# EDGAR Filing Document

**Accession Number:** 0001420040
**File Stem:** 0001752724-25-160488
**Filing Date:** 2025-6
**Character Count:** 133465
**Document Hash:** b140df6c6ff9dec0969e0f0210fece58
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160488.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-160488

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22153
- **FILM NUMBER:** 251081777

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** SAN DIEGO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92122

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $165249007.61

**Total Liabilities:** $4565688.88

**Net Assets:** $160683318.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059532 | 2.99%                | 1.37%                | 2.36%                |
| Class ID C000059533 | 2.94%                | 1.31%                | 2.27%                |
| Class ID C000059534 | 3.02%                | 1.41%                | 2.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $192624.52               | $4431194.37                                |
| Month 2  | $4987836.87              | $-3109820.58                               |
| Month 3  | $-164235.80              | $4607817.23                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Agnico Eagle Mines Ltd                                         | AGNICO EAGLE MIN                     | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      18079 | NS      | $2125728.82   | 1.32%             |  |  |  | No            | 1                  | On Loan: —       |
| AstraZeneca PLC                                                | ASTRAZENECA-ADR                      | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      35847 | NS      | $2573456.13   | 1.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays PLC                                                   | BARCLAYS PLC-ADR                     | CUSIP: 06738E204<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      95786 | NS      | $1538323.16   | 0.96%             |  |  |  | No            | 1                  | On Loan: —       |
| Barrick Mining Corp.                                           | BARRICK GOLD CRP                     | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      26862 | NS      | $511452.48    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| BP PLC                                                         | BP PLC                               | CUSIP: G12793108<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     105666 | NS      | $487944.57    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                       | LLOYDS BANKING                       | CUSIP: G5533W248<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     354766 | NS      | $348580.80    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| BRF SA                                                         | BRF SA-ADR                           | CUSIP: 10552T107<br>LEI: 254900MTXR9LUVQFU480 | Long             | EC               | CORP              | BR        |      73019 | NS      | $289155.24    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| British American Tobacco PLC                                   | BRIT AMER TO-ADR                     | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      66229 | NS      | $2884272.95   | 1.80%             |  |  |  | No            | 1                  | On Loan: —       |
| Canadian National Railway Company                              | CAN NATL RAILWAY                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      15349 | NS      | $1486090.18   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola FEMSA SAB de CV                                      | COCA-COLA F-ADR                      | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |        842 | NS      | $79257.46     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander-Chile                                          | BANCO SANTANDER                      | CUSIP: P1506A107<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |    1128455 | NS      | $67916.33     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Agnico Eagle Mines Ltd                                         | AGNICO EAGLE MIN                     | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |       9425 | NS      | $1107878.35   | 0.69%             |  |  |  | No            | 1                  | On Loan: —       |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP | SABESP-ADR                           | CUSIP: 20441A102<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |      33914 | NS      | $689471.62    | 0.43%             |  |  |  | No            | 1                  | On Loan: —       |
| Rogers Communications Inc.                                     | ROGERS COMMUNI-B                     | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |       2035 | NS      | $53058.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Empresas Copec SA                                              | EMPRESAS COPEC SA                    | CUSIP: P7847L108<br>LEI: 549300Q3IDJYG6Z7PA50 | Long             | EC               | CORP              | CL        |      28916 | NS      | $197590.49    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Fomento Economico Mexicano S A B de C V                        | FOMENTO ECONOMICO MEXICAN            | CUSIP: P4182H115<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |       8500 | NS      | $89373.08     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Open Text Corp                                                 | Open Text Corp                       | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       1699 | NS      | $45999.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco do Brasil SA                                             | BANCO DO BRASIL                      | CUSIP: P11427112<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |       8000 | NS      | $40656.22     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Descartes Systems Group Inc.                                   | DESCARTES SYS                        | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |        479 | NS      | $50481.81     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Metro Inc.                                                     | Metro Inc                            | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |       4269 | NS      | $329025.46    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Emera Inc                                                      | EMERA INC                            | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |       2963 | NS      | $133379.39    | 0.08%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Petroleo Brasileiro SA                                         | PETROBRAS                            | CUSIP: P78331132<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      20200 | NS      | $114118.66    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleo Brasileiro SA                                         | Petroleo Brasileiro SA               | CUSIP: P78331140<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |      25800 | NS      | $136571.92    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc.                                                  | ENBRIDGE INC                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      12053 | NS      | $562754.57    | 0.35%             |  |  |  | No            | 1                  | On Loan: —       |
| Equinor ASA                                                    | EQUINOR ASA-ADR                      | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      10556 | NS      | $235293.24    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Weg SA                                                         | WEG SA                               | CUSIP: P9832B129<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |       9000 | NS      | $71414.47     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| West Fraser Timber Co Ltd.                                     | WEST FRASER TIMB                     | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |        930 | NS      | $68864.65     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BT Group PLC                                                   | BT GROUP PLC                         | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |      34036 | NS      | $79003.09     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays PLC                                                   | BARCLAYS PLC                         | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      79615 | NS      | $317185.81    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Fidelity Colchester Street Trust                               | FID-MM GOVT-I                        | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |    1624230 | PA      | $1624229.97   | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fomento Economico Mexicano S A B de C V                        | FOMENTO ECON-ADR                     | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |       7928 | NS      | $834897.68    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortis Inc                                                     | FORTIS INC                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       1891 | NS      | $93623.41     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Franco Nevada Corp                                             | FRANCO-NEVADA CO                     | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      13368 | NS      | $2296355.04   | 1.43%             |  |  |  | No            | 1                  | On Loan: —       |
| Gazprom Public Joint Stock Company                             | GAZPROM-ADR                          | CUSIP: 368287207<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |      87530 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Airbus SE                                                      | AIRBUS SE                            | CUSIP: N0280G100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       5586 | NS      | $948675.26    | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Adidas AG                                                      | ADIDAS AG                            | CUSIP: D0066B185<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       1083 | NS      | $249395.32    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                              | HSBC HOLDING-ADR                     | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |       8446 | NS      | $473651.68    | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| Generali S.p.A.                                                | GENERALI                             | CUSIP: T05040109<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      12290 | NS      | $449543.02    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                         | INTESA SANPAOLO                      | CUSIP: T55067101<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     110337 | NS      | $589497.81    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Carlsberg A/S                                                  | CARLSBERG-B                          | CUSIP: K36628137<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |        206 | NS      | $28066.64     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kesko Oyj                                                      | Kesko OYJ                            | CUSIP: X44874109<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       5713 | NS      | $131272.28    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Wartsila Oyj Abp                                               | WARTSILA OYJ ABP                     | CUSIP: X98155116<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      17634 | NS      | $326080.95    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                     | IND & COMM-ADR                       | CUSIP: 455807107<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |      22639 | NS      | $311911.09    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Mediobanca - Banca di Credito Finanziario SpA                  | Mediobanca SpA                       | CUSIP: T10584117<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |       2822 | NS      | $57768.96     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| InterContinental Hotels Group PLC                              | INTERCONTINENTAL HOTELS-A            | CUSIP: 45857P806<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       1183 | NS      | $127633.87    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Danske Bank A/S                                                | DANSKE BANK A/S                      | CUSIP: K22272114<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       3867 | NS      | $135675.81    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Genmab As                                                      | GENMAB A/S                           | CUSIP: K3967W102<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        361 | NS      | $76541.58     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                         | INTESA SAN- ADR                      | CUSIP: 46115H107<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |      16448 | NS      | $528967.68    | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Telekom Austria AG                                             | TELEKOM AUSTRIA                      | CUSIP: A8502A102<br>LEI: 529900KCNFQU5OJH7L33 | Long             | EC               | CORP              | AT        |      67098 | NS      | $709017.41    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Trust                                                  | ISHARES MSCI EME                     | CUSIP: 464287234<br>LEI: N/A                  | Long             | EC               | RF                | US        |       1194 | NS      | $52249.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Ishares Inc                                                    | ISHA CORE EM                         | CUSIP: 46434G103<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      13978 | NS      | $757188.26    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| JD.com Inc.                                                    | JD.COM INC-ADR                       | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |       6285 | NS      | $205016.70    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Telenor ASA                                                    | TELENOR ASA                          | CUSIP: R21882106<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       3564 | NS      | $53528.23     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sberbank of Russia                                             | SBERBANK                             | CUSIP: X76317100<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     775890 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SAP SE                                                         | SAP SE                               | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       7897 | NS      | $2312483.29   | 1.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Swedbank AB (publ)                                             | SWEDBANK AB-A                        | CUSIP: W94232100<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |       4762 | NS      | $118887.95    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinross Gold Corp.                                             | KINROSS GOLD                         | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |       6766 | NS      | $99866.16     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Kongsberg Gruppen ASA                                          | KONGSBERG GRUPP                      | CUSIP: R60837102<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        504 | NS      | $81194.25     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Allianz SE                                                     | ALLIANZ SE-REG                       | CUSIP: D03080112<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       2170 | NS      | $898203.59    | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Handlowy w Warszawie SA                                   | BANK HANDLOWY W WARSZAWIE            | CUSIP: X05318104<br>LEI: XLEZHWWOI4HFQDGL4793 | Long             | EC               | CORP              | PL        |      11511 | NS      | $359092.31    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                            | ERSTE GROUP BANK                     | CUSIP: A19494102<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       1861 | NS      | $126134.20    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Rheinmetall AG                                                 | RHEINMETALL AG                       | CUSIP: D65111102<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        246 | NS      | $419297.43    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                       | LLOYDS BANKING GROUP PLC-            | CUSIP: 539439109<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     321737 | NS      | $1270861.15   | 0.79%             |  |  |  | No            | 1                  | On Loan: —       |
| London Stock Exchange Group PLC                                | LONDON STOCK-ADR                     | CUSIP: 54211N101<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       4005 | NS      | $157404.51    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank Polska Kasa Opieki SA                                     | PEKAO                                | CUSIP: X0R77T117<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |       1044 | NS      | $52337.37     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen AG                                                  | Volkswagen AG                        | CUSIP: D94523103<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       1238 | NS      | $134818.61    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                             | BBVA                                 | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      30481 | NS      | $418668.49    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                         | MERCEDES-BENZ GR                     | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       3981 | NS      | $238215.99    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                | ASTRAZENECA PLC                      | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       2709 | NS      | $394842.37    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Repsol SA                                                      | REPSOL SA                            | CUSIP: E8471S130<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       6588 | NS      | $80596.12     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Wolters Kluwer NV                                              | WOLTERS KLUWER                       | CUSIP: N9643A197<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       1311 | NS      | $231660.28    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Hennes & Mauritz AB                                            | HENNES & MAURI-B                     | CUSIP: W41422101<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |       3254 | NS      | $47156.35     | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Banco Santander, S.A.                                          | BANCO SANTANDER                      | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      85730 | NS      | $604112.00    | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                            | DEUTSCHE TELEKOM                     | CUSIP: D2035M136<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      96561 | NS      | $3471100.39   | 2.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokia Corp                                                     | Nokia OYJ                            | CUSIP: X61873133<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      25690 | NS      | $128534.93    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson (publ)                         | ERICSSON LM-B                        | CUSIP: W26049119<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      14277 | NS      | $120613.48    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale S.A.                                          | SOC GENERALE SA                      | CUSIP: F8591M517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       3214 | NS      | $167713.29    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Zurich Insurance Group Ltd.                                    | ZURICH INSURANCE                     | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        816 | NS      | $578807.07    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Philips NV                                               | KONINKLIJKE PHIL                     | CUSIP: N7637U112<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |       3092 | NS      | $78539.31     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Ajinomoto Co Inc.                                              | Ajinomoto Co Inc                     | CUSIP: J00882126<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |       5800 | NS      | $118683.53    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ANA Holdings Inc.                                              | ANA HOLDINGS INC                     | CUSIP: J0156Q112<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      21600 | NS      | $415097.91    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Zensho Holdings Co., Ltd.                                      | ZENSHO HOLDINGS                      | CUSIP: J9885X108<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |       1200 | NS      | $74183.17     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ASUSTeK Computer Inc.                                          | ASUSTEK COMPUTER                     | CUSIP: Y04327105<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |       3000 | NS      | $54728.96     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Hapoalim BM                                               | BANK HAPOALIM                        | CUSIP: M1586M115<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |       6714 | NS      | $98564.88     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Leumi Le-Israel BM                                        | BANK LEUMI LE-IS                     | CUSIP: M16043107<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |       8455 | NS      | $120167.16    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| LY Corporation                                                 | Yahoo Japan Corp                     | CUSIP: J9894K105<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      33000 | NS      | $124859.13    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Obic Co Ltd.                                                   | OBIC CO LTD                          | CUSIP: J5946V107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       6500 | NS      | $227670.26    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Brother Industries Ltd                                         | BROTHER INDS LTD                     | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      10100 | NS      | $177567.72    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Qatar National Bank QPSC                                       | QATAR NATIONAL B                     | CUSIP: M81802106<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |      17423 | NS      | $79921.76     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                         | SAMSUNG FIRE & M                     | CUSIP: Y7473H108<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |       3712 | NS      | $978117.39    | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                         | Samsung Fire & Marine Ins            | CUSIP: Y7473H116<br>LEI: 988400JMBDK47EW0Z936 | Long             | EP               | CORP              | KR        |       3206 | NS      | $636090.21    | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Ooredoo                                                        | OOREDOO QPSC                         | CUSIP: M8180V102<br>LEI: 549300D3EIDZJB62TR20 | Long             | EC               | CORP              | QA        |      19056 | NS      | $67899.57     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Canon Inc.                                                     | CANON INC                            | CUSIP: J05124144<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      11100 | NS      | $342687.07    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Capcom Co Ltd.                                                 | CAPCOM CO LTD                        | CUSIP: J05187109<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |       7600 | NS      | $220116.40    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Central Japan Railway Co.                                      | Central Japan Railway Co             | CUSIP: J05523105<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |       4100 | NS      | $86316.04     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| China Airlines Ltd.                                            | CHINA AIRLINES                       | CUSIP: Y1374F105<br>LEI: 25490032B2A0G6D0JP27 | Long             | EC               | CORP              | TW        |     135000 | NS      | $88719.17     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Kakao Corp.                                                    | KAKAO CORP                           | CUSIP: Y4519H119<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |        970 | NS      | $26026.59     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lao Feng Xiang Co Ltd                                          | LAO FEN XIANG-B                      | CUSIP: Y1424Z119<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      71200 | NS      | $247704.80    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| PetroChina Co Ltd.                                             | PETROCHINA-H                         | CUSIP: Y6883Q104<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | NUSS              | CN        |    1184100 | NS      | $904808.15    | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| KDDI Corp                                                      | KDDI CORP                            | CUSIP: J31843105<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      35200 | NS      | $624133.46    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Daikin Industries Ltd.                                         | DAIKIN INDS                          | CUSIP: J10038115<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       1400 | NS      | $159559.57    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa Securities Group Inc.                                    | DAIWA SECS GRP                       | CUSIP: J11718111<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |       7600 | NS      | $50139.58     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Aristocrat Leisure Ltd.                                        | ARISTOCRAT LEISU                     | CUSIP: Q0521T108<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       2945 | NS      | $125782.85    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                            | HKEX                                 | CUSIP: Y3506N139<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      22800 | NS      | $996116.12    | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| Gold Fields Ltd                                                | Gold Fields Ltd                      | CUSIP: S31755101<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      11875 | NS      | $266327.39    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| China Petroleum & Chemical Corp.                               | SINOPEC CORP-H                       | CUSIP: Y15010104<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | NUSS              | CN        |    1214000 | NS      | $619706.69    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| East Japan Railway Co.                                         | EAST JAPAN RAIL                      | CUSIP: J1257M109<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      10700 | NS      | $232039.92    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Fast Retailing Co Ltd.                                         | Fast Retailing Co Ltd                | CUSIP: J1346E100<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       2200 | NS      | $723982.53    | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJIFILM Holdings Corp.                                        | FUJIFILM HOLDING                     | CUSIP: J14208102<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      16200 | NS      | $331954.00    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| MediaTek Inc.                                                  | MEDIATEK                             | CUSIP: Y5945U103<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       7000 | NS      | $296737.31    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Research Institute Ltd                                  | NOMURA RESEARCH                      | CUSIP: J5900F106<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      18100 | NS      | $685688.77    | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Hisense Home Appliances Group Co Limited                       | HISENSE HOME - H                     | CUSIP: Y3226R105<br>LEI: 529900PRGESPUBUBN103 | Long             | EC               | CORP              | CN        |      48000 | NS      | $145563.74    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Shinhan Financial Group Co Ltd.                                | SHINHAN FINANCIA                     | CUSIP: Y7749X101<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |       2831 | NS      | $102185.82    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Hang Seng Bank Ltd.                                            | HANG SENG BANK                       | CUSIP: Y30327103<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |      28900 | NS      | $403405.47    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Advanced Info Service Public Co Ltd.                           | ADV INFO SVC-F                       | CUSIP: Y0014U183<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |       6500 | NS      | $57332.69     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc.                               | SUMITOMO MITSUI                      | CUSIP: J7772M102<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       3600 | NS      | $89096.82     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Hon Hai Precision Industry Co Ltd.                             | HON HAI PRECISION INDUSTR            | CUSIP: Y36861105<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      81000 | NS      | $360012.36    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Capitec Bank Holdings Ltd                                      | Capitec Bank Holdings Ltd            | CUSIP: S15445109<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |        475 | NS      | $88157.53     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| HOYA Corp.                                                     | HOYA CORP                            | CUSIP: J22848105<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      11700 | NS      | $1377272.36   | 0.86%             |  |  |  | No            | 2                  | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd.           | KOREA SHIPBUILDI                     | CUSIP: Y3838M106<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       7161 | NS      | $1368181.62   | 0.85%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Mobis Co Ltd.                                          | HYUNDAI MOBIS                        | CUSIP: Y3849A109<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |       4244 | NS      | $795650.49    | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| SK Hynix Inc.                                                  | SK HYNIX INC                         | CUSIP: Y8085F100<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       2672 | NS      | $332981.44    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Motor Co.                                              | HYUNDAI MOTOR                        | CUSIP: Y38472109<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |         71 | NS      | $9502.20      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Israel Discount Bank Ltd.                                      | ISRAEL DISCOUN-A                     | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       6727 | NS      | $50288.00     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kao Corp.                                                      | KAO CORP                             | CUSIP: J30642169<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |       8000 | NS      | $342716.09    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Kia Corp.                                                      | KIA CORP                             | CUSIP: Y47601102<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |       1761 | NS      | $111778.97    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Krung Thai Bank Public Co Ltd.                                 | KRUNG THAI BANK PCL                  | CUSIP: Y49885208<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |     115200 | NS      | $75172.39     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Kirin Holdings Co Ltd                                          | KIRIN HOLDINGS CO LTD                | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      17500 | NS      | $264828.07    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Konami Group Corp.                                             | KONAMI GROUP COR                     | CUSIP: J3600L101<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |      16000 | NS      | $2286015.46   | 1.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokio Marine Holdings Inc.                                     | TOKIO MARINE HD                      | CUSIP: J86298106<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      10200 | NS      | $409011.87    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Electronics Inc.                                            | LG ELECTRONICS                       | CUSIP: Y5275H177<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |        538 | NS      | $26971.83     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Geely Automobile Holdings Ltd                                  | GEELY AUTOMOBILE                     | CUSIP: G3777B103<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |      28000 | NS      | $58779.93     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BOC Hong Kong (Holdings) Ltd.                                  | BOC HONG KONG                        | CUSIP: Y0920U103<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      61500 | NS      | $255123.18    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| NAVER Corp.                                                    | NAVER CORP                           | CUSIP: Y62579100<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |        748 | NS      | $105117.65    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Panasonic Holdings Corp.                                       | PANASONIC HOLDIN                     | CUSIP: J6354Y104<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      37000 | NS      | $424418.97    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Electric Corp.                                      | MITSUB ELEC CORP                     | CUSIP: J43873116<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      10700 | NS      | $207082.74    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Firstrand Ltd                                                  | FirstRand Ltd                        | CUSIP: S5202Z131<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      27735 | NS      | $108585.29    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Nintendo Co Ltd.                                               | NINTENDO CO LTD                      | CUSIP: J51699106<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       7300 | NS      | $606300.48    | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                             | NIPPON TELEGRAPH                     | CUSIP: J59396101<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     585800 | NS      | $612580.44    | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc.                                           | NOMURA HOLDINGS                      | CUSIP: J58646100<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      16200 | NS      | $90329.65     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Olympus Corp.                                                  | OLYMPUS CORP                         | CUSIP: J61240107<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |       6500 | NS      | $85205.24     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ORIX Corp.                                                     | ORIX Corp                            | CUSIP: J61933123<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      17600 | NS      | $353204.76    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| PICC Property and Casualty Co Ltd.                             | PICC P&C-H                           | CUSIP: Y6975Z103<br>LEI: 300300F1000311000017 | Long             | EC               | NUSS              | CN        |      24000 | NS      | $44194.16     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                                    | NUTRIEN LTD                          | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       3282 | NS      | $187238.10    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Star Resources Ltd.                                   | NORTHERN STAR RE                     | CUSIP: Q6951U101<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       6021 | NS      | $73962.80     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| China Life Insurance Co Ltd.                                   | CHINA LIFE-H                         | CUSIP: Y1477R204<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |     364000 | NS      | $665239.01    | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Negara Indonesia (Persero) Tbk PT                         | Bank Negara Indonesia Per            | CUSIP: Y74568166<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |    2223600 | NS      | $560345.55    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Exchange Group Inc                                       | JAPAN EXCHANGE GROUP INC             | CUSIP: J2740B106<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |       5200 | NS      | $57878.30     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| T&D Holdings Inc.                                              | T&D HOLDING INC                      | CUSIP: J86796109<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |       2700 | NS      | $57476.39     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd.                                    | SAMSUNG ELECTRON                     | CUSIP: Y74718100<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      43965 | NS      | $1713284.82   | 1.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Hanwha Aerospace Co Ltd                                        | Hanwha Techwin Co Ltd                | CUSIP: Y7470L102<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |        155 | NS      | $87002.91     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd.                                    | Samsung Electronics Co Lt            | CUSIP: Y74718118<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      19632 | NS      | $647263.78    | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Shionogi & Co Ltd.                                             | SHIONOGI & CO                        | CUSIP: J74229105<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |       4300 | NS      | $72272.53     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                   | SHK PPT                              | CUSIP: Y82594121<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |       7500 | NS      | $71147.46     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                  | Takeda Pharmaceutical Co             | CUSIP: J8129E108<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      50700 | NS      | $1534249.28   | 0.95%             |  |  |  | No            | 2                  | On Loan: No      |
| Terumo Corp.                                                   | TERUMO CORP                          | CUSIP: J83173104<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      12700 | NS      | $243189.41    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Kasikornbank Public Co Ltd.                                    | KASIKORNBANK-FOR                     | CUSIP: Y4591R118<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |      15000 | NS      | $71630.18     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                   | TSMC                                 | CUSIP: Y84629107<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     168000 | NS      | $4748772.28   | 2.96%             |  |  |  | No            | 2                  | On Loan: No      |
| Toho Co Ltd.                                                   | TOHO CO LTD                          | CUSIP: J84764117<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |       9200 | NS      | $525462.45    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electric Power Company Holdings Inc.                     | TOKYO ELECTRIC P                     | CUSIP: J86914108<br>LEI: 5299004EMJ3R4RVR5Y75 | Long             | EC               | CORP              | JP        |     276800 | NS      | $847129.65    | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Unicharm Corp.                                                 | UNICHARM CORP                        | CUSIP: J94104114<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |       6500 | NS      | $60378.76     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Wesfarmers Ltd.                                                | WESFARMERS LTD                       | CUSIP: Q95870103<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |       6267 | NS      | $313964.85    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Woolworths Group Ltd.                                          | WOOLWORTHS GROUP                     | CUSIP: Q98418108<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       6459 | NS      | $130364.57    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Yakult Honsha Co Ltd                                           | YAKULT HONSHA CO LTD                 | CUSIP: J95468120<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |      13600 | NS      | $279488.77    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Astellas Pharma Inc.                                           | ASTELLAS PHARMA                      | CUSIP: J03393105<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      10400 | NS      | $104190.86    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Boerse AG                                             | DEUTSCHE BOERSE                      | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       1003 | NS      | $323327.35    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB Ltd.                                                       | ABB LTD-REG                          | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      25460 | NS      | $1344659.31   | 0.84%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB Ltd.                                                       | ABB LTD-REG                          | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      37456 | NS      | $1986744.55   | 1.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinor ASA                                                    | EQUINOR ASA                          | CUSIP: R2R90P103<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       6389 | NS      | $144610.86    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Eni SpA                                                        | ENI SPA                              | CUSIP: T3643A145<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      11818 | NS      | $169391.88    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Sonova Holding AG                                              | SONOVA HOLDING A                     | CUSIP: H8024W106<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       4944 | NS      | $1519965.19   | 0.95%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                                         | PETROBRAS SA-ADR                     | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      84063 | NS      | $949071.27    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Ping An Insurance (Group) Company of China Ltd.                | PING AN INSU-ADR                     | CUSIP: 72341E304<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      23873 | NS      | $285521.08    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CD Projekt SA                                                  | CD PROJEKT SA                        | CUSIP: X0957E106<br>LEI: 259400TYO5Q8SH8TL437 | Long             | EC               | CORP              | PL        |       1830 | NS      | $113336.47    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                 | BNP PARIBAS                          | CUSIP: F1058Q238<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      42074 | NS      | $3567856.26   | 2.22%             |  |  |  | No            | 2                  | On Loan: No      |
| OTP Bank PLC                                                   | OTP BANK PLC                         | CUSIP: X60746181<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |       1218 | NS      | $89985.89     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Alfa Laval AB                                                  | ALFA LAVAL AB                        | CUSIP: W04008152<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |       1625 | NS      | $67403.96     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                            | ERSTE GROUP BANK                     | CUSIP: A19494102<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       4827 | NS      | $326733.99    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Relx PLC                                                       | RELX PLC - ADR                       | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       5557 | NS      | $303578.91    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Restaurant Brands International Inc                            | RESTAURANT BRAND                     | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       1467 | NS      | $94474.80     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| SAP SE                                                         | SAP SE-SPONS ADR                     | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       1523 | NS      | $445005.37    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Sea Ltd.                                                       | SEA LTD-ADR                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       1943 | NS      | $260459.15    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Shopify Inc                                                    | SHOPIFY INC - A                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       2590 | NS      | $246050.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Tim S A                                                        | TIM SA-ADR                           | CUSIP: 88706T108<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |       5447 | NS      | $90855.96     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| UniCredit S.p.A.                                               | UNICREDIT SP-ADR                     | CUSIP: 904678406<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      56032 | NS      | $1630531.20   | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vodafone Group PLC                                             | VODAFONE GRP-ADR                     | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      22807 | NS      | $222596.32    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Wheaton Precious Metals Corporation                            | WHEATON PRECIOUS                     | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |       5777 | NS      | $482495.04    | 0.30%             |  |  |  | No            | 1                  | On Loan: —       |
| Yum China Holdings Inc.                                        | YUM CHINA HO                         | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       2981 | NS      | $129107.11    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                            | MOUNT VERNON LIQUID ASSETS PORTFOLIO | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |          0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Banco Bradesco SA                                              | BRADESCO SA-PREF                     | CUSIP: P1808G117<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |      27900 | NS      | $67452.82     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Techtronic Industries Co. Ltd.                                 | TECHTRONIC IND                       | CUSIP: Y8563B159<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       7000 | NS      | $70447.29     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Marine & Fire Insurance Co Ltd.                        | HYUNDAI MARINE                       | CUSIP: Y3842K104<br>LEI: 988400SYR92543UITC37 | Long             | EC               | CORP              | KR        |       7097 | NS      | $110909.41    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Emaar Properties PJSC                                          | EMAAR PROP PJSC                      | CUSIP: M4025S107<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      33223 | NS      | $118712.59    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Telecommunications Ltd.                              | SINGAPORE TELECO                     | CUSIP: Y79985209<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      47500 | NS      | $137437.36    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                       | ITAU UNIBAN-PREF                     | CUSIP: P5968U113<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |      25600 | NS      | $160504.68    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Itau Unibanco Holding SA                                       | ITAU UNIBANCO HOLDING SA             | CUSIP: P5968U105<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |      64900 | NS      | $355555.34    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Akbank T.A.S.                                                  | AKBANK                               | CUSIP: M0300L106<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |          0 | NS      | $0.42         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arcelik A.S.                                                   | ARCELIK                              | CUSIP: M1490L104<br>LEI: 789000748KTQCUMJ0R25 | Long             | EC               | CORP              | TR        |          1 | NS      | $2.89         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Enka Insaat ve Sanayi AS                                       | ENKA                                 | CUSIP: M4055T108<br>LEI: 789000EE9HXTYDRH9O46 | Long             | EC               | CORP              | TR        |          1 | NS      | $1.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Turkiye Sise ve Cam Fabrikalari A.S.                           | SISECAM                              | CUSIP: M9013U105<br>LEI: 789000KWOK751Q6R8875 | Long             | EC               | CORP              | TR        |          0 | NS      | $0.26         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Turk Hava Yollari AO                                           | THY                                  | CUSIP: M8926R100<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |          1 | NS      | $7.29         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Turkiye Is Bankasi AS                                          | IS BANKASI                           | CUSIP: M8933F115<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |          1 | NS      | $0.15         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yapi Ve Kredi Bankasi A.S.                                     | YAPI KREDI                           | CUSIP: M9869G101<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | EC               | CORP              | TR        |          0 | NS      | $0.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Haci Omer Sabanci Holding A.S.                                 | SABANCI HOLDING                      | CUSIP: M8223R100<br>LEI: 78900090FFOWNLGP0F20 | Long             | EC               | CORP              | TR        |          1 | NS      | $1.06         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                    | PKOBP                                | CUSIP: X6919X108<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |       4500 | NS      | $86533.91     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Safran SA                                                      | SAFRAN SA                            | CUSIP: F4035A557<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       1968 | NS      | $524156.45    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| MTU Aero Engines AG                                            | MTU AERO ENGINES                     | CUSIP: D5565H104<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       3316 | NS      | $1148634.99   | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| Kone Oyj                                                       | KONE OYJ-B                           | CUSIP: X4551T105<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       1854 | NS      | $114916.52    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Communications Co Ltd.                                 | BANKCOMM-H                           | CUSIP: Y06988102<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | NUSS              | CN        |     892000 | NS      | $780010.94    | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Leonardo S.p.A.                                                | LEONARDO SPA                         | CUSIP: T6S996112<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       2185 | NS      | $113688.39    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiichi Sankyo Co Ltd.                                         | DAIICHI SANKYO                       | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      18700 | NS      | $478558.61    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Bandai Namco Holdings Inc.                                     | Bandai Namco Holdings Inc            | CUSIP: Y0606D102<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |       5800 | NS      | $201649.40    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| China Construction Bank Corp.                                  | CCB-H                                | CUSIP: Y1397N101<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | NUSS              | CN        |     487000 | NS      | $400031.83    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Hana Financial Group Inc.                                      | HANA FINANCIAL G                     | CUSIP: Y29975102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      10225 | NS      | $463131.65    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Inpex Corp.                                                    | INPEX CORP                           | CUSIP: J2467E101<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |       5300 | NS      | $66328.18     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of China Ltd.                                             | BANK OF CHINA-H                      | CUSIP: Y0698A107<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | NUSS              | CN        |    4404000 | NS      | $2459055.54   | 1.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Software Inc.                                    | CONSTELLATION SO                     | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        115 | NS      | $414500.74    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Logitech International SA                                      | LOGITECH INTER-R                     | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       3653 | NS      | $277612.05    | 0.17%             |  |  |  | No            | 2                  | On Loan: —       |
| Experian PLC                                                   | EXPERIAN PLC                         | CUSIP: G32655105<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      11851 | NS      | $589651.73    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Brambles Ltd.                                                  | BRAMBLES LTD                         | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       7938 | NS      | $104322.41    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                     | ICBC-H                               | CUSIP: Y3990B112<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |    1416000 | NS      | $969968.22    | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| Industrivarden AB (publ)                                       | Industrivarden AB                    | CUSIP: W45430126<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      13041 | NS      | $457995.81    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| China CITIC Bank Corp Ltd.                                     | CITIC BANK-H                         | CUSIP: Y1434M116<br>LEI: 300300C1030211000384 | Long             | EC               | CORP              | CN        |     760000 | NS      | $601098.66    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Prysmian S.p.A.                                                | PRYSMIAN SPA                         | CUSIP: T7630L105<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       1433 | NS      | $78782.95     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Card Co Ltd                                            | SAMSUNG CARD CO                      | CUSIP: Y7T70U105<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      20481 | NS      | $604104.61    | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                           | Banco de Sabadell SA                 | CUSIP: E15819191<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |      24156 | NS      | $70540.23     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Jeronimo Martins - S.G.P.S., S.A.                              | JERONIMO MARTINS                     | CUSIP: X40338109<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      31509 | NS      | $763222.89    | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Caixabank S.A.                                                 | CaixaBank SA                         | CUSIP: E2427M123<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      20483 | NS      | $157115.74    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Emirates NBD Bank PJSC                                         | EMIRATES NBD PJS                     | CUSIP: M4029Z107<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |      97898 | NS      | $547876.64    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| TIS Inc.                                                       | TIS Inc                              | CUSIP: J8T622102<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      10300 | NS      | $297415.65    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| MS&AD Insurance Group Holdings Inc.                            | MS&AD INSURANCE                      | CUSIP: J4687C105<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      41400 | NS      | $941409.33    | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| China Pacific Insurance Group Co Ltd.                          | China Pacific Insurance G            | CUSIP: Y1505Z103<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |      13600 | NS      | $37002.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KB Financial Group Inc.                                        | KB FINANCIAL GRO                     | CUSIP: Y46007103<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      12641 | NS      | $797907.51    | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                             | SUNCOR ENERGY                        | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       6936 | NS      | $244998.90    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BNK Financial Group Inc.                                       | BNK FINANCIAL GR                     | CUSIP: Y0R7ZV102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      31712 | NS      | $230863.92    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Phosagro Public Joint Stock Company                            | PHOSAGRO PJSC                        | CUSIP: X65078101<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      10128 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Pandora A/S                                                    | PANDORA A/S                          | CUSIP: K7681L102<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        439 | NS      | $65347.09     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Chongqing Rural Commercial Bank Co Ltd.                        | CQRC BANK-H                          | CUSIP: Y1594G107<br>LEI: 300300C1126750000027 | Long             | EC               | CORP              | CN        |     272000 | NS      | $208824.51    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Dollarama Inc                                                  | DOLLARAMA INC                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       2579 | NS      | $318251.85    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| AIA Group Ltd, Hong Kong                                       | AIA                                  | CUSIP: Y002A1105<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     181400 | NS      | $1359202.76   | 0.85%             |  |  |  | No            | 2                  | On Loan: No      |
| Maxis Berhad                                                   | MAXIS BHD                            | CUSIP: Y58460109<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     745700 | NS      | $641168.24    | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc                                             | CENOVUS ENERGY                       | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       7629 | NS      | $89825.87     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| China Minsheng Banking Corp Ltd.                               | CHINA MINSHENG-H                     | CUSIP: Y1495M112<br>LEI: 549300HBUGSQD1VCXG94 | Long             | EC               | CORP              | CN        |     216000 | NS      | $101359.17    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Tatneft Pjsc                                                   | TATNEFT                              | CUSIP: X89366102<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |       6830 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Gazprom Public Joint Stock Company                             | GAZPROM                              | CUSIP: X3123F106<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |     247390 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Oil Company Lukoil PJSC                                        | LUKOIL                               | CUSIP: X6983S100<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      24250 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Rosneft Oil Company                                            | ROSNEFT                              | CUSIP: X7394C106<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |     117940 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| VTB Bank Public Joint Stock Company                            | VTB BANK                             | CUSIP: X9814J117<br>LEI: 253400V1H6ART1UQ0N98 | Long             | EC               | CORP              | RU        | 1284860000 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| MMC Norilsk Nickel Public Joint Stock Company                  | NORILSK NICKEL                       | CUSIP: X5424N118<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |     378500 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Charoen Pokphand Foods PCL                                     | CHAROEN POK FO-F                     | CUSIP: Y1296K166<br>LEI: 529900FJ3AI2GKGIWK15 | Long             | EC               | CORP              | TH        |     610200 | NS      | $483314.18    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Holdings Co Ltd.                                        | OTSUKA HOLDINGS                      | CUSIP: J63117105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       6300 | NS      | $307258.86    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Dai-ichi Life Holdings Inc.                                    | DAI-ICHI LIFE HO                     | CUSIP: J09748112<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      14800 | NS      | $106907.48    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Agricultural Bank of China Ltd.                                | ABC-H                                | CUSIP: Y00289119<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |     143000 | NS      | $87260.23     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Eneos Holdings Inc                                             | ENEOS HOLDINGS I                     | CUSIP: J29699105<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      15200 | NS      | $73207.02     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Sompo Holdings Inc.                                            | SOMPO HOLDINGS I                     | CUSIP: J7621A101<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      56100 | NS      | $1839231.19   | 1.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Zhongsheng Group Holdings Ltd.                                 | ZHONGSHENG GROUP                     | CUSIP: G9894K108<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | KY        |      16000 | NS      | $24074.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                               | Powszechny Zaklad Ubezpie            | CUSIP: X6919T107<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       1462 | NS      | $22812.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rolls-Royce Holdings PLC                                       | ROLLS-ROYCE HOLD                     | CUSIP: G76225104<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      44730 | NS      | $452818.38    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexon Co Ltd.                                                  | NEXON CO LTD                         | CUSIP: J4914X104<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      30400 | NS      | $477166.69    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica Brasil S.A                                          | TELEF BRASIL                         | CUSIP: P9T369176<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |     149500 | NS      | $728677.16    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| China International Marine Containers (Group) Co Ltd.          | CHINA INTERNATIONAL MARIN            | CUSIP: Y1457J123<br>LEI: 300300Q7JK7J0KAIEA51 | Long             | EC               | CORP              | CN        |     273900 | NS      | $172061.55    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Xero Ltd.                                                      | XERO LTD                             | CUSIP: Q98665104<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |        814 | NS      | $85728.07     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| The People's Insurance Company (Group) of China Limited        | PICC GROUP-H                         | CUSIP: Y6800A109<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |    2312000 | NS      | $1368267.38   | 0.85%             |  |  |  | No            | 2                  | On Loan: No      |
| Tele2 AB (publ)                                                | TELE2 AB-B SHS                       | CUSIP: W95878166<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |       6023 | NS      | $88871.09     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola HBC AG                                               | Coca-Cola HBC AG                     | CUSIP: H1512E100<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |        770 | NS      | $40100.29     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PTT Public Company Limited                                     | PTT PCL/FOREIGN                      | CUSIP: Y6883U139<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | NUSS              | TH        |      88400 | NS      | $81978.02     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Ireland Group PLC                                      | BANK OF IRELAND                      | CUSIP: G0756R109<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     229387 | NS      | $2695565.12   | 1.68%             |  |  |  | No            | 2                  | On Loan: No      |
| Guotai Haitong Securities Co Ltd.                              | GUOTAI JUNAN SECURITIES C            | CUSIP: Y2R614115<br>LEI: 300300E1005431000017 | Long             | EC               | CORP              | CN        |     338200 | NS      | $482008.62    | 0.30%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Andon Health Co Lt                                             | ANDON HEALTH C-A                     | CUSIP: Y0138G102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      51700 | NS      | $269531.09    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingnet Network Co Ltd                                         | KINGNET NETWOR-A                     | CUSIP: Y8421B102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     119300 | NS      | $278314.19    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Hangzhou Robam Appliances Co Ltd.                              | HANGZHOU ROBAM-A                     | CUSIP: Y3041Z100<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     285200 | NS      | $767541.90    | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| 37 Interactive Entertainment Network Technology Group Co Ltd.  | 37 INTERACTIV-A                      | CUSIP: Y9717X105<br>LEI: 300300BE4IFCPHCUMI94 | Long             | EC               | CORP              | CN        |     448000 | NS      | $935010.78    | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| Songcheng Performance Development Co Ltd.                      | SONGCHENG PERF-A                     | CUSIP: Y30421104<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     185700 | NS      | $238720.38    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Wanda Film Holding Co Ltd                                      | WANDA FILM HOL-A                     | CUSIP: Y94885103<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     359100 | NS      | $556073.92    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| YUNDA Holding Group Co Ltd.                                    | YUNDA HOLDING GR                     | CUSIP: Y62996106<br>LEI: 300300HU5TWO2S5DH054 | Long             | EC               | CORP              | CN        |     880900 | NS      | $822783.37    | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| Giant Network Group Co Ltd.                                    | GIANT NETWORK-A                      | CUSIP: Y1593Y109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     551400 | NS      | $1100516.37   | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| ASR Nederland N.V.                                             | ASR NEDERLAND NV                     | CUSIP: N0709G103<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |        821 | NS      | $51846.97     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Wharf Real Estate Investment Co Ltd.                           | WHARF REAL ESTAT                     | CUSIP: G9593A104<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | HK        |     204000 | NS      | $487871.84    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB Group PLC                                                  | AIB GROUP PLC                        | CUSIP: G0R4HJ106<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      17316 | NS      | $116478.12    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Mirae Asset Securities Co Ltd.                                 | Mirae Asset Securities Co            | CUSIP: Y604N5170<br>LEI: 98840072S6T63E2V1291 | Long             | EP               | CORP              | KR        |     110420 | NS      | $376552.03    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Wheaton Precious Metals Corporation                            | WHEATON PRECIOUS                     | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |       3763 | NS      | $314240.79    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Essity AB                                                      | Essity AB                            | CUSIP: W3R06F100<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |       3401 | NS      | $98362.04     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank ABP                                                | NORDEA BANK ABP                      | CUSIP: X5S8VL105<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       9044 | NS      | $124842.06    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bank of Greece SA                                     | NATIONAL BANK OF GREECE              | CUSIP: X56533189<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |       4952 | NS      | $52601.35     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| B3 S.A. - Brasil, Bolsa, Balcao                                | B3 SA                                | CUSIP: P1909G107<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |      30000 | NS      | $70468.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambev S.A.                                                     | AMBEV SA                             | CUSIP: P0273U106<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     724400 | NS      | $1864963.96   | 1.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Meituan LLC                                                    | MEITUAN-W                            | CUSIP: G59669104<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |      25100 | NS      | $415587.94    | 0.26%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Haidilao International Holding Ltd.                            | HAIDILAO INTERNA                     | CUSIP: G4290A101<br>LEI: 3003009Q8GV4VNKZWI24 | Long             | EC               | CORP              | KY        |     159000 | NS      | $357994.01    | 0.22%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Vodafone Group PLC                                             | VODAFONE GROUP                       | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     245517 | NS      | $241290.83    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Hebei Yufeng Indus                                             | HEBEI YANGYUAN-A                     | CUSIP: Y311CN100<br>LEI: 3003004AF7PK0KCXCJ17 | Long             | EC               | CORP              | CN        |      28800 | NS      | $96144.58     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CGI Inc                                                        | CGI INC                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       1131 | NS      | $119940.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Livzon Pharmaceutical Group Inc.                               | LIVZON PHARM-H                       | CUSIP: Y52889105<br>LEI: 529900Y4GWTVVTORJ443 | Long             | EC               | CORP              | CN        |     109800 | NS      | $364146.10    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Bancolombia SA                                                 | BANCOLOMBIA SA                       | CUSIP: P1329P141<br>LEI: 54930052NWJRPNMP1W58 | Long             | EC               | CORP              | CO        |      85796 | NS      | $1011026.60   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Bancolombia SA                                                 | Bancolombia SA                       | CUSIP: P1329P158<br>LEI: 54930052NWJRPNMP1W58 | Long             | EP               | CORP              | CO        |      44474 | NS      | $453997.79    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcon AG                                                       | ALCON INC                            | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |       1434 | NS      | $139338.35    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Evolution AB                                                   | EVOLUTION AB                         | CUSIP: W3287P115<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        962 | NS      | $66647.83     | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Ronesans Gayrimenk                                             | RONESANS GY AS                       | CUSIP: M8S18R117<br>LEI: 7890008JA2W8356X5A38 | Long             | EC               | CORP              | TR        |      59665 | NS      | $170313.62    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Alimentation Couche-Tard Inc.                                  | ALIMEN COUCHE                        | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       1500 | NS      | $78306.48     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Haier Smart Home Co Ltd.                                       | HAIER SMART H-H                      | CUSIP: Y298BN100<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |      71600 | NS      | $207783.51    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                                 | ATLAS COPCO-B                        | CUSIP: W1R924229<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      11516 | NS      | $159921.52    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| WH Group Ltd.                                                  | WH GROUP LTD                         | CUSIP: G96007102<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    1350500 | NS      | $1207616.04   | 0.75%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Unilever PLC                                                   | UNILEVER PLC                         | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       1251 | NS      | $79842.40     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Dassault Systemes                                              | DASSAULT SYSTEME                     | CUSIP: F24571451<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       3652 | NS      | $136976.00    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| NetEase Inc.                                                   | NETEASE INC                          | CUSIP: G6427A102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |      13500 | NS      | $290198.12    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| H World Group Ltd.                                             | H WORLD GP LTD                       | CUSIP: G46587112<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |      63200 | NS      | $221713.70    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd.                            | HD HYUNDAI HEAVY                     | CUSIP: Y3838M122<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |       2605 | NS      | $735859.68    | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Informa PLC                                                    | INFORMA PLC                          | CUSIP: G4770L106<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |       7110 | NS      | $69463.26     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd.                                          | TENCENT                              | CUSIP: G87572163<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      23400 | NS      | $1433259.40   | 0.89%             |  |  |  | No            | 2                  | On Loan: No      |
| Dassault Aviation SA                                           | DASSAULT AVIATIO                     | CUSIP: F24539169<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       1950 | NS      | $703686.54    | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                              | SIEMENS ENERGY A                     | CUSIP: D6T47E106<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       3587 | NS      | $277086.83    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Investor AB                                                    | INVESTOR AB-B                        | CUSIP: W5R777115<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      25896 | NS      | $767323.82    | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| Sinomach Heavy Equipment Group Co Ltd                          | SINOMACH HEAVY E                     | CUSIP: Y776DB109<br>LEI: 300300NXSE6POUGGPK97 | Long             | EC               | CORP              | CN        |     160300 | NS      | $62177.60     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Vestas Wind Systems AS                                         | VESTAS WIND SYST                     | CUSIP: K9773J201<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |       5304 | NS      | $70709.96     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Pop Mart International Group Limited                           | POP MART INTERNATIONAL               | CUSIP: G7170M103<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |       9600 | NS      | $239433.98    | 0.15%             |  |  |  | Yes           | 2                  | On Loan: No      |
| NN Group N.V.                                                  | NN GROUP                             | CUSIP: N64038107<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      35287 | NS      | $2165602.52   | 1.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Finecobank Banca Fineco S.p.A.                                 | FINECOBANK SPA                       | CUSIP: T4R999104<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       6555 | NS      | $131280.05    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Anker Innovations Technology Co Ltd.                           | ANKER INNOVATI-A                     | CUSIP: Y01425100<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      70790 | NS      | $867673.46    | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Hexagon AB                                                     | HEXAGON AB-B                         | CUSIP: W4R431112<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |      16737 | NS      | $162907.82    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Shanghai Pudong Development Bank Co Ltd.                       | SHANG PUDONG-A                       | CUSIP: Y7689F102<br>LEI: 300300C1031031001330 | Long             | EC               | CORP              | CN        |     282700 | NS      | $425948.99    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| China United Network Communications Group Co Ltd.              | CHINA UNITED-A                       | CUSIP: Y15075107<br>LEI: 300300UTFDNZL9GJRR78 | Long             | EC               | CORP              | CN        |     874038 | NS      | $639630.06    | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Haier Smart Home Co Ltd.                                       | HAIER SMART H-A                      | CUSIP: Y7166P102<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |     134400 | NS      | $458842.39    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Zhejiang China Commodities City Group Co., Ltd.                | COMMODITIES CI-A                     | CUSIP: Y98916102<br>LEI: 300300UELW04DCUGGZ27 | Long             | EC               | CORP              | CN        |     563600 | NS      | $1187027.87   | 0.74%             |  |  |  | No            | 2                  | On Loan: No      |
| Hisense Visual Technology Co Limited                           | HISENSE VISUAL-A                     | CUSIP: Y32263108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     154808 | NS      | $507393.52    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Joincare Pharmaceutical Group Industry Co Ltd.                 | JOINCARE PHARM-A                     | CUSIP: Y7742H103<br>LEI: 3003006PUWUKPH72TS46 | Long             | EC               | CORP              | CN        |     238300 | NS      | $347446.32    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Lao Feng Xiang Co Ltd                                          | LAO FENG XIANG-A                     | CUSIP: Y1490U101<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      62300 | NS      | $411235.42    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Shanghai Jin Jiang International Hotels Co Ltd.                | SHANGHAI JINJI-A                     | CUSIP: Y7688C118<br>LEI: 300300KOJEHP8FQX5092 | Long             | EC               | CORP              | CN        |     148800 | NS      | $491496.13    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Huaxin Cement Co Ltd                                           | HUAXIN CEMENT-A                      | CUSIP: Y37469106<br>LEI: 300300SD5S95ZOS05G37 | Long             | EC               | CORP              | CN        |     207900 | NS      | $343694.05    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Wuchan Zhongda Group Co Ltd.                                   | WUCHAN ZHONGDA-A                     | CUSIP: Y9890U100<br>LEI: 300300PA9D9DEGG5M059 | Long             | EC               | CORP              | CN        |     204300 | NS      | $142942.29    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Huali Industrial Group Co Ltd.                                 | HUALI INDUSTRI-A                     | CUSIP: Y3737M108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      55100 | NS      | $388991.24    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Industria De Diseno Textil SA                                  | INDITEX                              | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       5896 | NS      | $317319.39    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| SCB X Public Co Ltd.                                           | SCB X PCL-FOREIG                     | CUSIP: Y753YV101<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |      24500 | NS      | $87297.79     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Aegon Ltd.                                                     | AEGON LTD                            | CUSIP: G0112X105<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |       7524 | NS      | $48433.99     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ningbo Joyson Electronic Corp.                                 | NINGBO JOYSON -A                     | CUSIP: Y5278D108<br>LEI: 300300XPY07RUN7V4863 | Long             | EC               | CORP              | CN        |     300100 | NS      | $679202.88    | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Aviva PLC                                                      | AVIVA PLC                            | CUSIP: G0683Q158<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      58619 | NS      | $439235.84    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Dekon Food & Agriculture Group                                 | DEKON FOOD AND A                     | CUSIP: Y202NM101<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      67300 | NS      | $364889.82    | 0.23%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Constellation Software Inc.                                    | CONSTELLATION-28                     | CUSIP: 21037X134<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DO               | CORP              | CA        |        108 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                                   | UBS GROUP AG                         | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      14918 | NS      | $452874.32    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Wal-Mart De Mexico                                             | WALMART DE MEXIC                     | CUSIP: P98180188<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      27000 | NS      | $85543.16     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CK Hutchison Holdings Ltd.                                     | CKH HOLDINGS                         | CUSIP: G21765105<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      13500 | NS      | $76126.89     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Shopify Inc                                                    | SHOPIFY INC - A                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       4341 | NS      | $412927.69    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Svenska Handelsbanken AB                                       | SVENSKA HAN-A                        | CUSIP: W9112U104<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |       8021 | NS      | $105002.35    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco BPM S.p.A.                                               | BANCO BPM SPA                        | CUSIP: T1708N101<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     209983 | NS      | $2345877.70   | 1.46%             |  |  |  | No            | 2                  | On Loan: —       |
| UniCredit S.p.A.                                               | UNICREDIT SPA                        | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      21414 | NS      | $1246915.20   | 0.78%             |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                             | ABN AMRO BANK-CV                     | CUSIP: N0162C102<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       2563 | NS      | $53156.56     | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Japan Post Holdings Co Ltd.                                    | JAPAN POST HOLDI                     | CUSIP: J2800D109<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      14300 | NS      | $139058.14    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Post Bank Co Ltd.                                        | JAPAN POST BANK CO LTD               | CUSIP: J2800C101<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |       8000 | NS      | $82290.14     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| China Railway Signal & Communication Corp Ltd.                 | CHINA RAILWAY SIGNAL & CO            | CUSIP: Y1R0AG105<br>LEI: 529900GK68ZHDM38WD21 | Long             | EC               | CORP              | CN        |     851000 | NS      | $342345.66    | 0.21%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Jason Furniture (Hangzhou) Co Ltd.                             | JASON FURNITUR-A                     | CUSIP: Y4255J105<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      90400 | NS      | $310162.13    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Relx PLC                                                       | RELX PLC                             | CUSIP: G7493L105<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      16019 | NS      | $872784.05    | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| China Reinsurance Group Corporation                            | CHINA REINSURANCE GROUP C            | CUSIP: Y1R0AJ109<br>LEI: 300300F3000111000079 | Long             | EC               | CORP              | CN        |    1142000 | NS      | $132433.32    | 0.08%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Poste Italiane S.p.A.                                          | POSTE ITALIANE                       | CUSIP: T7S697106<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | NUSS              | IT        |       3924 | NS      | $79712.07     | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Hydro One Ltd                                                  | HYDRO ONE LTD                        | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      10731 | NS      | $412913.42    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordea Bank ABP                                                | NORDEA BANK ABP                      | CUSIP: X5S8VL105<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       7243 | NS      | $99402.38     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Everbright Securities Co Ltd.                                  | EVERBRIG SEC -A                      | CUSIP: Y2357S106<br>LEI: 300300631H57L451WO11 | Long             | EC               | NUSS              | CN        |     162300 | NS      | $359358.85    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Adyen NV                                                       | ADYEN NV                             | CUSIP: N3501V104<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        120 | NS      | $194346.18    | 0.12%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Alpha Services & Holdings SA                                   | ALPHA SERVICES A                     | CUSIP: X0084L106<br>LEI: 5299009N55YRQC69CN08 | Long             | EC               | CORP              | GR        |      27239 | NS      | $66469.90     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                 | ING GROEP NV                         | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     112599 | NS      | $2188403.82   | 1.36%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                            | CURRENCY CONTRACT - CAD              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1156818 | NC      | $5102.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                            | CURRENCY CONTRACT - HKD              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     371407 | NC      | $138.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                            | CURRENCY CONTRACT - HKD              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     184839 | NC      | $-3.61        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                            | CURRENCY CONTRACT - JPY              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      18024 | NC      | $-20.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                            | CURRENCY CONTRACT - QAR              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      45835 | NC      | $55.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                            | CURRENCY CONTRACT - QAR              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      67132 | NC      | $81.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                            | CURRENCY CONTRACT - SEK              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      98978 | NC      | $-16.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                            | CURRENCY CONTRACT - USD              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   27352068 | NC      | $-203.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Credicorp Ltd.                                                 | CREDICORP LTD                        | CUSIP: G2519Y108<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |        339 | NS      | $68542.41     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Europacific Partners PLC                             | COCA-COLA EUROPA                     | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |        893 | NS      | $81030.82     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| XP Inc.                                                        | XP INC - CLASS A                     | CUSIP: G98239109<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |      35091 | NS      | $564965.10    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcon AG                                                       | ALCON INC                            | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |       2114 | NS      | $206347.54    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| UBS Group AG                                                   | UBS GROUP AG                         | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       1462 | NS      | $44196.26     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Logitech International SA                                      | LOGITECH INTERNATIONAL-RE            | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       8879 | NS      | $669387.81    | 0.42%             |  |  |  | No            | 1                  | On Loan: —       |
| Spotify Technology S.A.                                        | SPOTIFY TECHNOLO                     | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        841 | NS      | $516357.18    | 0.32%             |  |  |  | No            | 1                  | On Loan: —       |

### Signature

**Date Signed:** 2025-05-28

**Name of Applicant:** Dunham Funds

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Assistant Treasurer