS      | $138913.67    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB GROUP PLC                                           | AIB GROUP PLC                        | CUSIP: G0R4HJ106<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     17316 | NS      | $199627.26    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| ACCTON TECHNOLOGY CORP                                  | ACCTON TECH                          | CUSIP: Y0002S109<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      3000 | NS      | $220346.14    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF CHINA LTD                                       | BANK OF CHINA-H                      | CUSIP: Y0698A107<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |   3974000 | NS      | $2580523.08   | 1.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD                              | HONGKONG LAND                        | CUSIP: G4587L109<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | SG        |      2400 | NS      | $18936.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORP (JAPAN)                                     | ORACLE CORP JPN                      | CUSIP: J6165M109<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |      5200 | NS      | $287091.71    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| FERROVIAL NV                                            | FERROVIAL SE                         | CUSIP: N3168P101<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |      1941 | NS      | $133313.78    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA PACIFIC INSURANCE (GROUP) COMPANY LTD             | CHINA PACIFIC INSURANCE G            | CUSIP: Y1505Z111<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     77000 | NS      | $421762.10    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| SONY GROUP CORP                                         | SONY GROUP-ADR                       | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    125949 | NS      | $2530315.41   | 1.02%             |  |  |  | No            | 1                  | On Loan: —       |
| SIBANYE-STILLWATER LTD                                  | SIBANYE-STI-ADR                      | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |      6797 | NS      | $81699.94     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DESCARTES SYSTEMS GROUP INC (THE)                       | DESCARTES SYS                        | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      1406 | NS      | $101445.88    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HON PRECISION INC                                       | HON PRECISION IN                     | CUSIP: Y3699E102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5000 | NS      | $786963.50    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| KINROSS GOLD CORP                                       | KINROSS GOLD                         | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      8114 | NS      | $245800.95    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| AISIN CORP                                              | AISIN CORP                           | CUSIP: J00714105<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      8700 | NS      | $137949.87    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA REINSURANCE (GROUP) CORP                          | CHINA REINSURA-H                     | CUSIP: Y1R0AJ109<br>LEI: 300300F3000111000079 | Long             | EC               | CORP              | CN        |    830000 | NS      | $130877.22    | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| LUKOIL PJSC                                             | LUKOIL                               | CUSIP: X6983S100<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |     24250 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | YAPI KREDI                           | CUSIP: M9869G101<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | EC               | CORP              | TR        |         0 | NS      | $0.31         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HANA FINANCIAL GROUP INC                                | HANA FINANCIAL G                     | CUSIP: Y29975102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10225 | NS      | $894454.74    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| TURK HAVA YOLLARI AO (TURKISH AIRLINES)                 | THY                                  | CUSIP: M8926R100<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |         1 | NS      | $6.69         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LINK REAL ESTATE INVESTMENT TRUST                       | LINK REIT                            | CUSIP: Y5281M111<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |     17300 | NS      | $87109.46     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA CSSC HOLDINGS LTD                                 | CHINA CSSC HOL-A                     | CUSIP: Y1414Q103<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    225714 | NS      | $1380606.78   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| ABB LTD (CH)                                            | ABB LTD-REG                          | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     25088 | NS      | $2517544.90   | 1.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ZHONGJI INNOLIGHT CO LTD                                | ZHONGJI INNOLI-A                     | CUSIP: Y7685V101<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |      8091 | NS      | $1022623.80   | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| LUNDIN MINING CORP                                      | LUNDIN MINING CO                     | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |      3498 | NS      | $89768.90     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| VOLKSWAGEN AG                                           | VOLKSWAGEN-PREF                      | CUSIP: D94523103<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      1171 | NS      | $118769.01    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SK HYNIX INC                                            | SK HYNIX INC                         | CUSIP: Y8085F100<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      2672 | NS      | $2399143.14   | 0.97%             |  |  |  | No            | 2                  | On Loan: No      |
| PHOSAGRO PJSC                                           | PHOSAGRO PJSC                        | CUSIP: X65078101<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |     10128 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HACI OMER SABANCI HOLDING AS                            | SABANCI HOLDING                      | CUSIP: M8223R100<br>LEI: 78900090FFOWNLGP0F20 | Long             | EC               | CORP              | TR        |         1 | NS      | $1.17         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                     | SOC GENERALE SA                      | CUSIP: F8591M517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      3214 | NS      | $258770.55    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| ALPHA BANK SA                                           | ALPHA BANK SA                        | CUSIP: X0085P163<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |     27239 | NS      | $109334.83    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| EAST JAPAN RAILWAY COMPANY                              | EAST JAPAN RAIL                      | CUSIP: J1257M109<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |     10700 | NS      | $233553.08    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| YOKOGAWA ELECTRIC CORP                                  | YOKOGAWA ELEC                        | CUSIP: J97272124<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |     28400 | NS      | $988754.44    | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| KRUNG THAI BANK PCL                                     | KRUNG THAI BNK-F                     | CUSIP: Y49885208<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |    115200 | NS      | $116921.94    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SA             | PKOBP                                | CUSIP: X6919X108<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |      4500 | NS      | $117844.50    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TORAY INDUSTRIES INC                                    | TORAY INDUSTRIES                     | CUSIP: J89494116<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |     11000 | NS      | $78971.74     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CAIXABANK SA                                            | CAIXABANK SA                         | CUSIP: E2427M123<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     20483 | NS      | $260758.56    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| ASML HOLDING NV                                         | ASML HOLDING NV                      | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       230 | NS      | $329914.52    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| NITTO DENKO CORP                                        | NITTO DENKO CORP                     | CUSIP: J58472119<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      4100 | NS      | $77977.63     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                      | BBVA                                 | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     30481 | NS      | $673206.68    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| MAKITA CORP                                             | Makita Corp                          | CUSIP: J39584107<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      1500 | NS      | $55695.57     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LTD                            | BOC HONG KONG                        | CUSIP: Y0920U103<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    325500 | NS      | $1872313.52   | 0.75%             |  |  |  | No            | 2                  | On Loan: No      |
| VAT GROUP AG                                            | VAT GROUP AG                         | CUSIP: H90508104<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |       106 | NS      | $79626.42     | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| FANUC CORP                                              | FANUC CORP                           | CUSIP: J13440102<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      7700 | NS      | $340109.01    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC                       | INTERCONTINENTAL HOTELS-A            | CUSIP: 45857P806<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      9937 | NS      | $1429735.56   | 0.58%             |  |  |  | No            | 1                  | On Loan: —       |
| TELEFONAKTIEBOLAGET LM ERICSSON                         | ERICSSON LM-ADR                      | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    111374 | NS      | $1315326.94   | 0.53%             |  |  |  | No            | 1                  | On Loan: —       |
| DAIICHI SANKYO COMPANY LTD                              | DAIICHI SANKYO                       | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     18700 | NS      | $303743.12    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| MMC NORILSK NICKEL PJSC                                 | MMC NORILSK NICK                     | CUSIP: X5424N118<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |    378500 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| YANGZIJIANG SHIPBUILDING (HOLDINGS) LTD                 | Yangzijiang Shipbuilding             | CUSIP: Y9728A102<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     13000 | NS      | $44331.51     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DAIKIN INDUSTRIES LTD                                   | DAIKIN INDS                          | CUSIP: J10038115<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      6600 | NS      | $932482.82    | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| FAST RETAILING COMPANY LTD                              | FAST RETAILING                       | CUSIP: J1346E100<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      3600 | NS      | $1694564.16   | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| WHARF REAL ESTATE INVESTMENT CO LTD                     | WHARF REAL ESTAT                     | CUSIP: G9593A104<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | HK        |    204000 | NS      | $638816.96    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| KANSAI ELECTRIC POWER CO INC (THE)                      | KANSAI ELEC PWR                      | CUSIP: J30169106<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      5000 | NS      | $80095.19     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN PLC                                      | ANGLO AMER PLC                       | CUSIP: G03764142<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      4820 | NS      | $238455.57    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| ALCON AG                                                | ALCON INC                            | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      1690 | NS      | $126530.30    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| HISENSE VISUAL TECHNOLOGY CO LTD                        | HISENSE VISUAL-A                     | CUSIP: Y32263108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    154808 | NS      | $581954.16    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                             | EQUINOR ASA                          | CUSIP: R2R90P103<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     21104 | NS      | $858595.81    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| GLENCORE PLC                                            | GLENCORE PLC                         | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     51187 | NS      | $397713.62    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| HENGLI PETROCHEMICAL CO LTD                             | HENGLI PETROC-A                      | CUSIP: Y1963X103<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    401700 | NS      | $1306410.74   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                | INFINEON TECH                        | CUSIP: D35415104<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      6972 | NS      | $468982.60    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                               | CKH HOLDINGS                         | CUSIP: G21765105<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     13500 | NS      | $112726.12    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UCB SA                                                  | UCB SA-UNSP ADR                      | CUSIP: 903480101<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      3017 | NS      | $404851.23    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| SAGE GROUP PLC (THE)                                    | SAGE GRP PLC-ADR                     | CUSIP: 78663S201<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     11886 | NS      | $576471.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| TOKYU CORP                                              | TOKYU CORP                           | CUSIP: J88720149<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |     42000 | NS      | $446514.57    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| HAN'S LASER TECHNOLOGY INDUSTRY GROUP CO LTD            | HAN'S LASER -A                       | CUSIP: Y3063F107<br>LEI: 300300MZXZR87BGKOZ23 | Long             | EC               | CORP              | CN        |     99497 | NS      | $1481051.81   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| TURKIYE IS BANKASI AS                                   | IS BANKASI                           | CUSIP: M8933F115<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |         1 | NS      | $0.18         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GEA GROUP AG                                            | GEA GROUP AG                         | CUSIP: D28304109<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       770 | NS      | $52662.71     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHERN COPPER CORP                                    | SOUTHERN COPPER                      | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       370 | NS      | $63545.82     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| HYUNDAI MARINE & FIRE INSURANCE CO LTD                  | HYUNDAI MARINE                       | CUSIP: Y3842K104<br>LEI: 988400SYR92543UITC37 | Long             | EC               | CORP              | KR        |      7097 | NS      | $147272.55    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                     | MOUNT VERNON LIQUID ASSETS PORTFOLIO | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                        | SINGAPORE TELECO                     | CUSIP: Y79985209<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     47500 | NS      | $172017.86    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| PETROLEO BRASILEIRO SA                                  | PETROBRAS                            | CUSIP: P78331132<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     21700 | NS      | $239462.16    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                          | GALAXY ENTERTAIN                     | CUSIP: Y2679D118<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     10000 | NS      | $42663.11     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                              | FIRST QUANTUM                        | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     16109 | NS      | $394429.64    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                              | SAMSUNG ELE-PREF                     | CUSIP: Y74718118<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |     19632 | NS      | $2133487.08   | 0.86%             |  |  |  | No            | 2                  | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                                 | RECRUIT HLDG-ADR                     | CUSIP: 75629J101<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     91855 | NS      | $851495.85    | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| SK SQUARE CO LTD                                        | SK SQUARE CO LTD                     | CUSIP: Y8T6X4107<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       458 | NS      | $268384.01    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA RESEARCH INSTITUTE LTD                           | NOMURA RESEARCH                      | CUSIP: J5900F106<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     18100 | NS      | $488480.37    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| ASTELLAS PHARMA INC                                     | ASTELLAS PHARMA                      | CUSIP: J03393105<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     82600 | NS      | $1170503.78   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| ADVANTEST CORP                                          | ADVANTEST- ADR                       | CUSIP: 00762U200<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      4510 | NS      | $843370.00    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| ALAMOS GOLD INC                                         | ALAMOS GOLD INC                      | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     23600 | NS      | $941651.08    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO COMERCIAL PORTUGUES SA                            | BANCO COMERCIAL PORTGUES             | CUSIP: X03188319<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    912263 | NS      | $975264.73    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| NUTRIEN LTD                                             | NUTRIEN LTD                          | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      3485 | NS      | $264860.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| KIOXIA HOLDINGS CORP                                    | KIOXIA HOLDINGS                      | CUSIP: J3343A107<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |     27500 | NS      | $6653395.74   | 2.68%             |  |  |  | No            | 2                  | On Loan: No      |
| ABU DHABI COMMERCIAL BANK PJSC                          | ABU DHABI COMMER                     | CUSIP: M0152Q104<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |     26809 | NS      | $100733.57    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| KONAMI GROUP CORP                                       | KONAMI GROUP COR                     | CUSIP: J3600L101<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |      3800 | NS      | $456246.36    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| TFI INTERNATIONAL INC                                   | TFI INTERNATIONA                     | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       502 | NS      | $71876.36     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| KAKAO CORP                                              | KAKAO CORP                           | CUSIP: Y4519H119<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |      1712 | NS      | $55492.41     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PETROCHINA COMPANY LTD                                  | PETROCHINA-H                         | CUSIP: Y6883Q104<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |   1184100 | NS      | $1826467.83   | 0.74%             |  |  |  | No            | 2                  | On Loan: No      |
| OBIC CO LTD                                             | OBIC CO LTD                          | CUSIP: J5946V107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $172713.44    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| VALE SA                                                 | VALE SA                              | CUSIP: P9661Q155<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     21400 | NS      | $351075.87    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| PEOPLE'S INSURANCE COMPANY (GROUP) OF CHINA LTD (THE)   | PICC GROUP-H                         | CUSIP: Y6800A109<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |   2312000 | NS      | $1581889.02   | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| BRAMBLES LTD                                            | BRAMBLES LTD                         | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7938 | NS      | $129337.56    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GRUPO CIBEST SA                                         | GRUPO CIBEST SA                      | CUSIP: P49500112<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EP               | CORP              | CO        |      5847 | NS      | $99364.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SINO BIOPHARMACEUTICAL LTD                              | SBP GROUP                            | CUSIP: G8167W138<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |     48000 | NS      | $33410.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HD HYUNDAI CO LTD                                       | HYUNDAI ROBOTICS CO LTD              | CUSIP: Y3R3C9109<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       242 | NS      | $51732.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SINOMACH HEAVY EQUIPMENT GROUP CO LTD                   | SINOMACH HEAVY E                     | CUSIP: Y776DB109<br>LEI: 300300NXSE6POUGGPK97 | Long             | EC               | CORP              | CN        |    271400 | NS      | $171270.00    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| TRANSURBAN GROUP                                        | TRANSURBAN GROUP                     | CUSIP: Q9194A106<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     15743 | NS      | $159561.35    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| RONGSHENG PETROCHEMICAL CO LTD                          | RONGSHENG PETR-A                     | CUSIP: Y7324B102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    300000 | NS      | $614931.54    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| HONG KONG EXCHANGES AND CLEARING LTD                    | HKEX                                 | CUSIP: Y3506N139<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     22800 | NS      | $1214375.23   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| VESTAS WIND SYSTEMS A/S                                 | VESTAS WIND SYST                     | CUSIP: K9773J201<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      5304 | NS      | $163045.93    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| FORMOSA CHEMICALS & FIBRE CORP                          | Formosa Chemicals & Fibre            | CUSIP: Y25946107<br>LEI: 254900OJX8UZOAIVSU82 | Long             | EC               | CORP              | TW        |    357000 | NS      | $595834.03    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| INTERNATIONAL CONTAINER TERMINAL SERVICES INC           | International Container T            | CUSIP: Y41157101<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |     21230 | NS      | $245773.68    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                           | INDITEX                              | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      5896 | NS      | $352938.81    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| PRUDENTIAL PLC                                          | PRUDENTIAL PLC-ADR                   | CUSIP: 74435K204<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     14582 | NS      | $440813.86    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| JAPAN POST HOLDINGS CO LTD                              | JAPAN POST HOLDI                     | CUSIP: J2800D109<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     14300 | NS      | $165826.32    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| PRYSMIAN SPA                                            | PRYSMIAN SPA                         | CUSIP: T7630L105<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      1433 | NS      | $218009.04    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK LEUMI LE - ISRAEL BM                               | BANK LEUMI LE-IS                     | CUSIP: M16043107<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      8455 | NS      | $213995.48    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                | JAPAN EXCHANGE G                     | CUSIP: J2740B106<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |      5200 | NS      | $61936.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANKINTER SA                                            | BANKINTER                            | CUSIP: E2116H880<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |      3358 | NS      | $55890.15     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GALDERMA GROUP AG                                       | GALDERMA GROUP A                     | CUSIP: H3301B107<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      5298 | NS      | $1111400.25   | 0.45%             |  |  |  | Yes           | 2                  | On Loan: No      |
| GEELY AUTOMOBILE HOLDINGS LTD                           | GEELY AUTOMOBILE                     | CUSIP: G3777B103<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |     44000 | NS      | $128641.83    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SCB X PCL                                               | SCB X PCL-FOREIG                     | CUSIP: Y753YV101<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |     24500 | NS      | $98801.88     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GALP ENERGIA SGPS SA                                    | GALP ENERGIA                         | CUSIP: X3078L108<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     53374 | NS      | $1248625.18   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                          | CAN NATURAL RES                      | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      8242 | NS      | $393060.98    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEO BRASILEIRO SA                                  | PETROBR-SP P ADR                     | CUSIP: 71654V101<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     89884 | NS      | $1786893.92   | 0.72%             |  |  |  | No            | 1                  | On Loan: —       |
| INFORMA PLC                                             | INFORMA PLC                          | CUSIP: G4770L106<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      7110 | NS      | $76854.12     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| REPSOL SA                                               | REPSOL SA                            | CUSIP: E8471S130<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     53218 | NS      | $1429737.46   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| KEYENCE CORP                                            | KEYENCE CORP                         | CUSIP: J32491102<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      1600 | NS      | $733813.92    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| WOORI FINANCIAL GROUP INC                               | WOORI FINANCIAL                      | CUSIP: Y972JZ105<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2347 | NS      | $53888.30     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CHROMA ATE INC                                          | Chroma ATE Inc                       | CUSIP: Y1604M102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7000 | NS      | $479697.68    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| SIEMENS ENERGY AG                                       | SIEMENS ENERGY A                     | CUSIP: D6T47E106<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      4501 | NS      | $954020.55    | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO DO BRASIL SA                                      | BANCO DO BRASIL                      | CUSIP: P11427112<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |     72800 | NS      | $326629.95    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF CYPRUS HOLDINGS PLC                             | BANK OF CYPRUS H                     | CUSIP: G07564100<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |     20208 | NS      | $219027.68    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ROSNEFT OIL CO PJSC                                     | ROSNEFT                              | CUSIP: X7394C106<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |    117940 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HYUNDAI MOBIS COMPANY LTD                               | HYUNDAI MOBIS                        | CUSIP: Y3849A109<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      3970 | NS      | $1156071.61   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| CHONGQING RURAL COMMERCIAL BANK COMPANY LTD             | CQRC BANK-H                          | CUSIP: Y1594G107<br>LEI: 300300C1126750000027 | Long             | EC               | CORP              | CN        |    116000 | NS      | $102928.78    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO BANK-CV                     | CUSIP: N0162C102<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      2920 | NS      | $101682.23    | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| ZHONGJIN GOLD CORP LTD                                  | ZHONGJIN GOLD-A                      | CUSIP: Y9890R107<br>LEI: 300300Q0ZK8HFP814Z87 | Long             | EC               | CORP              | CN        |     18100 | NS      | $69475.68     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| DASSAULT SYSTEMES SE                                    | DASSAULT SYSTEME                     | CUSIP: F24571451<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      3652 | NS      | $82306.56     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIC METAL CO LTD                                      | CITIC METAL CO-A                     | CUSIP: Y163FY108<br>LEI: 3003003QKKFWXNMQ9S79 | Long             | EC               | CORP              | CN        |    298500 | NS      | $608486.08    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                         | ASTRAZENECA PLC                      | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      1693 | NS      | $321441.69    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| ZHEJIANG HUAYOU COBALT CO LTD                           | ZHEJIANG HUAYO-A                     | CUSIP: Y9898D100<br>LEI: 30030099QFLNMEGP7M05 | Long             | EC               | CORP              | CN        |     79453 | NS      | $783073.09    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| SIKA AG                                                 | SIKA AG-REG                          | CUSIP: H7631K273<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       933 | NS      | $172093.78    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                      | COCA-COLA EUROPA                     | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      2529 | NS      | $239167.53    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MTU AERO ENGINES AG                                     | MTU AERO ENGINES                     | CUSIP: D5565H104<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      3161 | NS      | $1084267.17   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| JASON FURNITURE (HANGZHOU) CO LTD                       | JASON FURNITUR-A                     | CUSIP: Y4255J105<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     39400 | NS      | $167588.36    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| KONE CORP                                               | KONE OYJ-B                           | CUSIP: X4551T105<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      1760 | NS      | $111975.58    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SUNCOR ENERGY INC                                       | SUNCOR ENERGY                        | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |     50974 | NS      | $3489680.04   | 1.41%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS GROUP AG                                            | UBS GROUP AG                         | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     19136 | NS      | $846737.45    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| INNOVENT BIOLOGICS INC                                  | INNOVENT BIOLOGI                     | CUSIP: G4818G101<br>LEI: 25490058ONL9SCIE1R22 | Long             | EC               | CORP              | KY        |      4500 | NS      | $52547.78     | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| LONZA GROUP AG                                          | LONZA GROUP-ADR                      | CUSIP: 54338V101<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |     10688 | NS      | $656563.84    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| INDUSTRIAL AND COMMERCIAL BANK OF CHINA LTD (THE)       | ICBC-H                               | CUSIP: Y3990B112<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |   1266000 | NS      | $1140588.48   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| ENEOS HOLDINGS INC                                      | ENEOS HOLDINGS I                     | CUSIP: J29699105<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     15200 | NS      | $127648.00    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TOKYO ELECTRON LTD                                      | TOKYO ELECTRON                       | CUSIP: J86957115<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      2800 | NS      | $825053.94    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| ASYMCHEM LABORATORIES (TIANJIN) CO LTD                  | ASYMCHEM LABOR-A                     | CUSIP: Y0370S103<br>LEI: 8368002CY8G4Q85YRQ60 | Long             | EC               | CORP              | CN        |     33802 | NS      | $625485.01    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| ASSICURAZIONI GENERALI SPA                              | GENERALI                             | CUSIP: T05040109<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     12290 | NS      | $550831.66    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| PICC PROPERTY & CASUALTY COMPANY LTD                    | PICC P&C-H                           | CUSIP: Y6975Z103<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |     30000 | NS      | $54190.19     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EUROBANK SA                                             | EUROBANK SA                          | CUSIP: X2379U106<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |     15304 | NS      | $66599.71     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NEXON CO LTD                                            | NEXON CO LTD                         | CUSIP: J4914X104<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |     30400 | NS      | $513191.75    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| BP PLC                                                  | BP PLC                               | CUSIP: G12793108<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     80970 | NS      | $640778.50    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| YUNNAN YUNTIANHUA CO LTD                                | YUNNAN YUNTIAN-A                     | CUSIP: Y9882C100<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     61800 | NS      | $328743.58    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| TREND MICRO INC                                         | TREND MICRO-ADR                      | CUSIP: 89486M206<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      7052 | NS      | $243082.44    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ALCON AG                                                | ALCON INC                            | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      1146 | NS      | $85545.01     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA INTERNATIONAL MARINE CONTAINERS GROUP COMPANY LTD | CIMC-H                               | CUSIP: Y1457J123<br>LEI: 300300Q7JK7J0KAIEA51 | Long             | EC               | CORP              | CN        |    704700 | NS      | $970511.88    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| ANTOFAGASTA PLC                                         | ANTOFAGASTA PLC                      | CUSIP: G0398N128<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |      1612 | NS      | $78158.02     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SHELL PLC                                               | SHELL PLC-ADR                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     34539 | NS      | $3131651.13   | 1.26%             |  |  |  | No            | 1                  | On Loan: —       |
| BEONE MEDICINES LTD                                     | BEONE MEDICINES                      | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CH        |      2683 | NS      | $792209.41    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| ENKA INSAAT VE SANAYI AS                                | ENKA                                 | CUSIP: M4055T108<br>LEI: 789000EE9HXTYDRH9O46 | Long             | EC               | CORP              | TR        |         1 | NS      | $1.69         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LTD                          | ABC-H                                | CUSIP: Y00289119<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |    143000 | NS      | $111552.67    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN PLC                                      | ANGLO AMER PLC                       | CUSIP: G03764142<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      1497 | NS      | $73054.35     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SHELL PLC                                               | SHELL PLC                            | CUSIP: G80827101<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     14929 | NS      | $674167.82    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| AKBANK TAS                                              | AKBANK                               | CUSIP: M0300L106<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |         0 | NS      | $0.54         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                               | FIRST ABU DHABI                      | CUSIP: M7080Z114<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |     20336 | NS      | $97230.96     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                     | CURRENCY CONTRACT - USD              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4066860 | NC      | $-35.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TREND MICRO INC                                         | TREND MICRO INC                      | CUSIP: J9298Q104<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |     15900 | NS      | $553408.03    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| RYOHIN KEIKAKU COMPANY LTD                              | RYOHIN KEIKAKU                       | CUSIP: J6571N105<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |      2800 | NS      | $64685.82     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FERROVIAL NV                                            | FERROVIAL SE                         | CUSIP: N3168P101<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |      2166 | NS      | $149259.06    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AEGON LTD                                               | AEGON LTD                            | CUSIP: G0112X105<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |      8193 | NS      | $67903.52     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| POWSZECHNY ZAKLAD UBEZPIECZEN SA                        | PZU                                  | CUSIP: X6919T107<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |      3318 | NS      | $58355.45     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LB GROUP CO LTD                                         | LB GROUP CO LT-A                     | CUSIP: Y3122W109<br>LEI: 3003006O3YJY5SGWGQ13 | Long             | EC               | CORP              | CN        |    285600 | NS      | $707380.08    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| NOKIA OYJ (NOKIA CORP)                                  | NOKIA OYJ                            | CUSIP: X61873133<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     25944 | NS      | $329714.40    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| SWEDISH ORPHAN BIOVITRUM AB                             | SWEDISH ORPHAN BIOVITRUM             | CUSIP: W95637117<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |     18103 | NS      | $849309.60    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| CHUBU ELECTRIC POWER CO INC                             | CHUBU ELEC POWER                     | CUSIP: J06510101<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      3600 | NS      | $61911.61     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BNK FINANCIAL GROUP INC                                 | BNK FINANCIAL GR                     | CUSIP: Y0R7ZV102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     31712 | NS      | $405415.08    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| FRESNILLO PLC                                           | FRESNILLO PLC                        | CUSIP: G371E2108<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       595 | NS      | $26266.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KEPPEL REIT LTD                                         | KEPPEL REIT                          | CUSIP: Y4740G104<br>LEI: 549300ZD5HZLQCF55J25 | Long             | EC               | CORP              | SG        |       855 | NS      | $601.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA PACIFIC INSURANCE (GROUP) COMPANY LTD             | CHINA PACIFIC-H                      | CUSIP: Y1505Z103<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     13600 | NS      | $59368.25     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                             | NORTHERN STAR RE                     | CUSIP: Q6951U101<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      8538 | NS      | $130880.53    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| COMPANIA DE MINAS BUENAVENTURA SA                       | BUENAVENTURA-ADR                     | CUSIP: 204448104<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | EC               | CORP              | PE        |      4002 | NS      | $130425.18    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HANGZHOU OXYGEN PLANT GROUP CO LTD                      | HANGZHOU OXYGE-A                     | CUSIP: Y30390101<br>LEI: 300300I9BCYICNBMOY81 | Long             | EC               | CORP              | CN        |     22300 | NS      | $103180.45    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CMOC GROUP LTD                                          | CMOC-H                               | CUSIP: Y1503Z105<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     24000 | NS      | $54875.16     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                            | BARCLAYS PLC                         | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     79615 | NS      | $467848.82    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK HAPOALIM LTD                                       | BANK HAPOALIM                        | CUSIP: M1586M115<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      6714 | NS      | $180103.27    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| UNILEVER PLC                                            | UNILEVER PLC-ADR                     | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     17788 | NS      | $1049136.24   | 0.42%             |  |  |  | No            | 1                  | On Loan: —       |
| PETROLEO BRASILEIRO SA                                  | Petroleo Brasileiro SA               | CUSIP: P78331140<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |     41400 | NS      | $412337.95    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| IMPACK PRATAMA INDUSTRI TBK PT                          | IMPACK PRATAMA I                     | CUSIP: Y712E4109<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1514200 | NS      | $193446.74    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VTB BANK PJSC                                           | VTB BANK                             | CUSIP: X9814J117<br>LEI: 253400V1H6ART1UQ0N98 | Long             | EC               | CORP              | RU        |    256972 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TOKYO GAS COMPANY LTD                                   | TOKYO GAS CO LTD                     | CUSIP: J87000113<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      1700 | NS      | $72193.70     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| OTSUKA HOLDINGS COMPANY LTD                             | OTSUKA HOLDINGS                      | CUSIP: J63117105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $386248.64    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| ZHEJIANG CHINT ELECTRICS CO LTD                         | ZHEJIANG CHINT-A                     | CUSIP: Y988AY103<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    373900 | NS      | $1798938.25   | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                      | VODAFONE GROUP                       | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    245517 | NS      | $390551.99    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| HAIER SMART HOME CO LTD                                 | HAIER SMART H-H                      | CUSIP: Y298BN100<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |     24200 | NS      | $68350.93     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ARCELIK AS                                              | ARCELIK                              | CUSIP: M1490L104<br>LEI: 789000748KTQCUMJ0R25 | Long             | EC               | CORP              | TR        |         1 | NS      | $2.42         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AGNICO EAGLE MINES LTD                                  | AGNICO EAGLE MIN                     | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      3372 | NS      | $634644.12    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSTELLATION SOFTWARE INC                              | CONSTELLATION SO                     | CUSIP: 21037X134<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DO               | CORP              | CA        |       108 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SCHINDLER HOLDING AG                                    | SCHINDLER HLD-PC                     | CUSIP: H7258G209<br>LEI: 5299007DRLI319H7Q933 | Long             | EP               | CORP              | CH        |       269 | NS      | $94040.17     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                  | SAP SE                               | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      4707 | NS      | $790405.70    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| COSCO SHIPPING HOLDINGS CO LTD                          | COSCO SHIPPING-A                     | CUSIP: Y1455B114<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |    639062 | NS      | $1324768.42   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| ENDEAVOUR MINING PLC                                    | ENDEAVOUR MINING                     | CUSIP: G3042J105<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |       837 | NS      | $50505.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ERSTE GROUP BANK AG                                     | ERSTE GROUP BANK                     | CUSIP: A19494102<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1178 | NS      | $130186.23    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BP PLC                                                  | BP PLC-ADR                           | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     58822 | NS      | $2786986.36   | 1.12%             |  |  |  | No            | 1                  | On Loan: No      |
| NITTO DENKO CORP                                        | NITTO DENKO-ADR                      | CUSIP: 654802206<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     32459 | NS      | $620616.08    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| SUZHOU TFC OPTICAL COMMUNICATION CO LTD                 | SUZHOU TFC OPT-A                     | CUSIP: Y831BY104<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15900 | NS      | $719433.74    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| CYBER ARK SOFTWARE CONTRA                               | CYBER ARK SOFTWARE CONTRA            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       272 | NS      | $12240.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ORIENTAL LAND CO LTD                                    | ORIENTAL LAND CO                     | CUSIP: J6174U100<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      5400 | NS      | $75124.84     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                  | EUROFINS SCIEN                       | CUSIP: L31839134<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       618 | NS      | $42965.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CAPCOM CO LTD                                           | CAPCOM CO LTD                        | CUSIP: J05187109<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |      7600 | NS      | $160452.20    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                                     | NOMURA HOLDINGS                      | CUSIP: J58646100<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     16300 | NS      | $130551.10    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA LIFE INSURANCE COMPANY LTD                        | CHINA LIFE-H                         | CUSIP: Y1477R204<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |     39000 | NS      | $143871.28    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| GRUPO MEXICO SAB DE CV                                  | GRUPO MEXICO-B                       | CUSIP: P49538112<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     13922 | NS      | $152583.62    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BARRICK MINING CORP                                     | BARRICK MINING C                     | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     11902 | NS      | $467623.01    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| UNICREDIT SPA                                           | UNICREDIT SPA                        | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      7650 | NS      | $591309.33    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LTD          | TSMC                                 | CUSIP: Y84629107<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    168000 | NS      | $11696652.10  | 4.71%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                     | CURRENCY CONTRACT - EUR              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     23440 | NC      | $93.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GIANT NETWORK GROUP CO LTD                              | GIANT NETWORK-A                      | CUSIP: Y1593Y109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     32819 | NS      | $157766.55    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SAGE GROUP PLC (THE)                                    | SAGE GROUP PLC/T                     | CUSIP: G7771K142<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      4852 | NS      | $57853.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                                   | ANGLOGOLD ASHANT                     | CUSIP: G0378L100<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |     17281 | NS      | $1619748.13   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| TURKIYE SISE CAM VE FABRIKALARY AS                      | SISECAM                              | CUSIP: M9013U105<br>LEI: 789000KWOK751Q6R8875 | Long             | EC               | CORP              | TR        |         0 | NS      | $0.31         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BEIJER REF AB                                           | BEIJER REF AB                        | CUSIP: W14029123<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |     30723 | NS      | $435294.09    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| AIRBUS SE                                               | AIRBUS SE                            | CUSIP: N0280G100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     11318 | NS      | $2333704.04   | 0.94%             |  |  |  | No            | 2                  | On Loan: No      |
| CCL INDUSTRIES INC                                      | CCL Industries Inc                   | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     24181 | NS      | $1526999.94   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                  | ARISTOCRAT LEISU                     | CUSIP: Q0521T108<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      2945 | NS      | $101330.40    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                             | SHK PPT                              | CUSIP: Y82594121<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      7500 | NS      | $131301.46    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ISHARES INC                                             | ISHARES MSCI EUR                     | CUSIP: 464286608<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |     18577 | NS      | $1237599.74   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML HOLDING NV                                         | ASML HOLDING NV                      | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      3455 | NS      | $4995199.41   | 2.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WHEATON PRECIOUS METALS CORP                            | WHEATON PRECIOUS                     | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     11469 | NS      | $1450369.74   | 0.58%             |  |  |  | No            | 1                  | On Loan: —       |
| EMAAR PROPERTIES PJSC                                   | EMAAR PROP PJSC                      | CUSIP: M4025S107<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     33223 | NS      | $106989.71    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                  | SAP SE-SPONS ADR                     | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     10667 | NS      | $1807949.83   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| EMBRAER - EMPRESA BRASILEIRA DE AERONAUTICA SA          | EMBRAER                              | CUSIP: P3700H268<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |      3300 | NS      | $51361.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL COMPANY LTD                       | TAKEDA PHARMACEU                     | CUSIP: J8129E108<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     50700 | NS      | $1694923.62   | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| CAPITEC BANK HOLDINGS LTD                               | CAPITEC BANK HOL                     | CUSIP: S15445109<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |       475 | NS      | $123278.19    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ZIJIN MINING GROUP CO LTD                               | ZIJIN MINING-H                       | CUSIP: Y9892H107<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     54000 | NS      | $250772.90    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| ZHEJIANG QUARTZ CRYSTAL OPTOELECTRO                     | ZHEJIANG CRYST-A                     | CUSIP: Y98938106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    111600 | NS      | $543034.05    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| ASIA VITAL COMPONENTS COMPANY LTD                       | ASIA VITAL                           | CUSIP: Y0392D100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     12000 | NS      | $1101821.36   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| KIRIN HOLDINGS COMPANY LTD                              | KIRIN HOLDINGS C                     | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     17500 | NS      | $275939.09    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| UCB SA                                                  | UCB SA                               | CUSIP: B93562120<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      5683 | NS      | $1547691.11   | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| H&M HENNES & MAURITZ AB                                 | HENNES & MAURI-B                     | CUSIP: W41422101<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     64176 | NS      | $1151867.70   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| ANKER INNOVATIONS TECHNOLOGY CO LTD                     | ANKER INNOVATI-A                     | CUSIP: Y01425100<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     70790 | NS      | $1305678.57   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| PHOENIX FINANCIAL LTD                                   | PHOENIX FINANCE                      | CUSIP: M7918D145<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |      1143 | NS      | $68759.93     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TDK CORP                                                | TDK CORP                             | CUSIP: J82141136<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     35100 | NS      | $641737.47    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| HENGDIAN GROUP DMEGC MAGNETICS CO LTD                   | HENGDIAN DMEGC-A                     | CUSIP: Y3158L100<br>LEI: 655600E3R8NAYSJHBN36 | Long             | EC               | CORP              | CN        |    100100 | NS      | $279664.68    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| SMC CORP (JP)                                           | SMC CORP                             | CUSIP: J75734103<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       200 | NS      | $98341.48     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BROTHER INDUSTRIES LTD                                  | BROTHER INDS LTD                     | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      3100 | NS      | $58865.53     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TECK RESOURCES LTD                                      | TECK RESOURCES-B                     | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      9619 | NS      | $561541.47    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| MS & AD INSURANCE GROUP HOLDINGS INC                    | MS&AD INSURANCE                      | CUSIP: J4687C105<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      9800 | NS      | $251980.38    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| IDEMITSU KOSAN CO LTD                                   | Idemitsu Kosan Co Ltd                | CUSIP: J2388K103<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      5100 | NS      | $43634.26     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LTD                 | SITC                                 | CUSIP: G8187G105<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     86000 | NS      | $360075.07    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| NOVO NORDISK A/S                                        | NOVO-NORDISK-ADR                     | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     14870 | NS      | $627811.40    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDICORP LTD                                           | CREDICORP LTD                        | CUSIP: G2519Y108<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |       339 | NS      | $109893.63    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| T & D HOLDINGS INC                                      | T&D HOLDING INC                      | CUSIP: J86796109<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      3000 | NS      | $72678.93     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LASERTEC CORP                                           | LASERTEC CORP                        | CUSIP: J38702106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $2542502.84   | 1.02%             |  |  |  | No            | 2                  | On Loan: No      |
| INPEX CORP                                              | INPEX CORP                           | CUSIP: J2467E101<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      5300 | NS      | $138162.25    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| EOPTOLINK TECHNOLOGY INC LTD                            | EOPTOLINK TECH-A                     | CUSIP: Y2303H105<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     25298 | NS      | $1960188.31   | 0.79%             |  |  |  | No            | 2                  | On Loan: No      |
| OTSUKA CORP                                             | OTSUKA CORP                          | CUSIP: J6243L115<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     28300 | NS      | $523916.75    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                  | SINGAP TECH ENG                      | CUSIP: Y7996W103<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |      7000 | NS      | $59315.29     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TOHO CO LTD (TOKYO)                                     | TOHO CO LTD                          | CUSIP: J84764117<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |     46000 | NS      | $427928.16    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| RIYADH CABLES GROUP COMPANY                             | RIYADH CABLES GR                     | CUSIP: M82162104<br>LEI: 558600VWEJBGFYTZ1S78 | Long             | EC               | CORP              | SA        |      2676 | NS      | $94463.01     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LONZA GROUP AG                                          | LONZA GROUP -REG                     | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      1937 | NS      | $1190817.65   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| CELLNEX TELECOM SA                                      | CELLNEX TELECOM                      | CUSIP: E2R41M104<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      2476 | NS      | $83362.62     | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| GOLD FIELDS LTD                                         | GOLD FIELDS LTD                      | CUSIP: S31755101<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     11875 | NS      | $502819.23    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| UNIVERSAL SCIENTIFIC INDUSTRIAL (SHANGHAI) CO LTD       | UNIVERSAL SCIE-A                     | CUSIP: Y92776106<br>LEI: 655600ZQ6P2GFIBK8C07 | Long             | EC               | CORP              | CN        |     51017 | NS      | $284462.50    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | LLOYDS BANKING G                     | CUSIP: 539439109<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    245500 | NS      | $1335520.00   | 0.54%             |  |  |  | No            | 1                  | On Loan: —       |
| FUJITSU LTD                                             | FUJITSU LTD                          | CUSIP: J15708159<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     27300 | NS      | $547909.42    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| LOGITECH INTERNATIONAL SA                               | LOGITECH INTER-R                     | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      2033 | NS      | $200667.08    | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| GUANGZHOU SHIYUAN ELECTRONIC TECHNOLOGY COMPANY LTD     | GUANGZHOU SHIY-A                     | CUSIP: Y29355107<br>LEI: 300300XCN9JKXKDKGF57 | Long             | EC               | CORP              | CN        |     52700 | NS      | $286327.18    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| POP MART INTERNATIONAL GROUP LTD                        | POP MART INTERNA                     | CUSIP: G7170M103<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |     21400 | NS      | $435566.28    | 0.18%             |  |  |  | Yes           | 2                  | On Loan: No      |
| ASAHI KASEI CORP                                        | ASAHI KASEI CORP                     | CUSIP: J0242P110<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      6600 | NS      | $64938.47     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TOYOTA TSUSHO CORP                                      | TOYOTA TSUSHO                        | CUSIP: J92719111<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      4000 | NS      | $157012.18    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| HANKYU HANSHIN HOLDINGS INC                             | Hankyu Hanshin Holdings I            | CUSIP: J18439109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18200 | NS      | $525194.49    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| NN GROUP NV                                             | NN GROUP                             | CUSIP: N64038107<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      1703 | NS      | $149095.08    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                          | OPEN TEXT CORP                       | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      3663 | NS      | $83003.58     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| JARDINE MATHESON HOLDINGS LTD                           | JARDINE MATHESON                     | CUSIP: G50736100<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |      1000 | NS      | $67890.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                             | CUSIP: X6922W204<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |     15820 | NS      | $581249.34    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| GOERTEK INC                                             | GOERTEK INC -A                       | CUSIP: Y27360109<br>LEI: 300300FEEFS8BQPXIV57 | Long             | EC               | CORP              | CN        |    230200 | NS      | $835206.89    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| PAN AMERICAN SILVER CORP                                | PAN AMER SILVER                      | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      3181 | NS      | $166334.49    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GAZPROM PJSC                                            | GAZPROM-ADR                          | CUSIP: 368287207<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |     87530 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CENTRAL JAPAN RAILWAY COMPANY                           | CENTRAL JAPAN RL                     | CUSIP: J05523105<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     30500 | NS      | $731658.00    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| SHENZHEN LONGSYS ELECTRONICS CO LTD                     | SHENZHEN LONGS-A                     | CUSIP: Y774KY106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3400 | NS      | $203467.74    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| MAXIS BHD                                               | MAXIS BHD                            | CUSIP: Y58460109<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    745700 | NS      | $656568.19    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| WARTSILA OYJ ABP                                        | WARTSILA OYJ ABP                     | CUSIP: X98155116<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     17634 | NS      | $740702.91    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | LLOYDS BANKING                       | CUSIP: G5533W248<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    354766 | NS      | $482109.27    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| WUXI BIOLOGICS (CAYMAN) INC                             | WUXI BIOLOGICS C                     | CUSIP: G97008117<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |     16500 | NS      | $70499.42     | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| KONGSBERG GRUPPEN ASA                                   | KONGSBERG GRUPP                      | CUSIP: R60837151<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      2520 | NS      | $84292.67     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AIA GROUP LTD                                           | AIA                                  | CUSIP: Y002A1105<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    181400 | NS      | $1991523.40   | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| QATAR NATIONAL BANK SAQ                                 | QATAR NATIONAL B                     | CUSIP: M81802106<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |     17423 | NS      | $83035.04     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                | ROLLS-ROYCE HOLD                     | CUSIP: G76225104<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     39911 | NS      | $642063.24    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| EDP SA                                                  | EDP SA                               | CUSIP: X67925119<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     20184 | NS      | $110107.71    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| OSAKA GAS CO LTD (OSAKA GAS KABUSHIKI KAISHA)           | OSAKA GAS CO LTD                     | CUSIP: J62320130<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      1800 | NS      | $64675.65     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| WEICHAI POWER CO LTD                                    | WEICHAI POWER-H                      | CUSIP: Y9531A109<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |     63000 | NS      | $313161.94    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| SILICON MOTION TECHNOLOGY CORP                          | SILICON MOTI-ADR                     | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |      8983 | NS      | $1965300.74   | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| ZHEN DING TECHNOLOGY HOLDING LTD                        | ZHEN DING TECH                       | CUSIP: G98922100<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | KY        |     55000 | NS      | $744224.19    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| GRIFOLS SA                                              | GRIFOLS SA - B                       | CUSIP: E5706X223<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EP               | CORP              | ES        |     22988 | NS      | $190930.73    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| ADVANTEST CORP                                          | ADVANTEST CORP                       | CUSIP: J00210104<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      4900 | NS      | $914856.71    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| AGC INC                                                 | AGC INC                              | CUSIP: J0025W100<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |      3200 | NS      | $114756.49    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| LUXSHARE PRECISION INDUSTRY CO LTD                      | LUXSHARE PRECI-A                     | CUSIP: Y7744X106<br>LEI: 300300QLLDUELXN16530 | Long             | EC               | CORP              | CN        |     44812 | NS      | $445350.98    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                              | SAMSUNG ELECTRON                     | CUSIP: Y74718100<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     43965 | NS      | $6665980.41   | 2.69%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF GREECE SA                              | NATL BANK GREECE                     | CUSIP: X56533189<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      4952 | NS      | $78493.38     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| DASSAULT AVIATION SA                                    | DASSAULT AVIATIO                     | CUSIP: F24539169<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       190 | NS      | $66453.73     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO DE SABADELL SA                                    | BANCO SABADELL                       | CUSIP: E15819191<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     24156 | NS      | $93668.54     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| TOKYO ELECTRIC POWER CO HOLDINGS INC                    | TOKYO ELECTRIC P                     | CUSIP: J86914108<br>LEI: 5299004EMJ3R4RVR5Y75 | Long             | EC               | CORP              | JP        |    276800 | NS      | $1053744.29   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| GAZPROM PJSC                                            | GAZPROM                              | CUSIP: X3123F106<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    247390 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| JAPAN POST BANK CO LTD                                  | JAPAN POST BANK                      | CUSIP: J2800C101<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      8000 | NS      | $137272.63    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| FINECOBANK BANCA FINECO SPA                             | FINECOBANK SPA                       | CUSIP: T4R999104<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      6555 | NS      | $162759.24    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| SHINHAN FINANCIAL GROUP COMPANY LTD                     | SHINHAN FINANCIA                     | CUSIP: Y7749X101<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      2831 | NS      | $193567.75    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| TELENOR ASA                                             | TELENOR ASA                          | CUSIP: R89923107<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      2950 | NS      | $48542.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BAIYIN NONFERROUS GROUP CO LTD                          | BAIYIN NONFERR-A                     | CUSIP: Y8077W103<br>LEI: 3003000UG92IRWM5LQ12 | Long             | EC               | CORP              | CN        |    371400 | NS      | $416793.45    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                                            | KLEPIERRE                            | CUSIP: F5396X102<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      1406 | NS      | $56975.40     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SIBANYE-STILLWATER LTD                                  | SIBANYE STILLWAT                     | CUSIP: S7627K103<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |     14988 | NS      | $44787.11     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SHANDONG NANSHAN ALUMINIUM CO LTD                       | SHANDONG NANSH-A                     | CUSIP: Y7680L108<br>LEI: 836800YU5J3RT2VPUO65 | Long             | EC               | CORP              | CN        |    742800 | NS      | $588558.87    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN NATIONAL RAILWAY COMPANY                       | CAN NATL RAILWAY                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     15349 | NS      | $1721083.37   | 0.69%             |  |  |  | No            | 1                  | On Loan: —       |
| FUJIFILM HOLDINGS CORP                                  | FUJIFILM HOLDING                     | CUSIP: J14208102<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      8800 | NS      | $161940.66    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ALFA LAVAL AB                                           | ALFA LAVAL AB                        | CUSIP: W04008152<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |      1408 | NS      | $84736.53     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO BRADESCO SA                                       | BRADESCO SA-PREF                     | CUSIP: P1808G117<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |     27900 | NS      | $109249.53    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GENMAB A/S                                              | GENMAB A/S                           | CUSIP: K3967W102<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       291 | NS      | $77026.90     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SBERBANK OF RUSSIA OJSC                                 | SBERBANK                             | CUSIP: X76317100<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    775890 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                               | BANDAI NAMCO HOL                     | CUSIP: Y0606D102<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      5800 | NS      | $133131.40    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHTRONIC INDUSTRIES COMPANY LTD                       | TECHTRONIC IND                       | CUSIP: Y8563B159<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |    193500 | NS      | $2805656.10   | 1.13%             |  |  |  | No            | 2                  | On Loan: No      |
| JX ADVANCED METALS CORP                                 | JX ADVANCED META                     | CUSIP: J2969E104<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |      3500 | NS      | $108577.58    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| TATNEFT PJSC                                            | TATNEFT                              | CUSIP: X89366102<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |      6830 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| WESTERN MINING CO LTD                                   | WESTERN MINING-A                     | CUSIP: Y9535G102<br>LEI: 300300QBV4A9N1NDK519 | Long             | EC               | CORP              | CN        |    359900 | NS      | $1574651.83   | 0.63%             |  |  |  | No            | 2                  | On Loan: No      |
| NANSHAN ALUMINIUM INTERNATIONAL HOLDINGS LTD            | NANSHAN ALUMINIU                     | CUSIP: G6391R107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     63500 | NS      | $315275.35    | 0.13%             |  |  |  | Yes           | 2                  | On Loan: No      |
| FIDELITY COLCHESTER STREET TRUST                        | FID-MM GOVT-I                        | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |    106627 | PA      | $106627.47    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HOYA CORP                                               | HOYA CORP                            | CUSIP: J22848105<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     11700 | NS      | $2184748.97   | 0.88%             |  |  |  | No            | 2                  | On Loan: No      |
| HANGZHOU FIRST APPLIED MATERIAL CO LTD                  | HANGZHOU FIRST-A                     | CUSIP: Y29846105<br>LEI: 8368001FT238FD11Z218 | Long             | EC               | CORP              | CN        |     93700 | NS      | $258226.40    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA INTERNATIONAL MARINE CONTAINERS GROUP COMPANY LTD | CHINA INTL MAR-A                     | CUSIP: Y1457J115<br>LEI: 300300Q7JK7J0KAIEA51 | Long             | EC               | CORP              | CN        |     85100 | NS      | $154870.23    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SOMPO HOLDINGS INC                                      | SOMPO HOLDINGS I                     | CUSIP: J7621A101<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     31900 | NS      | $1187088.43   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| SAFRAN SA                                               | SAFRAN SA                            | CUSIP: F4035A557<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      2100 | NS      | $674449.94    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                     | INTESA SANPAOLO                      | CUSIP: T55067101<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    110337 | NS      | $749780.91    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| DENSO CORP                                              | DENSO CORP                           | CUSIP: J12075107<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     48000 | NS      | $573466.38    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| MAGNA INTERNATIONAL INC                                 | MAGNA INTL                           | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     24064 | NS      | $1532154.88   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                                | ITAU UNIBANCO                        | CUSIP: P5968U105<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     33887 | NS      | $295876.33    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF IRELAND GROUP PLC                               | BANK OF IRELAND                      | CUSIP: G0756R109<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |    229387 | NS      | $4519085.46   | 1.82%             |  |  |  | No            | 2                  | On Loan: No      |
| RIO TINTO PLC                                           | RIO TINTO-ADR                        | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     10367 | NS      | $1041676.16   | 0.42%             |  |  |  | No            | 1                  | On Loan: —       |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA          | ACS                                  | CUSIP: E7813W163<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       871 | NS      | $125562.46    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                         | ASTRAZENECA PLC                      | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     14020 | NS      | $2626927.40   | 1.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO SANTANDER SA                                      | BANCO SANTANDER                      | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     85730 | NS      | $1046281.07   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| CK ASSET HOLDINGS LTD                                   | CK ASSET HOLDING                     | CUSIP: G2177B101<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |     55000 | NS      | $346454.65    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| SOOCHOW SECURITIES CO LTD                               | SOOCHOW SECURI-A                     | CUSIP: Y8074Z117<br>LEI: 300300E1008532000098 | Long             | EC               | CORP              | CN        |    431500 | NS      | $509899.48    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| BT GROUP PLC                                            | BT GROUP PLC                         | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |     31975 | NS      | $93976.87     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| EVOLUTION MINING LTD                                    | EVOLUTION MINING                     | CUSIP: Q3647R147<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      9404 | NS      | $83147.26     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ENI SPA                                                 | ENI SPA                              | CUSIP: T3643A145<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     12871 | NS      | $364006.71    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| ABU DHABI ISLAMIC BANK PJSC                             | ABU DHABI ISLAMI                     | CUSIP: M0152R102<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |     50819 | NS      | $303493.93    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| XP INC                                                  | XP INC - CLASS A                     | CUSIP: G98239109<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |      2042 | NS      | $39124.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LOGITECH INTERNATIONAL SA                               | LOGITECH INTER-R                     | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |     19757 | NS      | $1961474.96   | 0.79%             |  |  |  | No            | 1                  | On Loan: —       |
| CHINA PETROLEUM & CHEMICAL CORP (SINOPEC CORP)          | SINOPEC CORP-H                       | CUSIP: Y15010104<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |   1214000 | NS      | $717209.64    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| PRUDENTIAL PLC                                          | PRUDENTIAL PLC                       | CUSIP: G72899100<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     12360 | NS      | $186211.19    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| DOLLARAMA INC                                           | DOLLARAMA INC                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      4962 | NS      | $634140.08    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| GARANTI BBVA                                            | GARANTI                              | CUSIP: M4752S106<br>LEI: 5493002XSS7K7RHN1V37 | Long             | EC               | CORP              | TR        |     74392 | NS      | $220255.64    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ERSTE BANK POLSKA SA                                    | ERSTE BANK POLSK                     | CUSIP: X0646L107<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |       923 | NS      | $157238.22    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| RIO TINTO LTD                                           | RIO TINTO LTD                        | CUSIP: Q81437107<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      4082 | NS      | $500033.30    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| DSV A/S                                                 | DSV A/S                              | CUSIP: K31864117<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      1306 | NS      | $321101.06    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| ASM INTERNATIONAL NV                                    | ASM INTL NV                          | CUSIP: N07045201<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       290 | NS      | $283747.76    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS INC                               | ROGERS COMMUNI-B                     | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |      2239 | NS      | $81507.79     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HON HAI PRECISION INDUSTRY COMPANY LTD                  | HON HAI                              | CUSIP: Y36861105<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    211000 | NS      | $1495036.54   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| WIWYNN CORP                                             | WIWYNN CORP                          | CUSIP: Y9673D101<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |      7000 | NS      | $1054027.68   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| EMIRATES NBD BANK PJSC                                  | EMIRATES NBD PJS                     | CUSIP: M4029Z107<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     74926 | NS      | $591623.06    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| PIOTECH INC                                             | PIOTECH INC-A                        | CUSIP: Y6S9PP108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11773 | NS      | $772634.76    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| KB FINANCIAL GROUP INC                                  | KB FINANCIAL GRO                     | CUSIP: Y46007103<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |     12641 | NS      | $1393746.01   | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| KAO CORP                                                | KAO CORP                             | CUSIP: J30642169<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      8000 | NS      | $298097.93    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| TELEFONAKTIEBOLAGET LM ERICSSON                         | ERICSSON LM-B                        | CUSIP: W26049119<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     14277 | NS      | $170318.61    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| KEPPEL LTD                                              | KEPPEL LTD                           | CUSIP: Y4722Z120<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |      7700 | NS      | $65900.84     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NETEASE INC                                             | NETEASE INC                          | CUSIP: G6427A102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     13500 | NS      | $316019.96    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| MTU AERO ENGINES AG                                     | MTU AERO ENG-ADR                     | CUSIP: 62473G102<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      2194 | NS      | $374362.22    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ADIDAS AG                                               | ADIDAS AG-SPONSORED ADR              | CUSIP: 00687A107<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      5309 | NS      | $459493.95    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ORIX CORP                                               | ORIX CORP                            | CUSIP: J61933123<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      7300 | NS      | $245675.13    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| HALEON PLC                                              | HALEON-ADR                           | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    258075 | NS      | $2384613.00   | 0.96%             |  |  |  | No            | 1                  | On Loan: —       |
| MITSUI FUDOSAN COMPANY LTD                              | MITSUI FUDOSAN                       | CUSIP: J4509L101<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     27200 | NS      | $297874.32    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| WESFARMERS LTD                                          | WESFARMERS LTD                       | CUSIP: Q95870103<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      6267 | NS      | $332938.33    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| EXPERIAN PLC                                            | EXPERIAN PLC                         | CUSIP: G32655105<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      5988 | NS      | $219038.28    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| SONOVA HOLDING AG                                       | SONOVA HOLDING A                     | CUSIP: H8024W106<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      4944 | NS      | $1083682.10   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| SUNGROW POWER SUPPLY CO LTD                             | SUNGROW POWER -A                     | CUSIP: Y8211M102<br>LEI: 30030052IWC7RGVFG505 | Long             | EC               | CORP              | CN        |     29812 | NS      | $606820.11    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| HUA XIA BANK COMPANY LTD                                | HUAXIA BANK CO-A                     | CUSIP: Y37467118<br>LEI: 300300AKNDEHIGVDZW37 | Long             | EC               | CORP              | CN        |    256100 | NS      | $258451.95    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| AL RAJHI BANK                                           | AL RAJHI BANK                        | CUSIP: M0R60D105<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |     11982 | NS      | $219665.49    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB LTD (CH)                                            | ABB LTD-REG                          | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     21556 | NS      | $2180000.92   | 0.88%             |  |  |  | No            | 2                  | On Loan: No      |
| ROCHE HOLDING AG                                        | ROCHE HLDGS-ADR                      | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      3600 | NS      | $183168.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| WH GROUP LTD                                            | WH GROUP LTD                         | CUSIP: G96007102<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   1350500 | NS      | $1641442.18   | 0.66%             |  |  |  | Yes           | 1                  | On Loan: No      |
| DELTA ELECTRONICS INC                                   | DELTA ELEC                           | CUSIP: Y20263102<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     12000 | NS      | $843942.78    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| LEONARDO SPA                                            | LEONARDO SPA                         | CUSIP: T6S996112<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      2185 | NS      | $136466.89    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ANA HOLDINGS INC                                        | ANA HOLDINGS INC                     | CUSIP: J0156Q112<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |     21600 | NS      | $358928.05    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** Dunham Funds

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Assistant Treasurer