# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001752724-23-041046
**Filing Date:** 2023-2
**Character Count:** 173059
**Document Hash:** f96bec1328f3fd7586e50564dd1fc838
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041046.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041046

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 23670836

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 216-898-2411

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Compass EMP Funds Trust
- **DATE OF NAME CHANGE:** 20120417

## Series and Classes Contracts Data

### Victory Market Neutral Income Fund (Series ID: S000037769)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000116490 | Class A      | CBHAX           |
| C000116492 | Class C      | CBHCX           |
| C000116493 | Class I      | CBHIX           |
| C000219860 | Member Class | CBHMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios II

- **b. Investment Company Act file number:** 811-22696

- **c. CIK number of Registrant:** 0001547580

- **d. LEI of Registrant:** 5493002SUQLUY3T5P040

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

  - **Street Address 1:** 4900 Tiedeman Road 4th Floor

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

  - **Telephone number:** 800-539-3863

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

- **a. Name of Series:** Victory Market Neutral Income Fund

- **b. EDGAR series identifier (if any):** S000037769

- **c. LEI of Series:** 549300K0CUZCEEMBX789

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $3433257749.16

**Total Liabilities:** $102504170.25

**Net Assets:** $3330753578.91

**Cash Not Reported:** $262590735.64

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000116493 | 0.80%                | 1.00%                | 0.18%                |
| Class ID C000219860 | 0.68%                | 1.00%                | 0.16%                |
| Class ID C000116490 | 0.77%                | 0.87%                | 0.13%                |
| Class ID C000116492 | 0.60%                | 0.92%                | 0.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-114607607.68           | $439613143.69                              |
| Month 2  | $-118880399.91           | $408462588.82                              |
| Month 3  | $-34592594.58            | $-60232294.64                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                     | Title                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION                | FEDERAL AGRICULTURAL MORTGAGE CORP                | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      3912 | NS      | $440921.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO, INC.                                           | WESBANCO INC                                      | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    228746 | NS      | $8459027.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                       | HEWLETT PACKARD ENTERPRISES CO                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    449170 | NS      | $7168753.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     47559 | NS      | $7511468.46   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                           | SOFTBANK CORP                                     | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |   1109300 | NS      | $12552171.66  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| WATSCO, INC.                                             | WATSCO INC                                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     25960 | NS      | $6474424.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                           | GREENBRIER COS INC THE                            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    253638 | NS      | $8504482.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY       | SEAGATE TECHNOLOGY HOLD                           | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     78519 | NS      | $4130884.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Land and Houses Public Company Limited                   | LAND HOUSES PCL                                   | CUSIP: N/A<br>LEI: 529900O7AEACUWP7KS87       | Long             | EC               | CORP              | TH        |  53332200 | NS      | $15248101.16  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                       | PROVIDENT FINANCIAL SVCS                          | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    371034 | NS      | $7925286.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                 | SVENSKA HANDELSBANKEN AB                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |    897019 | NS      | $9036161.64   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                         | MEDTRONIC PLC                                     | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    100406 | NS      | $7803554.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING Holdings Co., Ltd.                        | COSCO SHIPPING HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: 3003009XI0QGYYA29S17       | Long             | EC               | CORP              | CN        |   2561000 | NS      | $2603512.34   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA BRASIL S.A.                                   | TELEFONICA BRASIL SA                              | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |   1259800 | NS      | $9101119.63   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                  | BANK OF NEW YORK MELLON CORP                      | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    167157 | NS      | $7608986.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                     | EVONIK INDUSTRIES AG                              | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |    326167 | NS      | $6220366.68   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MultiChoice Group Limited                                | MULTICHOICE GROUP                                 | CUSIP: N/A<br>LEI: 254900BVQQ7DFBMSVJ81       | Long             | EC               | CORP              | ZA        |   1429008 | NS      | $9860847.86   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     62792 | NS      | $6925957.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS, INC.                              | BENCHMARK ELECTRONICS INC                         | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    206669 | NS      | $5515995.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED          | INDUSTRIAL COMMERCIAL BANK OF CHINA LTD           | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |  26345000 | NS      | $13512857.42  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC                                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    183722 | NS      | $8397932.62   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                                      | STEVEN MADDEN LTD                                 | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    223100 | NS      | $7130276.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDUSTAN PETROLEUM CORPORATION LIMITED                  | HINDUSTAN PETROLEUM CORP LTD                      | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | EC               | CORP              | IN        |   1636467 | NS      | $4639478.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                | WOODSIDE ENERGY GROUP LTD                         | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |    222744 | NS      | $5393256.92   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| THE CARLYLE GROUP INC.                                   | CARLYLE GROUP INC                                 | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    136217 | NS      | $4064715.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                    | UNIVERSAL CORP                                    | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    157826 | NS      | $8334791.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Synnex Technology International Corp.                    | SYNNEX TECHNOLOGY INTERNATIONAL CORP              | CUSIP: N/A<br>LEI: 529900GMBJ3R4A2WBC71       | Long             | EC               | CORP              | TW        |   4954000 | NS      | $9519568.15   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| AMUNDI SA                                                | AMUNDI SA                                         | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |    114299 | NS      | $6480851.12   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEWCREST MINING LIMITED                                  | NEWCREST MINING LTD                               | CUSIP: N/A<br>LEI: 5299006MN50OZJUJI655       | Long             | EC               | CORP              | AU        |    471933 | NS      | $6616116.62   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                          | KUEHNE NAGEL INTL                                 | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |     24195 | NS      | $5626441.35   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KFORCE INC.                                              | KFORCE INC                                        | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     61767 | NS      | $3386684.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Siderurgica Nacional S. A.                     | CIA SIDERURGICA NACIONAL SA                       | CUSIP: N/A<br>LEI: 529900K40TEND42S0T46       | Long             | EC               | CORP              | BR        |   1304100 | NS      | $3554929.58   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORPORATION                         | PHIBRO ANIMAL HEALTH CORP A                       | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     91996 | NS      | $1233666.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas CMPC S.A.                                       | EMPRESAS CMPC SA                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CL        |   2729935 | NS      | $4553951.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc.                                            | MEDIATEK INC                                      | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |    238000 | NS      | $4812655.43   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                             | UNILEVER PLC                                      | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    154155 | NS      | $7781298.11   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP                                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    188799 | NS      | $4989957.57   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                                 | PATRICK INDUSTRIES INC                            | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    118425 | NS      | $7176555.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                              | INTERNATIONAL PAPER CO                            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    207362 | NS      | $7180946.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                                    | LA Z BOY INC                                      | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    326691 | NS      | $7455088.62   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BHARAT PETROLEUM CORPORATION LIMITED                     | BHARAT PETROLEUM CORP LTD                         | CUSIP: N/A<br>LEI: 8GRDBX1TJ0PU5NCSHT72       | Long             | EC               | CORP              | IN        |   1829741 | NS      | $7294429.88   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Adaro Energy Indonesia Tbk                            | ADARO ENERGY INDONESIA TBK PT                     | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               | CORP              | ID        |  22619700 | NS      | $5604090.78   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                   | YARA INTERNATIONAL ASA                            | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |    130937 | NS      | $5757527.55   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA COMPUTER INC.                                     | QUANTA COMPUTER INC                               | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |   4015000 | NS      | $9416801.03   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                               | NORTHERN TRUST CORP                               | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     69918 | NS      | $6187043.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY                           | TRINSEO PLC                                       | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |    174317 | NS      | $3958739.07   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNIT PAO                                               | MAGNIT PJSC                                       | CUSIP: N/A<br>LEI: 2534009KKPTVL99W2Y12       | Long             | EC               | CORP              | RU        |     93217 | NS      | $1148.88      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MICRO-STAR INTERNATIONAL CO.,LTD.                        | MICRO STAR INTERNATIONAL CO                       | CUSIP: N/A<br>LEI: 254900F4E0BDGJSSD870       | Long             | EC               | CORP              | TW        |   1970000 | NS      | $7640580.28   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                     | HSBC US GOVT MMKT-I                               | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  22062474 | NS      | $22062474.40  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| China National Building Material Company Limited         | CHINA NATIONAL BUILDING MATERIAL CO LTD           | CUSIP: N/A<br>LEI: 52990085PGF8YEPLBZ26       | Long             | EC               | CORP              | CN        |   4504000 | NS      | $3680301.94   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA FEIHE LIMITED                                      | CHINA FEIHE LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   4803000 | NS      | $4066735.05   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RUSSELL 2000 MINI INDEX FUTURE MAR23                     | RUSSELL 2000 MINI INDEX FUTURE MAR23              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -6949 | NC      | $13865161.21  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| China Shenhua Energy Company Limited                     | CHINA SHENHUA ENERGY CO LTD                       | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               | CORP              | CN        |   1595000 | NS      | $4594950.06   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                            | ENBRIDGE INC                                      | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    269073 | NS      | $10518055.22  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| STRATEGIC EDUCATION, INC.                                | STRATEGIC EDUCATION INC                           | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |    136448 | NS      | $10686607.36  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                      | NEWMONT CORP                                      | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    136545 | NS      | $6444924.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                  | MANULIFE FINANCIAL CORP                           | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |    436112 | NS      | $7779660.81   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     71137 | NS      | $10022491.93  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    165096 | NS      | $8459519.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TATNEFT' PAO                                             | TATNEFT PJSC                                      | CUSIP: N/A<br>LEI: 253400PAT768SVJMV121       | Long             | EC               | CORP              | RU        |    827565 | NS      | $43104.84     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nordea Bank Abp                                          | NORDEA BANK ABP                                   | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |    724533 | NS      | $7765444.60   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKLINE BANCORP, INC.                                  | BROOKLINE BANCORP INC                             | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124180 | NS      | $1757147.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CYFROWY POLSAT SPOLKA AKCYJNA                            | CYFROWY POLSAT SA                                 | CUSIP: N/A<br>LEI: 259400EM1ITR201TTX36       | Long             | EC               | CORP              | PL        |    975575 | NS      | $3943448.26   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad N.V.                                            | RANDSTAD NV                                       | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |    131983 | NS      | $8063328.58   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| HOPE BANCORP, INC.                                       | HOPE BANCORP INC                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    838183 | NS      | $10737124.23  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                                 | DOW INC                                           | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    150996 | NS      | $7608688.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                | CONSOLIDATED EDISON INC                           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    113020 | NS      | $10771936.20  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                 | ENERGIZER HOLDINGS INC                            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    358742 | NS      | $12035794.10  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUS TOWERS LIMITED                                     | INDUS TOWERS LTD                                  | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |   1689008 | NS      | $3878204.70   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORPORATION                               | BANK OF HAWAII CORP                               | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     79955 | NS      | $6201309.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| X5 RETAIL GROUP NV                                       | X5 RETAIL GROUP NV                                | CUSIP: 98387E205<br>LEI: 213800J17UJJJDGUVF56 | Long             |  | CORP              | NL        |    201753 | NS      | $15821.47     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC                                 | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    158966 | NS      | $7573140.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC.                        | FIDELITY NATIONAL FINANCIAL                       | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    193883 | NS      | $7293878.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                 | FIRST FINANCIAL BANCORP                           | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    361064 | NS      | $8748580.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY FINANCIAL HOLDING CO., LTD.                       | CATHAY FINANCIAL HOLDING CO LTD                   | CUSIP: N/A<br>LEI: 5299009XR1QLFAMQ3X77       | Long             | EC               | CORP              | TW        |   6617000 | NS      | $8592801.06   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                      | CHEVRON CORP                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41423 | NS      | $7435014.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                                         | MOELIS CO CLASS A                                 | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |    212375 | NS      | $8148828.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                   | CRACKER BARREL OLD COUNTRY STORE INC              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     58178 | NS      | $5511783.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA HONGQIAO GROUP LIMITED                             | CHINA HONGQIAO GROUP LTD                          | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |   4340000 | NS      | $4093525.47   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                           | SPECTRUM BRANDS HOLDINGS INC                      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |    130300 | NS      | $7937876.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                    | TAKEDA PHARMACEUTICAL CO LTD                      | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    387400 | NS      | $12106814.57  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BARNES GROUP INC.                                        | BARNES GROUP INC                                  | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     56334 | NS      | $2301243.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                              | FIRST MERCHANTS CORP                              | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    159787 | NS      | $6568843.57   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER GRID CORPORATION OF INDIA LIMITED                  | POWER GRID CORP OF INDIA LTD                      | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               |  | IN        |   2177702 | NS      | $5614903.50   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                             | EVERGY INC                                        | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    162528 | NS      | $10227887.04  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL COMPANY                                | GLOBAL INDUSTRIAL CO                              | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103765 | NS      | $2441590.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                            | NIPPON YUSEN KK                                   | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |    163000 | NS      | $3844231.14   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORPORATION                                 | NIPPON STEEL CORP                                 | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |    369100 | NS      | $6405282.01   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| KB HOME                                                  | KB HOME                                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    171392 | NS      | $5458835.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP, INC.                                       | MOVADO GROUP INC                                  | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      3393 | NS      | $109424.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                                | TESCO PLC                                         | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   3353664 | NS      | $9035764.43   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA LIMITED                                          | VEDANTA LTD                                       | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |   1347398 | NS      | $5015201.35   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Inc.                                               | SPIRE INC                                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     82000 | NS      | $5646520.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                         | SKANDINAVISK ENSKILDA BANKEN AB                   | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |    604276 | NS      | $6960788.04   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                            | STANDARD MOTOR PRODS                              | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |    148574 | NS      | $5170375.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS, INC.                                    | CSW INDUSTRIALS INC                               | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      2700 | NS      | $313011.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEMBINA PIPELINE CORPORATION                             | PEMBINA PIPELINE CORP                             | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |    246618 | NS      | $8372406.03   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FALABELLA S.A.                                           | FALABELLA SA                                      | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | EC               | CORP              | CL        |   2806549 | NS      | $5470511.66   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                             | US BANCORP                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    167536 | NS      | $7306244.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVATEK MICROELECTRONICS CORP.                           | NOVATEK MICROELECTRONICS COR                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    515000 | NS      | $5265305.37   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                              | WESTPAC BANKING CORP                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |    605934 | NS      | $9590708.73   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS S.A.                                                 | JBS SA                                            | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               | CORP              | BR        |   1385500 | NS      | $5789578.78   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica S.A.                                          | TELEFONICA S A                                    | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |   2087228 | NS      | $7554910.36   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                  | KRAFT HEINZ CO THE                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    215385 | NS      | $8768323.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoomlion Heavy Industry Science And Technology Co., Ltd  | ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY CO | CUSIP: N/A<br>LEI: 529900QZ3EMAU0QKFK85       | Long             | EC               | CORP              | CN        |  12549000 | NS      | $5912600.51   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                 | LUMEN TECHNOLOGIES INC                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    548394 | NS      | $2862616.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips N.V.                                 | KONINKLIJKE PHILIPS NV                            | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |    287510 | NS      | $4325608.97   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresas Copec S.A.                                      | EMPRESAS COPEC SA                                 | CUSIP: N/A<br>LEI: 549300Q3IDJYG6Z7PA50       | Long             | EC               | CORP              | CL        |    724090 | NS      | $5399703.31   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTRAPAR PARTICIPACOES S.A.                              | ULTRAPAR PARTICIPACOES SA                         | CUSIP: N/A<br>LEI: 529900FU4XBXGQMLRE72       | Long             | EC               | CORP              | BR        |   2007200 | NS      | $4766146.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Indofood Sukses Makmur Tbk                            | INDOFOOD SUKSES MAKMUR TBK PT                     | CUSIP: N/A<br>LEI: 529900E61EV2GTYWZ485       | Long             | EC               | CORP              | ID        |  21001600 | NS      | $9079991.21   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SEVERSTAL' PAO                                           | SEVERSTAL PJSC                                    | CUSIP: N/A<br>LEI: 213800OKDPTV6K4ONO53       | Long             | EC               | CORP              | RU        |    223944 | NS      | $43553.25     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OMV Aktiengesellschaft                                   | OMV AG                                            | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |    111014 | NS      | $5709851.84   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Limited                                    | NEDBANK GROUP LTD                                 | CUSIP: N/A<br>LEI: 3789009E42FA3CB31065       | Long             | EC               | CORP              | ZA        |    622562 | NS      | $7792382.93   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT FINANCIAL HOLDING CORP.                | CHINA DEVELOPMENT FINANCIAL HOLDING CORP          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |  15264000 | NS      | $6247252.36   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND           | GLDMN SCHS FIN SQ GV-FST                          | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  22019924 | NS      | $22019924.39  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                             | FULTON FINANCIAL CORP                             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |   1020750 | NS      | $17179222.50  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corporation                                    | TC ENERGY CORP                                    | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    189420 | NS      | $7552734.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa, Sociedad Anonima                                 | ENDESA SA                                         | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |    439842 | NS      | $8288320.94   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS, INC.                                 | DARDEN RESTAURANTS INC                            | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     47774 | NS      | $6608577.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MICROELECTRONICS CORP.                            | UNITED MICROELECTRONICS CORP                      | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |   4473000 | NS      | $5877676.63   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| V.F. CORPORATION                                         | VF CORP                                           | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    141154 | NS      | $3897261.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                              | SWISSCOM AG                                       | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |     24221 | NS      | $13272123.73  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    235336 | NS      | $9272238.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                 | ENGIE                                             | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    487266 | NS      | $6969875.29   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.                   | ARTISAN PARTNERS ASSET MA A                       | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    231798 | NS      | $6884400.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ 100 E MINI FUTURE MAR23                           | NASDAQ 100 E MINI FUTURE MAR23                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7279 | NC      | $-89200112.72 | -2.68%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                   | GLOBAL NET LEASE INC                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     39264 | NS      | $493548.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MISC BERHAD                                              | MISC BHD                                          | CUSIP: N/A<br>LEI: 9845002055U77FF6B972       | Long             | EC               | CORP              | MY        |   5142500 | NS      | $8764943.03   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT T INC                                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    438730 | NS      | $8077019.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                  | E ON SE                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    769500 | NS      | $7649283.32   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                  | INTERNATIONAL FLAVORS FRAGRANCES INC              | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     61337 | NS      | $6430571.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STR SUB INC.                                             | SITIO ROYALTIES CORP A                            | CUSIP: 82983N108<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |    387810 | NS      | $11188318.07  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| DEVON ENERGY CORPORATION                                 | DEVON ENERGY CORP                                 | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     56143 | NS      | $3453355.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EVRAZ PLC                                                | EVRAZ PLC                                         | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |    753373 | NS      | $368791.63    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DANA INCORPORATED                                        | DANA INC                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    304940 | NS      | $4613742.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                            | AMERICAN STATES WATER CO                          | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     85289 | NS      | $7893496.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORPORATION                                        | KAMAN CORP                                        | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |    159031 | NS      | $3546391.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGREEN MARINE CORP. (TAIWAN) LTD.                     | EVERGREEN MARINE CORP TAIWAN LTD                  | CUSIP: N/A<br>LEI: 254900EIJA0A39C5SO15       | Long             | EC               | CORP              | TW        |    501000 | NS      | $2648195.14   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| B&G FOODS, INC.                                          | B G FOODS INC                                     | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    391535 | NS      | $4365615.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Bayerische Motoren Werke Aktiengesellschaft              | BAYERISCHE MOTOREN WERKE BMW AG                   | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |     74469 | NS      | $6592176.62   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NAN YA PLASTICS CORPORATION                              | NAN YA PLASTICS CORP                              | CUSIP: N/A<br>LEI: 254900L66RP14M9UOM28       | Long             | EC               | CORP              | TW        |   2253000 | NS      | $5196485.92   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SJW GROUP                                                | SJW GROUP                                         | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104188 | NS      | $8459023.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BAJAJ AUTO LIMITED.                                      | BAJAJ AUTO LTD                                    | CUSIP: N/A<br>LEI: 335800DLAO5NCNN8G863       | Long             | EC               | CORP              | IN        |    200767 | NS      | $8754793.34   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                    | CAMPBELL SOUP CO                                  | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    180975 | NS      | $10270331.25  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MINI MSCI EAFE INDEX FUTURE MAR23                        | MINI MSCI EAFE INDEX FUTURE MAR23                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -6832 | NC      | $10957189.97  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK                                               | TOWNE BANK                                        | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |    116421 | NS      | $3590423.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                           | WALGREENS BOOTS ALLIANCE INC                      | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    221630 | NS      | $8280096.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                | HOLCIM LTD                                        | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |    160735 | NS      | $8322422.56   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GETTY REALTY CORP.                                       | GETTY REALTY CORP                                 | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     17053 | NS      | $577244.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Petroleum & Chemical Corporation                   | CHINA PETROLEUM CHEMICAL CORP                     | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |  17628000 | NS      | $8493873.89   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                          | MSC INDUSTRIAL DIRECT CO INC                      | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     74071 | NS      | $6051600.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LIMITED                                              | ITC LTD                                           | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |   2633045 | NS      | $10540063.93  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| STEELCASE INC.                                           | STEELCASE INC CL A                                | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    535428 | NS      | $3785475.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                       | OMNICOM GROUP INC                                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     93094 | NS      | $7593677.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSTELEKOM PAO                                           | ROSTELECOM PJSC                                   | CUSIP: N/A<br>LEI: 2534001D752JPNM0H170       | Long             | EC               | CORP              | RU        |   6752730 | NS      | $66130.18     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                            | COLUMBIA BANKING SYSTEM INC                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    312653 | NS      | $9420234.89   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC                         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     35554 | NS      | $6180707.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                                 | APOGEE ENTERPRISES INC                            | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      7102 | NS      | $315754.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compal Electronics, Inc.                                 | COMPAL ELECTRONICS INC                            | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |  15960000 | NS      | $11955678.28  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP CO.,LTD                          | SHINHAN FINANCIAL GROUP CO LTD                    | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |    301666 | NS      | $8398891.59   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                 | EASTMAN CHEMICAL CO                               | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     76282 | NS      | $6212406.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF CHINA LIMITED                                    | BANK OF CHINA LTD                                 | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |  38190000 | NS      | $13822883.47  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     76815 | NS      | $7640019.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALFA, S.A.B. de C.V.                                     | ALFA S A B A                                      | CUSIP: N/A<br>LEI: 549300ZCGJ6T8YDJ4M34       | Long             | EC               | CORP              | MX        |   2177722 | NS      | $1387197.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                 | STEWART INFORMATION SERVICES                      | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      3380 | NS      | $144427.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.                     | COGENT COMMUNICATIONS HOLDINGS INC                | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207883 | NS      | $11865961.64  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                                     | JACK IN THE BOX INC                               | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     74589 | NS      | $5089207.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EREGLI DEMIR VE CELIK FABRIKALARI TURK ANONIM SIRKETI    | EREGLI DEMIR VE CELIK FABRIKALARI TAS             | CUSIP: N/A<br>LEI: 789000VYQF5IDGG49908       | Long             | EC               | CORP              | TR        |   3352259 | NS      | $7372950.13   | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| BHP GROUP LIMITED                                        | BHP GROUP LIMITED                                 | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    215344 | NS      | $6669211.15   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Company AB                                         | TELIA CO AB                                       | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |   2882356 | NS      | $7369258.15   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     11634 | NS      | $6504918.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA EVERBRIGHT BANK COMPANY LIMITED                    | CHINA EVERBRIGHT BANK CO LTD                      | CUSIP: N/A<br>LEI: 549300U6PKQ4H1P34E17       | Long             | EC               | CORP              | CN        |  27506000 | NS      | $8375335.56   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                              | PHILLIPS 66                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     61962 | NS      | $6449004.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORPORATION                      | CHINA CONSTRUCTION BANK CORP                      | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |  20117000 | NS      | $12581687.03  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                          | BRITISH AMERICAN TOBACCO PLC                      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    207735 | NS      | $8215865.63   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORPORATION                                     | SUMITOMO CORP                                     | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |    529200 | NS      | $8798279.58   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                             | US PHYSICAL THERAPY INC                           | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     42267 | NS      | $3424895.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                    | AMERICAN ELECTRIC POWER CO INC                    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    108497 | NS      | $10301790.15  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                                | NU SKIN ENTERPRISES INC CLASS A                   | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |    176281 | NS      | $7432006.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSKOVSKAYA BIRZHA MMVB-RTS PAO                          | MOSCOW EXCHANGE MICEX                             | CUSIP: N/A<br>LEI: 253400M5M1222KPNWE87       | Long             | EC               | CORP              | RU        |   2604790 | NS      | $35840.11     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Swedbank AB                                              | SWEDBANK AB A SHARES                              | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |    473642 | NS      | $8060650.53   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                       | ANGLO AMERICAN PLC                                | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    140087 | NS      | $5484624.74   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                 | GRUPO FINANCIERO BANORTE SAB DE CV                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    987362 | NS      | $7090704.67   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                                  | WILEY JOHN SONS CLASS A                           | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    232097 | NS      | $9297805.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER, INC.                                      | RENT A CENTER INC TX                              | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    146998 | NS      | $3314804.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                      | INTESA SANPAOLO SPA                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |   2752178 | NS      | $6096335.78   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MCGRATH RENTCORP                                         | MCGRATH RENTCORP                                  | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     89438 | NS      | $8831108.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                 | INTERPUBLIC GROUP OF COS INC                      | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    219826 | NS      | $7322404.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FGK RUSGIDRO PAO                                         | RUSHYDRO PJSC                                     | CUSIP: N/A<br>LEI: 2534005TJN9DX4YWVT97       | Long             | EC               | CORP              | RU        | 694437000 | NS      | $67049.09     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bank of Communications Co., Ltd.                         | BANK OF COMMUNICATIONS CO LTD                     | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |  18995000 | NS      | $10901806.48  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                     | KONTOOR BRANDS INC                                | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    165123 | NS      | $6603268.77   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD.                                        | VECTOR GROUP LTD                                  | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    815819 | NS      | $9675613.34   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                             | HASBRO INC                                        | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     90063 | NS      | $5494743.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                             | BT GROUP PLC                                      | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |   3605170 | NS      | $4866935.63   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                 | ADVANCE AUTO PARTS INC                            | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     36187 | NS      | $5320574.61   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                                | VALERO ENERGY CORP                                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     41868 | NS      | $5311374.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                            | NISOURCE INC                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    347737 | NS      | $9534948.54   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                   | AXA SA                                            | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |    280417 | NS      | $7810050.95   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVOLIPETSK STEEL PAO                                    | NOVOLIPETSK STEEL PJSC                            | CUSIP: N/A<br>LEI: 213800913TPW32I84456       | Long             | EC               | CORP              | RU        |   1477080 | NS      | $38200.34     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RIO TINTO PLC                                            | RIO TINTO PLC                                     | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    104776 | NS      | $7372990.15   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TATA STEEL LIMITED                                       | TATA STEEL LTD                                    | CUSIP: N/A<br>LEI: 335800E6C75YGSGD5T66       | Long             | EC               | CORP              | IN        |   2552731 | NS      | $3477050.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                              | ARES MANAGEMENT CORP                              | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     60800 | NS      | $4161152.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The People's Insurance Company (Group) of China Limited  | PEOPLE S INSURANCE CO GROUP OF CHINA LTD THE      | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |  13187000 | NS      | $4362715.70   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER CORPORATION DU CANADA                              | POWER CORP OF CANADA                              | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |    400543 | NS      | $9423322.91   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| KONE Oyj                                                 | KONE OYJ                                          | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |    161368 | NS      | $8353111.88   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                                                | ORANGE SA                                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |   1285255 | NS      | $12750635.42  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT GLOBAL CHEMICAL PUBLIC COMPANY LIMITED               | PTT GLOBAL CHEMICAL PCL                           | CUSIP: N/A<br>LEI: 5493007X3230PPPZFF40       | Long             | EC               | CORP              | TH        |   8857100 | NS      | $12062414.09  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMPING WORLD HOLDINGS, INC.                             | CAMPING WORLD HOLDINGS INC                        | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |    161138 | NS      | $3596600.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Mativ Holdings, Inc.                                     | MATIV INC                                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    341348 | NS      | $7134173.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP, INC.                                      | EAGLE BANCORP INC                                 | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     29371 | NS      | $1294379.97   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                             | STURM RUGER COMPANY                               | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |    146247 | NS      | $7403023.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                           | BREAD FINANCIAL HOLDINGS                          | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |    114527 | NS      | $4313086.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                         | BUCKLE INC THE                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |    183177 | NS      | $8307076.95   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                                          | HNI CORP                                          | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    222106 | NS      | $6314473.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBUJA CEMENTS LIMITED                                   | AMBUJA CEMENTS LTD                                | CUSIP: N/A<br>LEI: 335800NT6LQHR1428E20       | Long             | EC               | CORP              | IN        |   1490103 | NS      | $9425003.02   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN INC.                                    | PACTIV EVERGREEN INC                              | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |    353386 | NS      | $4014464.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                       | DTE ENERGY CO                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     87061 | NS      | $10232279.33  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                              | SWISS RE AG                                       | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |     95338 | NS      | $8916645.66   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK CO INC                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    129762 | NS      | $14397093.90  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL GROUP LTD                                            | ISRAEL CHEMICALS LTD                              | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |    457169 | NS      | $3307962.66   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    162371 | NS      | $13939550.35  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ, a.s.                                                | CEZ AS                                            | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               | CORP              | CZ        |    162656 | NS      | $5543695.38   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORPORATION                                  | ACCO BRANDS CORP                                  | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    299730 | NS      | $1675490.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INCORPORATED                        | GRANITE CONSTRUCTION INC                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     32287 | NS      | $1132305.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                            | CK HUTCHISON HOLDINGS                             | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |   1454000 | NS      | $8711200.74   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Bukit Asam Tbk PT                                        | BUKIT ASAM TBK PT                                 | CUSIP: N/A<br>LEI: 529900XX13TXG5L4CN33       | Long             | EC               | CORP              | ID        |  11888600 | NS      | $2819990.62   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LIMITED                               | ANZ GROUP HOLDINGS LTD                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    591529 | NS      | $9526762.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Electrica Corporacion, S.A.                          | RED ELECTRICA CORP SA                             | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |    446779 | NS      | $7767561.50   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corporation                                    | NEWMARKET CORP                                    | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |     18660 | NS      | $5805312.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                  | GSK PLC                                           | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    482425 | NS      | $8336091.56   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| S P 500 EMINI FUTURE MAR23                               | S P 500 EMINI FUTURE MAR23                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -13493 | NC      | $70636162.26  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                       | INTERDIGITAL INC                                  | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |    187455 | NS      | $9275273.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SPOLKA AKCYJNA  | PKO BANK POLSKI SA                                | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |    903205 | NS      | $6283596.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                    | DOMINION ENERGY INC                               | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    143276 | NS      | $8785684.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KEPPEL CORPORATION LIMITED                               | KEPPEL CORP LIMITED                               | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |   2078500 | NS      | $11274604.69  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LIMITED                       | AGRICULTURAL BANK OF CHINA LTD                    | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |  42869000 | NS      | $14666186.62  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS, INC.                            | KENNEDY WILSON HOLDINGS INC                       | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    259129 | NS      | $4076099.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COMPANIES, INC.                                | PATTERSON COS INC                                 | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    428526 | NS      | $12011583.78  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL TECHNOLOGIES LIMITED                                 | HCL TECHNOLOGIES LTD                              | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |     36570 | NS      | $458648.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASUSTEK COMPUTER INCORPORATION                           | ASUSTEK COMPUTER INC                              | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               | CORP              | TW        |   1116000 | NS      | $9729489.63   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                              | GARMIN LTD                                        | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |     77912 | NS      | $7190498.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                       | BEST BUY CO INC                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     69259 | NS      | $5555264.39   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Siam Cement Public Company Limited                   | SIAM CEMENT PCL THE                               | CUSIP: N/A<br>LEI: 529900SEH9QK8ZZDCQ89       | Long             | EC               | CORP              | TH        |   1688800 | NS      | $16669341.91  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| VODACOM GROUP LIMITED                                    | VODACOM GROUP LTD                                 | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |   1486588 | NS      | $10721049.25  | 0.32%             |  |  |  | No            |                  2 | On Loan: —       |
| SIME DARBY PLANTATION BERHAD                             | SIME DARBY PLANTATION BHD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   1143300 | NS      | $1209516.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CORNING INCORPORATED                                     | CORNING INC                                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    196490 | NS      | $6275890.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                      | SOCIETE GENERALE                                  | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |    186909 | NS      | $4687692.46   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Company Ltd.                    | NEW CHINA LIFE INS CO LTD                         | CUSIP: N/A<br>LEI: 300300F2001111000095       | Long             | EC               | CORP              | CN        |   3273500 | NS      | $7970381.78   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC.                               | ETHAN ALLEN INTERIORS INC                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23993 | NS      | $633895.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc.                                                 | BCE INC                                           | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |    266259 | NS      | $11700212.67  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Interconexion Electrica S.A. E.S.P.                      | INTERCONEXION ELECTRICA SA ESP                    | CUSIP: N/A<br>LEI: 5493007GMWK7ZHVQ5362       | Long             | EC               | CORP              | CO        |   1130052 | NS      | $4944762.99   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co., Ltd.                         | ASE TECHNOLOGY HOLDING CO LTD                     | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |   2616000 | NS      | $7949306.03   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS SECURITIES CO.,LTD                       | CHINA MERCHANTS SECURITIES CO LTD                 | CUSIP: N/A<br>LEI: 30030060IEIMX476KH87       | Long             | EC               | CORP              | CN        |   5824600 | NS      | $5704241.29   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                              | ONEOK INC                                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    107735 | NS      | $7078189.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                                      | INTER PARFUMS INC                                 | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4768 | NS      | $460207.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                           | BLACKSTONE INC                                    | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     43717 | NS      | $3243364.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA MINSHENG BANKING CORP., LTD.                       | CHINA MINSHENG BANKING CORP LTD                   | CUSIP: N/A<br>LEI: 549300HBUGSQD1VCXG94       | Long             | EC               | CORP              | CN        |  30037000 | NS      | $10380034.91  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                             | STANLEY BLACK DECKER INC                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     59108 | NS      | $4440192.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                        | NATIONAL GRID PLC                                 | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    714328 | NS      | $8555370.50   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| AVISTA CORPORATION                                       | AVISTA CORP                                       | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    369426 | NS      | $16380348.84  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| POWSZECHNY ZAKLAD UBEZPIECZEN SPOLKA AKCYJNA             | POWSZECHNY ZAKLAD UBEZPIECZEN SA                  | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |   1165318 | NS      | $9485604.39   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| WPG HOLDINGS LIMITED                                     | WPG HOLDINGS LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    783000 | NS      | $1222827.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| POSTE ITALIANE - SOCIETA PER AZIONI                      | POSTE ITALIANE SPA                                | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               |  | IT        |    728580 | NS      | $7107356.05   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MOBIL'NYE TELESISTEMY PAO                                | Mobile TeleSystems Public Join                    | CUSIP: N/A<br>LEI: 2534008FX8EXH1FMJA74       | Long             | EC               | CORP              | RU        |   2330210 | NS      | $75530.94     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SANDY SPRING BANCORP, INC.                               | SANDY SPRING BANCORP                              | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56257 | NS      | $1981934.11   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                    | BANCO BILBAO VIZCAYA ARGENTARIA SA                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |   1145407 | NS      | $6898108.77   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                     | EDISON INTERNATIONAL                              | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    134992 | NS      | $8588191.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc.                                       | GCM GROSVENOR INC                                 | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62864 | NS      | $478395.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| COMPANIA SUD AMERICANA DE VAPORES S.A.                   | CIA SUD AMERICANA DE VAPORES SA                   | CUSIP: N/A<br>LEI: 549300F26ZOE5LM26551       | Long             | EC               | CORP              | CL        |  52924035 | NS      | $4176701.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIFAST, INC.                                           | MEDIFAST INC                                      | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     42962 | NS      | $4955666.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     89403 | NS      | $9048477.63   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. MOELLER - MAERSK A/S                                | AP MOELLER MAERSK A S                             | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |      1761 | NS      | $3942864.39   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PREMIER FINANCIAL CORP.                                  | PREMIER FINANCIAL CORP                            | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131471 | NS      | $3545772.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSICURAZIONI GENERALI SOCIETA PER AZIONI                | ASSICURAZIONI GENERALI SPA                        | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |    496234 | NS      | $8823028.56   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MINI MSCI EMERGING MARKETS INDEX FUTURE MAR23            | MINI MSCI EMERGING MARKETS INDEX FUTURE MAR23     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -11172 | NC      | $5083315.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                                    | COMERICA INC                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     73691 | NS      | $4926243.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                                 | NORTHWESTERN CORP                                 | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |    298514 | NS      | $17713820.76  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                         | TOTALENERGIES SE                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    116818 | NS      | $7331992.75   | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| BOISE CASCADE COMPANY                                    | BOISE CASCADE CO                                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     87111 | NS      | $5981912.37   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                                         | MGE ENERGY INC                                    | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116127 | NS      | $8175340.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| China Railway Signal & Communication Corporation Limited | CHINA RAILWAY SIGNAL COMMUNICATION CORP LTD       | CUSIP: N/A<br>LEI: 529900GK68ZHDM38WD21       | Long             | EC               | CORP              | CN        |  24376000 | NS      | $7949641.44   | 0.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WESTAMERICA BANCORPORATION                               | WESTAMERICA BANCORPORATION                        | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117234 | NS      | $6917978.34   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KUMBA IRON ORE LIMITED                                   | KUMBA IRON ORE LTD                                | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |     36886 | NS      | $1066053.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico, S.A.B. de C.V.                 | KIMBERLY CLARK DE MEXICO SAB DE CV                | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |   5740389 | NS      | $9744055.53   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                       | CREDIT AGRICOLE SA                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |    584139 | NS      | $6143883.62   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUSTMARK CORPORATION                                    | TRUSTMARK CORP                                    | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      4306 | NS      | $150322.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                           | LYONDELLBASELL INDUSTRIES NV                      | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     76645 | NS      | $6363834.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM, INC.                                          | NORDSTROM INC                                     | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    143200 | NS      | $2311248.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| HUNTINGTON BANCSHARES INCORPORATED                       | HUNTINGTON BANCSHARES INC                         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    477588 | NS      | $6733990.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                   | JUNIPER NETWORKS INC                              | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    251532 | NS      | $8038962.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SIME DARBY BERHAD                                        | SIME DARBY BHD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |  12078900 | NS      | $6311990.39   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION                 | FIRST COMMONWEALTH FINANCIAL C                    | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     12193 | NS      | $170336.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS ?, INC.                                            | GUESS INC                                         | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |    223364 | NS      | $4621401.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| FORD OTOMOTIV SANAYI ANONIM SIRKETI                      | FORD OTOMOTIV SANAYI AS                           | CUSIP: N/A<br>LEI: 7890006XJG6ZE2H34671       | Long             | EC               | CORP              | TR        |    237956 | NS      | $6671911.92   | 0.20%             |  |  |  | No            |                  2 | On Loan: —       |
| PTT Public Company Limited                               | PTT PCL                                           | CUSIP: N/A<br>LEI: 549300QOGMPTKB6W7G56       | Long             | EC               | CORP              | TH        |  12085800 | NS      | $11599856.50  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                         | Paramount Global                                  | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    170488 | NS      | $2877837.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ABBVIE INC.                                              | ABBVIE INC                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     73997 | NS      | $11958655.17  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                       | EXELON CORP                                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    212965 | NS      | $9206476.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc.                                  | KB FINANCIAL GROUP INC                            | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |    177628 | NS      | $6805938.10   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                             | BRISTOL MYERS SQUIBB CO                           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    167156 | NS      | $12026874.20  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GMK NORIL'SKIY NIKEL' PAO                                | MMC NORILSK NICKEL PJSC                           | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |     14877 | NS      | $41325.61     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                                 | EMPLOYERS HOLDINGS INC                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22433 | NS      | $967535.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E EQUIPMENT SERVICES, INC.                             | H E EQUIPMENT SERVICES INC                        | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |    221796 | NS      | $10069538.40  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| S-Oil Corporation                                        | S OIL CORP                                        | CUSIP: N/A<br>LEI: 988400QTUXYDN8W3MZ32       | Long             | EC               | CORP              | KR        |     67402 | NS      | $4486307.38   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TELENOR ASA                                              | TELENOR ASA                                       | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |    893856 | NS      | $8361688.48   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HENDERSON LAND DEVELOPMENT COMPANY LIMITED               | HENDERSON LAND DEVELOPMENT CO LTD                 | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |   2559000 | NS      | $8908910.51   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                               | ENI SPA                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |    520608 | NS      | $7401711.82   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                  | VEOLIA ENVIRONNEMENT                              | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |    221391 | NS      | $5687704.26   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GIANT MANUFACTURING CO., LTD.                            | GIANT MANUFACTURING                               | CUSIP: N/A<br>LEI: 549300M7TYVF50B2GY12       | Long             | EC               | CORP              | TW        |    672000 | NS      | $4372545.34   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                     | ENEOS HOLDINGS INC                                | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |   2055000 | NS      | $6999197.52   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                 | STATE STREET CORP                                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     80867 | NS      | $6272853.19   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES, INC.                                 | FRANKLIN RESOURCES INC                            | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |    238118 | NS      | $6281552.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| KEYCORP                                                  | KEYCORP                                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    362773 | NS      | $6319505.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC                                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     46311 | NS      | $12163121.04  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                               | VONOVIA SE                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |    203153 | NS      | $4784877.05   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| S & T BANCORP, INC.                                      | S T BANCORP INC                                   | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154106 | NS      | $5267343.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                                    | MDC HOLDINGS INC                                  | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |    269681 | NS      | $8521919.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    129877 | NS      | $5874336.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| T. ROWE PRICE GROUP, INC.                                | T ROWE PRICE GROUP INC                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     48085 | NS      | $5244150.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                    | VODAFONE GROUP PLC                                | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   6042974 | NS      | $6118525.06   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                           | CME GROUP INC                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     42671 | NS      | $7175555.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                               | MSILF GOVERNMENT-INST                             | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  21934824 | NS      | $21934824.39  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| RHB BANK BERHAD                                          | RHB CAPITAL BHD                                   | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | EC               | CORP              | MY        |   8829100 | NS      | $11613514.35  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCHISE GROUP, INC.                                    | FRANCHISE GROUP INC                               | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |    154275 | NS      | $3674830.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN EAGLE OUTFITTERS, INC.                          | AMERICAN EAGLE OUTFITTERS                         | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    323514 | NS      | $4516255.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                      | NAVIENT CORP                                      | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    398056 | NS      | $6548021.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                          | PPL CORP                                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    343708 | NS      | $10043147.76  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                              | MONRO INC                                         | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136111 | NS      | $6152217.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                          | CSG SYSTEMS INTL INC                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     20881 | NS      | $1194393.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                      | FIFTH THIRD BANCORP                               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    179792 | NS      | $5898975.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                        | PIONEER NATURAL RESOURCES CO                      | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     21735 | NS      | $4964056.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL, INC.                                 | WASHINGTON FEDERAL INC                            | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44288 | NS      | $1485862.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CITIC BANK CORPORATION LIMITED                     | CHINA CITIC BANK CORP LTD                         | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |  28801000 | NS      | $12745823.91  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                             | FRESH DEL MONTE PRODUCE INC                       | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     12600 | NS      | $329994.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                                  | DUKE ENERGY CORP                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    108659 | NS      | $11190790.41  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                      | ERSTE GROUP BANK AG                               | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |    170565 | NS      | $5456488.68   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KENNAMETAL INC.                                          | KENNAMETAL INC                                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    387940 | NS      | $9333836.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                                        | BRADY CORP                                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     47892 | NS      | $2255713.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                          | KELLOGG CO                                        | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |    139531 | NS      | $9940188.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| POLYUS PJSC                                              | POLYUS PJSC                                       | CUSIP: N/A<br>LEI: 549300FUXVT7TF6ZKV71       | Long             | EC               | CORP              | RU        |     34403 | NS      | $52786.07     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STEEL AUTHORITY OF INDIA LIMITED                         | STEEL AUTHORITY OF INDIA LTD                      | CUSIP: N/A<br>LEI: 335800ZJXMF183ZCQI90       | Long             | EC               | CORP              | IN        |    246920 | NS      | $246297.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA       | CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA      | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |    244717 | NS      | $6816181.91   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                      | IMPERIAL BRANDS PLC                               | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    364344 | NS      | $9074293.87   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                            | NN GROUP NV                                       | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    138142 | NS      | $5648123.81   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                             | VIATRIS INC                                       | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    523475 | NS      | $5826276.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                                       | UNITIL CORP                                       | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110382 | NS      | $5669219.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                     | CONAGRA BRANDS INC                                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    240937 | NS      | $9324261.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIRE PACIFIC LIMITED                                    | SWIRE PACIFIC LTD CL A                            | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |    913500 | NS      | $8008096.66   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corporation                                        | TELUS CORP                                        | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |    517418 | NS      | $9986801.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| KBC GROEP NV                                             | KBC GROUP NV                                      | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |    105994 | NS      | $6823483.83   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHROCK INC.                                            | ARCHROCK INC                                      | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    977345 | NS      | $8776558.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                                         | TRICO BANCSHARES                                  | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $96881.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KUALA LUMPUR KEPONG BERHAD                               | KUALA LUMPUR KEPONG BHD                           | CUSIP: N/A<br>LEI: 2549009JSTRFMR7A8D34       | Long             | EC               | CORP              | MY        |    239300 | NS      | $1217608.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SINCLAIR BROADCAST GROUP, INC.                           | SINCLAIR BROADCAST GROUP A                        | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |    249000 | NS      | $3861990.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES, INC.                         | SCHNITZER STEEL INDUSTRIES INC                    | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     50742 | NS      | $1555242.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Formosa Plastics Corporation                             | FORMOSA PLASTICS CORP                             | CUSIP: N/A<br>LEI: 254900KM6G17UTG1QN82       | Long             | EC               | CORP              | TW        |   1833000 | NS      | $5169685.17   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                           | CITIZENS FINANCIAL GROUP INC                      | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    163542 | NS      | $6438648.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                   | Mercedes Benz Group AG                            | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |     88683 | NS      | $5798592.16   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                    | BLOOMIN BRANDS INC                                | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    211255 | NS      | $4250450.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro S.A. (Petrobras)                     | PETROLEO BRASILEIRO SA                            | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    823700 | NS      | $3822101.65   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Perusahaan Gas Negara Tbk                             | PERUSAHAAN GAS NEGARA TBK PT                      | CUSIP: N/A<br>LEI: 549300OX1VFDX7ZPN240       | Long             | EC               | CORP              | ID        |  39597000 | NS      | $4475152.53   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE S.A.                                                | VALE SA                                           | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    451300 | NS      | $7646743.27   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                     | KONINKLIJKE KPN NV                                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |   3686970 | NS      | $11410489.07  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL HEALTHCARE CORPORATION                          | NATIONAL HEALTHCARE CORP                          | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97885 | NS      | $5824157.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY BANK SYSTEM, INC.                              | COMMUNITY BANK SYSTEM INC                         | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     11034 | NS      | $694590.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                           | LCI INDUSTRIES                                    | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     49800 | NS      | $4604010.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                               | SOUTHSIDE BANCSHARES INC                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |    104227 | NS      | $3751129.73   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                  | SSE PLC                                           | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |    366591 | NS      | $7538052.24   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico, S.A.B. de C.V.                             | GRUPO MEXICO SAB DE CV SERIES B                   | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |   1333478 | NS      | $4682412.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Platinum Limited                          | ANGLO AMERICAN PLATINUM LTD                       | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |     53316 | NS      | $4452342.17   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                               | WOLVERINE WORLD WIDE INC                          | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    309267 | NS      | $3380288.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank N.V.                                       | ABN AMRO GROUP NV                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |    484725 | NS      | $6711501.17   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION                                  | FIRST BUSEY CORP                                  | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |    170559 | NS      | $4216218.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                             | TRUIST FINANCIAL CORP                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    152594 | NS      | $6566119.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                   | ORBIA ADVANCE CORP SAB DE CV                      | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | EC               | CORP              | MX        |   4810029 | NS      | $8517870.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Intouch Holdings Public Company Limited                  | INTOUCH HOLDINGS PCL                              | CUSIP: N/A<br>LEI: 529900UDPDZWDBCCDO79       | Long             | EC               | CORP              | TH        |   1276100 | NS      | $2847191.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                      | HEIDELBERGCEMENT AG                               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |    125638 | NS      | $7118270.06   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                    | INVESCO GVT & AGNCY-INST                          | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  22062474 | NS      | $22062474.39  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE BRASIL ENERGIA S.A.                                | ENGIE BRASIL ENERGIA SA                           | CUSIP: N/A<br>LEI: 52990057Q0EK2Q9YBC07       | Long             | EC               | CORP              | BR        |   1366300 | NS      | $9812056.52   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Komercni banka, a.s.                                     | KOMERCNI BANKA AS                                 | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |    110557 | NS      | $3201937.11   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DINE BRANDS GLOBAL, INC.                                 | DINE BRANDS GLOBAL INC                            | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     73800 | NS      | $4767480.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPI ROCKCASTLE N.V.                                     | NEPI ROCKCASTLE N V                               | CUSIP: N/A<br>LEI: 549300FMWM53K9ULYT15       | Long             | EC               | CORP              | NL        |   1820340 | NS      | $10920679.88  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                            | UNICREDIT SPA                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    374006 | NS      | $5306223.86   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                             | WILLIAMS COS INC                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    233271 | NS      | $7674615.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Gudang Garam Tbk                                      | GUDANG GARAM TBK PT                               | CUSIP: N/A<br>LEI: 5299005TDQ8UGGR3AM31       | Long             | EC               | CORP              | ID        |   3160500 | NS      | $3656137.79   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DELUXE CORPORATION                                       | DELUXE CORP                                       | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    278022 | NS      | $4720813.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORPORATION                                | PARK NATIONAL CORP                                | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     19935 | NS      | $2805851.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Cement Corp.                                      | TAIWAN CEMENT CORP                                | CUSIP: N/A<br>LEI: 529900C56C3PB9X9ZO58       | Long             | EC               | CORP              | TW        |       327 | NS      | $357.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arca Continental, S.A.B. de C.V.                         | ARCA CONTINENTAL SAB DE CV                        | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |   1269281 | NS      | $10309516.19  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WAN HAI LINES LTD.                                       | WAN HAI LINES LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   1300000 | NS      | $3379167.93   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CSN Mineracao S.A.                                       | CSN MINERACAO SA                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1711786 | NS      | $1305827.92   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXARO RESOURCES LIMITED                                 | EXXARO RESOURCES LTD                              | CUSIP: N/A<br>LEI: 378900BC3D9BFF4E4A37       | Long             | EC               | CORP              | ZA        |    418715 | NS      | $5371469.88   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNITOGORSKIY METALLURGICHESKIY KOMBINAT PAO            | MAGNITOGORSK IRON STEEL WORKS PJSC                | CUSIP: N/A<br>LEI: 253400XSJ4C01YMCXG44       | Long             | EC               | CORP              | RU        |   4673660 | NS      | $31168.48     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTER RAO YEES PAO                                       | INTER RAO UES PJSC                                | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               | CORP              | RU        | 128274200 | NS      | $50425.03     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| THE GORMAN- RUPP COMPANY                                 | GORMAN RUPP CO                                    | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |    141959 | NS      | $3636989.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                      | SPARTANNASH CO                                    | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |    301674 | NS      | $9122621.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                         | TELEPHONE DATA SYSTEMS INC                        | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    506115 | NS      | $5309146.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP CLASS A                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    216665 | NS      | $7576775.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES, INC.                                 | TRINITY INDUSTRIES INC                            | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    369118 | NS      | $10914819.26  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuanta Financial Holding Co., Ltd                        | YUANTA FINANCIAL HOLDING CO LTD                   | CUSIP: N/A<br>LEI: 21380045JG57LJEFFE13       | Long             | EC               | CORP              | TW        |   1530640 | NS      | $1078812.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PLDT Inc.                                                | PLDT INC                                          | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | EC               | CORP              | PH        |    202335 | NS      | $4776792.52   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                               | KIMBERLY CLARK CORP                               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     74700 | NS      | $10140525.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIFIED HOLDINGS                             | COMPASS DIVERSIFIED HOLDINGS                      | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     13503 | NS      | $246159.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                  | WPP PLC                                           | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |    612843 | NS      | $6053593.95   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHCARE SERVICES GROUP, INC.                          | HEALTHCARE SERVICES GROUP                         | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    559509 | NS      | $6714108.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHUI CONCH CEMENT COMPANY LIMITED                       | ANHUI CONCH CEMENT CO LTD                         | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |    954000 | NS      | $3324376.45   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO LIMITED                                        | RIO TINTO LIMITED                                 | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     93437 | NS      | $7372925.06   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                        | FIRSTENERGY CORP                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    264229 | NS      | $11081764.26  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                         | PACKAGING CORP OF AMERICA                         | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     57730 | NS      | $7384244.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HONG KONG AND CHINA GAS COMPANY LIMITED              | HONG KONG CHINA GAS CO LTD                        | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |   8145000 | NS      | $7725231.88   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE, INC.                               | F G ANNUITIES LIFE INC WI                         | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6010 | NS      | $120260.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                            | REGIONS FINANCIAL CORP                            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    270529 | NS      | $5832605.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                               | ALLIANZ SE                                        | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |     43094 | NS      | $9201746.11   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                     | SOUTHERN CO                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    140110 | NS      | $10005255.10  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| China Steel Corporation                                  | CHINA STEEL CORP                                  | CUSIP: N/A<br>LEI: 529900D3N7UIJMVJ9120       | Long             | EC               | CORP              | TW        |   9063000 | NS      | $8782929.88   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                               | NORTHWEST BANCSHARES INC                          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    884828 | NS      | $12369895.44  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAM S.P.A.                                              | SNAM SPA                                          | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |   2011867 | NS      | $9753827.96   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC                                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    128980 | NS      | $9334282.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc.                                      | POSCO HOLDINGS INC                                | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |     34833 | NS      | $7623872.04   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC.                                   | GREAT WEST LIFECO INC                             | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |    455953 | NS      | $10541681.86  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TENAGA NASIONAL BERHAD                                   | TENAGA NASIONAL BHD                               | CUSIP: N/A<br>LEI: 549300FV8X6UID6I1413       | Long             | EC               | CORP              | MY        |   6911600 | NS      | $15126510.15  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICAN RAINBOW MINERALS LIMITED                         | AFRICAN RAINBOW MINERALS LTD                      | CUSIP: N/A<br>LEI: 529900L3TPSCK8ZVZ589       | Long             | EC               | CORP              | ZA        |    340028 | NS      | $5749183.07   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                             | SAFETY INSURANCE GROUP INC                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     94003 | NS      | $7920692.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                          | PRINCIPAL FINANCIAL GROUP INC                     | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     90337 | NS      | $7581081.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                      | ALLY FINANCIAL INC                                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    152700 | NS      | $3733515.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                        | NORTHWEST NATURAL HOLDING CO                      | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    291380 | NS      | $13866774.20  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corporation                                     | MARUBENI CORP                                     | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |    595900 | NS      | $6827640.41   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Oil Public Company Limited                          | THAI OIL PCL                                      | CUSIP: N/A<br>LEI: 549300HG5527UPZLTT69       | Long             | EC               | CORP              | TH        |   4742800 | NS      | $7689457.25   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.                          | CAPITOL FEDERAL FINANCIAL INC                     | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1013175 | NS      | $8763963.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                              | WABASH NATIONAL CORP                              | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    361781 | NS      | $8176250.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia, SGPS, S.A.                                 | GALP ENERGIA SGPS SA                              | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |    463179 | NS      | $6247687.41   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M COMPANY                                               | 3M CO                                             | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     66601 | NS      | $7986791.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                              | AKER BP ASA                                       | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |    116280 | NS      | $3618824.14   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Telecom, Inc.                                      | GLOBE TELECOM INC                                 | CUSIP: N/A<br>LEI: 254900GPWI1816YIM923       | Long             | EC               | CORP              | PH        |    107910 | NS      | $4236021.46   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                         | NRG ENERGY INC                                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |    164805 | NS      | $5244095.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                                  | HP INC                                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    172894 | NS      | $4645661.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE RMR GROUP INC.                                       | RMR GROUP INC THE                                 | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |    114089 | NS      | $3223014.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                                   | JACKSON FINANCIAL INC                             | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    148183 | NS      | $5155286.57   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT EXPLORATION AND PRODUCTION PUBLIC COMPANY LIMITED    | PTT EXPLOR PROD PUBLIC CO                         | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |   1832600 | NS      | $9334725.09   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                      | ENTERGY CORP                                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     84214 | NS      | $9474075.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                             | VISHAY INTERTECHNOLOGY INC                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    569183 | NS      | $12277277.31  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SIBANYE STILLWATER LIMITED                               | SIBANYE STILLWATER LTD                            | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |   1649537 | NS      | $4376019.61   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN SOFTWARE, INC.                                  | AMERICAN SOFTWARE INC                             | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136800 | NS      | $2008224.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KEARNY FINANCIAL CORP.                                   | KEARNY FINANCIAL CORP MD                          | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42730 | NS      | $433709.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, INC                                           | AMERISAFE INC                                     | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     21852 | NS      | $1135648.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Cement Corporation                                  | ASIA CEMENT CORP                                  | CUSIP: N/A<br>LEI: 213800EFQXH43HMGJL59       | Long             | EC               | CORP              | TW        |   9187000 | NS      | $12238439.33  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS, INC.                             | MUELLER WATER PRODUCTS INC                        | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    949647 | NS      | $10218201.72  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC.                                       | JAPAN TOBACCO INC                                 | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |    627500 | NS      | $12652474.96  | 0.38%             |  |  |  | No            |                  2 | On Loan: —       |
| NBT BANCORP INC.                                         | N B T BANCORP INC                                 | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147159 | NS      | $6389643.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Eastern New Century Corporation                      | FAR EASTERN NEW CENTURY CORP                      | CUSIP: N/A<br>LEI: 254900CDLU5OS06M6K24       | Long             | EC               | CORP              | TW        |   1760000 | NS      | $1824094.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY, INC.                                     | SUNCOKE ENERGY INC                                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    293754 | NS      | $2535097.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Indo Tambangraya Megah Tbk PT                            | INDO TAMBANGRAYA MEGAH TBK PT                     | CUSIP: N/A<br>LEI: 52990056ZNHB217ZKL92       | Long             | EC               | CORP              | ID        |   1467300 | NS      | $3685758.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegatron Corporation                                     | PEGATRON CORP                                     | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |   4940000 | NS      | $10193895.09  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     78580 | NS      | $6680871.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| YANG MING MARINE TRANSPORT CORPORATION                   | YANG MING MARINE TRANSPORT CORP                   | CUSIP: N/A<br>LEI: 254900WG2ACWNVSP6E13       | Long             | EC               | CORP              | TW        |   1618000 | NS      | $3437408.11   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                              | BOUYGUES                                          | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |    338675 | NS      | $10156010.57  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                        | ALGONQUIN POWER UTILITIES                         | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |    880565 | NS      | $5736876.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Otter Tail Corporation                                   | OTTER TAIL CORP                                   | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10180 | NS      | $597667.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                                        | HILLENBRAND INC                                   | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    162275 | NS      | $6924274.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCOSUD S.A.                                            | CENCOSUD SA                                       | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | EC               | CORP              | CL        |   3969127 | NS      | $6537580.81   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                         | DEUTSCHE POST AG                                  | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    153093 | NS      | $5728943.38   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| THE CLOROX COMPANY                                       | CLOROX COMPANY                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     43741 | NS      | $6138174.53   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                      | KINDER MORGAN INC                                 | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    448494 | NS      | $8108771.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE CO                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     64123 | NS      | $8598894.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| POLSKI KONCERN NAFTOWY ORLEN SPOLKA AKCYJNA              | POLSKI KONCERN NAFTOWY ORLEN SA                   | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |    440511 | NS      | $6486867.42   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Trust Bancorp, Inc.                           | WASHINGTON TRUST BANCORP INC                      | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     67777 | NS      | $3197718.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL - SPA                                               | ENEL SPA                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |   1433843 | NS      | $7710313.55   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC LIMITED                                             | NTPC LTD                                          | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               |  | IN        |   4391204 | NS      | $8831609.40   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| DOUGLAS DYNAMICS, INC.                                   | DOUGLAS DYNAMICS INC                              | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |    114095 | NS      | $4125675.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET, INC.                                         | HOMESTREET INC                                    | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6769 | NS      | $186689.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPP SPOLKA AKCYJNA                                       | LPP SA                                            | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |       282 | NS      | $689356.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                       | FORD MOTOR CO                                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    286476 | NS      | $3331715.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                           | BNP PARIBAS                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |    110030 | NS      | $6264124.73   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| WORTHINGTON INDUSTRIES, INC.                             | WORTHINGTON INDUSTRIES INC                        | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |    149182 | NS      | $7415837.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                  | GOLUB CAPITAL BDC INC                             | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |     47757 | NS      | $628482.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA INCORPORATED                                       | EMERA INC                                         | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |    291240 | NS      | $11132863.05  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                  | BASF SE                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |    124534 | NS      | $6131008.82   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Victory Portfolios II

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer