# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001004726-26-001300
**Filing Date:** 2026-2
**Character Count:** 153936
**Document Hash:** 7ab4e94d154851126a844bdbbbf11bf0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-001300.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001004726-26-001300

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580

**ORGANIZATION NAME:**
- **EIN:** 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:** 26694472

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 15935 La Cantera Parkway Building Two

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $2757782362.53

**Total Liabilities:** $38029064.65

**Net Assets:** $2719753297.88

**Cash Not Reported:** $247287374.91

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000116493 | -0.16%               | 1.85%                | -0.04%               |
| Class ID C000219860 | -0.17%               | 1.85%                | -0.05%               |
| Class ID C000116490 | -0.07%               | 1.71%                | 0.05%                |
| Class ID C000116492 | -0.14%               | 1.67%                | -0.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14500969.54             | $-34772592.00                              |
| Month 2  | $9703485.02              | $62217370.00                               |
| Month 3  | $-108012.29              | $17571866.67                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                       | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Compal Electronics, Inc.                                   | COMPAL ELECTRONICS INC                        | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |   3739000 | NS      | $3612121.78   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY LIMITED                                      | ORIGIN ENERGY LTD                             | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |    721879 | NS      | $5511397.28   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                     | OMV AG                                        | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |    128485 | NS      | $7149262.17   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                          | NORTHWEST NATURAL HOLDING CO                  | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |    150349 | NS      | $7027312.26   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Endesa, Sociedad Anonima                                   | ENDESA SA                                     | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |    247971 | NS      | $8921421.12   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| HERO MOTOCORP LIMITED                                      | HERO MOTOCORP LTD                             | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |    159405 | NS      | $10243486.90  | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| THE MARZETTI COMPANY                                       | MARZETTI CO                                   | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     19761 | NS      | $3249103.62   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.                     | ARTISAN PARTNERS ASSET MA A                   | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    160243 | NS      | $6528299.82   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| TELSTRA GROUP LIMITED                                      | TELSTRA CORPORATION LTD                       | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |   1730358 | NS      | $5612992.91   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco do Brasil S.A.                                       | BANCO DO BRASIL SA                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |   2261900 | NS      | $9029198.18   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| PT Alamtri Resources Indonesia Tbk                         | ALAMTRI RESOURCES INDONESIA TB                | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               | CORP              | ID        |  23505100 | NS      | $2547978.33   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ITC LIMITED                                                | ITC LTD                                       | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |   1444502 | NS      | $6483435.79   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| CPFL ENERGIA S.A.                                          | CPFL ENERGIA SA                               | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |    820000 | NS      | $7970115.04   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA HONGQIAO GROUP LIMITED                               | CHINA HONGQIAO GROUP LTD                      | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |   1352000 | NS      | $5678169.78   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| KINDER MORGAN, INC.                                        | KINDER MORGAN INC                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    286267 | NS      | $7869479.83   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| J SAINSBURY PLC                                            | J SAINSBURY PLC                               | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |   1118809 | NS      | $4900865.18   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| MONDI PLC                                                  | MONDI PLC                                     | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |    335282 | NS      | $4089776.37   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                                | ONEOK INC                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     60404 | NS      | $4439694.00   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                     | JACKSON FINANCIAL INC                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     93551 | NS      | $9977214.15   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MILLS, INC.                                        | GENERAL MILLS INC                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     74970 | NS      | $3486105.00   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| GUANGDONG INVESTMENT LIMITED                               | GUANGDONG INVESTMENT LTD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   3658000 | NS      | $3191317.58   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| CEZ, a.s.                                                  | CEZ AS                                        | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               | CORP              | CZ        |    143849 | NS      | $9057957.08   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |   1094703 | NS      | $7563879.27   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| PTT EXPLORATION AND PRODUCTION PUBLIC COMPANY LIMITED      | PTT EXPLOR PROD PUBLIC CO                     | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |   2141800 | NS      | $7659819.06   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                                | INTERNATIONAL SEAWAYS INC                     | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     78564 | NS      | $3814282.20   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| FORD MOTOR COMPANY                                         | FORD MOTOR CO                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    423851 | NS      | $5560925.12   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| NOBLE CORPORATION PLC                                      | NOBLE CORP PLC                                | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |    233264 | NS      | $6587375.36   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| AVNET, INC.                                                | AVNET INC                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    135891 | NS      | $6533639.28   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| SCB X PUBLIC COMPANY LIMITED                               | SCB X PCL                                     | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |   3337100 | NS      | $14709891.44  | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                                | BOUYGUES                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |    162259 | NS      | $8434385.02   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| CAL-MAINE FOODS, INC.                                      | CAL MAINE FOODS INC                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     67253 | NS      | $5351321.21   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Postal Savings Bank of China Co., Ltd.                     | POSTAL SAVINGS BANK OF CHINA CO LTD           | CUSIP: N/A<br>LEI: 300300C1040311005298       | Long             | EC               | CORP              | CN        |   7940000 | NS      | $5432473.54   | 0.20%             |  |  |  | Yes           | 2                  | On Loan: No      |
| DT MIDSTREAM, INC.                                         | DT MIDSTREAM INC                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45209 | NS      | $5410613.12   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| RIO TINTO LIMITED                                          | RIO TINTO LIMITED                             | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     77097 | NS      | $7519556.99   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.            | GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV     | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |    152765 | NS      | $4914239.92   | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| HSBC US GOVERNMENT MONEY MARKET FUND                       | HSBC US GOVT MMKT-I                           | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3692292 | NS      | $3692291.60   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST HAWAIIAN, INC.                                       | FIRST HAWAIIAN INC                            | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    256201 | NS      | $6481885.30   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                    | VEOLIA ENVIRONNEMENT                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |    175209 | NS      | $6096321.17   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                   | EASTMAN CHEMICAL CO                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     63286 | NS      | $4039545.38   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNITOGORSK IRON STEEL WORKS PJSC                         | MAGNITOGORSK IRON STEEL WORKS PJSC            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |   4673660 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI        | TERNA SPA                                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |    727188 | NS      | $7735687.04   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Energizer Holdings, Inc.                                   | ENERGIZER HOLDINGS INC                        | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    220262 | NS      | $4381011.18   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED                         | CANADIAN TIRE CORP LTD                        | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |     43993 | NS      | $5575737.70   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| TATNEFT PJSC                                               | TATNEFT PJSC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |    827565 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED            | INDUSTRIAL COMMERCIAL BANK OF CHINA LTD       | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |   5771000 | NS      | $4670046.62   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| LKQ CORPORATION                                            | LKQ CORPORATION                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    149126 | NS      | $4503605.20   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| BEIJING ENTERPRISES HOLDINGS LIMITED                       | BEIJING ENTERPRISES HOLDINGS LTD              | CUSIP: N/A<br>LEI: 529900896ODARUEY2V26       | Long             | EC               | CORP              | HK        |   1083000 | NS      | $4430729.22   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| TC Energy Corporation                                      | TC ENERGY CORP                                | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     85005 | NS      | $4681345.02   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN UTILITIES LIMITED                                 | CANADIAN UTILITIES LTD                        | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |    265325 | NS      | $8260956.90   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| J & J SNACK FOODS CORP.                                    | J J SNACK FOODS CORP                          | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |     84881 | NS      | $7670695.97   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| FORTESCUE LTD                                              | FORTESCUE LTD                                 | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |    318124 | NS      | $4650724.37   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| China Petroleum & Chemical Corporation                     | CHINA PETROLEUM CHEMICAL CORP                 | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |  10868000 | NS      | $6528104.51   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| KEYCORP                                                    | KEYCORP                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    314384 | NS      | $6488885.76   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNOLIA OIL & GAS CORPORATION                             | MAGNOLIA OIL GAS CORP                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    222743 | NS      | $4875844.27   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                     | PNC FINANCIAL SERVICES GROUP INC              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     30873 | NS      | $6444121.29   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                               | BRISTOL MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    106069 | NS      | $5721361.86   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| VALERO ENERGY CORPORATION                                  | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     24376 | NS      | $3968169.04   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| KENVUE INC.                                                | KENVUE INC                                    | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    272454 | NS      | $4699831.50   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| BB Seguridade Participacoes S.A.                           | BB SEGURIDADE PARTICIPACOES SA                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1775000 | NS      | $11726625.20  | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                          | NATIONAL GRID PLC                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    412846 | NS      | $6331294.56   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| FULTON FINANCIAL CORPORATION                               | FULTON FINANCIAL CORP                         | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    447661 | NS      | $8653287.13   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| BHARAT PETROLEUM CORPORATION LIMITED                       | BHARAT PETROLEUM CORP LTD                     | CUSIP: N/A<br>LEI: 8GRDBX1TJ0PU5NCSHT72       | Long             | EC               | CORP              | IN        |   1382934 | NS      | $5916138.55   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                            | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    166829 | NS      | $9455953.63   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| ORANGE SA                                                  | ORANGE SA                                     | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |    702718 | NS      | $11724964.16  | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                     | Mercedes Benz Group AG                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |     77338 | NS      | $5360784.04   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| BCE INC.                                                   | BCE INC                                       | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |    180178 | NS      | $4298329.73   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET CORPORATION                                   | STATE STREET CORP                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     73433 | NS      | $9473591.33   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| COMMUNITY FINANCIAL SYSTEM, INC.                           | COMMUNITY FINANCIAL SYSTEM INC                | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    127427 | NS      | $7319406.88   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| TATA CONSULTANCY SERVICES LIMITED                          | TATA CONSULTANCY SERVICES LTD                 | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |    121699 | NS      | $4348447.16   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| UPBOUND GROUP, INC.                                        | UPBOUND GROUP INC                             | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    257027 | NS      | $4513394.12   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| MMC NORILSK NICKEL PJSC                                    | MMC NORILSK NICKEL PJSC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |   1487700 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| NORTHERN TRUST CORPORATION                                 | NORTHERN TRUST CORP                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     55525 | NS      | $7584159.75   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| CME GROUP INC.                                             | CME GROUP INC                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     40332 | NS      | $11013862.56  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                | UNITED PARCEL SERVICE INC                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     70953 | NS      | $7037828.07   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Bunge Global SA                                            | BUNGE GLOBAL SA                               | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |     54660 | NS      | $4869112.80   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| MOELIS & COMPANY                                           | MOELIS CO CLASS A                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     39552 | NS      | $2718804.48   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| DINE BRANDS GLOBAL, INC.                                   | DINE BRANDS GLOBAL INC                        | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |    133366 | NS      | $4286383.24   | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| PROVIDENT FINANCIAL SERVICES, INC.                         | PROVIDENT FINANCIAL SVCS                      | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    222204 | NS      | $4388529.00   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      7594 | NS      | $2506855.34   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| DHT HOLDINGS, INC.                                         | DHT HOLDINGS INC                              | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |    606338 | NS      | $7403386.98   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| HERC HOLDINGS INC.                                         | HERC HOLDINGS INC                             | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     20746 | NS      | $3078291.48   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Hasbro, Inc.                                               | HASBRO INC                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     82943 | NS      | $6801326.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Vibra Energia S.A.                                         | VIBRA ENERGIA SA                              | CUSIP: N/A<br>LEI: 549300U7VLJ3SYVNY689       | Long             | EC               | CORP              | BR        |   1717466 | NS      | $7928459.47   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    137190 | NS      | $4100609.10   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| POWSZECHNY ZAKLAD UBEZPIECZEN SPOLKA AKCYJNA               | POWSZECHNY ZAKLAD UBEZPIECZEN SA              | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |    255721 | NS      | $4735230.34   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Far EasTone Telecommunications Co., Ltd.                   | FAR EASTONE TELECOMMUNICATIONS CO LTD         | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |   2296000 | NS      | $6448065.32   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| PTT Public Company Limited                                 | PTT PCL                                       | CUSIP: N/A<br>LEI: 549300QOGMPTKB6W7G56       | Long             | EC               | CORP              | TH        |  10906400 | NS      | $11076616.55  | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| RENAULT SA                                                 | RENAULT SA                                    | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |     82565 | NS      | $3417267.82   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     66218 | NS      | $8127597.32   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| ENEL - SPA                                                 | ENEL SPA                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    828979 | NS      | $8618452.06   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| BANKUNITED, INC.                                           | BANKUNITED INC                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    170750 | NS      | $7610327.50   | 0.28%             |  |  |  | No            | 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        |   3692292 | NS      | $3692291.60   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     79395 | NS      | $6267441.30   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK CO INC                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     60712 | NS      | $6390545.12   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| EXELON CORPORATION                                         | EXELON CORP                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    171753 | NS      | $7486713.27   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| PT Bank Rakyat Indonesia (Persero) Tbk                     | PT BANK RAKYAT INDONESIA                      | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |  19466500 | NS      | $4264573.01   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     81343 | NS      | $5999964.94   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Far Eastern New Century Corporation                        | FAR EASTERN NEW CENTURY CORP                  | CUSIP: N/A<br>LEI: 254900CDLU5OS06M6K24       | Long             | EC               | CORP              | TW        |   4410000 | NS      | $3900135.95   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Otter Tail Corporation                                     | OTTER TAIL CORP                               | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72478 | NS      | $5856947.18   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Kesko Oyj                                                  | KESKO OYJ                                     | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |    300743 | NS      | $6785489.51   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| TRINITY INDUSTRIES, INC.                                   | TRINITY INDUSTRIES INC                        | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    195631 | NS      | $5172483.64   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                              | REGIONS FINANCIAL CORP                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    278364 | NS      | $7543664.40   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimberly-Clark de Mexico, S.A.B. de C.V.                   | KIMBERLY CLARK DE MEXICO SAB DE CV            | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |   2397456 | NS      | $5113294.48   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION                         | SIMMONS FIRST NATL CORP CL A                  | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    329410 | NS      | $6209378.50   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Kuehne + Nagel International AG                            | KUEHNE NAGEL INTL                             | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |     21866 | NS      | $4690459.84   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| SINGAPORE DOLLARS                                          | SINGAPORE DOLLAR                              | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | SG        |         0 | NS      | $0.37         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| LyondellBasell Industries N.V.                             | LYONDELLBASELL INDUSTRIES NV                  | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     55699 | NS      | $2411766.70   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Communications Co., Ltd.                           | BANK OF COMMUNICATIONS CO LTD                 | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |   6297000 | NS      | $5226917.11   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     45006 | NS      | $7989915.18   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| SITC International Holdings Co Ltd                         | SITC INTERNATIONAL HOLDINGS CO LTD            | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |    967000 | NS      | $3460394.12   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                   | SKYWORKS SOLUTIONS INC                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     44852 | NS      | $2844065.32   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ROSTELECOM PJSC                                            | ROSTELECOM PJSC                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |   6752730 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                         | HUNTINGTON BANCSHARES INC OH                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    431960 | NS      | $7494506.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| CHINA CONSTRUCTION BANK CORPORATION                        | CHINA CONSTRUCTION BANK CORP                  | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |   5802000 | NS      | $5743026.47   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| H2O AMERICA                                                | H20 AMERICA                                   | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148456 | NS      | $7272859.44   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| F&G ANNUITIES & LIFE, INC.                                 | F G ANNUITIES LIFE INC WI                     | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7211 | NS      | $222455.03    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KINGFISHER PLC                                             | KINGFISHER PLC                                | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |   1330431 | NS      | $5599516.27   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS PLC                                        | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    226785 | NS      | $9521038.63   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| BOSIDENG INTERNATIONAL HOLDINGS LIMITED                    | BOSIDENG INTERNATIONAL HOLDINGS LTD           | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               | CORP              | KY        |   6296000 | NS      | $3612593.32   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| WESBANCO, INC.                                             | WESBANCO INC                                  | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73019 | NS      | $2427151.56   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| PITNEY BOWES INC.                                          | PITNEY BOWES INC                              | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    394552 | NS      | $4170414.64   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Aktiebolaget Volvo                                         | VOLVO AB                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    203225 | NS      | $6469385.64   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| CaixaBank, S.A.                                            | CAIXABANK SA                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    542080 | NS      | $6626983.16   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| NASDAQ 100 E MINI FUTURE MAR26                             | NASDAQ 100 E MINI FUTURE MAR26                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4357 | NC      | $-519182.63   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| EURO                                                       | EURO                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |    600183 | NS      | $705275.63    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| MINI MSCI EMERGING MARKETS INDEX FUTURE MAR26              | MINI MSCI EMERGING MARKETS INDEX FUTURE MAR26 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -6413 | NC      | $-8593497.91  | -0.32%            |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF CHINA LIMITED                                      | BANK OF CHINA LTD                             | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |  10608000 | NS      | $6082011.45   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| ARCHROCK INC.                                              | ARCHROCK INC                                  | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    253092 | NS      | $6585453.84   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| ASE Technology Holding Co., Ltd.                           | ASE TECHNOLOGY HOLDING CO LTD                 | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |    899000 | NS      | $7089329.29   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Pegatron Corporation                                       | PEGATRON CORP                                 | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |   2076000 | NS      | $4529157.73   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| EVRAZ PLC                                                  | EVRAZ PLC                                     | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |    753373 | NS      | $0.01         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                              | WEBSTER FINANCIAL CORP                        | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     28968 | NS      | $1823245.92   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| KORN FERRY                                                 | KORN FERRY                                    | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     71539 | NS      | $4723004.78   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                          | PINNACLE WEST CAPITAL CORP                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     49917 | NS      | $4427637.90   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| GAIL (INDIA) LIMITED                                       | GAIL INDIA LTD                                | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |   2363417 | NS      | $4533144.05   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| NN Group N.V.                                              | NN GROUP NV                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    126839 | NS      | $9784130.00   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| SCORPIO TANKERS INC.                                       | SCORPIO TANKERS INC                           | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |    113027 | NS      | $5745162.41   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| AVISTA CORPORATION                                         | AVISTA CORP                                   | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    269113 | NS      | $10371615.02  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Doosan Bobcat Inc.                                         | DOOSAN BOBCAT INC                             | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |    116706 | NS      | $4669026.67   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     57186 | NS      | $6881763.24   | 0.25%             |  |  |  | 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        |   7968000 | NS      | $7183144.52   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| INTER RAO YEES PAO                                         | INTER RAO UES PJSC                            | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               | CORP              | RU        | 128274200 | NS      | $0.02         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| FEDERAL'NAYA GIDROGENERIRUYUSHCHAYA KOMPANIYA RUSGIDRO PAO | RUSHYDRO PJSC                                 | CUSIP: N/A<br>LEI: 2534005TJN9DX4YWVT97       | Long             | EC               | CORP              | RU        | 694437000 | NS      | $0.09         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CARTER'S, INC.                                             | CARTER S INC                                  | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |    125072 | NS      | $4056084.96   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                           | CALIFORNIA RESOURCES CORP                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |    134652 | NS      | $6020290.92   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| The Siam Cement Public Company Limited                     | SIAM CEMENT PCL THE                           | CUSIP: N/A<br>LEI: 254900RMCZY0X6F2KB70       | Long             | EC               | CORP              | TH        |    563200 | NS      | $3279026.78   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                           | NEW JERSEY RESOURCES CORP                     | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    283420 | NS      | $13071330.40  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Spire Inc.                                                 | SPIRE INC                                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |    160226 | NS      | $13250690.20  | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| SONIC HEALTHCARE LIMITED                                   | SONIC HEALTHCARE LTD                          | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |    283342 | NS      | $4265317.59   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                   | GRUPO FINANCIERO BANORTE SAB DE CV            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    789069 | NS      | $7316347.52   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc.                                   | MAGNA INTERNATIONAL INC                       | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     94589 | NS      | $5043046.58   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| HD HYUNDAI CO.,LTD.                                        | HD HYUNDAI CO LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     84338 | NS      | $11040948.16  | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC.                                                 | AMGEN INC                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     17615 | NS      | $5765565.65   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| SK Inc.                                                    | SK INC                                        | CUSIP: N/A<br>LEI: 988400GMME8AOAFMDK34       | Long             | EC               | CORP              | KR        |     47970 | NS      | $8561936.68   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| NISOURCE INC.                                              | NISOURCE INC                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    263569 | NS      | $11006641.44  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| MGE ENERGY, INC.                                           | MGE ENERGY INC                                | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71463 | NS      | $5604128.46   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| PHOENIX GROUP HOLDINGS PLC                                 | PHOENIX GROUP HOLDINGS PLC                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |    668284 | NS      | $6614721.09   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                 | ALLIANT ENERGY CORP                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |    108844 | NS      | $7075948.44   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED                | OVERSEA CHINESE BANKING CORP LTD              | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |    579400 | NS      | $8903529.53   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| DNB BANK ASA                                               | DNB BANK ASA                                  | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    309359 | NS      | $8623341.19   | 0.32%             |  |  |  | No            | 2                  | On Loan: —       |
| EAST WEST BANCORP, INC.                                    | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     37898 | NS      | $4259356.22   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Elisa Oyj                                                  | ELISA OYJ                                     | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |    105653 | NS      | $4681703.16   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Synnex Technology International Corp.                      | SYNNEX TECHNOLOGY INTERNATIONAL CORP          | CUSIP: N/A<br>LEI: 529900GMBJ3R4A2WBC71       | Long             | EC               | CORP              | TW        |   2794000 | NS      | $5150390.16   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| China Shenhua Energy Company Limited                       | CHINA SHENHUA ENERGY CO LTD                   | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               | CORP              | CN        |   1596000 | NS      | $7969174.72   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| SNAP-ON INCORPORATED                                       | SNAP ON INC                                   | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     21886 | NS      | $7541915.60   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Chemical Group Corporation                      | MITSUBISHI CHEMICAL GROUP CORP                | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |    595300 | NS      | $3485111.72   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| MILLERKNOLL, INC.                                          | MILLERKNOLL INC                               | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    251871 | NS      | $4604201.88   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| RIO TINTO PLC                                              | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     81643 | NS      | $6575247.96   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| EOG RESOURCES, INC.                                        | EOG RESOURCES INC                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     45187 | NS      | $4745086.87   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| KEYERA CORP.                                               | KEYERA CORP                                   | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |    221441 | NS      | $7099536.58   | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| TELENOR ASA                                                | TELENOR ASA                                   | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |    477224 | NS      | $6944465.48   | 0.26%             |  |  |  | No            | 2                  | On Loan: —       |
| THE BUCKLE, INC.                                           | BUCKLE INC THE                                | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |    186442 | NS      | $9959731.64   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| X5 RETAIL GROUP NV                                         | X5 RETAIL GROUP NV                            | CUSIP: 98387E205<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |    201753 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HINDUSTAN PETROLEUM CORPORATION LIMITED                    | HINDUSTAN PETROLEUM CORP LTD                  | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | EC               | CORP              | IN        |    895481 | NS      | $4977905.70   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                 | ENI SPA                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |    388589 | NS      | $7365524.98   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                           | AIB GROUP PLC                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |    361293 | NS      | $3862025.39   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| BLACKSTONE INC.                                            | BLACKSTONE INC                                | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     25054 | NS      | $3861823.56   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| EXPAND ENERGY CORPORATION                                  | EXPAND ENERGY CORP                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     53902 | NS      | $5948624.72   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| ABN AMRO Bank N.V.                                         | ABN AMRO GROUP NV                             | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |    245894 | NS      | $8590542.74   | 0.32%             |  |  |  | Yes           | 2                  | On Loan: No      |
| VIATRIS INC.                                               | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    474470 | NS      | $5907151.50   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| DARDEN RESTAURANTS, INC.                                   | DARDEN RESTAURANTS INC                        | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     33537 | NS      | $6171478.74   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Corp.                                                   | LG CORP                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     74264 | NS      | $4161540.43   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| DTE ENERGY COMPANY                                         | DTE ENERGY CO                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     51346 | NS      | $6622607.08   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| LEGGETT & PLATT, INCORPORATED                              | LEGGETT PLATT INC                             | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    433370 | NS      | $4767070.00   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ASR Nederland N.V.                                         | ASR NEDERLAND NV                              | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |    122643 | NS      | $8725418.17   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                                   | INDUSTRIAL BANK OF KOREA                      | CUSIP: N/A<br>LEI: 988400RBIWE3YA18PK12       | Long             | EC               |  | KR        |    391708 | NS      | $5694652.62   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                           | MEDTRONIC PLC                                 | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     77372 | NS      | $7432354.32   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORPORATION                      | ATLANTIC UNION BANKSHARES                     | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173491 | NS      | $6124232.30   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Iberdrola, S.A.                                            | IBERDROLA SA                                  | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    449672 | NS      | $9736111.25   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC HOLDINGS PLC                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    521178 | NS      | $8199751.91   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| PUBLICIS GROUPE S.A.                                       | PUBLICIS GROUPE                               | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |     49277 | NS      | $5116873.01   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| TMBTHANACHART BANK PUBLIC COMPANY LIMITED                  | TMBTHANACHART BANK PCL                        | CUSIP: N/A<br>LEI: 549300WKGLXEV3DB7I54       | Long             | EC               | CORP              | TH        |  58003300 | NS      | $3716296.67   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     66015 | NS      | $7703290.35   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST HORIZON CORPORATION                                  | FIRST HORIZON CORP                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    106071 | NS      | $2535096.90   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| STEVEN MADDEN, LTD.                                        | STEVEN MADDEN LTD                             | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    236200 | NS      | $9835368.00   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                          | PORTLAND GENERAL ELECTRIC CO                  | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    271035 | NS      | $13006969.65  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| OIL INDIA LIMITED                                          | OIL INDIA LTD                                 | CUSIP: N/A<br>LEI: 335800XXEP14XISP1A16       | Long             | EC               | CORP              | IN        |    621604 | NS      | $2936760.82   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco de Chile                                             | BANCO DE CHILE                                | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | EC               | CORP              | CL        |  43697345 | NS      | $8438228.27   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| S P 500 EMINI FUTURE MAR26                                 | S P 500 EMINI FUTURE MAR26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -8657 | NC      | $-1526003.97  | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                            | MSC INDUSTRIAL DIRECT CO INC                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     73305 | NS      | $6164950.50   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellantis N.V.                                            | STELLANTIS NV                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |    247416 | NS      | $2709152.09   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA GAS HOLDINGS LIMITED                                 | CHINA GAS HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 254900KTSZLZ21VV8T33       | Long             | EC               | CORP              | BM        |   3349000 | NS      | $3305774.15   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Company Limited                      | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    157700 | NS      | $4899614.79   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                        | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    121936 | NS      | $9392730.08   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| EMERA INCORPORATED                                         | EMERA INC                                     | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |    176527 | NS      | $8700296.04   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                      | BLOOMIN BRANDS INC                            | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    302971 | NS      | $1869331.07   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CLP HOLDINGS LIMITED                                       | CLP HOLDINGS LTD                              | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |    858500 | NS      | $7679391.57   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| WORLD KINECT CORPORATION                                   | WORLD KINECT CORP                             | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    227072 | NS      | $5320296.96   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    238131 | NS      | $5929461.90   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| THE BIDVEST GROUP LIMITED                                  | BIDVEST GROUP LTD                             | CUSIP: N/A<br>LEI: 5299002ARE4TRMIRGM72       | Long             | EC               | CORP              | ZA        |    287809 | NS      | $4129098.71   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| TOTALENERGIES SE                                           | TOTALENERGIES SE                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     81525 | NS      | $5314822.68   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| BLACK HILLS CORPORATION                                    | BLACK HILLS CORP                              | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |    152241 | NS      | $10568570.22  | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| KEURIG DR PEPPER INC.                                      | KEURIG DR PEPPER INC                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    146744 | NS      | $4110299.44   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| WILMAR INTERNATIONAL LIMITED                               | WILMAR INTERNATIONAL LTD                      | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |   2477600 | NS      | $5926943.52   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| China Merchants Bank Co., Ltd.                             | CHINA MERCHANTS BANK CO LTD                   | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |    488000 | NS      | $3319897.59   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     18615 | NS      | $5513949.15   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc.                                              | ENBRIDGE INC                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    172841 | NS      | $8271784.38   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| MOSCOW EXCHANGE MICEX                                      | MOSCOW EXCHANGE MICEX                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |   2604790 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CRESCENT ENERGY COMPANY                                    | CRESCENT ENERGY INC                           | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    414460 | NS      | $3477319.40   | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| DUKE ENERGY CORPORATION                                    | DUKE ENERGY CORP                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     71060 | NS      | $8328942.60   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| EIFFAGE SA                                                 | EIFFAGE SA                                    | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |     52818 | NS      | $7567095.41   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| INTERPARFUMS INC                                           | INTERPARFUMS INC                              | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71402 | NS      | $6057031.66   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CARREFOUR SA                                               | CARREFOUR SA                                  | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |    357756 | NS      | $5968864.46   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| KUMBA IRON ORE LIMITED                                     | KUMBA IRON ORE LTD                            | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |    117661 | NS      | $2498397.78   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| PAYCHEX, INC.                                              | PAYCHEX INC                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     36351 | NS      | $4077855.18   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| UNI-PRESIDENT ENTERPRISES CORP.                            | UNI PRESIDENT ENTERPRISES CORP                | CUSIP: N/A<br>LEI: 254900DAXBDMVEXU5959       | Long             | EC               | CORP              | TW        |   2414000 | NS      | $5919653.79   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| PEMBINA PIPELINE CORPORATION                               | PEMBINA PIPELINE CORP                         | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |    169066 | NS      | $6441606.78   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| MTN GROUP LIMITED                                          | MTN GROUP LTD                                 | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |    592316 | NS      | $6066699.72   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| APOGEE ENTERPRISES, INC.                                   | APOGEE ENTERPRISES INC                        | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     93893 | NS      | $3418644.13   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                      | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   4716361 | NS      | $6285826.62   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    284894 | NS      | $7076766.96   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| GREAT BRITISH POUND                                        | GREAT BRITISH POUND                           | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |     90895 | NS      | $122500.58    | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     82610 | NS      | $4763292.60   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                              | CK HUTCHISON HOLDINGS                         | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |    793500 | NS      | $5394713.16   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| TIM S.A.                                                   | TIM SA BRAZIL                                 | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |   2134900 | NS      | $8286606.53   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| REDEIA CORPORACION, S.A.                                   | REDEIA CORPORATION SA AMERICAN                | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |    360288 | NS      | $6422234.60   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                             | CITIZENS FINANCIAL GROUP INC                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    143245 | NS      | $8366940.45   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Asia Cement Corporation                                    | ASIA CEMENT CORP                              | CUSIP: N/A<br>LEI: 213800EFQXH43HMGJL59       | Long             | EC               | CORP              | TW        |   6365000 | NS      | $7528322.48   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| PPL CORPORATION                                            | PPL CORP                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    199430 | NS      | $6984038.60   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Yamaha Motor Co., Ltd.                                     | YAMAHA MOTOR CO LTD                           | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |    330300 | NS      | $2449914.05   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                             | SPECTRUM BRANDS HOLDINGS INC                  | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |    118927 | NS      | $7026207.16   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| KT&G Corporation                                           | KT G CORP                                     | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |     96609 | NS      | $9521618.37   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| ORLEN SPOLKA AKCYJNA                                       | ORLEN SA                                      | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |    475097 | NS      | $12688840.16  | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| TENAGA NASIONAL BERHAD                                     | TENAGA NASIONAL BHD                           | CUSIP: N/A<br>LEI: 549300FV8X6UID6I1413       | Long             | EC               | CORP              | MY        |   3495900 | NS      | $11815235.48  | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                            | DANSKE BANK A S                               | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |    156218 | NS      | $7801744.02   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                   | SVENSKA HANDELSBANKEN AB                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |    170537 | NS      | $2471358.04   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    112199 | NS      | $3800737.04   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| SIME DARBY BERHAD                                          | SIME DARBY BHD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   6786500 | NS      | $3594621.23   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| TINGYI (CAYMAN ISLANDS) HOLDING CORP.                      | TINGYI CAYMAN ISLANDS HOLDING CORP            | CUSIP: N/A<br>LEI: 5299009MPI9B60VN4P25       | Long             | EC               | CORP              | KY        |   1896000 | NS      | $2874688.03   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| UNIVERSAL CORPORATION                                      | UNIVERSAL CORP                                | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    138721 | NS      | $7317532.75   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Arca Continental, S.A.B. de C.V.                           | ARCA CONTINENTAL SAB DE CV                    | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |    427336 | NS      | $4625468.06   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| WH GROUP LIMITED                                           | WH GROUP LTD                                  | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   5449000 | NS      | $6070416.83   | 0.22%             |  |  |  | Yes           | 2                  | On Loan: No      |
| KENNAMETAL INC.                                            | KENNAMETAL INC                                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    323637 | NS      | $9194527.17   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| INSPERITY, INC.                                            | INSPERITY INC                                 | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     90020 | NS      | $3485574.40   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| VALLEY NATIONAL BANCORP                                    | VALLEY NATIONAL BANCORP                       | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    440956 | NS      | $5150366.08   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| MERITAGE HOMES CORPORATION                                 | MERITAGE CORPORATION                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     76463 | NS      | $5031265.40   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| MINI MSCI EAFE INDEX FUTURE MAR26                          | MINI MSCI EAFE INDEX FUTURE MAR26             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3270 | NC      | $-2092935.50  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| FIRST MERCHANTS CORPORATION                                | FIRST MERCHANTS CORP                          | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    115467 | NS      | $4327703.16   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| SM ENERGY COMPANY                                          | SM ENERGY CO                                  | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    182444 | NS      | $3411702.80   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                      | AMERICAN ELECTRIC POWER CO INC                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     29363 | NS      | $3385847.53   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                            | PRINCIPAL FINANCIAL GROUP INC                 | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     91060 | NS      | $8032402.60   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| GREIF, INC.                                                | GREIF INC CL A                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     99855 | NS      | $6760183.50   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| ORIENT OVERSEAS (INTERNATIONAL) LIMITED                    | ORIENT OVERSEAS INTL LTD                      | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |    171000 | NS      | $2757291.98   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| DANA INCORPORATED                                          | DANA INC                                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    273956 | NS      | $6509194.56   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED BANKSHARES, INC.                                    | UNITED BANKSHARES INC                         | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    188964 | NS      | $7256217.60   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Telia Company AB                                           | TELIA CO AB                                   | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |   1869356 | NS      | $7991819.27   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                   | FIRST FINANCIAL BANCORP                       | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    199931 | NS      | $5002273.62   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| China Railway Group Limited                                | CHINA RAILWAY GROUP LTD                       | CUSIP: N/A<br>LEI: 529900TFRLG8UDJ7QA89       | Long             | EC               | CORP              | CN        |   4874000 | NS      | $2398913.99   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                               | WILLIAMS COS INC                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    141066 | NS      | $8479477.26   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| STRATEGIC EDUCATION, INC.                                  | STRATEGIC EDUCATION INC                       | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |     61945 | NS      | $4967989.00   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Companhia Energetica de Minas Gerais - CEMIG               | CIA ENERGETICA DE MINAS GERAIS                | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EC               | CORP              | BR        |   3372500 | NS      | $6832898.96   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| CABOT CORPORATION                                          | CABOT CORP                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     72181 | NS      | $4784156.68   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS ENERGY CORPORATION                                     | CMS ENERGY CORP                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     88201 | NS      | $6167895.93   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                           | CHESAPEAKE UTILITIES CORP                     | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     57470 | NS      | $7169957.20   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LIMITED                           | BOC HONG KONG HOLDINGS LTD                    | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |   1669500 | NS      | $8472909.43   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| First BanCorp.                                             | FIRST BANCORP PUERTO RICO                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    185868 | NS      | $3853043.64   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     56313 | NS      | $9032605.20   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| AMBEV S.A.                                                 | AMBEV SA                                      | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |   4793400 | NS      | $12067377.92  | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD BANK GROUP LIMITED                                | STANDARD BANK GROUP LTD                       | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |    600873 | NS      | $10544373.76  | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| AVIENT CORPORATION                                         | AVIENT CORP                                   | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    171176 | NS      | $5347538.24   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Gold Fields Limited                                        | GOLD FIELDS LTD                               | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |    128099 | NS      | $5587951.37   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| EDP, S.A.                                                  | EDP ENERGIAS DE PORTUGAL SA                   | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |   1212264 | NS      | $5582961.41   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| MSILF Government Portfolio                                 | MSILF GOVERNMENT-INST                         | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3692292 | NS      | $3692291.60   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| SYLVAMO CORPORATION                                        | SYLVAMO CORP                                  | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     94987 | NS      | $4573624.05   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM, INC.                          | FIRST INTERSTATE BANCSYS A                    | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    208460 | NS      | $7212716.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     31726 | NS      | $7338858.32   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CHINA CITIC BANK CORPORATION LIMITED                       | CHINA CITIC BANK CORP LTD                     | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |   8285000 | NS      | $7393384.00   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Pepsico, Inc.                                              | PEPSICO INC                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     50761 | NS      | $7285218.72   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| BP P.L.C.                                                  | BP PLC                                        | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    993814 | NS      | $5794848.34   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                      | DOMINION ENERGY INC                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     96561 | NS      | $5657508.99   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| SANOFI SA                                                  | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     43702 | NS      | $4228041.14   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                             | CALIFORNIA WATER SERVICE GRP                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    207179 | NS      | $8977066.07   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| CONOCOPHILLIPS                                             | CONOCOPHILLIPS                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     46784 | NS      | $4379450.24   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| EVA AIRWAYS CORPORATION                                    | EVA AIRWAYS CORP                              | CUSIP: N/A<br>LEI: 254900S1P4XOXV67GC07       | Long             | EC               | CORP              | TW        |   3750000 | NS      | $4361089.06   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                     | BRIGHTSTAR LOTTERY PLC                        | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |    308474 | NS      | $4775177.52   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| JAPAN TOBACCO INC.                                         | JAPAN TOBACCO INC                             | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |    169500 | NS      | $6092996.09   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE, INC.                                    | HELMERICH PAYNE INC                           | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    220741 | NS      | $6330851.88   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRSTENERGY CORP.                                          | FIRSTENERGY CORP                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    109427 | NS      | $4899046.79   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| THE MOSAIC COMPANY                                         | THE MOSAIC CO                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    112261 | NS      | $2704367.49   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHWEST GAS HOLDINGS, INC.                               | SOUTHWEST GAS HOLDINGS INC                    | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |    107132 | NS      | $8572702.64   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| KODIAK GAS SERVICES, INC.                                  | KODIAK GAS SERVICES INC                       | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141458 | NS      | $5290529.20   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLAR LNG LIMITED                                          | GOLAR LNG LTD                                 | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |    133226 | NS      | $4957339.46   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| SLB N.V.                                                   | SLB LTD                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    156393 | NS      | $6002363.34   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| ISUZU MOTORS LIMITED                                       | ISUZU MOTORS LTD                              | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |    368200 | NS      | $5747273.75   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| THE SOUTHERN COMPANY                                       | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     89204 | NS      | $7778588.80   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| VODACOM GROUP LIMITED                                      | VODACOM GROUP LTD                             | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |    644108 | NS      | $5510502.32   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| OGE ENERGY CORP.                                           | OGE ENERGY CORP                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    117554 | NS      | $5019555.80   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Astellas Pharma Inc.                                       | ASTELLAS PHARMA INC                           | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |    423600 | NS      | $5638628.58   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIAN RUPEE                                               | INDIA RUPEE                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | IN        |  11685784 | NS      | $130023.50    | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Petroleo Brasileiro S.A. (Petrobras)                       | PETROLEO BRASILEIRO SA                        | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    915500 | NS      | $5139821.94   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| RUSSELL 2000 MINI INDEX FUTURE MAR26                       | RUSSELL 2000 MINI INDEX FUTURE MAR26          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3635 | NC      | $13650861.52  | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Repsol S.A.                                                | REPSOL SA                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |    426993 | NS      | $7966345.48   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| TARGET CORPORATION                                         | TARGET CORP                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     45149 | NS      | $4413314.75   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     31835 | NS      | $7273979.15   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| OXFORD INDUSTRIES INC                                      | OXFORD INDUSTRIES INC                         | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     55523 | NS      | $1898886.60   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PT Telkom Indonesia (Persero) Tbk                          | TELKOM INDONESIA PERSERO                      | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |  37148600 | NS      | $7775131.29   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC     | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |    216367 | NS      | $6800414.81   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Post AG                                           | DHL GROUP                                     | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    117748 | NS      | $6419756.62   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Mexico, S.A.B. de C.V.                               | GRUPO MEXICO SAB DE CV SERIES B               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    957174 | NS      | $9039312.13   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| ASSOCIATED BANC-CORP                                       | ASSOCIATED BANC CORP                          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    302799 | NS      | $7800102.24   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| OIL AND NATURAL GAS CORPORATION LIMITED                    | OIL NATURAL GAS CORP LTD                      | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | EC               | CORP              | IN        |   1379823 | NS      | $3692567.21   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIAN OIL CORPORATION LIMITED                             | INDIAN OIL CORP LTD                           | CUSIP: N/A<br>LEI: 335800J8OBWE4VFUDG88       | Long             | EC               | CORP              | IN        |   2921446 | NS      | $5416279.34   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| THE COCA-COLA COMPANY                                      | COCA COLA CO THE                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     98680 | NS      | $6898718.80   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                                 | WINNEBAGO INDUSTRIES INC                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     89131 | NS      | $3611588.12   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                | LOCKHEED MARTIN CORP                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     13756 | NS      | $6653364.52   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Winmark Corporation                                        | WINMARK CORP                                  | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14005 | NS      | $5671184.70   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                      | INVESCO GVT & AGNCY-INST                      | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3692292 | NS      | $3692291.60   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| QUANTA COMPUTER INC.                                       | QUANTA COMPUTER INC                           | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |    336000 | NS      | $2902316.34   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                        | ALLY FINANCIAL INC                            | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    119622 | NS      | $5417680.38   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| EDISON INTERNATIONAL                                       | EDISON INTERNATIONAL                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     82721 | NS      | $4964914.42   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| LCI INDUSTRIES                                             | LCI INDUSTRIES                                | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     73875 | NS      | $8963992.50   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |    367455 | NS      | $7564481.70   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| AVIVA PLC                                                  | AVIVA PLC                                     | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |    739574 | NS      | $6799105.07   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                             | ING GROEP NV                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    290519 | NS      | $8165293.11   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| HCL TECHNOLOGIES LIMITED                                   | HCL TECHNOLOGIES LTD                          | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |    296079 | NS      | $5351447.28   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                                    | BASF SE                                       | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     90070 | NS      | $4738960.65   | 0.17%             |  |  |  | No            | 2                  | On Loan: —       |
| PERMIAN RESOURCES CORPORATION                              | PERMIAN RESOURCES CORP COM                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    286061 | NS      | $4013435.83   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                               | US PHYSICAL THERAPY INC                       | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     64527 | NS      | $5038913.43   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Evergy, Inc.                                               | EVERGY INC                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    145150 | NS      | $10521923.50  | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                         | HEWLETT PACKARD ENTERPRISES CO                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    200361 | NS      | $4812671.22   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| WEC ENERGY GROUP INC.                                      | WEC ENERGY GROUP                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     71726 | NS      | $7564223.96   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.           | PING AN INSURANCE GROUP CO OF CHINA LTD       | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |    374000 | NS      | $3141569.10   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| PT Astra International Tbk                                 | ASTRA INTERNATIONAL TBK PT                    | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |  28647100 | NS      | $11501154.71  | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| MediaTek Inc.                                              | MEDIATEK INC                                  | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     72000 | NS      | $3269537.94   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| PT United Tractors Tbk                                     | UNITED TRACTORS TBK PT                        | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |   2702800 | NS      | $4780038.72   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| ADMIRAL GROUP PLC                                          | ADMIRAL GROUP PLC                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     89957 | NS      | $3847478.02   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN STATES WATER COMPANY                              | AMERICAN STATES WATER CO                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |    161818 | NS      | $11728568.64  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF HAWAII CORPORATION                                 | BANK OF HAWAII CORP                           | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     87428 | NS      | $5977452.36   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Kontoor Brands, Inc.                                       | KONTOOR BRANDS INC                            | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     87345 | NS      | $5335906.05   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| COHEN & STEERS, INC.                                       | COHEN STEERS INC                              | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     54303 | NS      | $3409142.34   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| COTERRA ENERGY INC.                                        | COTERRA ENERCOTERRA ENERGY INC                | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    200878 | NS      | $5287108.96   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| NMDC LIMITED                                               | NMDC LTD                                      | CUSIP: N/A<br>LEI: 335800IXHXOHQ7B2HP66       | Long             | EC               | CORP              | IN        |   4025498 | NS      | $3726644.09   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| INDEPENDENT BANK CORP.                                     | INDEPENDENT BANK CORP                         | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    108658 | NS      | $7940726.64   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| AGEAS SA                                                   | AGEAS                                         | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |    113786 | NS      | $7971279.64   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION                  | FEDERAL AGRICULTURAL MORTGAGE CORP            | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |     14393 | NS      | $2526979.01   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| NOVOLIPETSK STEEL PJSC                                     | NOVOLIPETSK STEEL PJSC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |   1477080 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HP INC.                                                    | HP INC                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    120065 | NS      | $2675048.20   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SFL CORPORATION LTD.                                       | SFL CORP LTD                                  | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |    256635 | NS      | $2004319.35   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SNAM S.P.A.                                                | SNAM SPA                                      | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |   1099397 | NS      | $7304741.29   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                | KAISER ALUMINUM CORP                          | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6388 | NS      | $733725.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| THE CLOROX COMPANY                                         | CLOROX COMPANY                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     57689 | NS      | $5816781.87   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| SANTANDER BANK POLSKA SPOLKA AKCYJNA                       | SANTANDER BANK POLSKA SA                      | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |     55168 | NS      | $8343106.36   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| COAL INDIA LTD                                             | COAL INDIA LTD                                | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |    908023 | NS      | $4033766.29   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| ARKEMA SA                                                  | ARKEMA SA                                     | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |     61264 | NS      | $3733340.76   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| HKT Trust and HKT Limited                                  | HKT TRUST HKT LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | HK        |   4223000 | NS      | $6253401.81   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| CVB FINANCIAL CORP.                                        | CVB FINANCIAL CORP                            | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    351766 | NS      | $6542847.60   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                  | CONSOLIDATED EDISON INC                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     69264 | NS      | $6879300.48   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| TELEFONICA BRASIL S.A                                      | TELEFONICA BRASIL SA                          | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |    867500 | NS      | $5194643.14   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                             | TEXAS INSTRUMENTS INC                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     29656 | NS      | $5145019.44   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| SEVERSTAL PJSC                                             | SEVERSTAL PJSC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |    223944 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WaFd, Inc                                                  | WAFD INC                                      | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215283 | NS      | $6895514.49   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| BRAZILIAN REAL                                             | BRAZILIAN REAL                                | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | BR        |   7132937 | NS      | $1301868.44   | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| POSTE ITALIANE - SOCIETA PER AZIONI                        | POSTE ITALIANE SPA                            | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               |  | IT        |    421690 | NS      | $10585170.70  | 0.39%             |  |  |  | Yes           | 2                  | On Loan: No      |
| TELEKOM MALAYSIA BERHAD                                    | TELEKOM MALAYSIA BHD                          | CUSIP: N/A<br>LEI: 254900SNFPTSDGGVEK77       | Long             | EC               | CORP              | MY        |   3394500 | NS      | $6733076.16   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| LA-Z-BOY INCORPORATED                                      | LA Z BOY INC                                  | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    164602 | NS      | $6134716.54   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| TAIWAN MOBILE CO., LTD.                                    | TAIWAN MOBILE CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   3606000 | NS      | $12442857.78  | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| VOLKSWAGEN AKTIENGESELLSCHAFT                              | VOLKSWAGEN AG                                 | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |     46067 | NS      | $5621485.87   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY.                            | ARCHER DANIELS MIDLAND CO                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    122942 | NS      | $7067935.58   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| POLYUS PJSC                                                | POLYUS PJSC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |    344030 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                 | KIMBERLY CLARK CORP                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     68849 | NS      | $6946175.61   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| PHILLIPS 66                                                | PHILLIPS 66                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     37949 | NS      | $4896938.96   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Power Assets Holdings Limited                              | POWER ASSETS HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    713500 | NS      | $5057570.56   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                                 | NORTHWEST BANCSHARES INC                      | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    423403 | NS      | $5080836.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SA                                             | BNP PARIBAS                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     62823 | NS      | $5942998.10   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                  | COLGATE PALMOLIVE CO                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     96478 | NS      | $7623691.56   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     47262 | NS      | $9780870.90   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    126955 | NS      | $4650361.65   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CA        |    203673 | NS      | $148406.26    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| SYSCO CORPORATION                                          | SYSCO CORP                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    107872 | NS      | $7949087.68   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| ALIGHT, INC.                                               | ALIGHT INC                                    | CUSIP: 01626W101<br>LEI: 2549002GDSJCKYY96752 | Long             | EC               | CORP              | US        |   1528405 | NS      | $2980389.75   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Evonik Industries AG                                       | EVONIK INDUSTRIES AG                          | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |    260187 | NS      | $4060159.14   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                       | KONINKLIJKE KPN NV                            | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |   1930515 | NS      | $9019996.94   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| POWER GRID CORPORATION OF INDIA LIMITED                    | POWER GRID CORP OF INDIA LTD                  | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               |  | IN        |   1800190 | NS      | $5308620.41   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| KLABIN S.A.                                                | KLABIN SA UNIT                                | CUSIP: N/A<br>LEI: 254900C8UYA6YUPSDU10       | Long             |  | CORP              | BR        |   1980711 | NS      | $6765968.68   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| VALE S.A.                                                  | VALE SA                                       | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    860700 | NS      | $11239756.76  | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| VEDANTA LIMITED                                            | VEDANTA LTD                                   | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |    934098 | NS      | $6285290.18   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| BEST BUY CO., INC.                                         | BEST BUY CO INC                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     38923 | NS      | $2605116.39   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Wal-Mart de Mexico, S.A.B. de C.V.                         | WAL MART DE MEXICO SA DE CV                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   2239434 | NS      | $6981556.30   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                             | GREENBRIER COS INC THE                        | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    106029 | NS      | $4955795.46   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO CO                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     72042 | NS      | $6714314.40   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| ENGIE SA                                                   | ENGIE                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    413397 | NS      | $10858759.36  | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC                           | FIDELITY NATIONAL FINANCIAL                   | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    120181 | NS      | $6560680.79   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                 | PRUDENTIAL FINANCIAL INC                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     52637 | NS      | $5941664.56   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CK INFRASTRUCTURE HOLDINGS LIMITED                         | CK INFRASTRUCTURE HOLDINGS LTD                | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |    839000 | NS      | $6217342.72   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| TYSON FOODS, INCORPORATED                                  | TYSON FOODS INC CLASS A                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    110252 | NS      | $6462972.24   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortum Oyj                                                 | FORTUM OYJ                                    | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               |  | FI        |    247019 | NS      | $5245232.66   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| FDJ UNITED                                                 | FDJ UNITED                                    | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |    162860 | NS      | $4507710.91   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| ONE GAS, INC.                                              | ONE GAS INC                                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |    146186 | NS      | $11292868.50  | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK POLSKA KASA OPIEKI - SPOLKA AKCYJNA                   | BANK PEKAO SA                                 | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |    134416 | NS      | $7627482.03   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     71965 | NS      | $5711142.40   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| GERDAU S.A.                                                | GERDAU SA PREF                                | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |   1335700 | NS      | $4930286.56   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| PetroChina Company Limited                                 | PETROCHINA CO LTD                             | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   6590000 | NS      | $7103531.60   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                        | FIFTH THIRD BANCORP                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    122765 | NS      | $5746629.65   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| UPM-Kymmene Oyj                                            | UPM KYMMENE OYJ                               | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |    207808 | NS      | $6007104.70   | 0.22%             |  |  |  | No            | 2                  | On Loan: —       |
| Woori Financial Group Inc.                                 | WOORI FINANCIAL GROUP INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    279712 | NS      | $5429974.42   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| HON HAI PRECISION INDUSTRY CO., LTD.                       | HON HAI PRECISION INDUSTRY CO LTD             | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |    796000 | NS      | $5835583.87   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Chunghwa Telecom Co., Ltd.                                 | CHUNGHWA TELECOM CO LTD                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   1595000 | NS      | $6630362.81   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| WPP PLC                                                    | WPP PLC                                       | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |    461440 | NS      | $2072525.03   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| MONRO, INC.                                                | MONRO INC                                     | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170777 | NS      | $3422371.08   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| JOHN WILEY & SONS, INC.                                    | WILEY JOHN SONS CLASS A                       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    146929 | NS      | $4500435.27   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| POLARIS INC.                                               | POLARIS INC                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     64365 | NS      | $4071086.25   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ABSA GROUP LIMITED                                         | ABSA GROUP LTD                                | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |    694985 | NS      | $10049074.36  | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| HNI CORPORATION                                            | HNI CORP                                      | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    133058 | NS      | $5593758.32   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Hang Seng Bank Limited                                     | HANG SENG BANK                                | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |    191000 | NS      | $3768062.97   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    159912 | NS      | $6513215.76   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Group                                                  | APA GROUP                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |    448599 | NS      | $2679870.13   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Victory Portfolios II

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer