# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001752724-23-041035
**Filing Date:** 2023-2
**Character Count:** 199889
**Document Hash:** f3df69031f860d1028263dc96b0b5dcb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041035.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041035

**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:** 23670824

**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

### VictoryShares Developed Enhanced Volatility Wtd ETF (Series ID: S000044752)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000139054 | VictoryShares Developed Enhanced Volatility Wtd ETF | CIZ             |

## 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:** VictoryShares Developed Enhanced Volatility Wtd ETF

- **b. EDGAR series identifier (if any):** S000044752

- **c. LEI of Series:** 549300MNJFKN4HXY1215

**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:** $46358796.74

**Total Liabilities:** $290126.10

**Net Assets:** $46068670.64

**Cash Not Reported:** $96591.49

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139054 | 1.99%                | 5.70%                | -0.32%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-28326.11               | $772452.23                                 |
| Month 2  | $-1592.58                | $2324473.02                                |
| Month 3  | $366.80                  | $-254759.44                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUN HUNG KAI PROPERTIES LIMITED                                                             | SUN HUNG KAI PROPERTIES LTD                   | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      6551 | NS      | $89640.85     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD.                                                                                | KOMATSU LIMITED                               | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      2088 | NS      | $45763.51     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano N.V.                                                                  | DAVID CAMPARI MILANO NV                       | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |      4274 | NS      | $43384.09     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                                 | TOKIO MARINE HOLDINGS INC                     | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      2600 | NS      | $56024.23     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SHINHAN FINANCIAL GROUP CO.,LTD                                                             | SHINHAN FINANCIAL GROUP CO LTD                | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |      2130 | NS      | $59297.69     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMERIEUX SA                                                                               | BIOMERIEUX                                    | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |       413 | NS      | $43283.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                                               | HEINEKEN NV                                   | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       585 | NS      | $55023.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                                    | RELX PLC                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      2336 | NS      | $64601.83     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPERIAN PLC                                                                                | EXPERIAN PLC                                  | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      1477 | NS      | $50218.79     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD GROUP PUBLIC LIMITED COMPANY                                                        | ASHTEAD GROUP PLC                             | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |       719 | NS      | $41019.17     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wharf (Holdings) Limited                                                                | WHARF HOLDINGS LTD                            | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |      9632 | NS      | $28322.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                     | FRESENIUS SE CO KGAA                          | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      1847 | NS      | $51892.02     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI INC.                                                                                    | CGI INC                                       | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       807 | NS      | $69570.82     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                                                 | FIRST QUANTUM MINERALS LTD                    | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      1245 | NS      | $26016.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOOSAN ENERBILITY CO., LTD.                                                                 | DOOSAN ENERBILITY CO LTD                      | CUSIP: N/A<br>LEI: 988400TK5NA3GLSTN506       | Long             | EC               | CORP              | KR        |      1973 | NS      | $24030.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakao Corp.                                                                                 | KAKAO CORP                                    | CUSIP: N/A<br>LEI: 988400FTKUBQXKVZP434       | Long             | EC               | CORP              | KR        |       656 | NS      | $27549.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE CYCLE & CARRIAGE LIMITED                                                            | JARDINE CYCLE CARRIAGE LTD                    | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               | CORP              | SG        |      2300 | NS      | $49122.54     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTERSHARE LIMITED                                                                       | COMPUTERSHARE LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      2711 | NS      | $48348.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M3, Inc.                                                                                    | M3 INC                                        | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |       800 | NS      | $21813.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corporation                                                                           | NAVER CORP                                    | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |       228 | NS      | $32007.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                                                             | UPM KYMMENE OYJ                               | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |      1281 | NS      | $47890.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO., LTD.                                                             | CHUGAI PHARMACEUTICAL COMPANY LTD             | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |      1890 | NS      | $48510.29     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORPORATION                                                            | BROOKFIELD RENEWABLE CORP                     | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1241 | NS      | $34164.63     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                                                                         | WISETECH GLOBAL LTD                           | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |       656 | NS      | $22661.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corporation                                                                        | MARUBENI CORP                                 | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |      4100 | NS      | $47336.53     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HYDRO ONE LIMITED                                                                           | HYDRO ONE LTD                                 | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      3750 | NS      | $100467.20    | 0.22%             |  |  |  | Yes           |                  1 | On Loan: No      |
| OBIC Co.,Ltd.                                                                               | OBIC CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $44375.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                                                     | DSV AS                                        | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       266 | NS      | $41993.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TELSTRA GROUP LIMITED                                                                       | TELSTRA CORPORATION LTD                       | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     29631 | NS      | $80477.37     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                                  | VONOVIA SE                                    | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |      1435 | NS      | $33820.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWCREST MINING LIMITED                                                                     | NEWCREST MINING LTD                           | CUSIP: N/A<br>LEI: 5299006MN50OZJUJI655       | Long             | EC               | CORP              | AU        |      3331 | NS      | $46799.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                                                                  | ORSTED A S                                    | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |       295 | NS      | $26813.16     | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED                                                 | OVERSEA CHINESE BANKING CORP LTD              | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |      9438 | NS      | $85844.85     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                                                                                | SIG GROUP AG                                  | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |      1790 | NS      | $39115.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROPORTS DE PARIS SA                                                                       | ADP                                           | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |       316 | NS      | $42344.38     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                                                       | SWISS LIFE HOLDING AG                         | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |       104 | NS      | $53642.58     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                                                   | NOKIA OYJ                                     | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |      9095 | NS      | $42120.55     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carl Zeiss Meditec AG                                                                       | CARL ZEISS MEDITEC AG                         | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               | CORP              | DE        |       261 | NS      | $32935.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                        | HSBC US GOVT MMKT-I                           | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     55224 | NS      | $55223.95     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                                                                  | EIFFAGE SA                                    | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       577 | NS      | $56766.25     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Limited                                                               | POWER ASSETS HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |     15274 | NS      | $83659.64     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelleron Industries Ltd                                                                   | ACCELLERON INDUSTRIES AG                      | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |        48 | NS      | $994.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZRIELI GROUP LTD.                                                                          | AZRIELI GROUP LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       546 | NS      | $36336.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corporation                                                                      | Z HOLDINGS CORP                               | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |     11330 | NS      | $28666.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIICHI SANKYO COMPANY, LIMITED                                                             | DAIICHI SANKYO CO LTD                         | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      1000 | NS      | $32388.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co., Ltd.                                                                       | KYOWA KIRIN CO LTD                            | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |      2200 | NS      | $50632.53     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                       | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |      2700 | NS      | $84588.48     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMANO INC.                                                                                | SHIMANO ORD ORD                               | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |       140 | NS      | $22319.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                                                          | BARRY CALLEBAUT AG                            | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |        35 | NS      | $69250.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                       | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     42665 | NS      | $43441.63     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MINES AGNICO EAGLE LIMITEE                                                                  | AGINCO EAGLE MINES LTD                        | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |       816 | NS      | $42409.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                          | ABN AMRO GROUP NV                             | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      3421 | NS      | $47324.72     | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| TELEPERFORMANCE SE                                                                          | TELEPERFORMANCE                               | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       156 | NS      | $37183.41     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc.                                                                         | CENOVUS ENERGY INC                            | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      1526 | NS      | $29611.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXI SPA                                                                                    | NEXI SPA                                      | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |      3967 | NS      | $31275.07     | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings, Inc.                                                        | SUMITOMO MITSUI TRUST HOLDINGS INC            | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |      1900 | NS      | $66431.95     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co. KGaA                                                        | FRESENIUS MEDICAL CARE AG                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |      1211 | NS      | $39622.69     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                              | COMMONWEALTH BANK OF AUSTRALIA                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |       972 | NS      | $67884.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC CORPORATION                                                                           | FANUC CORPORATION                             | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       230 | NS      | $34766.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARREFOUR SA                                                                                | CARREFOUR SA                                  | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      3082 | NS      | $51590.98     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LES COMPAGNIES LOBLAW LIMITEE                                                               | LOBLAW COMPANIES LTD                          | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       687 | NS      | $60753.17     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                              | BNP PARIBAS                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       777 | NS      | $44283.81     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Company, Limited                                                                   | SHISEIDO CO LTD                               | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |      1000 | NS      | $49314.13     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRAX-SARCO ENGINEERING PLC                                                                | SPIRAX SARCO ENGINEERING PLC                  | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |       339 | NS      | $43494.63     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE DE MONTREAL                                                                          | BANK OF MONTREAL                              | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | RF                | CA        |       762 | NS      | $69040.42     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR GROUP LIMITED                                                                     | ENDEAVOUR GROUP LTD AUSTRALI                  | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |      9723 | NS      | $42490.31     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik Aktiebolag                                                                          | SANDVIK AB                                    | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |      2458 | NS      | $44403.37     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG                                                                         | HEIDELBERGCEMENT AG                           | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       888 | NS      | $50638.58     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATION CAMECO                                                                          | CAMECO CORP                                   | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       794 | NS      | $17999.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins, SGPS, S.A.                                                                | JERONIMO MARTINS FILHO                        | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |      2442 | NS      | $52743.77     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co., Ltd.                                                                        | SHIONOGI CO LTD                               | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |       728 | NS      | $36538.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc.                                                                                 | FORTIS INC                                    | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      2256 | NS      | $90286.66     | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| NIBE Industrier AB                                                                          | NIBE INDUSTRIER AB                            | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |      2966 | NS      | $27614.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                                                                            | PERNOD RICARD SA                              | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       282 | NS      | $55460.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                                                  | BOLIDEN AB                                    | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |       999 | NS      | $37477.71     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corporation                                                             | RENESAS ELECTRONICS CORP                      | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |      3200 | NS      | $28861.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica S.A.                                                                             | TELEFONICA S A                                | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     14736 | NS      | $53387.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCORP GROUP LIMITED                                                                       | SUNCORP GROUP LTD                             | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |      6940 | NS      | $56877.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI                                         | TERNA SPA                                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |      7640 | NS      | $56421.78     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co., Ltd.                                                                | SEVEN I HOLDINGS CO LTD                       | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |      1400 | NS      | $60387.14     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COLES GROUP LIMITED                                                                         | COLES GROUP LTD                               | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      5694 | NS      | $64804.97     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Company AB                                                                            | TELIA CO AB                                   | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |     20354 | NS      | $52031.11     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                                                 | GIVAUDANSA REG                                | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |        16 | NS      | $49035.05     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics N.V.                                                                     | STMICROELECTRONICS N V                        | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |      1038 | NS      | $36656.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                                               | SAMSUNG ELECTRONICS CO LTD                    | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      1529 | NS      | $66872.59     | 0.15%             |  |  |  | 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        |         1 | NC      | $-784.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORPORATION                                                                     | BRIDGESTONE CORP                              | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      1200 | NS      | $42898.95     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Electrica Corporacion, S.A.                                                             | RED ELECTRICA CORP SA                         | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |      3154 | NS      | $54889.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HALMA PUBLIC LIMITED COMPANY                                                                | HALMA PLC                                     | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |      1752 | NS      | $41802.02     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                                                                   | DANONE S A                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |      1048 | NS      | $55219.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL - SPA                                                                                  | ENEL SPA                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     10127 | NS      | $54519.66     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co., Ltd.                                                                             | EISAI CO                                      | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |      1254 | NS      | $83179.52     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Straumann Holding AG                                                                        | STRAUMANN HOLDING AG                          | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |       271 | NS      | $30958.03     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                          | SMITH NEPHEW PLC                              | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |      3734 | NS      | $50074.61     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REA GROUP LTD                                                                               | REA GROUP LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       379 | NS      | $28584.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International N.V.                                                                      | ASM INTERNATIONAL NV                          | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |        95 | NS      | $23960.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                       | BANCO SANTANDER SA                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     15279 | NS      | $45829.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Holdings Corporation                                              | PAN PACIFIC INTERNATIONAL HO                  | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |      1900 | NS      | $35518.21     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                                                | GLENCORE PLC                                  | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      6364 | NS      | $42491.29     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON N.V.                                                                                  | AEGON NV                                      | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |      7821 | NS      | $39660.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                                                 | SWEDBANK AB A SHARES                          | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |      3345 | NS      | $56866.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Company, Limited                                                          | MITSUBISHI ESTATE CO LTD                      | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |      4352 | NS      | $56746.47     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                        | MITSUBISHI UFJ FINANCIAL GROUP INC            | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     10500 | NS      | $71136.26     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND INVESTMENT LIMITED                                                               | CAPITALAND INVESTMENT LTD SINGAPORE           | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |     21600 | NS      | $59681.88     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR CORPORATION LIMITED                                                                     | MTR CORP                                      | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |     21524 | NS      | $114031.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien                                                      | MERCK KGAA                                    | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       240 | NS      | $46468.02     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ressources Teck Limitee                                                                     | TECK RESOURCES LTD                            | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       810 | NS      | $30615.82     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                          | CANADIAN NATURAL RESOURCES LTD                | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       669 | NS      | $37156.23     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFTON, Inc.                                                                               | KRAFTON INC                                   | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |       149 | NS      | $19797.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RENTOKIL INITIAL PLC                                                                        | RENTOKIL INITIAL PLC                          | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |      7093 | NS      | $43552.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                                            | CANADIAN NATIONAL RAILWAY COMPANY             | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       507 | NS      | $60234.81     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MONCLER S.P.A.                                                                              | MONCLER SPA                                   | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |       728 | NS      | $38569.23     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KIA CORPORATION                                                                             | KIA CORP                                      | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |       841 | NS      | $39442.66     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                                  | BANDAI NAMCO HOLDINGS INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $38015.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                        | ENEOS HOLDINGS INC                            | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |     14500 | NS      | $49504.65     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International AG                                                             | KUEHNE NAGEL INTL                             | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |       171 | NS      | $39808.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                                                 | SWISSCOM AG                                   | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |       171 | NS      | $93713.33     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAM S.P.A.                                                                                 | SNAM SPA                                      | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |     14205 | NS      | $68826.57     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE PETROLIERE IMPERIALE LTEE                                                         | IMPERIAL OIL LTD                              | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |       786 | NS      | $38289.78     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                     | BANK OF NOVA SCOTIA                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      1353 | NS      | $66300.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                                   | OTSUKA HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $62334.25     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TOSHIBA CORPORATION                                                                         | TOSHIBA CORP                                  | CUSIP: N/A<br>LEI: 549300LBHTST91VKHO68       | Long             | EC               | CORP              | JP        |      1500 | NS      | $52617.74     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                                            | DEUTSCHE POST AG                              | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      1080 | NS      | $40665.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO PHARMACEUTICAL CO., LTD.                                                                | ONO PHARMACEUTICAL CO LTD                     | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |      2484 | NS      | $58361.32     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO CHEMICAL CO., LTD.                                                                    | POSCO CHEMICAL CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       229 | NS      | $32600.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                                                         | SOCIETE GENERALE                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      1320 | NS      | $33172.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp.                                                                                    | LG CORP                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       778 | NS      | $48055.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Aktiengesellschaft                                                              | CONTINENTAL AG                                | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |       520 | NS      | $31155.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORPORATION                                                                          | SUBARU CORP                                   | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |      2300 | NS      | $35537.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                            | ROCHE HOLDING AG                              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       191 | NS      | $60023.26     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                           | HSBC HOLDINGS PLC                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      7219 | NS      | $44997.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE SAINT-GOBAIN SA                                                                | COMPAGNIE DE SAINT GOBAIN                     | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       895 | NS      | $43728.86     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips N.V.                                                                    | KONINKLIJKE PHILIPS NV                        | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |      2029 | NS      | $30411.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                                | UBS GROUP AG                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      2322 | NS      | $43217.23     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KIKKOMAN CORPORATION                                                                        | KIKKOMAN CORP                                 | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |       600 | NS      | $31732.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding N.V.                                                                       | HEINEKEN HOLDING NV                           | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |       741 | NS      | $57142.15     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                                   | SAMPO OYJ                                     | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |      1110 | NS      | $57999.61     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                                      | SAP SE                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       612 | NS      | $63137.55     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORPORATION                                                                        | SUMITOMO CORP                                 | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      3700 | NS      | $61920.44     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT DATA CORPORATION                                                                        | NTT DATA CORP                                 | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |      2808 | NS      | $41343.21     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc.                                                        | RESTAURANT BRANDS INTERNATIONAL INC           | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       995 | NS      | $64361.17     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings, Ltd.                                                                  | ASAHI BREWERIES LTD                           | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |      1360 | NS      | $42690.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co., Ltd.                                                              | MURATA MANUFACTURING CO LTD                   | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       802 | NS      | $40265.02     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXON Co., Ltd.                                                                             | NEXON CO LTD                                  | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |      1900 | NS      | $42888.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc.                                                                 | CONSTELLATION SOFTWARE INC CANADA             | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        31 | NS      | $48406.53     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGE WESTON LIMITEE.                                                                      | GEORGE WESTON LIMITED                         | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       593 | NS      | $73584.04     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                                | DAI ICHI LIFE HOLDINGS INC                    | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      2488 | NS      | $56767.81     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                                                                  | CANON INC                                     | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |      2614 | NS      | $56883.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                                                | UNITED OVERSEAS BANK                          | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      3592 | NS      | $82349.64     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                                    | ENGIE                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      3440 | NS      | $49292.23     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SAPUTO INC.                                                                                 | SAPUTO INC                                    | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |      2077 | NS      | $51426.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corporation                                                                      | BROOKFIELD CORP                               | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |       967 | NS      | $30414.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                                                                                    | NEXT PLC                                      | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       642 | NS      | $45053.45     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                                                      | EQT AB                                        | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |      1079 | NS      | $22823.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME, S.A.                                                                              | AENA SME SA                                   | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |       375 | NS      | $47079.69     | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                 | WESTPAC BANKING CORP                          | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |      4278 | NS      | $67995.82     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                                                 | SWISS RE AG                                   | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |       673 | NS      | $62960.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                                         | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      2572 | NS      | $64382.38     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                                                                | BT GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |     25457 | NS      | $34477.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LIMITED                                                                                 | ASX LTD                                       | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |      1208 | NS      | $55931.71     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIENTAL LAND CO.,LTD.                                                                      | ORIENTAL LAND CO LTD                          | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               | CORP              | JP        |       200 | NS      | $29202.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CRODA INTERNATIONAL PUBLIC LIMITED COMPANY                                                  | CRODA INTERNATIONAL PLC                       | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |       533 | NS      | $42545.17     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                                                             | DANSKE BANK A S                               | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |      3071 | NS      | $60707.25     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                                                                 | RECKITT BENCKISER GROUP PLC                   | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |       758 | NS      | $52717.53     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                                      | CHOCOLADEFABRIKEN LINDT SPRUENGLI AG          | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |         4 | NS      | $40804.85     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                                    | HONG KONG EXCHANGES CLEARING LTD              | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |       959 | NS      | $41431.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia, SGPS, S.A.                                                                    | GALP ENERGIA SGPS SA                          | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      3270 | NS      | $44133.38     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INSURANCE GROUP LIMITED                                                                 | QBE INSURANCE GROUP LTD                       | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |      5786 | NS      | $52894.31     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                | BARCLAYS PLC                                  | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | RF                | GB        |     19442 | NS      | $37251.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TERUMO CORPORATION                                                                          | TERUMO CORP                                   | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      1400 | NS      | $39966.47     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi, Ltd.                                                                               | HITACHI LTD                                   | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       800 | NS      | $40792.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KakaoBank Corp                                                                              | KAKAOBANK CORP                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1623 | NS      | $31191.79     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE AURIFERE BARRICK                                                                    | BARRICK GOLD CORP                             | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      2705 | NS      | $46375.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S                                                                                  | GENMAB A S                                    | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       110 | NS      | $46577.69     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HERMES INTERNATIONAL S.C.A.                                                                 | HERMES INTERNATIONAL                          | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        29 | NS      | $44850.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYENCE CORPORATION                                                                         | KEYENCE CORPORATION                           | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       128 | NS      | $50158.21     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THOMSON REUTERS CORPORATION                                                                 | THOMSON REUTERS CORP                          | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       670 | NS      | $76442.75     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                                                                  | HALEON PLC                                    | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     11056 | NS      | $43744.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                               | ALIMENTATION COUCHE TARD INC                  | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      1099 | NS      | $48301.45     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTEST CORPORATION                                                                       | ADVANTEST CORP                                | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       500 | NS      | $32312.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc.                                                                               | SK HYNIX INC                                  | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       594 | NS      | $35234.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                                                                 | AKER BP ASA                                   | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |       820 | NS      | $25485.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO.,LTD.                                                               | DAIWA HOUSE INDUSTRY CO LTD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2600 | NS      | $60214.91     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PUBLIC LIMITED COMPANY                                                     | RYANAIR HOLDINGS PLC                          | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |      2483 | NS      | $32448.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                                                                 | EQUINOR ASA                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |       867 | NS      | $31172.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke DSM N.V.                                                                        | KONINKLIJKE DSM NV                            | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |       335 | NS      | $40982.21     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                                                   | ELISA OYJ                                     | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      1474 | NS      | $78028.98     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen Aktiebolag (publ)                                                     | LUNDBERGS AB B SHS                            | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |      1079 | NS      | $45946.81     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE Oyj                                                                                    | KONE OYJ                                      | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      1138 | NS      | $58829.31     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORPORATION DU CANADA                                                                 | POWER CORP OF CANADA                          | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      2926 | NS      | $68838.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| SMC CORPORATION                                                                             | SMC CORP                                      | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |       114 | NS      | $48286.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIRE PACIFIC LIMITED                                                                       | SWIRE PACIFIC LTD CL A                        | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |      6444 | NS      | $56720.41     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                         | AJINOMOTO CO INC                              | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |      1800 | NS      | $55294.92     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen N.V.                                                                                  | ADYEN NV                                      | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        16 | NS      | $22063.53     | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SMURFIT KAPPA GROUP PUBLIC LIMITED COMPANY                                                  | SMURFIT KAPPA GROUP PLC                       | CUSIP: N/A<br>LEI: 635400CPLP8H5ITDVT56       | Long             | EC               | CORP              | IE        |      1038 | NS      | $38529.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corporation                                                                      | SONY GROUP CORP                               | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       400 | NS      | $30589.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                                     | E ON SE                                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      5433 | NS      | $54276.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                                                    | NICE LTD                                      | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |       184 | NS      | $35645.71     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSMEX CORPORATION                                                                          | SYSMEX CORP                                   | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |       374 | NS      | $22795.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA SA                                                                         | ESSILORLUXOTTICA SA                           | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       290 | NS      | $52517.34     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co., Ltd.                                                                | SHIN ETSU CHEMICAL                            | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       270 | NS      | $33384.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Aktiengesellschaft                                                                  | SIEMENS AG                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       358 | NS      | $49673.69     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOZYMES A/S                                                                               | NOVOZYMES A S B SHARES                        | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |       729 | NS      | $36934.91     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf Aktiengesellschaft                                                               | BEIERSDORF AG                                 | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |       532 | NS      | $61039.47     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                                                | NUTRIEN LTD                                   | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       367 | NS      | $26797.13     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Company                                                               | CENTRAL JAPAN RAILWAY CO                      | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |       500 | NS      | $61747.45     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                                                           | ALGONQUIN POWER UTILITIES                     | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |      6438 | NS      | $41943.54     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Symrise AG                                                                                  | SYMRISE AG                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |       450 | NS      | $48958.07     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMIN DE FER CANADIEN PACIFIQUE LIMITEE                                                    | CANADIAN PACIFIC RAILWAY LTD                  | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       718 | NS      | $53539.74     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                                             | BROOKFIELD ASSET MANAGEMENT LTD               | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       241 | NS      | $6901.74      | 0.01%             |  |  |  | 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        |     57168 | NS      | $54348.05     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                                      | Mercedes Benz Group AG                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       627 | NS      | $41204.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Swatch Group AG                                                                         | SWATCH GROUP AG THE                           | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |       154 | NS      | $43814.37     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLARAMA INC.                                                                              | DOLLARAMA INC                                 | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       939 | NS      | $54926.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ELIA GROUP SA                                                                               | ELIA SYSTEM OPERATOR SA NV                    | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |       337 | NS      | $47899.65     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA ZINC INC                                                                              | KOREA ZINC CO LTD                             | CUSIP: N/A<br>LEI: 988400D0HSQUB1I1VO41       | Long             | EC               | CORP              | KR        |        81 | NS      | $36130.97     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INFRASTRUTTURE WIRELESS ITALIANE S.P.A.                                                     | INFRASTRUTTURE WIRELESS ITAL                  | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |      6089 | NS      | $61351.41     | 0.13%             |  |  |  | Yes           |                  1 | On Loan: No      |
| HYUNDAI MOBIS CO.,LTD                                                                       | HYUNDAI MOBIS                                 | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |       301 | NS      | $47730.54     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                     | ROYAL BANK OF CANADA                          | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |       863 | NS      | $81149.28     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE ISRAEL B.M.                                                                   | BANK LEUMI LE ISRAEL BM                       | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |      4304 | NS      | $35939.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOWI ASA                                                                                    | MOWI ASA                                      | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |      2315 | NS      | $39558.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                      | STANDARD CHARTERED PLC                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |      4745 | NS      | $35696.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG BIOLOGICS CO.,LTD.                                                                  | SAMSUNG BIOLOGICS CO LTD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        79 | NS      | $51296.27     | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| LEGRAND SA                                                                                  | LEGRAND SA                                    | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       719 | NS      | $57577.25     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK CORPORATION                                                                             | TDK CORP                                      | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |       900 | NS      | $29732.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                            | ARCELORMITTAL                                 | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      1233 | NS      | $32431.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                               | ENBRIDGE INC                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      1966 | NS      | $76850.88     | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Hannover Rueck SE                                                                           | HANNOVER RUECK SE                             | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |       282 | NS      | $55988.31     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTRONIC INDUSTRIES COMPANY LIMITED                                                       | TECHTRONIC INDUSTRIES CO                      | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      2306 | NS      | $25733.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BRITISH FOODS PLC                                                                | ASSOCIATED BRITISH FOODS PLC                  | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |      2559 | NS      | $48746.39     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                                              | SOFTBANK CORP                                 | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      7900 | NS      | $89583.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                                         | ERSTE GROUP BANK AG                           | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      1205 | NS      | $38562.27     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                       | SUMITOMO MITSUI FINANCIAL GROUP INC           | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |      2084 | NS      | $84109.62     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WESFARMERS LIMITED                                                                          | WESFARMERS LTD                                | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |      1705 | NS      | $53282.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSA ABLOY AB                                                                               | ASSA ABLOY AB                                 | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |      2230 | NS      | $47832.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                                                      | UCB SA                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |       671 | NS      | $52828.54     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                                  | ALLIANZ SE                                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       305 | NS      | $65581.92     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG SDI CO., LTD.                                                                       | SAMSUNG SDI CO LTD                            | CUSIP: N/A<br>LEI: 9884002AESDO4YW87G32       | Long             | EC               | CORP              | KR        |        80 | NS      | $37393.23     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA | AIR LIQUIDE SA                                | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       460 | NS      | $65185.38     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK A/S                                                                            | NOVO NORDISK A S                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       357 | NS      | $48212.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                                                              | STORA ENSO OYJ R SHS                          | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |      2412 | NS      | $33947.47     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WOOLWORTHS GROUP LIMITED                                                                    | WOOLWORTHS GROUP LTD                          | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |      2486 | NS      | $56790.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel N.V.                                                                             | AKZO NOBEL N V                                | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       658 | NS      | $44058.22     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH S.A.                                                               | SARTORIUS STEDIM BIOTECH                      | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |        84 | NS      | $27196.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc.                                                                        | ASTELLAS PHARMA INC                           | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |      3552 | NS      | $54314.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                          | CREDIT AGRICOLE SA                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      4125 | NS      | $43403.63     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSICURAZIONI GENERALI SOCIETA PER AZIONI                                                   | ASSICURAZIONI GENERALI SPA                    | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |      3503 | NS      | $62293.81     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Volvo                                                                          | VOLVO AB                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      2631 | NS      | $47548.77     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House, Ltd.                                                                         | SEKISUI HOUSE LTD                             | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |      4072 | NS      | $72412.83     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Innovation Co., Ltd.                                                                     | SK INNOVATION CO LTD                          | CUSIP: N/A<br>LEI: 988400PXP70BWVSJVF07       | Long             | EC               | CORP              | KR        |       228 | NS      | $27769.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGAL & GENERAL GROUP PLC                                                                   | LEGAL GENERAL GROUP PLC                       | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |     14359 | NS      | $43302.28     | 0.09%             |  |  |  | No            |                  1 | 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        |      1728 | NS      | $48058.57     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                                                     | ABB LIMITED                                   | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |      1701 | NS      | $51633.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                                       | SCHNEIDER ELECTRIC SA                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       339 | NS      | $47429.23     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                                                        | EVONIK INDUSTRIES AG                          | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      2303 | NS      | $44207.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                                                              | LONZA GROUP AG REGISTERED                     | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |        79 | NS      | $38722.31     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LIMITED                                                                           | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      1521 | NS      | $47242.65     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                                                     | ANHEUSER BUSCH INBEV SA NV                    | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |       954 | NS      | $57455.24     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank, S.A.                                                                             | CAIXABANK SA                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     11353 | NS      | $44618.78     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGSPAN GROUP PUBLIC LIMITED COMPANY                                                       | KINGSPAN GROUP PLC                            | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       499 | NS      | $27013.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON STEEL CORPORATION                                                                    | NIPPON STEEL CORP                             | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |      2600 | NS      | $45413.81     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDEC CORPORATION                                                                           | NIDEC CORP                                    | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       554 | NS      | $28873.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AEON CO.,LTD.                                                                               | AEON CO LTD                                   | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |      2600 | NS      | $55142.51     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                                                    | INFINEON TECHNOLOGIES AG                      | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |      1326 | NS      | $40348.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                                                                 | BOUYGUES                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      2392 | NS      | $71786.63     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                                                                       | NOMURA HOLDINGS INC                           | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |     16400 | NS      | $61065.69     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COCHLEAR LIMITED                                                                            | COCHLEAR LTD                                  | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |       315 | NS      | $43767.39     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI S.P.A.                                                                                  | ENI SPA                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      3675 | NS      | $52258.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC.                                                                      | GREAT WEST LIFECO INC                         | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      3331 | NS      | $77013.07     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN PLC                                                                          | ANGLO AMERICAN PLC                            | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       989 | NS      | $38689.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA TSUSHO CORPORATION                                                                   | TOYOTA TSUSHO CORPORATION                     | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      1000 | NS      | $37227.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                                                                    | VINCI SA                                      | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       551 | NS      | $55016.26     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KUBOTA CORPORATION                                                                          | KUBOTA CORP                                   | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      2604 | NS      | $36057.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Sika AG                                                                                     | SIKA AG                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       177 | NS      | $42450.13     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA INCORPORATED                                                                          | EMERA INC                                     | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      2129 | NS      | $81382.59     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                                                                  | MSILF GOVERNMENT-INST                         | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     55224 | NS      | $55223.94     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EVRAZ PLC                                                                                   | EVRAZ PLC                                     | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |     12158 | NS      | $5951.59      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC                                                           | INTERCONTINENTAL HOTELS GROUP PLC             | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       747 | NS      | $42833.27     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                                                             | LONDON STOCK EXCHANGE GROUP PL                | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |       503 | NS      | $43384.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                                               | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       741 | NS      | $51929.29     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                     | CANADIAN IMPERIAL BANK OF COMM                | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      1445 | NS      | $58459.63     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                                                   | TALANX AG                                     | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      1441 | NS      | $68354.65     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO INC.                                                                                  | METRO INC                                     | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      1474 | NS      | $81626.37     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                                         | DEUTSCHE TELEKOM AG REG                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      3173 | NS      | $63295.63     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc.                                                                   | HANA FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1571 | NS      | $52246.56     | 0.11%             |  |  |  | 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        |      8087 | NS      | $48765.05     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Company Limited                                                                   | SINO LAND CO                                  | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |     44052 | NS      | $55086.17     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORPORATION                                                                            | KDDI CORP                                     | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      2308 | NS      | $70038.53     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                             | TELEFONAKTIEBOLAGET LM ERICSSON               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      5037 | NS      | $29413.21     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA SE                                                                                     | PUMA SE                                       | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Long             | EC               | CORP              | DE        |       538 | NS      | $32648.99     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV Aktiengesellschaft                                                                      | OMV AG                                        | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |       784 | NS      | $40361.33     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                | MIZUHO FINANCIAL GROUP INC                    | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      6200 | NS      | $87693.95     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOCERA CORPORATION                                                                         | KYOCERA CORP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $59917.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON PAINT HOLDINGS CO., LTD.                                                             | NIPPON PAINT HOLDINGS CO LTD                  | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |      3290 | NS      | $26050.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICHARM CORPORATION                                                                        | UNICHARM CORP                                 | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |      1494 | NS      | $57701.51     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST HOLDINGS Co.,Ltd.                                                                | JAPAN POST HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |     10100 | NS      | $85398.19     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech international S.A.                                                                 | LOGITECH INTERNATIONAL SA                     | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |       728 | NS      | $44936.91     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                                               | NN GROUP NV                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       976 | NS      | $39862.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                                    | SVENSKA HANDELSBANKEN AB                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |      6333 | NS      | $63821.26     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                    | ESSITY AKTIEBOLAG B                           | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |      2032 | NS      | $53249.62     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO BIOPHARMACEUTICAL LIMITED                                                              | SINO BIOPHARMACEUTICAL LTD                    | CUSIP: N/A<br>LEI: 529900LPR4ADFEJAR786       | Long             | EC               | CORP              | KY        |     59320 | NS      | $34733.17     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                                                  | GEBERIT AG                                    | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |       110 | NS      | $51822.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer Aktiengesellschaft                                                                    | BAYER AG                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       817 | NS      | $42256.97     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                                     | MANULIFE FINANCIAL CORP                       | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      3186 | NS      | $56834.02     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                                                        | SOMPO HOLDINGS INC                            | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      1200 | NS      | $53589.39     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                       | INVESCO GVT & AGNCY-INST                      | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     55224 | NS      | $55223.94     | 0.12%             |  |  |  | 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        |        12 | NS      | $26986.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corporation                                                                   | FRANCO NEVADA CORPORATION                     | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       409 | NS      | $55760.92     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIKIN INDUSTRIES,LTD.                                                                      | DAIKIN INDUSTRIES JAPANESE ORD                | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       166 | NS      | $25554.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                                    | ALCON INC                                     | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |       711 | NS      | $48594.74     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc.                                                                    | MAGNA INTERNATIONAL INC                       | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       589 | NS      | $33091.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LG ELECTRONICS INC.                                                                         | LG ELECTRONICS INC                            | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | EC               | CORP              | KR        |       514 | NS      | $35163.71     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                                                                  | FORTESCUE METALS GROUP LTD                    | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |      2559 | NS      | $35726.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                                                        | MS AD INSURANCE GROUP HOLDINGS INC            | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |      1700 | NS      | $54723.37     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KERING SA                                                                                   | KERING                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |        81 | NS      | $41223.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                                                              | ING GROEP NV                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      3777 | NS      | $46036.13     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corporation                                                                       | TC ENERGY CORP                                | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      1384 | NS      | $55184.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                                                   | NESTE OYJ                                     | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |       563 | NS      | $25922.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp.                                                               | WHEATON PRECIOUS METALS CORP                  | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      1399 | NS      | $54666.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SECOM CO., LTD.                                                                             | SECOM CO LTD                                  | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |       910 | NS      | $52310.09     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS GROUP PLC                                                                           | COMPASS GROUP PLC                             | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      2154 | NS      | $49922.58     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                            | TOTALENERGIES SE                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       811 | NS      | $50908.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| AMUNDI SA                                                                                   | AMUNDI SA                                     | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |       807 | NS      | $45777.68     | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| KEPPEL CORPORATION LIMITED                                                                  | KEPPEL CORP LIMITED                           | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |     14700 | NS      | $79696.81     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA COMMON RICH RENEWABLE ENERGY INV LTD                                                  | CHINA COMMON RICH RENEWABLE ENERGY INV LTD    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     26000 | NS      | $666.24       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EDENRED SE                                                                                  | EDENRED                                       | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |       994 | NS      | $54129.98     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VIVENDI SE                                                                                  | VIVENDI SA                                    | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |      7082 | NS      | $67566.73     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Celltrion, Inc.                                                                             | CELLTRION INC                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       241 | NS      | $30627.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WILMAR INTERNATIONAL LIMITED                                                                | WILMAR INTERNATIONAL LTD                      | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |     22162 | NS      | $69013.17     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad N.V.                                                                               | RANDSTAD NV                                   | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |       922 | NS      | $56208.92     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                                      | EUROFINS SCIENTIFIC                           | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |       575 | NS      | $41270.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                                                                   | THALES SA                                     | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       372 | NS      | $47499.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BUREAU VERITAS SA                                                                           | BUREAU VERITAS SA                             | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |      2233 | NS      | $58817.25     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                                                             | IBERDROLA SA                                  | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      4882 | NS      | $57111.33     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co.,Ltd.                                                                   | RECRUIT HOLDINGS CO LTD                       | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       920 | NS      | $29285.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FAST RETAILING CO., LTD.                                                                    | FAST RETAILING CO LTD                         | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |       100 | NS      | $61370.22     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds: T-Fund; Institutional Shares                                     | BLACKROCK LIQUIDITY FUNDS T FUND              | CUSIP: 09248U718<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  21438853 | NS      | $21438852.74  | 46.54%            |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                                           | ASML HOLDING N V                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        64 | NS      | $34509.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                                            | INDUSTRIA DE DISENO TEXTIL SA INDITEX         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      1993 | NS      | $53007.59     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                                          | DEUTSCHE BOERSE AG                            | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |       350 | NS      | $60461.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                                                             | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      1467 | NS      | $58186.01     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                                                   | AIRBUS SE                                     | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       356 | NS      | $42301.48     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc.                                                                          | SUNCOR ENERGY INC                             | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      1079 | NS      | $34231.83     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S-Oil Corporation                                                                           | S OIL CORP                                    | CUSIP: N/A<br>LEI: 988400QTUXYDN8W3MZ32       | Long             | EC               | CORP              | KR        |       475 | NS      | $31331.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc.                                                                         | POSCO HOLDINGS INC                            | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |       247 | NS      | $54014.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| L'OREAL SA                                                                                  | L OREAL SA                                    | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |       131 | NS      | $46773.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Limited                                                                           | AIA GROUP LTD                                 | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      4586 | NS      | $51001.26     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL INDUSTRIES INC.                                                                         | CCL INDUSTRIES INC CL B                       | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |      1138 | NS      | $48620.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                            | DEUTSCHE BANK AG                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      3435 | NS      | $38926.47     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                                             | NORSK HYDRO ASA                               | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |      4527 | NS      | $33922.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                                                    | TOYOTA MOTOR CORP                             | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      2920 | NS      | $40333.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                            | SKANDINAVISK ENSKILDA BANKEN AB               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |      4267 | NS      | $49076.78     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                                             | NORDEA BANK ABP                               | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      5115 | NS      | $54773.97     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO., LTD.                                                                       | HONDA MOTOR CO LTD                            | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |      1900 | NS      | $43901.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus N.V.                                                                                 | PROSUS NV                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       360 | NS      | $24833.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PUBLIC LIMITED COMPANY                                                                  | CRH PLC                                       | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      1162 | NS      | $46028.79     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                                               | ALFA LAVAL AB                                 | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |      1369 | NS      | $39524.59     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC HEALTHCARE LIMITED                                                                    | SONIC HEALTHCARE LTD                          | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      2328 | NS      | $47492.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LIMITED                                                           | JARDINE MATHESON HOLDINGS LIMITED             | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |       900 | NS      | $45810.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE Aktiengesellschaft                                                                      | RWE AG                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      1032 | NS      | $45938.09     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON PLC                                                                                | FERGUSON PLC                                  | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |       393 | NS      | $49591.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon Aktiebolag                                                                          | HEXAGON AB                                    | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |      4018 | NS      | $41994.23     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CHEM LTD                                                                                 | LG CHEM LTD                                   | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |        59 | NS      | $27997.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                                               | NIPPON YUSEN KK                               | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |      1100 | NS      | $26070.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries, Ltd.                                                           | MITSUBISHI HEAVY INDUSTRIES LT                | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |      1000 | NS      | $39887.21     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc.                                                                     | KB FINANCIAL GROUP INC                        | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |      1253 | NS      | $48062.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LIMITED                                                        | SINGAPORE TELECOMMUNICATIONS LTD              | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |     41500 | NS      | $79646.78     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                 | NOVARTIS AG                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       917 | NS      | $82920.85     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                                                                 | BRENNTAG SE                                   | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |       676 | NS      | $43208.67     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC RESOURCES LTD.                                                                          | ARC RESOURCES LTD                             | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |      1948 | NS      | $26260.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIDAS AG                                                                                   | ADIDAS AG                                     | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |       236 | NS      | $32195.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                                                  | DIAGEO PLC                                    | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      1266 | NS      | $55852.49     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLLORE SE                                                                                  | BOLLORE SE                                    | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |      9555 | NS      | $53383.32     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                                   | SHELL PLC                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      1449 | NS      | $40737.47     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                      | YARA INTERNATIONAL ASA                        | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |       903 | NS      | $39739.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                                                             | ANTOFAGASTA PLC                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |      2362 | NS      | $44122.98     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS CORPORATION                                                                         | OLYMPUS OPTICAL CO LTD                        | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |      1600 | NS      | $28678.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                                          | SVENSKA CELLULOSA AB                          | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |      2940 | NS      | $37197.17     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development Co., Ltd.                                                     | SUMITOMO REALTY DEVELOPMENT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $45190.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                                                   | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       653 | NS      | $62789.54     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LG H&H Co., Ltd.                                                                            | LG H H                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        64 | NS      | $36545.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERBUND AG                                                                                  | VERBUND AG                                    | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |       291 | NS      | $24496.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ GROUP HOLDINGS LIMITED                                                                  | ANZ GROUP HOLDINGS LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4177 | NS      | $67271.91     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                     | VEOLIA ENVIRONNEMENT                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      1563 | NS      | $40148.99     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                                                   | HOLCIM LTD                                    | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      1134 | NS      | $58736.39     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP - Energias de Portugal, S.A.                                                            | EDP ENERGIAS DE PORTUGAL SA                   | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |     10408 | NS      | $51866.22     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE SA                                                                          | PUBLICIS GROUPE                               | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |       816 | NS      | $51895.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corporation                                                             | MITSUBISHI ELECTRIC CORP                      | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |      5152 | NS      | $51571.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc.                                                                      | TFI INTERNATIONAL INC                         | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       325 | NS      | $32555.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZUKI MOTOR CORPORATION                                                                    | SUZUKI MOTOR CO                               | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      1100 | NS      | $35803.23     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Limited                                                                      | HANG SENG BANK                                | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |      3620 | NS      | $60201.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corporation                                                                      | MITSUBISHI CORP                               | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |      1292 | NS      | $42170.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Limited                                                                             | FUJITSU LTD                                   | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       300 | NS      | $40272.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co., Ltd.                                                                          | NINTENDO CO LTD                               | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |      1200 | NS      | $50589.85     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                      | ATLAS COPCO AB                                | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      3518 | NS      | $41524.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                    | LLOYDS BANKING GROUP PLC                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |     78446 | NS      | $43056.46     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                                   | HENNES MAURITZ AB                             | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |      3424 | NS      | $36849.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ICL GROUP LTD                                                                               | ISRAEL CHEMICALS LTD                          | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |      3235 | NS      | $23455.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corporation                                                                           | TELUS CORP                                    | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |      3781 | NS      | $72977.94     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| BANQUE NATIONALE DU CANADA                                                                  | NATIONAL BANK OF CANADA                       | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      1033 | NS      | $69611.90     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LIMITED                                                                   | CK ASSET HOLDINGS LIMITED                     | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |      9619 | NS      | $59217.55     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                                                      | SUN LIFE FINANCIAL INC                        | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      1683 | NS      | $78133.07     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                                                      | SGS SA                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        28 | NS      | $65123.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMSAY HEALTH CARE LIMITED                                                                  | RAMSAY HEALTH CARE LTD                        | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Long             | EC               | CORP              | AU        |       782 | NS      | $34440.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc.                                                                                    | BCE INC                                       | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      1945 | NS      | $85469.09     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                        | SCHINDLER HOLDING AG                          | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |       282 | NS      | $53050.41     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                     | MACQUARIE GROUP LTD                           | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |       388 | NS      | $44095.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                                                  | ROGERS COMMUNICATIONS INC                     | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |      1565 | NS      | $73256.06     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS S.A.                                                                                | TENARIS SA                                    | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |      2175 | NS      | $37909.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS, INC.                                                                     | WASTE CONNECTIONS INC                         | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       491 | NS      | $65094.31     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LIMITED                                                                            | BRAMBLES LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      5665 | NS      | $46543.79     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG A/S                                                                                    | TRYG A S                                      | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |      2628 | NS      | $62563.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LIMITED                                                                           | RIO TINTO LIMITED                             | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |       660 | NS      | $52298.45     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol S.A.                                                                                 | REPSOL SA                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |      2935 | NS      | $46648.63     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                          | FAIRFAX FINANCIAL HOLDINGS LTD                | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       107 | NS      | $63393.03     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                                                                           | INPEX CORP                                    | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |      2500 | NS      | $26596.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                                                           | NATIONAL GRID PLC                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      5045 | NS      | $60820.01     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTOS LIMITED                                                                              | SANTOS LTD                                    | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |      7762 | NS      | $37724.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DENSO CORPORATION                                                                           | DENSO CORP                                    | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |       600 | NS      | $29885.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB (publ)                                                                         | EVOLUTION AB                                  | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |       304 | NS      | $29598.11     | 0.06%             |  |  |  | Yes           |                  1 | 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        |     55224 | NS      | $55223.94     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                                     | BASF SE                                       | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       878 | NS      | $43593.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                             | NATIONAL AUSTRALIA BANK LTD                   | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |      3066 | NS      | $62735.83     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                                                   | WOODSIDE ENERGY GROUP LTD                     | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      1572 | NS      | $37922.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOPLAST A/S                                                                               | COLOPLAST A S                                 | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |       352 | NS      | $41151.81     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                         | INTESA SANPAOLO SPA                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     19434 | NS      | $43222.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                                                                | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |      2800 | NS      | $45400.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                                | UNILEVER PLC                                  | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      1089 | NS      | $55046.27     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL PUBLIC LIMITED COMPANY                                                           | PRUDENTIAL PLC                                | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |      3201 | NS      | $43623.27     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM B.M.                                                                          | BANK HAPOALIM BM                              | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |      4371 | NS      | $39499.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEVINTA ASA                                                                                | ADEVINTA ASA                                  | CUSIP: N/A<br>LEI: 529900W8V3YLHRSZH763       | Long             | EC               | CORP              | NO        |      2417 | NS      | $16204.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute, Ltd.                                                             | NOMURA RESEARCH INSTITUTE LTD                 | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      1274 | NS      | $30243.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                    | MITSUI FUDOSAN CO LTD                         | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |      2678 | NS      | $49327.28     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HENDERSON LAND DEVELOPMENT COMPANY LIMITED                                                  | HENDERSON LAND DEVELOPMENT CO LTD             | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |     17801 | NS      | $62149.55     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO SA                                                                                   | SODEXO SA                                     | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |       554 | NS      | $53056.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                                      | AXA SA                                        | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      1981 | NS      | $55243.34     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REMY COINTREAU SA                                                                           | REMY COINTREAU                                | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        |       234 | NS      | $39470.85     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROEP NV                                                                                | KBC GROUP NV                                  | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |       749 | NS      | $48163.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                                    | MIZRAHI TEFAHOT BANK LTD                      | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |      1159 | NS      | $37608.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ELBIT SYSTEMS LTD                                                                           | ELBIT SYSTEMS LTD                             | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |       158 | NS      | $25765.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPE WSP GLOBAL INC.                                                                      | WSP GLOBAL INC                                | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |       411 | NS      | $47690.94     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Life Insurance Co., Ltd.                                                            | SAMSUNG LIFE INSURANCE CO LT                  | CUSIP: N/A<br>LEI: 988400VYE6E0WYSM4S92       | Long             | EC               | CORP              | KR        |      1246 | NS      | $69966.78     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corporation                                                                        | LASERTEC CORP                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $16571.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                                             | BAE SYSTEMS PLC                               | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      5485 | NS      | $56750.07     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LIMITED                                                                            | WH GROUP LTD                                  | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |     65576 | NS      | $38144.14     | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| FUJIFILM Holdings Corporation                                                               | FUJIFILM HOLDINGS CORPORATION                 | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      1060 | NS      | $53516.99     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PEMBINA PIPELINE CORPORATION                                                                | PEMBINA PIPELINE CORP                         | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      1801 | NS      | $61141.94     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Gruppe AG                                                                       | JULIUS BAER GROUP LTD                         | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |       782 | NS      | $45563.09     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                                                    | DAIMLER TRUCK HOLDING AG                      | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |      1327 | NS      | $41110.13     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc Aktiebolag                                                                           | EPIROC AB                                     | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |      2552 | NS      | $46456.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                                 | BAYERISCHE MOTOREN WERKE BMW AG               | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |       525 | NS      | $46851.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                                                               | CK HUTCHISON HOLDINGS                         | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |     10381 | NS      | $62312.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                                                                   | GJENSIDIGE FORSIKRING ASA                     | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |      2912 | NS      | $57200.74     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL LIMITED                                                                                 | CSL LTD                                       | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       257 | NS      | $50340.57     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corporation                                                              | PANASONIC HOLDINGS CORP                       | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |      6300 | NS      | $53316.19     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNZL PUBLIC LIMITED COMPANY                                                                | BUNZL PLC                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      1710 | NS      | $57024.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                               | UNICREDIT SPA                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      2642 | NS      | $37529.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Limited                                                              | HONGKONG LAND HOLDINGS LTD                    | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |     10500 | NS      | $48300.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG C&T CORPORATION                                                                     | SAMSUNG C T CORPORATION                       | CUSIP: N/A<br>LEI: 988400GFRE4IDFPE9E64       | Long             | EC               | CORP              | KR        |       551 | NS      | $49461.01     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                                   | ZURICH INSURANCE GROUP AG                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       146 | NS      | $69856.99     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI & CO., LTD.                                                                          | MITSUI CO LTD                                 | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      1886 | NS      | $55378.43     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                                                                   | TESCO PLC                                     | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     23679 | NS      | $64167.48     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa, Sociedad Anonima                                                                    | ENDESA SA                                     | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      3107 | NS      | $58643.67     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP.                                                                        | TOURMALINE OIL CORP                           | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |       556 | NS      | $28058.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT SYSTEMES SE                                                                        | DASSAULT SYSTEMES SE                          | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |      1063 | NS      | $38108.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                                                        | KONINKLIJKE KPN NV                            | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     26033 | NS      | $80524.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                                     | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      3406 | NS      | $59183.24     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMA PLC                                                                                 | INFORMA PLC                                   | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |      6318 | NS      | $47315.89     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                                                                       | EMS CHEMIE HOLDING AG                         | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |        66 | NS      | $44694.94     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH32 LIMITED                                                                             | SOUTH32 LTD                                   | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |     12376 | NS      | $33697.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC.                                                                          | JAPAN TOBACCO INC                             | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |      4444 | NS      | $90119.52     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENOR ASA                                                                                 | TELENOR ASA                                   | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      6312 | NS      | $59090.73     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen                   | MUENCHENER RUECKVERSICHERUNGS GESELLSCHAFT AG | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       192 | NS      | $62471.10     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                                                         | MTU AERO ENGINES AG                           | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       205 | NS      | $44364.89     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                                                                   | ORANGE SA                                     | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      9074 | NS      | $90135.92     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corporation                                                                          | ITOCHU CORPORATION                            | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |      2100 | NS      | $66351.17     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Limited                                                                      | TOKYO ELECTRON LTD                            | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       126 | NS      | $37333.33     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle S.A.                                                                                 | NESTLE SA                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       615 | NS      | $71279.86     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON TELEGRAPH AND TELEPHONE CORPORATION                                                  | NIPPON TELEGRAPH TELEPHONE CORPORATION        | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |      2928 | NS      | $83944.03     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                                           | NATWEST GROUP PLC                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     14632 | NS      | $46902.19     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Corporation financiere                                                               | INTACT FINANCIAL CORP                         | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |       554 | NS      | $79760.78     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                                           | CIE FINANCIERE RICHEMONT SA                   | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       264 | NS      | $34242.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                                                   | PARTNERS GROUP HOLDING AG                     | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        39 | NS      | $34460.41     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOTOR COMPANY                                                                       | HYUNDAI MOTOR CO                              | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |       363 | NS      | $43351.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                                     | WPP PLC                                       | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |      4328 | NS      | $42906.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                  | TORONTO DOMINION BANK                         | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1134 | NS      | $73436.09     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                                                         | AMADEUS IT GROUP SA                           | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |       790 | NS      | $41050.71     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial, S.A.                                                                             | FERROVIAL SA                                  | CUSIP: N/A<br>LEI: 95980020140005757903       | Long             | EC               | CORP              | ES        |      2073 | NS      | $54292.22     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona, S.A.                                                                               | ACCIONA SA                                    | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |       231 | NS      | $42500.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR CO.,LTD.                                                                       | NISSAN MOTOR CO LTD                           | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |      8900 | NS      | $28357.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KERRY GROUP PUBLIC LIMITED COMPANY                                                          | KERRY GROUP PLC                               | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |       519 | NS      | $46793.99     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                      | DBS GROUP HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      3078 | NS      | $77967.11     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                                         | LVMH MOET HENNESSY LOUIS VUITTON SA           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        61 | NS      | $44389.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer N.V.                                                                         | WOLTERS KLUWER NV                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       569 | NS      | $59535.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                                           | SONOVA HOLDING AG REG                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       126 | NS      | $29891.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA INDUSTRIES CORPORATION                                                               | TOYOTA INDUSTRIES CORP                        | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |       808 | NS      | $44581.01     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                             | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      2076 | NS      | $59636.78     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HOYA CORPORATION                                                                            | HOYA CORP                                     | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       318 | NS      | $30789.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain plc                                                                                  | ENTAIN PLC                                    | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |      2463 | NS      | $39341.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corporation                                                                             | KAO CORP                                      | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |      1418 | NS      | $56787.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group, S.A.                                                                  | NATURGY ENERGY GROUP SA                       | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |      1594 | NS      | $41474.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                                                | DNB BANK ASA                                  | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |      2757 | NS      | $54790.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTOCRAT LEISURE LIMITED                                                                  | ARISTOCRAT LEISURE LTD                        | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      1762 | NS      | $36605.39     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTE ITALIANE - SOCIETA PER AZIONI                                                         | POSTE ITALIANE SPA                            | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               |  | IT        |      5144 | NS      | $50244.18     | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Kirin Holdings Company, Limited                                                             | KIRIN HOLDINGS CO LTD                         | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      3900 | NS      | $59769.09     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                                     | SSE PLC                                       | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      2589 | NS      | $53573.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Inc.                                                                                     | SK INC                                        | CUSIP: N/A<br>LEI: 988400GMME8AOAFMDK34       | Long             | EC               | CORP              | KR        |       287 | NS      | $42900.19     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SE                                                                                | CAPGEMINI SA                                  | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |       236 | NS      | $39391.43     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX CORPORATION                                                                            | ORIX CORP                                     | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |      2768 | NS      | $44688.37     | 0.10%             |  |  |  | No            |                  1 | 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