# EDGAR Filing Document

**Accession Number:** 0001004655
**File Stem:** 0001752724-23-075142
**Filing Date:** 2023-3
**Character Count:** 162029
**Document Hash:** 3f4478d8d19fae50ae09d477eb108da1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075142.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075142

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD WHITEHALL FUNDS
- **CENTRAL INDEX KEY:** 0001004655
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07443
- **FILM NUMBER:** 23784272

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD WHITEHALL FUNDS INC
- **DATE OF NAME CHANGE:** 19951207

## Series and Classes Contracts Data

### Vanguard Global Minimum Volatility Fund (Series ID: S000043242)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000133791 | Admiral Shares  | VMNVX           |
| C000133792 | Investor Shares | VMVFX           |

## Nport-Ex

Vanguard<sup>®</sup> Global Minimum Volatility Fund

#### Schedule of Investments (unaudited)
As of January 31, 2023

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| **Common Stocks (99.0%)** | **Common Stocks (99.0%)** | **Common Stocks (99.0%)** | **Common Stocks (99.0%)** |
| **Australia (4.5%)** | **Australia (4.5%)** | **Australia (4.5%)** | **Australia (4.5%)** |
|  | Wesfarmers Ltd. | 833836 | 29398 |
|  | Westpac Banking Corp. | 637076 | 10719 |
|  | Transurban Group (XASX) | 1075044 | 10540 |
|  | Coles Group Ltd. | 826795 | 10399 |
|  | Telstra Group Ltd. | 2745101 | 7934 |
|  | Medibank Pvt Ltd. | 2530369 | 5272 |
|  | National Australia Bank Ltd. | 218095 | 4921 |
|  | Insurance Australia Group Ltd. | 739314 | 2568 |
|  | CSL Ltd. | 10146 | 2142 |
|  | Atlas Arteria Ltd. | 436237 | 2122 |
|  | Aurizon Holdings Ltd. | 702246 | 1836 |
|  | Sonic Healthcare Ltd. | 78824 | 1765 |
|  | Brambles Ltd. | 161255 | 1371 |
|  | Computershare Ltd. (XASX) | 77799 | 1310 |
|  | ANZ Group Holdings Ltd. | 48568 | 864 |
|  | APA Group | 111946 | 838 |
|  | Ramsay Health Care Ltd. | 15567 | 736 |
|  | Washington H Soul Pattinson & Co. Ltd. | 30785 | 627 |
|  | Steadfast Group Ltd. | 161235 | 599 |
|  | BWP Trust | 160090 | 445 |
|  |  |  | **96406** |
| **Belgium (0.1%)** | **Belgium (0.1%)** | **Belgium (0.1%)** | **Belgium (0.1%)** |
|  | Etablissements Franz Colruyt NV | 82187 | 2173 |
| **Brazil (1.4%)** | **Brazil (1.4%)** | **Brazil (1.4%)** | **Brazil (1.4%)** |
| <sup>1</sup> | Itau Unibanco Holding SA ADR | 3178587 | 15829 |
|  | Banco Bradesco SA ADR | 4715088 | 13155 |
|  |  |  | **28984** |
| **Canada (5.4%)** | **Canada (5.4%)** | **Canada (5.4%)** | **Canada (5.4%)** |
|  | Enbridge Inc. | 475512 | 19470 |
| <sup>1</sup> | Emera Inc. | 440654 | 17546 |
|  | Royal Bank of Canada | 154895 | 15851 |
|  | BCE Inc. | 256098 | 12107 |
| <sup>2</sup> | Hydro One Ltd. | 365187 | 9985 |
| <sup>1</sup> | Fortis Inc. (XTSE) | 233756 | 9605 |
|  | Intact Financial Corp. | 64876 | 9412 |
|  | Metro Inc. | 121139 | 6575 |
|  | Dollarama Inc. | 83125 | 4971 |
|  | Capital Power Corp. | 60188 | 2023 |
|  | Canadian Utilities Ltd. Class A | 60201 | 1673 |
|  | Quebecor Inc. Class B | 57175 | 1356 |
|  | CCL Industries Inc. Class B | 24867 | 1163 |

---

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---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Atco Ltd. Class I | 19934 | 634 |
|  | Brookfield Infrastructure Corp. Class A | 13272 | 586 |
|  | TMX Group Ltd. | 4250 | 419 |
|  |  |  | **113376** |
| **China (3.5%)** | **China (3.5%)** | **China (3.5%)** | **China (3.5%)** |
|  | China Shenhua Energy Co. Ltd. Class H | 2330500 | 7254 |
|  | China Resources Land Ltd. | 1478000 | 7083 |
|  | China Overseas Land & Investment Ltd. | 2538500 | 6855 |
| <sup>\*,1,2</sup> | Koolearn Technology Holding Ltd. | 816521 | 6632 |
|  | Anhui Conch Cement Co. Ltd. Class H | 1448414 | 5499 |
|  | China Pacific Insurance Group Co. Ltd. Class H | 1740800 | 4786 |
|  | ENN Energy Holdings Ltd. | 280300 | 4223 |
|  | Tsingtao Brewery Co. Ltd. Class H | 396000 | 3823 |
|  | Yum China Holdings Inc. | 48400 | 2932 |
|  | Tencent Holdings Ltd. | 59400 | 2895 |
|  | China Mengniu Dairy Co. Ltd. | 551000 | 2658 |
|  | New China Life Insurance Co. Ltd. Class H | 898600 | 2410 |
|  | ZTO Express Cayman Inc. | 83800 | 2386 |
| <sup>2</sup> | Nongfu Spring Co. Ltd. Class H | 390400 | 2210 |
|  | Shanghai Fudan Microelectronics Group Co. Ltd. Class H | 496000 | 2068 |
|  | Yanzhou Coal Mining Co. Ltd. Class H | 636000 | 2045 |
|  | Ping An Insurance Group Co. of China Ltd. Class H | 224000 | 1740 |
|  | China Resources Gas Group Ltd. | 356400 | 1499 |
|  | Zhongsheng Group Holdings Ltd. | 255000 | 1443 |
|  | Haier Smart Home Co. Ltd. Class H | 332800 | 1227 |
|  | Flat Glass Group Co. Ltd. Class H | 317000 | 992 |
|  | Tingyi Cayman Islands Holding Corp. | 572000 | 952 |
|  | China Conch Venture Holdings Ltd. | 195000 | 414 |
| <sup>\*,2</sup> | Meituan Class B | 5940 | 133 |
|  |  |  | **74159** |
| **Finland (0.6%)** | **Finland (0.6%)** | **Finland (0.6%)** | **Finland (0.6%)** |
|  | Sampo OYJ Class A | 101161 | 5311 |
|  | Nokia OYJ | 827835 | 3925 |
| <sup>\*</sup> | Elisa OYJ | 23835 | 1358 |
|  | Orion OYJ Class B | 23863 | 1278 |
|  |  |  | **11872** |
| **France (1.3%)** | **France (1.3%)** | **France (1.3%)** | **France (1.3%)** |
|  | Orange SA | 1325371 | 14026 |
|  | Vivendi SE | 915610 | 9833 |
|  | Edenred | 41522 | 2262 |
|  | Bollore SE | 109320 | 612 |
|  |  |  | **26733** |
| **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** |
|  | Fielmann AG | 23134 | 872 |
| **Hong Kong (1.6%)** | **Hong Kong (1.6%)** | **Hong Kong (1.6%)** | **Hong Kong (1.6%)** |
|  | CLP Holdings Ltd. | 1756105 | 13048 |
|  | Power Assets Holdings Ltd. | 1634770 | 9250 |
|  | Sun Hung Kai Properties Ltd. | 223000 | 3163 |
|  | Hang Seng Bank Ltd. | 114900 | 1913 |
|  | Chow Tai Fook Jewellery Group Ltd. | 828200 | 1773 |
|  | BOC Hong Kong Holdings Ltd. | 504000 | 1761 |
|  | Want Want China Holdings Ltd. | 2180000 | 1420 |
|  | MTR Corp. Ltd. | 263500 | 1410 |
|  | Link REIT | 79200 | 634 |
|  |  |  | **34372** |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Market<br> Value<br> ($000)** |
| **India (3.3%)** | **India (3.3%)** | **India (3.3%)** | **India (3.3%)** |
| <sup>3</sup> | Infosys Ltd. ADR | 1453421 | 27324 |
| <sup>3</sup> | ICICI Bank Ltd. ADR | 1311307 | 27315 |
| <sup>3</sup> | Dr Reddy's Laboratories Ltd. ADR | 220446 | 11860 |
| <sup>2</sup> | Reliance Industries Ltd. GDR | 43800 | 2513 |
| <sup>3</sup> | Wipro Ltd. ADR | 368844 | 1804 |
|  |  |  | **70816** |
| **Indonesia (0.2%)** | **Indonesia (0.2%)** | **Indonesia (0.2%)** | **Indonesia (0.2%)** |
|  | Telkom Indonesia Persero Tbk PT ADR | 160059 | 4165 |
| **Italy (0.1%)** | **Italy (0.1%)** | **Italy (0.1%)** | **Italy (0.1%)** |
|  | UnipolSai Assicurazioni SpA | 589372 | 1568 |
| **Japan (10.9%)** | **Japan (10.9%)** | **Japan (10.9%)** | **Japan (10.9%)** |
|  | Softbank Corp. | 2787300 | 31893 |
|  | Mizuho Financial Group Inc. | 1782000 | 27836 |
|  | Canon Inc. | 893400 | 19827 |
| <sup>\*</sup> | Japan Post Holdings Co. Ltd. | 1899100 | 16673 |
| <sup>1</sup> | Japan Post Bank Co. Ltd. | 1697200 | 15079 |
|  | Yamada Denki Co. Ltd. | 3420900 | 12421 |
|  | East Japan Railway Co. | 170400 | 9501 |
|  | Central Japan Railway Co. | 52100 | 6355 |
|  | ENEOS Holdings Inc. | 1572200 | 5629 |
|  | Skylark Holdings Co. Ltd. | 436500 | 5195 |
|  | Takeda Pharmaceutical Co. Ltd. | 162700 | 5115 |
|  | FUJIFILM Holdings Corp. | 95300 | 5043 |
| <sup>\*</sup> | West Japan Railway Co. | 113600 | 4757 |
|  | Sumitomo Mitsui Financial Group Inc. | 102100 | 4437 |
|  | Kagome Co. Ltd. | 174100 | 4252 |
|  | Secom Co. Ltd. | 67800 | 4039 |
|  | Japan Tobacco Inc. | 196700 | 4011 |
|  | Sawai Group Holdings Co. Ltd. | 120900 | 3741 |
|  | Tokyo Gas Co. Ltd. | 158600 | 3321 |
|  | Kyocera Corp. | 55800 | 2895 |
|  | Toho Co. Ltd. (XTKS) | 74500 | 2751 |
|  | Hankyu Hanshin Holdings Inc. | 83800 | 2491 |
|  | Tokyu Corp. | 189800 | 2441 |
| <sup>\*</sup> | Kyushu Railway Co. | 102600 | 2300 |
|  | Tobu Railway Co. Ltd. | 96100 | 2255 |
|  | ABC-Mart Inc. | 39100 | 2107 |
|  | Toyo Suisan Kaisha Ltd. | 47700 | 1971 |
|  | Kintetsu Group Holdings Co. Ltd. | 58600 | 1908 |
|  | Aozora Bank Ltd. | 79600 | 1591 |
|  | SG Holdings Co. Ltd. | 91600 | 1413 |
|  | Trend Micro Inc. | 27500 | 1362 |
|  | Seven Bank Ltd. | 599900 | 1233 |
|  | Osaka Gas Co. Ltd. | 75600 | 1220 |
|  | Odakyu Electric Railway Co. Ltd. | 92600 | 1217 |
|  | MOS Food Services Inc. | 49900 | 1184 |
|  | Shizuoka Financial Group Inc. | 138400 | 1172 |
| <sup>\*</sup> | MEIJI Holdings Co. Ltd. | 21600 | 1114 |
| <sup>\*</sup> | Yamato Holdings Co. Ltd. | 62100 | 1087 |
| <sup>\*</sup> | Obayashi Corp. | 109400 | 849 |
| <sup>\*</sup> | NH Foods Ltd. | 25600 | 769 |
|  | Hirose Electric Co. Ltd. | 5800 | 755 |
|  | KYORIN Holdings Inc. | 54700 | 725 |
|  | Keio Corp. | 19300 | 708 |
|  | Ezaki Glico Co. Ltd. | 21600 | 604 |
|  | Oracle Corp. Japan | 8700 | 596 |

---

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---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Zensho Holdings Co. Ltd. | 22800 | 582 |
|  | Lion Corp. | 50700 | 561 |
|  | Nagoya Railroad Co. Ltd. | 33000 | 546 |
|  | Brother Industries Ltd. | 32300 | 502 |
|  |  |  | **230034** |
| **Mexico (0.6%)** | **Mexico (0.6%)** | **Mexico (0.6%)** | **Mexico (0.6%)** |
|  | America Movil SAB de CV Class L ADR | 479041 | 10026 |
|  | Fomento Economico Mexicano SAB de CV ADR | 33364 | 2930 |
|  |  |  | **12956** |
| **Netherlands (0.1%)** | **Netherlands (0.1%)** | **Netherlands (0.1%)** | **Netherlands (0.1%)** |
| <sup>\*</sup> | Koninklijke KPN NV | 524531 | 1794 |
|  | Koninklijke Vopak NV | 13650 | 411 |
|  |  |  | **2205** |
| **New Zealand (0.1%)** | **New Zealand (0.1%)** | **New Zealand (0.1%)** | **New Zealand (0.1%)** |
|  | Fisher & Paykel Healthcare Corp. Ltd. | 119891 | 1968 |
|  | Infratil Ltd. | 81484 | 469 |
|  |  |  | **2437** |
| **Norway (0.5%)** | **Norway (0.5%)** | **Norway (0.5%)** | **Norway (0.5%)** |
|  | Orkla ASA | 1232183 | 9199 |
|  | DNB Bank ASA | 48737 | 911 |
|  |  |  | **10110** |
| **Singapore (0.8%)** | **Singapore (0.8%)** | **Singapore (0.8%)** | **Singapore (0.8%)** |
|  | Oversea-Chinese Banking Corp. Ltd. | 1062061 | 10493 |
|  | Singapore Exchange Ltd. | 794026 | 5593 |
|  | United Overseas Bank Ltd. | 21233 | 483 |
|  |  |  | **16569** |
| **South Korea (2.8%)** | **South Korea (2.8%)** | **South Korea (2.8%)** | **South Korea (2.8%)** |
|  | KT&G Corp. | 278467 | 20888 |
|  | Samsung Electronics Co. Ltd. | 275893 | 13742 |
|  | Samsung Electronics Co. Ltd. Preference Shares | 271644 | 12190 |
|  | Korea Zinc Co. Ltd. | 12327 | 5429 |
|  | SK Telecom Co. Ltd. | 32557 | 1234 |
|  | Maeil Dairies Co. Ltd. | 28395 | 1173 |
|  | Samsung Fire & Marine Insurance Co. Ltd. | 6547 | 1079 |
|  | Shinhan Financial Group Co. Ltd. | 29125 | 985 |
|  | Samsung Life Insurance Co. Ltd. | 9408 | 542 |
|  | LG Uplus Corp. | 55319 | 500 |
|  | Shinsegae Inc. | 2636 | 498 |
|  | Samsung SDS Co. Ltd. | 4865 | 496 |
|  | SSANGYONG C&E Co. Ltd. | 95535 | 447 |
|  |  |  | **59203** |
| **Spain (0.2%)** | **Spain (0.2%)** | **Spain (0.2%)** | **Spain (0.2%)** |
|  | Enagas SA | 173007 | 3102 |
|  | Endesa SA | 49258 | 982 |
|  |  |  | **4084** |
| **Switzerland (3.3%)** | **Switzerland (3.3%)** | **Switzerland (3.3%)** | **Switzerland (3.3%)** |
|  | Swisscom AG (Registered) | 61055 | 36075 |
|  | Novartis AG (Registered) | 238415 | 21555 |
|  | Roche Holding AG (Bearer) | 11429 | 4183 |
| <sup>2</sup> | Galenica AG | 31063 | 2429 |
|  | Banque Cantonale Vaudoise (Registered) | 17241 | 1639 |
|  | Swiss Prime Site AG (Registered) | 16332 | 1455 |
|  | Allreal Holding AG (Registered) | 6905 | 1184 |
|  | EMS-Chemie Holding AG (Registered) | 1443 | 1076 |
|  | Baloise Holding AG (Registered) | 4631 | 762 |

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Schindler Holding AG Ptg. Ctf. | 2652 | 565 |
|  |  |  | **70923** |
| **Taiwan (1.6%)** | **Taiwan (1.6%)** | **Taiwan (1.6%)** | **Taiwan (1.6%)** |
| <sup>3</sup> | Taiwan Semiconductor Manufacturing Co. Ltd. ADR | 276088 | 25601 |
|  | Chunghwa Telecom Co. Ltd. ADR | 151576 | 5616 |
|  | ASE Technology Holding Co. Ltd. ADR | 393443 | 2833 |
|  |  |  | **34050** |
| **United Kingdom (3.0%)** | **United Kingdom (3.0%)** | **United Kingdom (3.0%)** | **United Kingdom (3.0%)** |
|  | BAE Systems plc | 1040109 | 11011 |
|  | National Grid plc | 605608 | 7699 |
|  | Halma plc | 271616 | 7231 |
|  | Sage Group plc | 640085 | 6150 |
|  | Reckitt Benckiser Group plc | 85541 | 6096 |
|  | GSK plc | 246303 | 4326 |
|  | Admiral Group plc | 133950 | 3641 |
|  | British American Tobacco plc | 88740 | 3402 |
|  | Pearson plc | 251433 | 2867 |
|  | Tate & Lyle plc | 285165 | 2655 |
|  | Rightmove plc | 326619 | 2373 |
|  | Compass Group plc | 96682 | 2310 |
|  | Imperial Brands plc | 54052 | 1356 |
|  | B&M European Value Retail SA | 167077 | 924 |
|  | Phoenix Group Holdings plc | 92424 | 733 |
|  | United Utilities Group plc | 33670 | 441 |
|  |  |  | **63215** |
| **United States (53.1%)** | **United States (53.1%)** | **United States (53.1%)** | **United States (53.1%)** |
|  | Amdocs Ltd. | 394279 | 36246 |
| <sup>3</sup> | Gilead Sciences Inc. | 410614 | 34467 |
| <sup>3</sup> | Merck & Co. Inc. | 317372 | 34089 |
| <sup>3</sup> | Lockheed Martin Corp. | 70806 | 32802 |
| <sup>3</sup> | Bristol-Myers Squibb Co. | 448414 | 32577 |
| <sup>3</sup> | International Business Machines Corp. | 239627 | 32285 |
| <sup>3</sup> | Johnson & Johnson | 196620 | 32132 |
| <sup>3</sup> | McDonald's Corp. | 118132 | 31588 |
|  | AbbVie Inc. | 213298 | 31515 |
| <sup>3</sup> | Cisco Systems Inc. | 643376 | 31313 |
|  | Amgen Inc. | 122408 | 30896 |
| <sup>3</sup> | Colgate-Palmolive Co. | 406861 | 30323 |
| <sup>3</sup> | AptarGroup Inc. | 257950 | 29829 |
| <sup>3</sup> | Republic Services Inc. Class A | 238716 | 29797 |
|  | Waste Management Inc. | 189410 | 29307 |
| <sup>3</sup> | Church & Dwight Co. Inc. | 356108 | 28795 |
| <sup>4</sup> | Equity Commonwealth | 1091502 | 27855 |
| <sup>3</sup> | Hormel Foods Corp. | 563484 | 25531 |
|  | Service Corp. International | 335967 | 24912 |
|  | Chemed Corp. | 48609 | 24554 |
| <sup>3</sup> | White Mountains Insurance Group Ltd. | 13152 | 20096 |
|  | Dollar General Corp. | 83865 | 19591 |
| <sup>3</sup> | Jack Henry & Associates Inc. | 103520 | 18643 |
| <sup>1</sup> | Sirius XM Holdings Inc. | 3131870 | 18133 |
|  | AmerisourceBergen Corp. Class A | 102922 | 17390 |
| <sup>3</sup> | Hawaiian Electric Industries Inc. | 409097 | 17293 |
|  | Progressive Corp. | 124650 | 16996 |
|  | Quest Diagnostics Inc. | 114137 | 16947 |
| <sup>3</sup> | General Mills Inc. | 212225 | 16630 |
|  | Kimberly-Clark Corp. | 126975 | 16508 |
| <sup>3</sup> | Flowers Foods Inc. | 558563 | 15467 |

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Cigna Corp. | 47697 | 15104 |
|  | Silgan Holdings Inc. | 268919 | 14492 |
| <sup>3</sup> | Sonoco Products Co. | 216362 | 13222 |
|  | Duke Energy Corp. | 117285 | 12016 |
|  | Gen Digital Inc. (XNGS) | 515541 | 11863 |
| <sup>3</sup> | Dolby Laboratories Inc. Class A | 148682 | 11829 |
|  | IDACORP Inc. | 111641 | 11813 |
|  | Commerce Bancshares Inc. | 175902 | 11708 |
|  | Washington Federal Inc. | 324336 | 11501 |
| <sup>3</sup> | Oracle Corp. | 124461 | 11010 |
|  | Premier Inc. Class A | 306005 | 10208 |
|  | Northrop Grumman Corp. | 22437 | 10053 |
| <sup>\*,3</sup> | Check Point Software Technologies Ltd. | 75655 | 9623 |
|  | Consolidated Edison Inc. | 100078 | 9538 |
|  | Huntington Ingalls Industries Inc. | 35271 | 7779 |
|  | NewMarket Corp. | 21917 | 7551 |
| <sup>3</sup> | Maximus Inc. | 100681 | 7536 |
| <sup>3</sup> | AT&T Inc. | 363933 | 7413 |
| <sup>3</sup> | Kellogg Co. | 97054 | 6656 |
| <sup>\*</sup> | FTI Consulting Inc. | 41255 | 6581 |
|  | General Dynamics Corp. | 25326 | 5902 |
|  | MDU Resources Group Inc. | 173280 | 5356 |
|  | American States Water Co. | 54729 | 5154 |
| <sup>\*</sup> | J M Smucker Co. | 29507 | 4509 |
|  | Atmos Energy Corp. | 37873 | 4452 |
|  | PepsiCo Inc. | 24107 | 4123 |
| <sup>3</sup> | Hershey Co. | 17687 | 3972 |
|  | Cboe Global Markets Inc. | 31473 | 3867 |
| <sup>3</sup> | Prosperity Bancshares Inc. | 49601 | 3763 |
| <sup>3</sup> | Motorola Solutions Inc. | 13218 | 3397 |
|  | W R Berkley Corp. | 48262 | 3385 |
|  | Becton Dickinson and Co. | 12399 | 3127 |
|  | Capitol Federal Financial Inc. | 358205 | 2998 |
| <sup>\*</sup> | Grand Canyon Education Inc. | 23219 | 2706 |
|  | Independent Bank Corp. (XNGS) | 27788 | 2214 |
|  | Werner Enterprises Inc. | 47021 | 2209 |
|  | United Bankshares Inc. | 53614 | 2155 |
| <sup>\*</sup> | Vertex Pharmaceuticals Inc. | 6611 | 2136 |
|  | CVB Financial Corp. | 87506 | 2119 |
|  | TFS Financial Corp. | 143421 | 2044 |
|  | Royalty Pharma plc Class A | 48043 | 1883 |
|  | First Interstate BancSystem Inc. Class A | 51912 | 1863 |
| <sup>3</sup> | Verizon Communications Inc. | 40525 | 1685 |
|  | NorthWestern Corp. | 29482 | 1675 |
|  | Southwest Gas Holdings Inc. | 24288 | 1626 |
|  | Evergy Inc. | 24699 | 1547 |
|  | Rollins Inc. | 41274 | 1502 |
| <sup>3</sup> | Lancaster Colony Corp. | 7436 | 1427 |
| <sup>\*</sup> | Insight Enterprises Inc. | 12109 | 1365 |
| <sup>\*</sup> | NetScout Systems Inc. | 40934 | 1314 |
|  | Genpact Ltd. | 27164 | 1284 |
|  | Campbell Soup Co. | 24550 | 1275 |
|  | Avista Corp. | 30729 | 1226 |
|  | Genuine Parts Co. | 7117 | 1194 |
|  | Old National Bancorp | 68036 | 1191 |
|  | First Financial Bankshares Inc. | 32855 | 1170 |
| <sup>3</sup> | Williams Cos. Inc. | 35731 | 1152 |
| <sup>\*</sup> | Enstar Group Ltd. | 4732 | 1147 |

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | RLI Corp. | 8364 | 1108 |
|  | New Jersey Resources Corp. | 22104 | 1103 |
| <sup>3</sup> | Procter & Gamble Co. | 7708 | 1097 |
|  | Community Bank System Inc. | 18791 | 1084 |
|  | Selective Insurance Group Inc. | 11374 | 1080 |
|  | H&R Block Inc. | 27192 | 1060 |
|  | ONE Gas Inc. | 11488 | 946 |
| <sup>\*</sup> | Prestige Consumer Healthcare Inc. | 14289 | 940 |
|  | Eastern Bankshares Inc. | 57802 | 935 |
| <sup>\*</sup> | McKesson Corp. | 2383 | 902 |
|  | Northwest Bancshares Inc. | 61950 | 876 |
| <sup>\*</sup> | Plexus Corp. | 9115 | 875 |
|  | Madison Square Garden Sports Corp. | 4200 | 764 |
|  | Provident Financial Services Inc. | 32557 | 764 |
| <sup>\*</sup> | Progress Software Corp. | 12606 | 669 |
|  | Spire Inc. | 8085 | 584 |
|  | Bank of Hawaii Corp. | 7042 | 539 |
|  | CSG Systems International Inc. | 8832 | 527 |
|  | Independent Bank Group Inc. | 8085 | 496 |
|  | Hanover Insurance Group Inc. | 3586 | 483 |
|  | Roper Technologies Inc. | 1066 | 455 |
|  | California Water Service Group | 7364 | 450 |
|  | Reynolds Consumer Products Inc. | 14421 | 429 |
|  | Laureate Education Inc. Class A | 38579 | 424 |
|  |  |  | **1125707** |
| **Total Common Stocks (Cost $1,842,126)** | **Total Common Stocks (Cost $1,842,126)** | **Total Common Stocks (Cost $1,842,126)** | **2096989** |
| **Temporary Cash Investments (4.3%)** | **Temporary Cash Investments (4.3%)** | **Temporary Cash Investments (4.3%)** | **Temporary Cash Investments (4.3%)** |
| **Money Market Fund (4.3%)** | **Money Market Fund (4.3%)** | **Money Market Fund (4.3%)** | **Money Market Fund (4.3%)** |
| <sup>5,6</sup> | Vanguard Market Liquidity Fund, 4.437% **(Cost** $**92,223)** | 922393 | **92230** |
| **Total Investments (103.3%) (Cost $1,934,349)** | **Total Investments (103.3%) (Cost $1,934,349)** | **Total Investments (103.3%) (Cost $1,934,349)** | **2189219** |
| **Other Assets and Liabilities—Net (-3.3%)** | **Other Assets and Liabilities—Net (-3.3%)** | **Other Assets and Liabilities—Net (-3.3%)** | **(70738)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **2118481** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $64,168,000. |
| 2 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2023, the aggregate value was $23,902,000, representing 1.1% of net assets. |
| 3 | Securities with a value of $41,140,000 have been segregated as collateral for open forward currency contracts. |
| 4 | Securities with a value of $917,000 have been segregated as initial margin for open futures contracts. |
| 5 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 6 | Collateral of $69,018,000 was received for securities on loan, of which $54,281,000 is held in Vanguard Market Liquidity Fund and $14,737,000 is held in cash. |
|  | ADR—American Depositary Receipt. |
|  | GDR—Global Depositary Receipt. |
|  | Ptg. Ctf.—Participating Certificates. |
|  | REIT—Real Estate Investment Trust. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini S&P 500 Index | March 2023 | 73 | 14929 | &nbsp;&nbsp;311 |
| Euro Stoxx 50 Index | March 2023 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| S&P ASX 200 Index | March 2023 | &nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;524 | &nbsp;&nbsp;&nbsp;&nbsp;19 |
| Topix Index | March 2023 | &nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;1366 | &nbsp;&nbsp;&nbsp;&nbsp;21 |
|  |  |  |  | &nbsp;&nbsp;353 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Goldman Sachs International | 2/15/23 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8170 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14320 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Goldman Sachs International | 2/15/23 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241233 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;1572609 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 2/15/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;4933663 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71350 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97) |
| State Street Bank & Trust Co. | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91853 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3794) |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7096 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Deutsche Bank AG | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17531 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1269) |
| Goldman Sachs International | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13817 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) |
| Toronto-Dominion Bank | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125738 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2224) |
| Royal Bank of Canada | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) |
| Citibank, N.A. | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77475 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1360) |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28) |
| State Street Bank & Trust Co. | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43898 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1250) |
| Deutsche Bank AG | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38) |
| State Street Bank & Trust Co. | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60124 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2035) |
| Citibank, N.A. | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99560 | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Goldman Sachs International | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5824 | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5611 | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4108 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;64142370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(170) |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74970 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;6203866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(697) |
| Toronto-Dominion Bank | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236305 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;31434196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(5659) |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59086 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;75275371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2056) |
| Barclays Bank plc | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6318 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7740716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11775 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(398) |
| Bank of Montreal | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8830 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180) |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8947 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2979 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24) |
| Barclays Bank plc | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16467 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(373) |
| BNP Paribas | 2/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35164 | &nbsp;&nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;1074750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(683) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;(22478) |

---

---

| |
|:---|
| AUD—Australian dollar. |
| BRL—Brazilian real. |
| CAD—Canadian dollar. |
| CHF—Swiss franc. |
| EUR—euro. |
| GBP—British pound. |
| HKD—Hong Kong dollar. |
| IDR—Indonesian rupiah. |
| INR—Indian rupee. |
| JPY—Japanese yen. |
| KRW—Korean won. |
| MXN—Mexican peso. |
| NOK—Norwegian krone. |
| NZD—New Zealand dollar. |
| SEK—Swedish krona. |
| SGD—Singapore dollar. |
| TWD—Taiwanese dollar. |
| USD—U.S. dollar. |

---

At January 31, 2023, the counterparties had deposited in segregated accounts securities with a value of $441,000 in connection with open forward currency contracts.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time. When fair-value pricing is employed, the prices of securities used by a fund to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The fund may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate

------

portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

D. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. The fund's risks in using these contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. Fluctuations in the value of the contracts are recorded as an asset (liability).

E. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

------

The following table summarizes the market value of the fund's investments and derivatives as of January 31, 2023, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks—International | &nbsp;&nbsp;&nbsp;&nbsp;261834 | &nbsp;&nbsp;&nbsp;709448 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;971282 |
| Common Stocks—United States | &nbsp;&nbsp;1125707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1125707 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92230 |
| Total | 1479771 | &nbsp;&nbsp;&nbsp;709448 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2189219 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 |
| Liabilities |  |  |  |  |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;22478 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22478 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD WHITEHALL FUNDS

- **b. Investment Company Act file number:** 811-07443

- **c. CIK number of Registrant:** 0001004655

- **d. LEI of Registrant:** 5493006QD7VQBS2FQD13

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD GLOBAL MINIMUM VOLATILITY FUND

- **b. EDGAR series identifier (if any):** S000043242

- **c. LEI of Series:** 549300TB4QCT8P76XG31

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2141706882.48

**Total Liabilities:** $23492528.21

**Net Assets:** $2118214354.27

**Cash Not Reported:** $12925065.22

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000133792 | 5.76%                | -2.70%               | 1.78%                |
| Class ID C000133791 | 5.79%                | -2.71%               | 1.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6865948.84              | $148030298.85                              |
| Month 2  | $10759655.09             | $-59607947.41                              |
| Month 3  | $18823523.67             | $27138966.42                               |

**Designated Index Information**

- **Index Name:** FTSE Global All Cap Index Hedged

- **Index Identifier:** GPVAN095

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Admiral Group PLC                                 | ADMIRAL GROUP                         | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |    133950 | NS      | $3641474.87   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Power Corp                                | CAPITAL POWER CO                      | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |     60188 | NS      | $2022476.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp                                         | KT&G CORP                             | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |    278467 | NS      | $20888231.56  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                  | DUKE ENERGY CORP                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    117285 | NS      | $12015848.25  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                       | CHEMED CORP                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     48609 | NS      | $24554350.26  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                  | ENSTAR GROUP LTD                      | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | US        |      4732 | NS      | $1146563.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT                      | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    189410 | NS      | $29307409.30  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                         | APA GROUP                             | CUSIP: Q0437B100<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |    111946 | NS      | $837793.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd               | FISHER & PAYKEL                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |    119891 | NS      | $1967554.42   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                     | TMX GROUP LTD                         | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      4250 | NS      | $418883.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL Industries Inc                                | CCL INDS B                            | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     24867 | NS      | $1163032.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd                 | CHOW TAI FOOK JE                      | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | HK        |    828200 | NS      | $1772896.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                       | NOVARTIS AG-REG                       | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    238415 | NS      | $21554881.14  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                              | VOPAK                                 | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |     13650 | NS      | $411282.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                           | PROCTER & GAMBLE                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      7708 | NS      | $1097465.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                   | FIRST INTER/MT-A                      | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     51912 | NS      | $1862602.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | AUD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $112915.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corp                               | BANK OF HAWAII                        | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      7042 | NS      | $538642.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                          | UNITED OVERSEAS                       | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     21233 | NS      | $482639.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                              | AURIZON HOLDINGS                      | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |    702246 | NS      | $1835503.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                             | QUEST DIAGNOSTIC                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |    114137 | NS      | $16947061.76  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | CHF/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-27635.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd                                 | ATLAS ARTERIA                         | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |    436237 | NS      | $2121606.60   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven Bank Ltd                                    | SEVEN BANK LTD                        | CUSIP: J7164A104<br>LEI: 353800WMG1NLGHB7B594 | Long             | EC               | CORP              | JP        |    599900 | NS      | $1232770.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Gas Group Ltd                     | CHINA RES GAS                         | CUSIP: G2113B108<br>LEI: 529900A0E1J5JSOKEK83 | Long             | EC               | CORP              | HK        |    356400 | NS      | $1498746.83   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T INC                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    363933 | NS      | $7413315.21   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                         | EMERA INC                             | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |    440654 | NS      | $17546013.99  | 0.83%             |  |  |  | No            |                  1 | On Loan: —       |
| Edenred                                           | EDENRED                               | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |     41522 | NS      | $2261681.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    122408 | NS      | $30895779.20  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                       | AVISTA CORP                           | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     30729 | NS      | $1226087.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | ABBVIE INC                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    213298 | NS      | $31514779.50  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      7117 | NS      | $1194374.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | EVERGY INC                            | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     24699 | NS      | $1547392.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                  | PROVIDENT FINANC                      | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     32557 | NS      | $763787.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                        | SAMSUNG ELECTRON                      | CUSIP: Y74718100<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |    275893 | NS      | $13742300.32  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Odakyu Electric Railway Co Ltd                    | ODAKYU ELEC RAIL                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     92600 | NS      | $1217446.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc                                           | BCE INC                               | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |    256098 | NS      | $12106695.88  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                                     | SOFTBANK CORP                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |   2886600 | NS      | $33028771.81  | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc                           | INSIGHT ENTERPRI                      | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     12109 | NS      | $1364926.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                 | COMPASS GROUP                         | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     96682 | NS      | $2309540.86   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Corp                                         | LION CORP                             | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |     50700 | NS      | $561235.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Bank Ltd/The                             | SHIZUOKA BANK                         | CUSIP: N/A<br>LEI: 549300TJ1GRR4PX8GJ82       | Long             | EC               | CORP              | JP        |    138400 | NS      | $1172474.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SGD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-372796.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                       | NATL AUST BANK                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |    218095 | NS      | $4921124.85   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Fudan Microelectronics Group Co Ltd      | SHANGHAI FUDAN-H                      | CUSIP: N/A<br>LEI: 300300MN0B6IF027O317       | Long             | EC               | CORP              | HK        |    496000 | NS      | $2067498.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                         | ORANGE                                | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |   1325371 | NS      | $14026082.30  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Inc                                       | PREMIER INC-CL A                      | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    306005 | NS      | $10208326.80  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | TWD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-51935.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                 | ORACLE CORP JPN                       | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      8700 | NS      | $596009.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                               | IMPERIAL BRANDS                       | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     54052 | NS      | $1355961.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Co Ltd                      | YANKUANG ENRGY-H                      | CUSIP: N/A<br>LEI: 3003005N7A6HYZ4Z0K39       | Long             | EC               | CORP              | HK        |    636000 | NS      | $2045408.01   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co Ltd                           | HAIER SMART H-H                       | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | HK        |    332800 | NS      | $1227406.84   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP                      | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    124650 | NS      | $16996027.50  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Nagoya Railroad Co Ltd                            | NAGOYA RAILROAD                       | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Long             | EC               | CORP              | JP        |     33000 | NS      | $545650.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Federal Inc                            | WASH FED                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    324336 | NS      | $11500954.56  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | NOK/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-96852.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    448414 | NS      | $32577277.10  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | CIGNA CORP                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     47697 | NS      | $15104208.99  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhongsheng Group Holdings Ltd                     | ZHONGSHENG GROUP                      | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | EC               | CORP              | HK        |    470000 | NS      | $2659347.83   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                       | HANKYU HANSHIN H                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     83800 | NS      | $2490740.67   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                 | FORTIS INC                            | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |    233756 | NS      | $9604630.06   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                               | S&P500 EMINI FUT  Mar23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        49 | NC      | $259136.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allreal Holding AG                                | ALLREAL HOLD-REG                      | CUSIP: N/A<br>LEI: 5067006XH174LA44H658       | Long             | EC               | CORP              | CH        |      6905 | NS      | $1183488.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | INR/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $26832.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                | ENEOS HOLDINGS I                      | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |   1572200 | NS      | $5628785.23   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                   | HANOVER INSURANC                      | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      3586 | NS      | $482603.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                        | COMMERCE BCSHS                        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175902 | NS      | $11708037.12  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    126975 | NS      | $16508019.75  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | EURO STOXX 50     Mar23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         1 | NC      | $1492.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                | KPN (KONIN) NV                        | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    524531 | NS      | $1793290.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                | HANG SENG BANK                        | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |    114900 | NS      | $1913454.96   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                              | SCHINDLER HLD-PC                      | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |      7593 | NS      | $1618352.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co Ltd                    | KINTETSU GROUP H                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     58600 | NS      | $1908308.30   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R Block Inc                                     | H&R BLOCK INC                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     27192 | NS      | $1059944.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail SA                      | B&M EUROPEAN                          | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | GB        |    167077 | NS      | $923988.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                      | BRAMBLES LTD                          | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    161255 | NS      | $1371241.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CSG Systems International Inc                     | CSG SYSTEMS INTL                      | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      8832 | NS      | $527005.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New China Life Insurance Co Ltd                   | NEW CHINA LIFE-H                      | CUSIP: N/A<br>LEI: 300300F2001111000095       | Long             | EC               | CORP              | HK        |    898600 | NS      | $2410009.87   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Want Want China Holdings Ltd                      | WANT WANT CHINA                       | CUSIP: N/A<br>LEI: 5299005HZCEKX4O1J230       | Long             | EC               | CORP              | HK        |   2180000 | NS      | $1419834.84   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                       | ONE GAS INC                           | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     11488 | NS      | $946151.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                            | WERNER ENT                            | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     47021 | NS      | $2208576.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                | FTI CONSULTING                        | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     41255 | NS      | $6580997.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corp                                        | TOKYU CORP                            | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |    189800 | NS      | $2440712.71   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor Inc                                      | QUEBECOR INC-B                        | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     57175 | NS      | $1356163.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co Ltd                            | JAPAN POST BANK                       | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |   1697200 | NS      | $15079420.92  | 0.71%             |  |  |  | No            |                  2 | On Loan: —       |
| Dolby Laboratories Inc                            | DOLBY LABORATO-A                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |    148682 | NS      | $11829139.92  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                               | EQUITY COMMONWEA                      | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |   1091502 | NS      | $27855131.04  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | EUR/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1250117.31  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                  | OCBC BANK                             | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |   1062061 | NS      | $10493541.00  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund        | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    542867 | NS      | $54281258.33  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co Ltd                             | MEIJI HD                              | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |     21600 | NS      | $1113970.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     25326 | NS      | $5902477.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                    | NEWMARKET CORP                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |     21917 | NS      | $7550625.67   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    317372 | NS      | $34088926.52  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                       | GALENICA AG                           | CUSIP: H28456103<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |     31063 | NS      | $2429363.36   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zensho Holdings Co Ltd                            | ZENSHO HOLDINGS                       | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |     22800 | NS      | $581974.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Inc                                         | SPIRE INC                             | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      8085 | NS      | $583898.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tate & Lyle PLC                                   | TATE & LYLE                           | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Long             | EC               | CORP              | GB        |    285165 | NS      | $2655475.38   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDS Co Ltd                                | SAMSUNG SDS CO                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      4865 | NS      | $496112.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    212225 | NS      | $16629951.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | AUD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3793640.63  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    515541 | NS      | $11862598.41  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                 | TELSTRA GROUP LT                      | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |   2745101 | NS      | $7933848.62   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                          | CENTRAL JAPAN RL                      | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |     52100 | NS      | $6354884.68   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                         | ENAGAS SA                             | CUSIP: E41759106<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |    173007 | NS      | $3102240.37   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | ORACLE CORP                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    124461 | NS      | $11009820.06  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SPI 200 FUTURES   Mar23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         4 | NC      | $19279.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp                            | FUJIFILM HOLDING                      | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |     95300 | NS      | $5043388.99   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobu Railway Co Ltd                               | TOBU RAILWAY CO                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     96100 | NS      | $2254805.70   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                | JM SMUCKER CO                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     29507 | NS      | $4508669.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | JPY/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $109318.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                           | CSL LTD                               | CUSIP: Q3018U109<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |     10146 | NS      | $2142333.17   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV              | FOMENTO ECON-ADR                      | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | US        |     33364 | NS      | $2929359.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                    | BROOKFIELD INF-A                      | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13272 | NS      | $586220.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | HORMEL FOODS CRP                      | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |    563484 | NS      | $25531460.04  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                        | UNITED UTILITIES                      | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |     33670 | NS      | $440574.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Franz Colruyt NV                   | COLRUYT SA                            | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               | CORP              | BE        |     82187 | NS      | $2173333.36   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co Ltd                                | SG HOLDINGS CO L                      | CUSIP: J7134P108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     91600 | NS      | $1413509.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                        | BOLLORE SE                            | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |    109320 | NS      | $611686.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                         | SAMPO OYJ-A SHS                       | CUSIP: X75653109<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    101161 | NS      | $5310903.56   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                            | YUM CHINA HOLDINGS INC - XHKG LISTING | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | HK        |     48400 | NS      | $2932458.82   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Independent Bank Group Inc                        | INDEPENDENT BANK                      | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8085 | NS      | $495610.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd                                  | MEDIBANK PRIVATE                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |   2530369 | NS      | $5271477.06   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                        | GRAND CANYON EDU                      | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     23219 | NS      | $2706406.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirose Electric Co Ltd                            | HIROSE ELECTRIC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5800 | NS      | $755068.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    406861 | NS      | $30323350.33  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                               | DOLLAR GENERAL C                      | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     83865 | NS      | $19590864.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                         | COMMUNITY BANK S                      | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     18791 | NS      | $1084428.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | KRW/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $30515.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                           | CONS EDISON INC                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    100078 | NS      | $9538434.18   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sawai Group Holdings Co Ltd                       | SAWAI GROUP HOLD                      | CUSIP: J69801108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    120900 | NS      | $3740618.84   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Ltd                          | CHINA RES LAND                        | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               | CORP              | HK        |   1478000 | NS      | $7083399.19   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                | SAGE GROUP                            | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |    640085 | NS      | $6149725.64   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp/IN                           | OLD NATL BANCORP                      | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     68036 | NS      | $1190630.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                  | OSAKA GAS CO LTD                      | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     75600 | NS      | $1219948.53   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                         | LINK REIT                             | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |     79200 | NS      | $633945.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd                       | CHINA SHENHUA-H                       | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               | CORP              | HK        |   2330500 | NS      | $7253959.63   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                               | SWISS PRIME -REG                      | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |     16332 | NS      | $1455316.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                             | TREND MICRO INC                       | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |     27500 | NS      | $1361635.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | INR/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-697300.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NetScout Systems Inc                              | NETSCOUT SYSTEMS                      | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     40934 | NS      | $1313981.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                       | PEARSON PLC                           | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |    251433 | NS      | $2867387.78   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | NOK/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $179171.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RLI Corp                                          | RLI CORP                              | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      8364 | NS      | $1107811.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                     | SERVICE CORP INT                      | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |    335967 | NS      | $24911953.05  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                         | ORION OYJ-CL B                        | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     23863 | NS      | $1278451.31   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd             | CHECK POINT SOFT                      | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | US        |     75655 | NS      | $9623316.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | CHF/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1360186.99  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                           | AMERICA-SPON ADR                      | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | EC               | CORP              | US        |    479041 | NS      | $10026328.13  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                                     | OBAYASHI CORP                         | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |    109400 | NS      | $848585.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Overseas Land & Investment Ltd              | CHINA OVERSEAS                        | CUSIP: Y15004107<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |   2538500 | NS      | $6854638.92   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                                  | CLP HOLDINGS                          | CUSIP: Y1660Q104<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |   1756105 | NS      | $13047741.12  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP Inc                                       | IDACORP INC                           | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |    111641 | NS      | $11812734.21  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Skylark Holdings Co Ltd                           | SKYLARK HOLDINGS                      | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |    436500 | NS      | $5194731.99   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Fielmann AG                                       | FIELMANN AG                           | CUSIP: D2617N114<br>LEI: 529900BU5B7N9GE4XU15 | Long             | EC               | CORP              | DE        |     23134 | NS      | $871925.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                     | LG UPLUS CORP                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     55319 | NS      | $500263.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co Ltd              | CHINA PACIFIC-H                       | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | HK        |   1740800 | NS      | $4786271.23   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                       | ROLLINS INC                           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     41274 | NS      | $1502373.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsingtao Brewery Co Ltd                           | TSINGTAO BREW-H                       | CUSIP: N/A<br>LEI: 300300OJ7D0Q1ESE8L15       | Long             | EC               | CORP              | HK        |    396000 | NS      | $3823315.65   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamada Holdings Co Ltd                            | YAMADA HOLDINGS                       | CUSIP: N/A<br>LEI: 353800MDZ4K1DQKLO464       | Long             | EC               | CORP              | JP        |   3420900 | NS      | $12421177.86  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | JPY/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $29555.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Independent Bank Corp                             | INDEP BANK/MA                         | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     27788 | NS      | $2214425.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd            | SAMSUNG FIRE & M                      | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |      6547 | NS      | $1079512.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atco Ltd/Canada                                   | ATCO LTD-CLASS I                      | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |     19934 | NS      | $634328.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd                            | TOYO SUISAN KAI                       | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47700 | NS      | $1971002.84   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tingyi Cayman Islands Holding Corp                | TINGYI                                | CUSIP: N/A<br>LEI: 5299009MPI9B60VN4P25       | Long             | EC               | CORP              | HK        |    572000 | NS      | $951587.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                         | CANON INC                             | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |    893400 | NS      | $19826646.90  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                   | BAE SYSTEMS PLC                       | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |   1040109 | NS      | $11010644.40  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                     | SELECT INS GRP                        | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     11374 | NS      | $1080530.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                           | RELIANC-GDR 144A                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | GB        |     43800 | NS      | $2513262.92   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products Inc                    | REYNOLDS CONSUME                      | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |     14421 | NS      | $429313.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                            | ROPER TECHNOLOGI                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1066 | NS      | $454915.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                       | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     48262 | NS      | $3385096.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                         | PROSPERITY BNCSH                      | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49601 | NS      | $3762731.86   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BWP Trust                                         | BWP TRUST                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    160090 | NS      | $445326.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                 | NORTHWESTERN COR                      | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     29482 | NS      | $1674577.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOS Food Services Inc                             | MOS FOOD SERVICE                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     49900 | NS      | $1183567.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | JPY/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $106494.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maximus Inc                                       | MAXIMUS INC                           | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |    100681 | NS      | $7535972.85   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund        | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  16196522 | NS      | $16194902.09  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                       | SHK PPT                               | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |    223000 | NS      | $3162504.17   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                 | JAPAN TOBACCO                         | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |    196700 | NS      | $4011090.98   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | HKD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $24203.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| California Water Service Group                    | CALIF WATER SRVC                      | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      7364 | NS      | $450455.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                    | APTARGROUP INC                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |    257950 | NS      | $29829338.00  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | BRL/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $106334.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | BRL/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-18316.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                         | BANQUE CANTO-REG                      | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |     17241 | NS      | $1638879.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                            | CHURCH & DWIGHT                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |    356108 | NS      | $28794892.88  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Foods Ltd                                      | NH FOODS LTD                          | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               | CORP              | JP        |     25600 | NS      | $768566.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Life Insurance Co Ltd                     | SAMSUNG LIFE INS                      | CUSIP: N/A<br>LEI: 988400VYE6E0WYSM4S92       | Long             | EC               | CORP              | KR        |      9408 | NS      | $541639.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | ROYAL BANK OF CA                      | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |    154895 | NS      | $15850966.29  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                      | ENBRIDGE INC                          | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    475512 | NS      | $19470064.08  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                        | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     17687 | NS      | $3972500.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                       | SWISSCOM AG-REG                       | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |     61055 | NS      | $36074711.08  | 1.70%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | NOK/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-180133.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Ltd                                         | WIPRO LTD-ADR                         | CUSIP: N/A<br>LEI: 335800IFS1IJHESG8362       | Long             | EC               | CORP              | US        |    368844 | NS      | $1803647.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                     | CAPITOL FEDERAL                       | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    358205 | NS      | $2998175.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                | TFS FINANCIAL CO                      | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143421 | NS      | $2043749.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Koolearn Technology Holding Ltd                   | KOOLEARN TECHNOL                      | CUSIP: N/A<br>LEI: 3003007X0QPXFVRDX034       | Long             | EC               | CORP              | HK        |    816521 | NS      | $6632002.52   | 0.31%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Roche Holding AG                                  | ROCHE HOLDING-BR                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     11429 | NS      | $4183482.91   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                       | RECKITT BENCKISE                      | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     85541 | NS      | $6095729.85   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | IDR/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-170018.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     35731 | NS      | $1151967.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                        | JAPAN POST HOLDI                      | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |   1899100 | NS      | $16673077.43  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| American States Water Co                          | AMER STATES WATE                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     54729 | NS      | $5153829.93   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                            | SINGAPORE EXCH                        | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |    794026 | NS      | $5592738.87   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinsegae Inc                                     | SHINSEGAE INC                         | CUSIP: N/A<br>LEI: 9884005BGBN4CVNXZ186       | Long             | EC               | CORP              | KR        |      2636 | NS      | $497549.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                              | WESTPAC BANKING                       | CUSIP: Q97417101<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |    637076 | NS      | $10719365.40  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                           | GSK PLC                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    246303 | NS      | $4326320.13   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Railway Co                                 | JR KYUSHU                             | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Long             | EC               | CORP              | JP        |    102600 | NS      | $2299949.68   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aozora Bank Ltd                                   | AOZORA BANK LTD                       | CUSIP: N/A<br>LEI: X0XUGKC9FD2CYUQNC010       | Long             | EC               | CORP              | JP        |     79600 | NS      | $1591539.34   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                      | KYOCERA CORP                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     55800 | NS      | $2895540.43   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Chunghwa Telecom Co Ltd                           | CHUNGHWA TEL-ADR                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    151576 | NS      | $5615890.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | KRW/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2055686.84  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp                             | INTACT FINANCIAL                      | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     64876 | NS      | $9411908.07   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                   | TELEKOMUNIKA-ADR                      | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | US        |    160059 | NS      | $4164735.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Steadfast Group Ltd                               | STEADFAST GROUP                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    161235 | NS      | $599018.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd         | TAIWAN SEMIC-ADR                      | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | US        |    276088 | NS      | $25601640.24  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                  | PRESTIGE CONSUME                      | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14289 | NS      | $939644.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                         | ORKLA ASA                             | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |   1232183 | NS      | $9199130.09   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                      | BRIT AMER TOBACC                      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     88740 | NS      | $3401742.19   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nongfu Spring Co Ltd                              | NONGFU SPRING -H                      | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | HK        |    390400 | NS      | $2209979.06   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                        | VERIZON COMMUNIC                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     40525 | NS      | $1684624.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                         | NOKIA OYJ                             | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |    827835 | NS      | $3925193.70   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kagome Co Ltd                                     | KAGOME                                | CUSIP: N/A<br>LEI: 549300QC5KRGKXSZKO90       | Long             | EC               | CORP              | JP        |    174100 | NS      | $4252293.35   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                | BALOISE HOL-REG                       | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Long             | EC               | CORP              | CH        |      4631 | NS      | $761674.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SSANGYONG C&E Co Ltd                              | SSANGYONG C&E CO                      | CUSIP: N/A<br>LEI: 988400C946J1SLJG5E05       | Long             | EC               | CORP              | KR        |     95535 | NS      | $447536.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | NZD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-106150.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                      | DNB BANK ASA                          | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     48737 | NS      | $911360.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                  | TOKYO GAS CO LTD                      | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |    158600 | NS      | $3321037.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                      | SECOM CO LTD                          | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |     67800 | NS      | $4039240.25   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                     | RIGHTMOVE                             | CUSIP: G75657109<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |    326619 | NS      | $2373178.09   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                              | LOCKHEED MARTIN                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     70806 | NS      | $32801587.56  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                            | LAUREATE EDUCATI                      | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     38579 | NS      | $423597.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                    | WESFARMERS LTD                        | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |    833836 | NS      | $29398314.47  | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co                             | WEST JAPAN RAILW                      | CUSIP: J95094108<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |    113600 | NS      | $4757398.39   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                         | ENDESA                                | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     49258 | NS      | $982043.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Bankshares Inc                    | FIRST FIN BANKSH                      | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     32855 | NS      | $1170295.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keio Corp                                         | KEIO CORP                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     19300 | NS      | $708396.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                        | MIZUHO FINANCIAL                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |   1782000 | NS      | $27835665.83  | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | CAD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $55948.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                        | VIVENDI SE                            | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |    915610 | NS      | $9833449.69   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                            | SIRIUS XM HOLDIN                      | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |   3131870 | NS      | $18133527.30  | 0.86%             |  |  |  | No            |                  1 | On Loan: —       |
| Anhui Conch Cement Co Ltd                         | CONCH CEMENT-H                        | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | HK        |   1448414 | NS      | $5498793.29   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Ezaki Glico Co Ltd                                | EZAKI GLICO                           | CUSIP: N/A<br>LEI: 3538001RG4BHKDFV6G61       | Long             | EC               | CORP              | JP        |     21600 | NS      | $603587.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UnipolSai Assicurazioni SpA                       | UNIPOLSAI SPA                         | CUSIP: N/A<br>LEI: 815600E31C4E7006AB54       | Long             | EC               | CORP              | IT        |    589372 | NS      | $1567739.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     24550 | NS      | $1274881.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | JPY/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5659148.66  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     31473 | NS      | $3867402.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | VERTEX PHARM                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      6611 | NS      | $2136014.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Group Holdings PLC                        | PHOENIX GROUP HO                      | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |     92424 | NS      | $732541.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                          | ITAU UNIBANC-ADR                      | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | US        |   3178587 | NS      | $15829363.26  | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| China Conch Venture Holdings Ltd                  | CONCH VENTURE                         | CUSIP: N/A<br>LEI: 836800AA0Q4R3O6ZDB17       | Long             | EC               | CORP              | HK        |    195000 | NS      | $413806.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                 | SK TELECOM                            | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |     32557 | NS      | $1233750.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | HKD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $407616.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | GBP/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2034552.89  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | MCDONALDS CORP                        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    118132 | NS      | $31588496.80  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                            | EASTERN BANKSHAR                      | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     57802 | NS      | $934658.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                | ROYALTY PHARMA-A                      | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |     48043 | NS      | $1882805.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | CAD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2224111.32  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                             | NORTHROP GRUMMAN                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     22437 | NS      | $10052673.48  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp                 | MADISON SQUARE G                      | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $763728.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE Technology Holding Co Ltd                     | ASE TECHN-ADR                         | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | US        |    393443 | NS      | $2832789.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                              | TENCENT                               | CUSIP: G87572163<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | HK        |     59400 | NS      | $2894497.82   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                 | HUNTINGTON INGAL                      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     35271 | NS      | $7778666.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd           | PING AN-H                             | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | HK        |    224000 | NS      | $1739965.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United Bankshares Inc/WV                          | UNITED BANKSHS                        | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     53614 | NS      | $2155282.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                            | ANZ GROUP HOLDIN                      | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |     48568 | NS      | $864335.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                 | ATMOS ENERGY                          | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     37873 | NS      | $4451592.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd                            | BROTHER INDS LTD                      | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     32300 | NS      | $501692.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                           | BECTON DICKINSON                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     12399 | NS      | $3127275.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | SONOCO PRODUCTS                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    216362 | NS      | $13221881.82  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    239627 | NS      | $32284945.71  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd                                       | INFOSYS LTD-ADR                       | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | US        |   1453421 | NS      | $27324314.80  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                | CVB FINANCIAL                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87506 | NS      | $2119395.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                                 | COMPUTERSHARE LT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     77799 | NS      | $1310279.98   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                            | CAN UTILITIES-A                       | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |     60201 | NS      | $1673167.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                         | NEW JERSEY RES                        | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     22104 | NS      | $1103431.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | BRL/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1268831.67  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MDU Resources Group Inc                           | MDU RES GROUP                         | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173280 | NS      | $5356084.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                               | SILGAN HOLDINGS                       | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |    268919 | NS      | $14492044.91  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd                    | SHINHAN FINANCIA                      | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |     71183 | NS      | $2407010.48   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                              | SONIC HEALTHCARE                      | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |     78824 | NS      | $1765465.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| China Mengniu Dairy Co Ltd                        | MENGNIU DAIRY                         | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | EC               | CORP              | HK        |    551000 | NS      | $2657953.69   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwest Bancshares Inc                          | NORTHWEST BANCSH                      | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61950 | NS      | $875973.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Holdings Co Ltd                            | YAMATO HOLDINGS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     62100 | NS      | $1086560.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                            | MOTOROLA SOLUTIO                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     13218 | NS      | $3397158.18   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | TWD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-630568.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Zinc Co Ltd                                 | KOREA ZINC CO                         | CUSIP: N/A<br>LEI: 988400D0HSQUB1I1VO41       | Long             | EC               | CORP              | KR        |     12327 | NS      | $5429241.21   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                        | AMDOCS LTD                            | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |    394279 | NS      | $36246068.47  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Meituan                                           | MEITUAN-B                             | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | HK        |      5940 | NS      | $132793.92    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco Bradesco SA                                 | BRADESCO-ADR                          | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EC               | CORP              | US        |   4715088 | NS      | $13155095.52  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd              | WASHINGTON H. SO                      | CUSIP: Q85717108<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |     30785 | NS      | $626995.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc               | SMFG                                  | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |    144200 | NS      | $6267089.83   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart Inc                                      | ABC-MART INC                          | CUSIP: N/A<br>LEI: 353800AXWW4CMTSJWL33       | Long             | EC               | CORP              | JP        |     39100 | NS      | $2107259.11   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | AUD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1029.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SEK/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23700.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | CAD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-18528.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | HKD/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $15881.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                        | BOC HONG KONG HO                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    504000 | NS      | $1761423.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                        | SAMSUNG ELE-PREF                      | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |    271644 | NS      | $12189778.06  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                           | ENN ENERGY                            | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | HK        |    280300 | NS      | $4223203.60   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Flat Glass Group Co Ltd                           | FLAT GLASS GRO-H                      | CUSIP: N/A<br>LEI: 300300BEL4RMXBKEA373       | Long             | EC               | CORP              | HK        |    317000 | NS      | $992471.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                    | ICICI BANK-ADR                        | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | US        |   1408100 | NS      | $29330723.00  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     24107 | NS      | $4122779.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corp Ltd                                      | MTR CORP                              | CUSIP: Y6146T101<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |    263500 | NS      | $1410123.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                     | HYDRO ONE LTD                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |    365187 | NS      | $9984970.92   | 0.47%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    410614 | NS      | $34466939.16  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                      | METRO INC/CN                          | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |    121139 | NS      | $6575219.71   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                       | GENPACT LTD                           | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |     27164 | NS      | $1284313.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                 | NATIONAL GRID PL                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    605608 | NS      | $7699035.54   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                             | EMS-CHEMIE HLDG                       | CUSIP: H22206199<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |      1443 | NS      | $1075728.83   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                                     | DOLLARAMA INC                         | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     83125 | NS      | $4971069.29   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                         | ELISA OYJ                             | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |     23835 | NS      | $1357955.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                 | FLOWERS FOODS                         | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    558563 | NS      | $15466609.47  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | KRW/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $135826.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| White Mountains Insurance Group Ltd               | WHITE MOUNTAINS                       | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |     13152 | NS      | $20095729.92  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramsay Health Care Ltd                            | RAMSAY HEALTH                         | CUSIP: Q7982Y104<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |     15567 | NS      | $735598.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                       | JACK HENRY                            | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |    103520 | NS      | $18642916.80  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                            | AMERISOURCEBERGE                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    102922 | NS      | $17389701.12  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    196620 | NS      | $32131640.40  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                  | HAWAIIAN ELEC                         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    409097 | NS      | $17292530.19  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                       | DR. REDDY'S LABO                      | CUSIP: N/A<br>LEI: 335800OVDPY3DVZR2798       | Long             | EC               | CORP              | US        |    220446 | NS      | $11859994.80  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Maeil Holdings Co Ltd                             | MAEIL DAIRIES CO                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     28395 | NS      | $1172657.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co Ltd/Tokyo                                 | TOHO CO LTD                           | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |     74500 | NS      | $2751543.44   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    643376 | NS      | $31313109.92  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                             | LANCASTER COLONY                      | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      7436 | NS      | $1427042.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                         | POWER ASSETS                          | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |   1634770 | NS      | $9249803.09   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                      | INFRATIL LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     81484 | NS      | $469106.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                         | HALMA PLC                             | CUSIP: G42504103<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |    271616 | NS      | $7231515.60   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| KYORIN Holdings Inc                               | KYORIN HLDGS                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     54700 | NS      | $725033.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                     | INSURANCE AUSTRA                      | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |    739314 | NS      | $2567470.93   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                             | REPUBLIC SVCS                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |    238716 | NS      | $29796531.12  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | MXN/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-397906.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                  | TRANSURBAN GROUP                      | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |   1075044 | NS      | $10539885.02  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                   | COLES GROUP LTD                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |    826795 | NS      | $10399125.16  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                             | EAST JAPAN RAIL                       | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |    170400 | NS      | $9501205.04   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                      | TAKEDA PHARMACEU                      | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    162700 | NS      | $5114864.37   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | EUR/USD FWD 20230215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-37831.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     97054 | NS      | $6655963.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTO Express Cayman Inc                            | ZTO EXPRESS CAYM                      | CUSIP: N/A<br>LEI: 549300SCJPK3YZJTJR78       | Long             | EC               | CORP              | HK        |     83800 | NS      | $2385834.88   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings Inc                        | SOUTHWEST GAS HO                      | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24288 | NS      | $1625595.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | TOPIX INDX FUTR   Mar23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         9 | NC      | $20691.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-30

**Name of Applicant:** VANGUARD WHITEHALL FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer