# EDGAR Filing Document

**Accession Number:** 0001420040
**File Stem:** 0000910472-25-005943
**Filing Date:** 2025-12
**Character Count:** 146660
**Document Hash:** c19609f6dacabebd2d3ea2ae082287bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-25-005943.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0000910472-25-005943

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**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:** 251603386

**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:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $174390498.25

**Total Liabilities:** $1035699.97

**Net Assets:** $173354798.28

**Cash Not Reported:** $518657.13

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059533 | 5.05%                | 4.81%                | 1.90%                |
| Class ID C000059534 | 5.09%                | 4.94%                | 1.98%                |
| Class ID C000059532 | 5.10%                | 4.94%                | 1.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $343210.90               | $7388255.82                                |
| Month 2  | $4516703.36              | $3354936.97                                |
| Month 3  | $1488033.94              | $2040554.61                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Celestica Inc.                                                | CELESTICA INC                        | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |        600 | NS      | $206688.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Delta Electronics Thailand Public Co Ltd                      | DELTA ELEC-FORGN                     | CUSIP: Y20266204<br>LEI: 529900JKLVG9Y2SVWL93 | Long             | EC               | CORP              | TH        |       6800 | NS      | $45555.86     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| KYOCERA Corp.                                                 | KYOCERA CORP                         | CUSIP: J37479110<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       5600 | NS      | $74310.12     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                | ING GROEP NV                         | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      35197 | NS      | $878924.63    | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| China Construction Bank Corp.                                 | CCB-H                                | CUSIP: Y1397N101<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     443000 | NS      | $438581.16    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| NAVER Corp.                                                   | NAVER CORP                           | CUSIP: Y62579100<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |        748 | NS      | $139805.58    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                           | CURRENCY CONTRACT - USD              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         41 | NC      | $0.07         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Franco Nevada Corp                                            | FRANCO-NEVADA CO                     | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      13368 | NS      | $2494869.84   | 1.44%             |  |  |  | No            | 1                  | On Loan: —       |
| WuXi AppTec Co Ltd.                                           | WUXI APPTEC CO-A                     | CUSIP: Y971B1100<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |     112772 | NS      | $1574243.33   | 0.91%             |  |  |  | No            | 2                  | On Loan: No      |
| Adidas AG                                                     | ADIDAS AG                            | CUSIP: D0066B185<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        817 | NS      | $154492.06    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Poste Italiane S.p.A.                                         | POSTE ITALIANE                       | CUSIP: T7S697106<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | NUSS              | IT        |       3924 | NS      | $94614.47     | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Wolters Kluwer NV                                             | WOLTERS KLUWER                       | CUSIP: N9643A197<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       1157 | NS      | $141842.27    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Israel Discount Bank Ltd.                                     | ISRAEL DISCOUN-A                     | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       6727 | NS      | $67229.25     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CGI Inc                                                       | CGI INC                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       2090 | NS      | $181830.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Aviva PLC                                                     | AVIVA PLC                            | CUSIP: G0683Q158<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      23994 | NS      | $210884.52    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                | BNP PARIBAS                          | CUSIP: F1058Q238<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      42074 | NS      | $3259216.51   | 1.88%             |  |  |  | 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      | $2373696.40   | 1.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Exchange Ltd.                                       | SINGAPORE EXCH                       | CUSIP: Y79946102<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       1200 | NS      | $15570.07     | 0.01%             |  |  |  | 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      | $1145752.68   | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujikura Ltd.                                                 | FUJIKURA LTD                         | CUSIP: J14784128<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |       1400 | NS      | $190647.48    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Recruit Holdings Co Ltd.                                      | RECRUIT HOLDINGS                     | CUSIP: J6433A101<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       7000 | NS      | $347122.57    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| OTP Bank PLC                                                  | OTP BANK PLC                         | CUSIP: X60746181<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |       1218 | NS      | $116255.09    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP AG                         | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      17202 | NS      | $659868.72    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Woolworths Group Ltd.                                         | WOOLWORTHS GROUP                     | CUSIP: Q98418108<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       6459 | NS      | $120013.59    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica Brasil S.A                                         | TELEF BRASIL                         | CUSIP: P9T369176<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |     149500 | NS      | $896477.56    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Irico Display Devi                                            | IRICO DISPLAY DE                     | CUSIP: Y77010109<br>LEI: 3003005EGLX0QFEGD247 | Long             | EC               | CORP              | CN        |    1133307 | NS      | $933288.84    | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Korea Electric Power Corp.                                    | KOREA ELEC P-ADR                     | CUSIP: 500631106<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |      11855 | NS      | $178654.85    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Relx PLC                                                      | RELX PLC                             | CUSIP: G7493L105<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       5922 | NS      | $260846.63    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldwind Science & Technology Co Ltd.                         | Xinjiang Goldwind Science            | CUSIP: Y97237112<br>LEI: 529900UCUDMIZJ2ZJJ84 | Long             | EC               | CORP              | CN        |     371000 | NS      | $629708.60    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Rheinmetall AG                                                | RHEINMETALL AG                       | CUSIP: D65111102<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        205 | NS      | $403016.45    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                           | DEUTSCHE TELEKOM                     | CUSIP: D2035M136<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      96561 | NS      | $2991222.58   | 1.73%             |  |  |  | No            | 2                  | On Loan: No      |
| LY Corporation                                                | Yahoo Japan Corp                     | CUSIP: J9894K105<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      33000 | NS      | $96972.97     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Xiamen Faratronic Co Ltd.                                     | XIAMEN FARATRO-A                     | CUSIP: Y9721Z104<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       4000 | NS      | $67645.56     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Terumo Corp.                                                  | TERUMO CORP                          | CUSIP: J83173104<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      27400 | NS      | $442269.92    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                      | ITAU UNIBAN-PREF                     | CUSIP: P5968U113<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |      25600 | NS      | $188105.13    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Canon Inc.                                                    | CANON INC                            | CUSIP: J05124144<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      18800 | NS      | $539905.91    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                               | DANSKE BANK A/S                      | CUSIP: K22272114<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       3867 | NS      | $172817.55    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB Group PLC                                                 | AIB GROUP PLC                        | CUSIP: G0R4HJ106<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      17316 | NS      | $159602.10    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                           | CURRENCY CONTRACT - JPY              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      70804 | NC      | $53.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of China Ltd.                                            | BANK OF CHINA-H                      | CUSIP: Y0698A107<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |    4202000 | NS      | $2379316.77   | 1.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrovial SE                                                  | FERROVIAL SE                         | CUSIP: N3168P101<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |       1925 | NS      | $118135.37    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Sibanye-Stillwater Limited                                    | SIBANYE-STI-ADR                      | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |      12031 | NS      | $127047.36    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Pan Pacific International Holdings Corp.                      | Don Quijote Holdings Co L            | CUSIP: J6352W100<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |       9000 | NS      | $53538.52     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanrio Co., Ltd                                               | SANRIO CO LTD                        | CUSIP: J68209105<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |        900 | NS      | $41651.35     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinross Gold Corp.                                            | KINROSS GOLD                         | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |       6150 | NS      | $143034.47    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                        | BANCA MONTE DEI                      | CUSIP: T1188K429<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |       7148 | NS      | $62696.23     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| China Reinsurance Group Corporation                           | CHINA REINSURANCE GROUP C            | CUSIP: Y1R0AJ109<br>LEI: 300300F3000111000079 | Long             | EC               | CORP              | CN        |    1142000 | NS      | $231920.79    | 0.13%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Lukoil PJSC                                                   | LUKOIL                               | CUSIP: X6983S100<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      24250 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| FirstService Corp.                                            | FIRSTSERVICE-WI                      | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | US        |       1646 | NS      | $262388.86    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Yapi Ve Kredi Bankasi A.S.                                    | YAPI KREDI                           | CUSIP: M9869G101<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | EC               | CORP              | TR        |          0 | NS      | $0.30         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hana Financial Group Inc.                                     | HANA FINANCIAL G                     | CUSIP: Y29975102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      10225 | NS      | $610897.20    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Turk Hava Yollari AO                                          | THY                                  | CUSIP: M8926R100<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |          1 | NS      | $6.81         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sea Ltd.                                                      | SEA LTD-ADR                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       1935 | NS      | $302343.75    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Link Real Estate Investment Trust                             | LINK REIT                            | CUSIP: Y5281M111<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |       7000 | NS      | $36452.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| China CSSC Holdings Ltd.                                      | CHINA CSSC HOL-A                     | CUSIP: Y1414Q103<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     212014 | NS      | $1070343.42   | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB Ltd.                                                      | ABB LTD-REG                          | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      37456 | NS      | $2770162.02   | 1.60%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen AG                                                 | Volkswagen AG                        | CUSIP: D94523103<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |        987 | NS      | $102790.84    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SK Hynix Inc.                                                 | SK HYNIX INC                         | CUSIP: Y8085F100<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       2672 | NS      | $1036826.99   | 0.60%             |  |  |  | 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      |
| Haci Omer Sabanci Holding A.S.                                | SABANCI HOLDING                      | CUSIP: M8223R100<br>LEI: 78900090FFOWNLGP0F20 | Long             | EC               | CORP              | TR        |          1 | NS      | $1.07         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale S.A.                                         | SOC GENERALE SA                      | CUSIP: F8591M517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       3214 | NS      | $203849.50    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Alpha Bank S.A.                                               | ALPHA BANK SA                        | CUSIP: X0085P163<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |      27239 | NS      | $106790.76    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| East Japan Railway Co.                                        | EAST JAPAN RAIL                      | CUSIP: J1257M109<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      10700 | NS      | $261352.71    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Wix.com Limited                                               | WIX.COM LTD                          | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |        301 | NS      | $43807.54     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BHP Group Ltd.                                                | BHP GROUP-ADR                        | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       1304 | NS      | $74393.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Jeronimo Martins - S.G.P.S., S.A.                             | JERONIMO MARTINS                     | CUSIP: X40338109<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      31509 | NS      | $811576.93    | 0.47%             |  |  |  | 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      | $96832.07     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                   | PKOBP                                | CUSIP: X6919X108<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |       4500 | NS      | $92257.20     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Satellite Chemical Co Ltd.                                    | SATELLITE CHEM-A                     | CUSIP: Y98961116<br>LEI: 300300EB6R0AX600R053 | Long             | EC               | CORP              | CN        |      76700 | NS      | $193064.09    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CD Projekt SA                                                 | CD PROJEKT SA                        | CUSIP: X0957E106<br>LEI: 259400TYO5Q8SH8TL437 | Long             | EC               | CORP              | PL        |        402 | NS      | $27618.20     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Caixabank S.A.                                                | CaixaBank SA                         | CUSIP: E2427M123<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      20483 | NS      | $216516.62    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Polska Kasa Opieki SA                                    | PEKAO                                | CUSIP: X0R77T117<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |        491 | NS      | $25138.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                            | BBVA                                 | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      30481 | NS      | $614119.63    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| BOC Hong Kong (Holdings) Ltd.                                 | BOC HONG KONG                        | CUSIP: Y0920U103<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     325500 | NS      | $1599389.06   | 0.92%             |  |  |  | No            | 2                  | On Loan: No      |
| Fanuc Corp.                                                   | FANUC CORP                           | CUSIP: J13440102<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       7700 | NS      | $256965.14    | 0.15%             |  |  |  | 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      | $836952.64    | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiichi Sankyo Co Ltd.                                        | DAIICHI SANKYO                       | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      18700 | NS      | $446716.60    | 0.26%             |  |  |  | No            | 2                  | 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      |
| Daikin Industries Ltd.                                        | DAIKIN INDS                          | CUSIP: J10038115<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       1400 | NS      | $162655.23    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Fast Retailing Co Ltd.                                        | Fast Retailing Co Ltd                | CUSIP: J1346E100<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       2900 | NS      | $1064668.72   | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| KT&G Corp.                                                    | KT&G CORP                            | CUSIP: Y49904108<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |        338 | NS      | $31723.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cyberark Software Ltd.                                        | CYBERARK SOFTWAR                     | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        272 | NS      | $141652.16    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Wharf Real Estate Investment Co Ltd.                          | WHARF REAL ESTAT                     | CUSIP: G9593A104<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | HK        |     204000 | NS      | $580619.33    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Yum China Holdings Inc.                                       | YUM CHINA HO                         | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       1303 | NS      | $56367.78     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kansai Electric Power Co Inc                                  | KANSAI ELEC PWR                      | CUSIP: J30169106<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |       5000 | NS      | $78002.32     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Alcon AG                                                      | ALCON INC                            | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        651 | NS      | $48102.39     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hisense Visual Technology Co Limited                          | HISENSE VISUAL-A                     | CUSIP: Y32263108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     154808 | NS      | $539061.47    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| iShares Trust                                                 | ISHARES CORE MSCI EAFE ET            | CUSIP: 46432F842<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       7889 | NS      | $694942.01    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinor ASA                                                   | EQUINOR ASA                          | CUSIP: R2R90P103<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       4213 | NS      | $100905.16    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Descartes Systems Group Inc.                                  | DESCARTES SYS                        | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |       1002 | NS      | $88386.42     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| WuXi AppTec Co Ltd.                                           | WUAPPTEC CO LT-H                     | CUSIP: Y971B1118<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |      10200 | NS      | $142523.43    | 0.08%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Infineon Technologies AG                                      | INFINEON TECH                        | CUSIP: D35415104<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       5557 | NS      | $220590.22    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| CK Hutchison Holdings Ltd.                                    | CKH HOLDINGS                         | CUSIP: G21765105<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      13500 | NS      | $89523.42     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| The Sage Group PLC                                            | SAGE GRP PLC-ADR                     | CUSIP: 78663S201<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       2800 | NS      | $170212.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| PRO Medicus Ltd.                                              | PRO MEDICUS LTD                      | CUSIP: Q77301101<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        304 | NS      | $52203.45     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Han's Laser Technology Industry Group Co Ltd.                 | HAN'S LASER -A                       | CUSIP: Y3063F107<br>LEI: 300300MZXZR87BGKOZ23 | Long             | EC               | CORP              | CN        |      99497 | NS      | $575791.42    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| B3 S.A. - Brasil, Bolsa, Balcao                               | B3 SA                                | CUSIP: P1909G107<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |      30000 | NS      | $70708.95     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordea Bank ABP                                               | NORDEA BANK ABP                      | CUSIP: X5S8VL105<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       9044 | NS      | $154725.81    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                           | CURRENCY CONTRACT - USD              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     146439 | NC      | $-23.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Turkiye Is Bankasi AS                                         | IS BANKASI                           | CUSIP: M8933F115<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |          1 | NS      | $0.17         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nice Limited                                                  | Nice Ltd                             | CUSIP: M7494X101<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |        175 | NS      | $23871.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Marine & Fire Insurance Co Ltd.                       | HYUNDAI MARINE                       | CUSIP: Y3842K104<br>LEI: 988400SYR92543UITC37 | Long             | EC               | CORP              | KR        |       7097 | NS      | $135425.34    | 0.08%             |  |  |  | No            | 2                  | 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      |
| Singapore Telecommunications Ltd.                             | SINGAPORE TELECO                     | CUSIP: Y79985209<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      47500 | NS      | $155036.48    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy Entertainment Group Ltd.                               | GALAXY ENTERTAIN                     | CUSIP: Y2679D118<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      10000 | NS      | $49822.49     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Continental AG                                                | CONTINENTAL AG                       | CUSIP: D16212140<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |        572 | NS      | $43710.94     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| First Quantum Minerals Ltd.                                   | FIRST QUANTUM                        | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |       2664 | NS      | $55310.46     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kobe Bussan Co Ltd.                                           | KOBE BUSSAN CO L                     | CUSIP: J3478K102<br>LEI: 353800CJIFNHN2DXRD59 | Long             | EC               | CORP              | JP        |        500 | NS      | $11602.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd.                                   | Samsung Electronics Co Lt            | CUSIP: Y74718118<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      19632 | NS      | $1155427.07   | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| SK Square Co Ltd                                              | SK SQUARE CO LTD                     | CUSIP: Y8T6X4107<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        458 | NS      | $82907.84     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Research Institute Ltd                                 | NOMURA RESEARCH                      | CUSIP: J5900F106<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      18100 | NS      | $698910.46    | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Astellas Pharma Inc.                                          | ASTELLAS PHARMA                      | CUSIP: J03393105<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      10400 | NS      | $108865.44    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Advantest Corp.                                               | ADVANTEST- ADR                       | CUSIP: 00762U200<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       4510 | NS      | $676500.00    | 0.39%             |  |  |  | No            | 1                  | On Loan: —       |
| Nutrien Ltd                                                   | NUTRIEN LTD                          | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       3282 | NS      | $178704.90    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| London Stock Exchange Group PLC                               | LONDON STOCK-ADR                     | CUSIP: 54211N101<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       4005 | NS      | $126117.45    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Kioxia Holdings Corp.                                         | KIOXIA HOLDINGS                      | CUSIP: J3343A107<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      40800 | NS      | $2845606.78   | 1.64%             |  |  |  | No            | 2                  | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                | ABU DHABI COMMERCIAL BANK            | CUSIP: M0152Q104<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |      24803 | NS      | $97305.64     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Ooredoo  Q.P.S.C.                                             | OOREDOO QPSC                         | CUSIP: M8180V102<br>LEI: 549300D3EIDZJB62TR20 | Long             | EC               | CORP              | QA        |       5229 | NS      | $19462.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Konami Group Corp.                                            | KONAMI GROUP COR                     | CUSIP: J3600L101<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       5500 | NS      | $915961.40    | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Weichai Power Co Ltd.                                         | WEICHAI POWER CO LTD-A               | CUSIP: Y9531A117<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |     397200 | NS      | $835084.96    | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| Kakao Corp.                                                   | KAKAO CORP                           | CUSIP: Y4519H119<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |        970 | NS      | $44087.12     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Financiero Banorte S.A.B. de C.V.                       | GRUPO F BANO-ADR                     | CUSIP: 40052P107<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       6455 | NS      | $303255.90    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PetroChina Co Ltd.                                            | PETROCHINA-H                         | CUSIP: Y6883Q104<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |    1184100 | NS      | $1224005.86   | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| OBIC Co Ltd.                                                  | OBIC CO LTD                          | CUSIP: J5946V107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       6500 | NS      | $201640.99    | 0.12%             |  |  |  | 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      | $2076394.79   | 1.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Brambles Ltd.                                                 | BRAMBLES LTD                         | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       7938 | NS      | $129001.85    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Cibest SA                                               | GRUPO CIBEST SA                      | CUSIP: P49500112<br>LEI: N/A                  | Long             | EP               | CORP              | CO        |      44474 | NS      | $648927.36    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Sino Biopharmaceutical Ltd.                                   | SINO BIOPHARM                        | CUSIP: G8167W138<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |      48000 | NS      | $43724.00     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Transurban Group                                              | TRANSURBAN GROUP                     | CUSIP: Q9194A106<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      15743 | NS      | $148970.15    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                           | HKEX                                 | CUSIP: Y3506N139<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      22800 | NS      | $1242645.25   | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| GSK plc                                                       | GSK PLC-ADR                          | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       1003 | NS      | $47000.58     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Adyen NV                                                      | ADYEN NV                             | CUSIP: N3501V104<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        120 | NS      | $205633.79    | 0.12%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Vestas Wind Systems AS                                        | VESTAS WIND SYST                     | CUSIP: K9773J201<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |       5304 | NS      | $108470.95    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Industria De Diseno Textil SA                                 | INDITEX                              | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       5896 | NS      | $325604.29    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Post Holdings Co Ltd.                                   | JAPAN POST HOLDI                     | CUSIP: J2800D109<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      14300 | NS      | $134008.72    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Birkenstock Holding PLC                                       | BIRKENSTOCK HOLD                     | CUSIP: M2029K104<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | JE        |       2000 | NS      | $79820.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Prysmian S.p.A.                                               | PRYSMIAN SPA                         | CUSIP: T7630L105<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       1433 | NS      | $149421.29    | 0.09%             |  |  |  | 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      | $171605.18    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Industrivarden AB (publ)                                      | Industrivarden AB                    | CUSIP: W45430126<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      11500 | NS      | $477009.52    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Exchange Group Inc                                      | JAPAN EXCHANGE GROUP INC             | CUSIP: J2740B106<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |       5200 | NS      | $57987.18     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bankinter SA                                                  | Bankinter SA                         | CUSIP: E2116H880<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |       3358 | NS      | $50623.17     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nidec Corp.                                                   | NIDEC CORP                           | CUSIP: J52968104<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |       4400 | NS      | $53534.88     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SCB X PCL                                                     | SCB X PCL-FOREIG                     | CUSIP: Y753YV101<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |      24500 | NS      | $99053.55     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Informa PLC                                                   | INFORMA PLC                          | CUSIP: G4770L106<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |       7110 | NS      | $90531.40     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Telstra Group Ltd.                                            | TELSTRA GROUP LT                     | CUSIP: Q8975N105<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |      17151 | NS      | $54800.09     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Repsol SA                                                     | REPSOL SA                            | CUSIP: E8471S130<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       4541 | NS      | $83330.77     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Keyence Corp.                                                 | KEYENCE CORP                         | CUSIP: J32491102<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       1000 | NS      | $371142.02    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Woori Financial Group Inc.                                    | WOORI FINANCIAL GROUP INC            | CUSIP: Y972JZ105<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       2347 | NS      | $41666.83     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                             | SIEMENS ENERGY A                     | CUSIP: D6T47E106<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       3377 | NS      | $420756.70    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Julius Baer Group AG                                          | JULIUS BAER GROU                     | CUSIP: H4414N103<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       1207 | NS      | $81492.96     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco do Brasil SA                                            | BANCO DO BRASIL                      | CUSIP: P11427112<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |      72800 | NS      | $297164.95    | 0.17%             |  |  |  | No            | 1                  | 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      |
| N/A                                                           | CURRENCY CONTRACT - USD              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     134324 | NC      | $35.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Mobis Co Ltd.                                         | HYUNDAI MOBIS                        | CUSIP: Y3849A109<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |       4244 | NS      | $935951.92    | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Chongqing Rural Commercial Bank Co Ltd.                       | CQRC BANK-H                          | CUSIP: Y1594G107<br>LEI: 300300C1126750000027 | Long             | EC               | CORP              | CN        |     116000 | NS      | $95389.34     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ABN AMRO Bank N.V.                                            | ABN AMRO BANK-CV                     | CUSIP: N0162C102<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       2920 | NS      | $87252.40     | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Zhongjin Gold Corp Ltd.                                       | ZHONGJIN GOLD-A                      | CUSIP: Y9890R107<br>LEI: 300300Q0ZK8HFP814Z87 | Long             | EC               | CORP              | CN        |      92300 | NS      | $286532.29    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Dassault Systemes                                             | DASSAULT SYSTEME                     | CUSIP: F24571451<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       3652 | NS      | $103935.61    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Boerse AG                                            | DEUTSCHE BOERSE                      | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       1003 | NS      | $254019.23    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                               | ASTRAZENECA PLC                      | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       1693 | NS      | $279616.83    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Jiangsu Hengli Hydraulic Co Ltd.                              | JIANGSU HENGLI-A                     | CUSIP: Y443AC115<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       7500 | NS      | $101239.93    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Zhejiang Huayou Cobalt Co Ltd.                                | ZHEJIANG HUAYO-A                     | CUSIP: Y9898D100<br>LEI: 30030099QFLNMEGP7M05 | Long             | EC               | CORP              | CN        |      79453 | NS      | $723955.89    | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Genmab As                                                     | GENMAB A/S -SP ADR                   | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       2734 | NS      | $78219.74     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| MTU Aero Engines AG                                           | MTU AERO ENGINES                     | CUSIP: D5565H104<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       3161 | NS      | $1381542.32   | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| CAR Group Limited                                             | CARSALES.COM LTD                     | CUSIP: Q21411121<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |       1953 | NS      | $45605.95     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TBEA Co Ltd.                                                  | TBEA CO LTD-A                        | CUSIP: Y8550D101<br>LEI: 300300NIEBMOQ4DNLE36 | Long             | EC               | CORP              | CN        |     479900 | NS      | $1320356.18   | 0.76%             |  |  |  | No            | 2                  | On Loan: No      |
| Kone Oyj                                                      | KONE OYJ-B                           | CUSIP: X4551T105<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       1760 | NS      | $117599.99    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Software Inc.                                   | CONSTELLATION SO                     | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        111 | NS      | $292117.84    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| ASR Nederland N.V.                                            | ASR NEDERLAND NV                     | CUSIP: N0709G103<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |        341 | NS      | $22759.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hang Seng Bank Ltd.                                           | HANG SENG BANK                       | CUSIP: Y30327103<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |      20800 | NS      | $405488.38    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                            | SUNCOR ENERGY                        | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       6867 | NS      | $273375.27    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP AG                         | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      19136 | NS      | $732336.39    | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Innovent Biologics Inc.                                       | INNOVENT BIOLOGI                     | CUSIP: G4818G101<br>LEI: 25490058ONL9SCIE1R22 | Long             | EC               | CORP              | KY        |       4500 | NS      | $50478.33     | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Grupo Cibest SA                                               | GRUPO CIBEST SA                      | CUSIP: P49500104<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |      75796 | NS      | $1227743.94   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                    | ICBC-H                               | CUSIP: Y3990B112<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |    1348000 | NS      | $1044411.69   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| Eneos Holdings Inc                                            | ENEOS HOLDINGS I                     | CUSIP: J29699105<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      15200 | NS      | $95894.39     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electron Ltd.                                           | TOKYO ELECTRON                       | CUSIP: J86957115<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       2300 | NS      | $507091.64    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Avary Holding (Shenzhen) Co Ltd.                              | AVARY HOLDING -A                     | CUSIP: Y0R9JY100<br>LEI: 30030067AGXAJK5FRS12 | Long             | EC               | CORP              | CN        |      50000 | NS      | $368350.84    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Nari Technology Co Ltd.                                       | NARI TECHNOLOG-A                     | CUSIP: Y6S99Q112<br>LEI: 3003006IGH1W58MAQM05 | Long             | EC               | CORP              | CN        |      48697 | NS      | $165833.97    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Asymchem Laboratories Tianjin Co Ltd.                         | ASYMCHEM LABOR-A                     | CUSIP: Y0370S103<br>LEI: 8368002CY8G4Q85YRQ60 | Long             | EC               | CORP              | CN        |       7802 | NS      | $107506.15    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Assicurazioni Generali S.p.A.                                 | GENERALI                             | CUSIP: T05040109<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      12290 | NS      | $473150.61    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexon Co Ltd.                                                 | NEXON CO LTD                         | CUSIP: J4914X104<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      30400 | NS      | $620004.66    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| BP PLC                                                        | BP PLC                               | CUSIP: G12793108<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      80970 | NS      | $474374.78    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| China CITIC Bank Corp Ltd.                                    | CITIC BANK-H                         | CUSIP: Y1434M116<br>LEI: 300300C1030211000384 | Long             | EC               | CORP              | CN        |      45000 | NS      | $42934.06     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizrahi Tefahot Bank Limited                                  | MIZRAHI TEFAHOT                      | CUSIP: M7031A135<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |        700 | NS      | $45513.01     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| China International Marine Containers (Group) Co Ltd.         | CHINA INTERNATIONAL MARIN            | CUSIP: Y1457J123<br>LEI: 300300Q7JK7J0KAIEA51 | Long             | EC               | CORP              | CN        |     704700 | NS      | $644115.79    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Shopify Inc                                                   | SHOPIFY INC - A                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       2122 | NS      | $368930.92    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Tencent Holdings Ltd.                                         | TENCENT                              | CUSIP: G87572163<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      18600 | NS      | $1510811.11   | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| Alamos Gold Inc.                                              | ALAMOS GOLD INC                      | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |      10711 | NS      | $329791.69    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Tele2 AB (publ)                                               | TELE2 AB-B SHS                       | CUSIP: W95878166<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |       2929 | NS      | $46527.38     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Enka Insaat ve Sanayi AS                                      | ENKA                                 | CUSIP: M4055T108<br>LEI: 789000EE9HXTYDRH9O46 | Long             | EC               | CORP              | TR        |          1 | NS      | $1.35         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nintendo Co Ltd.                                              | NINTENDO CO LTD                      | CUSIP: J51699106<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       6200 | NS      | $528807.65    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Agricultural Bank of China Ltd.                               | ABC-H                                | CUSIP: Y00289119<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |     143000 | NS      | $109089.68    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Magna International Inc                                       | MAGNA INTERNATIONAL INC              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       2826 | NS      | $133507.37    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Futu Holdings Ltd.                                            | FUTU HOLDING-ADR                     | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         86 | NS      | $17117.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Akbank T.A.S.                                                 | AKBANK                               | CUSIP: M0300L106<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |          0 | NS      | $0.48         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| First Abu Dhabi Bank P.J.S.C                                  | FIRST ABU DHABI                      | CUSIP: M7080Z114<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |      20336 | NS      | $96531.24     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Embraer S.A.                                                  | EMBRAER                              | CUSIP: P3700H201<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |       1800 | NS      | $29135.66     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryohin Keikaku Co Ltd.                                        | Ryohin Keikaku Co Ltd                | CUSIP: J6571N105<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |       1300 | NS      | $26732.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aegon Ltd.                                                    | AEGON LTD                            | CUSIP: G0112X105<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |       6653 | NS      | $50704.58     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                              | Powszechny Zaklad Ubezpie            | CUSIP: X6919T107<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |        654 | NS      | $10456.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokia Corp                                                    | Nokia OYJ                            | CUSIP: X61873133<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      23761 | NS      | $162093.27    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Yakult Honsha Co Ltd                                          | YAKULT HONSHA CO LTD                 | CUSIP: J95468120<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |      13600 | NS      | $203607.06    | 0.12%             |  |  |  | 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        |       2600 | NS      | $7586.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chubu Electric Power Co Inc.                                  | CHUBU ELEC POWER                     | CUSIP: J06510101<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |       3600 | NS      | $50061.74     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TIS Inc.                                                      | TIS Inc                              | CUSIP: J8T622102<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       1100 | NS      | $37896.67     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BNK Financial Group Inc.                                      | BNK FINANCIAL GR                     | CUSIP: Y0R7ZV102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      31712 | NS      | $306160.05    | 0.18%             |  |  |  | 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      | $55134.20     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Northern Star Resources Ltd.                                  | NORTHERN STAR RE                     | CUSIP: Q6951U101<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       6021 | NS      | $97097.26     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ASUSTeK Computer Inc.                                         | ASUSTEK COMPUTER                     | CUSIP: Y04327105<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |       3000 | NS      | $67671.05     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays PLC                                                  | BARCLAYS PLC                         | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      79615 | NS      | $427012.95    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Hapoalim BM                                              | BANK HAPOALIM                        | CUSIP: M1586M115<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |       6714 | NS      | $136179.98    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Display Co Ltd.                                            | LG DISPLAY-ADR                       | CUSIP: 50186V102<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |     121659 | NS      | $609511.59    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Xero Ltd.                                                     | XERO LTD                             | CUSIP: Q98665104<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |        814 | NS      | $77016.29     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| NTT Inc.                                                      | NTT INC                              | CUSIP: J59396101<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     585800 | NS      | $602948.63    | 0.35%             |  |  |  | No            | 2                  | 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      |
| Tokyo Gas Co Ltd                                              | Tokyo Gas Co Ltd                     | CUSIP: J87000113<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       1700 | NS      | $59661.30     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Holdings Co Ltd.                                       | OTSUKA HOLDINGS                      | CUSIP: J63117105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       5300 | NS      | $288452.88    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays PLC                                                  | BARCLAYS PLC-ADR                     | CUSIP: 06738E204<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      95786 | NS      | $2058441.14   | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Vodafone Group PLC                                            | VODAFONE GROUP                       | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     245517 | NS      | $297208.36    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Computershare Ltd.                                            | COMPUTERSHARE LT                     | CUSIP: Q2721E105<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |       1134 | NS      | $27093.44     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| China Galaxy Securities Co Ltd.                               | CHINA GALAXY-A                       | CUSIP: Y1R92J117<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |      27800 | NS      | $68675.11     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Haier Smart Home Co Ltd.                                      | HAIER SMART H-H                      | CUSIP: Y298BN100<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |      24200 | NS      | $78694.33     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Firstrand Ltd                                                 | FirstRand Ltd                        | CUSIP: S5202Z131<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      27735 | NS      | $131638.09    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Arcelik A.S.                                                  | ARCELIK                              | CUSIP: M1490L104<br>LEI: 789000748KTQCUMJ0R25 | Long             | EC               | CORP              | TR        |          1 | NS      | $2.56         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Agnico Eagle Mines Ltd                                        | AGNICO EAGLE MIN                     | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |       2632 | NS      | $423251.92    | 0.24%             |  |  |  | No            | 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      |
| China International Capital Corp Ltd.                         | CHINA INTERNAT-A                     | CUSIP: Y1R99Y117<br>LEI: 529900OS3SVVTT56QN67 | Long             | EC               | CORP              | CN        |       3100 | NS      | $16053.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Livzon Pharmaceutical Group Inc.                              | LIVZON PHARM-H                       | CUSIP: Y52889105<br>LEI: 529900Y4GWTVVTORJ443 | Long             | EC               | CORP              | CN        |     100000 | NS      | $402281.40    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| SAP SE                                                        | SAP SE                               | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       4707 | NS      | $1224254.57   | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                           | ERSTE GROUP BANK                     | CUSIP: A19494102<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       1178 | NS      | $122037.04    | 0.07%             |  |  |  | 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      | $141581.34    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| MediaTek Inc.                                                 | MEDIATEK                             | CUSIP: Y5945U103<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       7000 | NS      | $296412.98    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Land Co Ltd.                                         | ORIENTAL LAND CO                     | CUSIP: J6174U100<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |       5400 | NS      | $109285.53    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Kia Corp.                                                     | KIA CORP                             | CUSIP: Y47601102<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |       1761 | NS      | $147308.06    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Capcom Co Ltd.                                                | CAPCOM CO LTD                        | CUSIP: J05187109<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |       7600 | NS      | $198463.56    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc.                                          | NOMURA HOLDINGS                      | CUSIP: J58646100<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      16300 | NS      | $116320.76    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Evolution AB                                                  | EVOLUTION AB                         | CUSIP: W3287P115<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        995 | NS      | $66291.09     | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| China Life Insurance Co Ltd.                                  | CHINA LIFE-H                         | CUSIP: Y1477R204<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |      39000 | NS      | $122984.17    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Barrick Mining Corp.                                          | BARRICK MINING C                     | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       8905 | NS      | $292314.86    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| STMicroelectronics N.V.                                       | STMICROELECTRONI                     | CUSIP: N83574108<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       1538 | NS      | $37914.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UniCredit S.p.A.                                              | UNICREDIT SPA                        | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       6731 | NS      | $498446.24    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                  | TSMC                                 | CUSIP: Y84629107<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     168000 | NS      | $8112024.71   | 4.68%             |  |  |  | No            | 2                  | On Loan: No      |
| Giant Network Group Co Ltd.                                   | GIANT NETWORK-A                      | CUSIP: Y1593Y109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     394500 | NS      | $1944933.67   | 1.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Brookfield Renewable Corporation                              | BROOKFIELD RENEW                     | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |       1264 | NS      | $54721.81     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| The Sage Group PLC                                            | THE SAGE GROUP P                     | CUSIP: G7771K142<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       4852 | NS      | $73337.77     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Emera Inc                                                     | EMERA INC                            | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |       1449 | NS      | $68888.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Asics Corp                                                    | ASICS CORP                           | CUSIP: J03234150<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |       2600 | NS      | $66208.15     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CGI Inc                                                       | CGI INC                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       1131 | NS      | $98427.76     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Zurich Insurance Group AG                                     | ZURICH INSURANCE                     | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        816 | NS      | $567575.22    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Anglogold Ashanti PLC                                         | ANGLOGOLD ASHANT                     | CUSIP: G0378L100<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |        832 | NS      | $56576.00     | 0.03%             |  |  |  | No            | 1                  | 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      |
| Airbus SE                                                     | AIRBUS SE                            | CUSIP: N0280G100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       5586 | NS      | $1377451.38   | 0.79%             |  |  |  | No            | 2                  | On Loan: No      |
| CCL Industries Inc                                            | CCL Industries Inc                   | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |       6363 | NS      | $354954.28    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Aristocrat Leisure Ltd.                                       | ARISTOCRAT LEISU                     | CUSIP: Q0521T108<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       2945 | NS      | $121861.80    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                  | SHK PPT                              | CUSIP: Y82594121<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |       7500 | NS      | $91264.35     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| PTT Public Company Limited                                    | PTT PCL/FOREIGN                      | CUSIP: Y6883U139<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | NUSS              | TH        |      54000 | NS      | $51265.63     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ishares Inc                                                   | ISHARES MSCI EUR                     | CUSIP: 464286608<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       2352 | NS      | $146223.84    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| ASML Holding N.V.                                             | ASML HOLDING NV                      | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       1770 | NS      | $1871580.68   | 1.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Wheaton Precious Metals Corporation                           | WHEATON PRECIOUS                     | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      11469 | NS      | $1106987.88   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Emaar Properties PJSC                                         | EMAAR PROP PJSC                      | CUSIP: M4025S107<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      33223 | NS      | $128555.94    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurobank Ergasias Services and Holdings S.A.                  | EUROBANK ERGASIAS SA                 | CUSIP: X2321W101<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |       7170 | NS      | $26972.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                 | Takeda Pharmaceutical Co             | CUSIP: J8129E108<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      50700 | NS      | $1368293.37   | 0.79%             |  |  |  | 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      | $105101.06    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Zhejiang Quartz Crystal Optoelectronic Technology Co Ltd.     | ZHEJIANG CRYST-A                     | CUSIP: Y98938106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     111600 | NS      | $391516.58    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Kirin Holdings Co Ltd                                         | KIRIN HOLDINGS CO LTD                | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      17500 | NS      | $246102.45    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| UCB SA                                                        | UCB SA                               | CUSIP: B93562120<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |        307 | NS      | $78740.63     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Anker Innovations Technology Co Ltd.                          | ANKER INNOVATI-A                     | CUSIP: Y01425100<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      70790 | NS      | $1163570.35   | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| Hanwha Aerospace Co Ltd                                       | HANWHA AEROSPACE                     | CUSIP: Y7470L102<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |        166 | NS      | $113553.45    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Panasonic Holdings Corp.                                      | PANASONIC HOLDIN                     | CUSIP: J6354Y104<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      29900 | NS      | $347421.87    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Financiero Banorte S.A.B. de C.V.                       | GRUPO F BANORT-O                     | CUSIP: P49501201<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      12700 | NS      | $119219.72    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hengdian Group DMEGC Magnetics Co Ltd                         | HENGDIAN DMEGC-A                     | CUSIP: Y3158L100<br>LEI: 655600E3R8NAYSJHBN36 | Long             | EC               | CORP              | CN        |     100100 | NS      | $297698.63    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| SMC Corp.                                                     | SMC CORP                             | CUSIP: J75734103<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |        200 | NS      | $68465.84     | 0.04%             |  |  |  | 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      | $758128.11    | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Electronics Inc.                                           | LG ELECTRONICS                       | CUSIP: Y5275H177<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |        538 | NS      | $32907.43     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Brother Industries Ltd                                        | BROTHER INDS LTD                     | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      10100 | NS      | $171912.68    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| MS&AD Insurance Group Holdings Inc.                           | MS&AD INSURANCE                      | CUSIP: J4687C105<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      11900 | NS      | $245316.87    | 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      | $1094047.49   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Credicorp Ltd.                                                | CREDICORP LTD                        | CUSIP: G2519Y108<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |        339 | NS      | $88479.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| T&D Holdings Inc.                                             | T&D HOLDING INC                      | CUSIP: J86796109<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |       1300 | NS      | $27918.73     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lasertec Corp.                                                | LASERTEC CORP                        | CUSIP: J38702106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      12500 | NS      | $2537954.33   | 1.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Inpex Corp.                                                   | INPEX CORP                           | CUSIP: J2467E101<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |       5300 | NS      | $97798.22     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Technologies Engineering Ltd.                       | SINGAPORE TECH ENGINEERIN            | CUSIP: Y7996W103<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |       3800 | NS      | $24756.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toho Co Ltd.                                                  | TOHO CO LTD                          | CUSIP: J84764117<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |       9200 | NS      | $539285.93    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Riyadh Cables Group Co.                                       | RIYADH CABLES GR                     | CUSIP: M82162104<br>LEI: 558600VWEJBGFYTZ1S78 | Long             | EC               | CORP              | SA        |       2676 | NS      | $101109.03    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cellnex Telecom S.A.U                                         | CELLNEX TELECOM                      | CUSIP: E2R41M104<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |       2476 | NS      | $77088.07     | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Gold Fields Ltd                                               | Gold Fields Ltd                      | CUSIP: S31755101<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      11875 | NS      | $457890.83    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Universal Scientific Industrial (Shanghai) Co Ltd.            | UNIVERSAL SCIE-A                     | CUSIP: Y92776106<br>LEI: 655600ZQ6P2GFIBK8C07 | Long             | EC               | CORP              | CN        |      16400 | NS      | $55474.96     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BANKING GROUP PLC-            | CUSIP: 539439109<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     321737 | NS      | $1515381.27   | 0.87%             |  |  |  | No            | 1                  | On Loan: —       |
| Logitech International SA                                     | LOGITECH INTER-R                     | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |        423 | NS      | $50858.75     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Guangzhou Shiyuan Electronic Technology Co Ltd.               | GUANGZHOU SHIY-A                     | CUSIP: Y29355107<br>LEI: 300300XCN9JKXKDKGF57 | Long             | EC               | CORP              | CN        |      52700 | NS      | $309046.27    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Pop Mart International Group Limited                          | POP MART INTERNATIONAL               | CUSIP: G7170M103<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |      21400 | NS      | $608715.58    | 0.35%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Kasikornbank Public Co Ltd.                                   | KASIKORNBANK-FOR                     | CUSIP: Y4591R118<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |       5000 | NS      | $28770.65     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Kasei Corp.                                             | ASAHI KASEI CORP                     | CUSIP: J0242P110<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |       6600 | NS      | $50570.99     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Tsusho Corp.                                           | TOYOTA TSUSHO                        | CUSIP: J92719111<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      10000 | NS      | $305668.41    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Allianz SE                                                    | ALLIANZ SE-REG                       | CUSIP: D03080112<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       1953 | NS      | $784856.90    | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| NN Group N.V.                                                 | NN GROUP                             | CUSIP: N64038107<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      35287 | NS      | $2415044.89   | 1.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Open Text Corp                                                | OPEN TEXT CORP                       | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       1600 | NS      | $61360.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Jardine Matheson Holdings Ltd.                                | JARDINE MATHESON                     | CUSIP: G50736100<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |        300 | NS      | $17625.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Huaxin Cement Co Ltd                                          | HUAXIN CEMENT-A                      | CUSIP: Y37469106<br>LEI: 300300SD5S95ZOS05G37 | Long             | EC               | CORP              | CN        |     207900 | NS      | $630354.06    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Pan American Silver Corp.                                     | PAN AMER SILVER                      | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |       1912 | NS      | $67321.52     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| 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      |
| Central Japan Railway Co.                                     | Central Japan Railway Co             | CUSIP: J05523105<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |       4100 | NS      | $100377.04    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Maxis Berhad                                                  | MAXIS BHD                            | CUSIP: Y58460109<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     745700 | NS      | $676125.94    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Wartsila Oyj Abp                                              | WARTSILA OYJ ABP                     | CUSIP: X98155116<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      17634 | NS      | $576977.43    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Vipshop Holdings Ltd.                                         | VIPSHOP HOLD-ADR                     | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |       2571 | NS      | $44966.79     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Telus Corp.                                                   | TELUS CORP                           | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |       3053 | NS      | $44756.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Shin-Etsu Chemical Co Ltd.                                    | SHIN-ETSU CHEM                       | CUSIP: J72810120<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      11400 | NS      | $342678.62    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BANKING                       | CUSIP: G5533W248<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     354766 | NS      | $415947.68    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa Securities Group Inc.                                   | DAIWA SECS GRP                       | CUSIP: J11718111<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |       5500 | NS      | $42328.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank ABP                                               | NORDEA BANK ABP                      | CUSIP: X5S8VL105<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       7243 | NS      | $123759.75    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Wuxi Biologics (Cayman) Inc.                                  | WUXI BIOLOGICS C                     | CUSIP: G97008117<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |      16500 | NS      | $76956.29     | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Kongsberg Gruppen ASA                                         | KONGSBERG GRUPP                      | CUSIP: R60837151<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       2520 | NS      | $64242.02     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| AIA Group Ltd, Hong Kong                                      | AIA                                  | CUSIP: Y002A1105<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     181400 | NS      | $1765126.11   | 1.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shanghai Jin Jiang International Hotels Co Ltd.               | SHANGHAI JINJI-A                     | CUSIP: Y7688C118<br>LEI: 300300KOJEHP8FQX5092 | Long             | EC               | CORP              | CN        |     101000 | NS      | $319389.05    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Qatar National Bank QPSC                                      | QATAR NATIONAL B                     | CUSIP: M81802106<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |      17423 | NS      | $88625.38     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Rolls-Royce Holdings PLC                                      | ROLLS-ROYCE HOLD                     | CUSIP: G76225104<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      39911 | NS      | $614165.67    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Gas Co Ltd                                              | OSAKA GAS CO LTD                     | CUSIP: J62320130<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |       1800 | NS      | $56637.87     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Aumovio SE                                                    | AUMOVIO SE                           | CUSIP: D0R9B8108<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |        286 | NS      | $12297.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Weichai Power Co Ltd.                                         | WEICHAI POWER-H                      | CUSIP: Y9531A109<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |      63000 | NS      | $130174.72    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Zhen Ding Technology Holding Ltd.                             | ZHEN DING TECHNOLOGY HOLD            | CUSIP: G98922100<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | KY        |      55000 | NS      | $289985.14    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Advanced Info Service Public Co Ltd.                          | ADV INFO SVC-F                       | CUSIP: Y0014U183<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |       5300 | NS      | $49422.46     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Lao Feng Xiang Co Ltd                                         | LAO FEN XIANG-B                      | CUSIP: Y1424Z119<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      58400 | NS      | $213627.20    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Grifols S.A.                                                  | GRIFOLS SA - B                       | CUSIP: E5706X223<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EP               | CORP              | ES        |      22988 | NS      | $213684.31    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Advantest Corp.                                               | ADVANTEST CORP                       | CUSIP: J00210104<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       3700 | NS      | $554070.34    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| AGC Inc.                                                      | AGC INC                              | CUSIP: J0025W100<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       1600 | NS      | $49989.82     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Luxshare Precision Industry Co Ltd.                           | LUXSHARE PRECISION INDUST            | CUSIP: Y7744X106<br>LEI: 300300QLLDUELXN16530 | Long             | EC               | CORP              | CN        |      44812 | NS      | $396787.49    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd.                                   | SAMSUNG ELECTRON                     | CUSIP: Y74718100<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      43965 | NS      | $3300507.60   | 1.90%             |  |  |  | No            | 2                  | On Loan: No      |
| National Bank of Greece SA                                    | NATIONAL BANK OF GREECE              | CUSIP: X56533189<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |       4952 | NS      | $72792.62     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Dassault Aviation SA                                          | DASSAULT AVIATIO                     | CUSIP: F24539169<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        190 | NS      | $61231.25     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Wanda Film Holding Co Ltd                                     | WANDA FILM HOL-A                     | CUSIP: Y94885103<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     260900 | NS      | $405212.00    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                          | Banco de Sabadell SA                 | CUSIP: E15819191<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |      24156 | NS      | $90565.23     | 0.05%             |  |  |  | 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      | $1383324.13   | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| POSCO Holdings Inc.                                           | POSCO-SPON ADR                       | CUSIP: 693483109<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |        516 | NS      | $28183.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Fortescue Ltd.                                                | FORTESCUE LTD                        | CUSIP: Q39360104<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      15913 | NS      | $221327.62    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco BPM S.p.A.                                              | BANCO BPM SPA                        | CUSIP: T1708N101<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |       5277 | NS      | $76888.82     | 0.04%             |  |  |  | No            | 2                  | 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      |
| Japan Post Bank Co Ltd.                                       | JAPAN POST BANK CO LTD               | CUSIP: J2800C101<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |       8000 | NS      | $89642.38     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Shopify Inc                                                   | SHOPIFY INC - A                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       5499 | NS      | $956105.76    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Finecobank Banca Fineco S.p.A.                                | FINECOBANK SPA                       | CUSIP: T4R999104<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       6555 | NS      | $149990.78    | 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      | $145011.41    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Telenor ASA                                                   | TELENOR ASA                          | CUSIP: R21882106<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       1086 | NS      | $16150.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian National Railway Company                             | CAN NATL RAILWAY                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      15349 | NS      | $1472122.59   | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Alfa Laval AB                                                 | ALFA LAVAL AB                        | CUSIP: W04008152<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |       1408 | NS      | $66915.63     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Meituan LLC                                                   | MEITUAN-W                            | CUSIP: G59669104<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |      25100 | NS      | $330379.62    | 0.19%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Scout24 SE                                                    | SCOUT24 SE                           | CUSIP: D345XT105<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |        353 | NS      | $40826.25     | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Banco Bradesco SA                                             | BRADESCO SA-PREF                     | CUSIP: P1808G117<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |      27900 | NS      | $94334.55     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Wisetech Global Ltd.                                          | WISETECH GLOBAL                      | CUSIP: Q98056106<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |        894 | NS      | $40325.17     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Genmab As                                                     | GENMAB A/S                           | CUSIP: K3967W102<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        291 | NS      | $82995.94     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                        | MERCEDES-BENZ GR                     | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       4752 | NS      | $308354.96    | 0.18%             |  |  |  | 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      |
| Bandai Namco Holdings Inc.                                    | Bandai Namco Holdings Inc            | CUSIP: Y0606D102<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |       5800 | NS      | $180513.45    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Techtronic Industries Co. Ltd.                                | TECHTRONIC IND                       | CUSIP: Y8563B159<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       7000 | NS      | $81646.73     | 0.05%             |  |  |  | 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      |
| Western Mining Co., Ltd.                                      | WESTERN MINING-A                     | CUSIP: Y9535G102<br>LEI: 300300QBV4A9N1NDK519 | Long             | EC               | CORP              | CN        |     283100 | NS      | $954347.70    | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Nanshan Aluminium International Holdings  Ltd.                | NANSHAN ALUMINIU                     | CUSIP: G6391R107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      65700 | NS      | $368800.93    | 0.21%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Dekon Food & Agriculture Group                                | DEKON FOOD AND A                     | CUSIP: Y202NM101<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      57500 | NS      | $522412.45    | 0.30%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Fidelity Colchester Street Trust                              | FID-MM GOVT-I                        | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |     216039 | PA      | $216039.22    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Innotek Co Ltd.                                            | LG INNOTEK CO LT                     | CUSIP: Y5S54X104<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |        449 | NS      | $75536.65     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Shionogi & Co Ltd.                                            | SHIONOGI & CO                        | CUSIP: J74229105<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |       3700 | NS      | $62059.85     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HOYA Corp.                                                    | HOYA CORP                            | CUSIP: J22848105<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      11700 | NS      | $1900492.63   | 1.10%             |  |  |  | No            | 2                  | On Loan: No      |
| China International Marine Containers (Group) Co Ltd.         | CHINA INTL MAR-A                     | CUSIP: Y1457J115<br>LEI: 300300Q7JK7J0KAIEA51 | Long             | EC               | CORP              | CN        |     657700 | NS      | $729795.56    | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Sompo Holdings Inc.                                           | SOMPO HOLDINGS I                     | CUSIP: J7621A101<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      31900 | NS      | $972186.51    | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| China Airlines Ltd.                                           | CHINA AIRLINES                       | CUSIP: Y1374F105<br>LEI: 25490032B2A0G6D0JP27 | Long             | EC               | CORP              | TW        |     135000 | NS      | $87388.06     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Safran SA                                                     | SAFRAN SA                            | CUSIP: F4035A557<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       1968 | NS      | $699320.07    | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                        | INTESA SANPAOLO                      | CUSIP: T55067101<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     110337 | NS      | $711214.24    | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Magna International Inc                                       | MAGNA INTL                           | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      45510 | NS      | $2148527.10   | 1.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co Ltd.                                   | SAMSUN-GDR REG S                     | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |        242 | NS      | $451330.00    | 0.26%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Samsung Card Co Ltd                                           | SAMSUNG CARD CO                      | CUSIP: Y7T70U105<br>LEI: 988400B548F73NBDMH75 | Long             | EC               | CORP              | KR        |      20481 | NS      | $709588.25    | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                      | ITAU UNIBANCO HOLDING SA             | CUSIP: P5968U105<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |      32900 | NS      | $214714.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Ireland Group PLC                                     | BANK OF IRELAND                      | CUSIP: G0756R109<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     229387 | NS      | $3756033.24   | 2.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Pandora A/S                                                   | PANDORA A/S                          | CUSIP: K7681L102<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        439 | NS      | $58738.20     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ACS Actividades De Construccion Y Servicios S.A.              | ACS                                  | CUSIP: E7813W163<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |        867 | NS      | $71194.52     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| H World Group Ltd.                                            | H WORLD GP LTD                       | CUSIP: G46587112<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |      63200 | NS      | $245062.65    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                         | BANCO SANTANDER                      | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      85730 | NS      | $873671.52    | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| BT Group PLC                                                  | BT GROUP PLC                         | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |      31975 | NS      | $78035.21     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Evolution Mining Ltd.                                         | EVOLUTION MINING                     | CUSIP: Q3647R147<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |       9404 | NS      | $66554.59     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                   | ABU DHABI ISLAMI                     | CUSIP: M0152R102<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |      89854 | NS      | $516291.67    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| XP Inc.                                                       | XP INC - CLASS A                     | CUSIP: G98239109<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |      92176 | NS      | $1679446.72   | 0.97%             |  |  |  | No            | 1                  | On Loan: —       |
| China Petroleum & Chemical Corp.                              | SINOPEC CORP-H                       | CUSIP: Y15010104<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |    1214000 | NS      | $645721.02    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Dollarama Inc                                                 | DOLLARAMA INC                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       1643 | NS      | $213564.81    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Santander Bank Polska SA                                      | SANTANDER BANK                       | CUSIP: X0646L107<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |        923 | NS      | $121545.96    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| CSL Ltd.                                                      | CSL LTD                              | CUSIP: Q3018U109<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       2163 | NS      | $252092.97    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Investor AB                                                   | INVESTOR AB-B                        | CUSIP: W5R777115<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      25896 | NS      | $852630.65    | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| ASM International N.V.                                        | ASM INTL NV                          | CUSIP: N07045201<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        230 | NS      | $149245.67    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                    | ROGERS COMMUNI-B                     | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |      21033 | NS      | $823144.54    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Hon Hai Precision Industry Co Ltd.                            | HON HAI PRECISION INDUSTR            | CUSIP: Y36861105<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |     211000 | NS      | $1752289.30   | 1.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wiwynn Corp.                                                  | WIWYNN CORP                          | CUSIP: Y9673D101<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |       1000 | NS      | $140804.35    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Emirates NBD Bank PJSC                                        | EMIRATES NBD PJS                     | CUSIP: M4029Z107<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |      74926 | NS      | $573199.91    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Metro Inc.                                                    | Metro Inc                            | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |        897 | NS      | $59791.47     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Shenzhen Mtc CoLt                                             | SHENZHEN MTC -A                      | CUSIP: Y7744S107<br>LEI: 3003008ZONBTG6638Y63 | Long             | EC               | CORP              | CN        |      53700 | NS      | $46405.10     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| KB Financial Group Inc.                                       | KB FINANCIAL GRO                     | CUSIP: Y46007103<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      12641 | NS      | $1029120.34   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| KDDI Corp                                                     | KDDI CORP                            | CUSIP: J31843105<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      35200 | NS      | $561111.71    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Kao Corp.                                                     | KAO CORP                             | CUSIP: J30642169<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |       8000 | NS      | $338563.71    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson (publ)                        | ERICSSON LM-B                        | CUSIP: W26049119<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      14277 | NS      | $144845.23    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Keppel Ltd.                                                   | KEPPEL LTD                           | CUSIP: Y4722Z120<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |       7700 | NS      | $60214.40     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NetEase Inc.                                                  | NETEASE INC                          | CUSIP: G6427A102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |      13500 | NS      | $378813.60    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Honda Motor Co Ltd.                                           | HONDA MOTOR CO                       | CUSIP: J22302111<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      84000 | NS      | $849025.29    | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| ORIX Corp.                                                    | ORIX Corp                            | CUSIP: J61933123<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |       7300 | NS      | $178576.43    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Wesfarmers Ltd.                                               | WESFARMERS LTD                       | CUSIP: Q95870103<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |       6267 | NS      | $344004.54    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Experian PLC                                                  | EXPERIAN PLC                         | CUSIP: G32655105<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       4480 | NS      | $208964.68    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Spotify Technology S.A.                                       | SPOTIFY TECHNOLO                     | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        761 | NS      | $498698.52    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonova Holding AG                                             | SONOVA HOLDING A                     | CUSIP: H8024W106<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       4944 | NS      | $1348743.50   | 0.78%             |  |  |  | No            | 2                  | On Loan: No      |
| Hua Xia Bank Co., Limited                                     | HUAXIA BANK CO-A                     | CUSIP: Y37467118<br>LEI: 300300AKNDEHIGVDZW37 | Long             | EC               | CORP              | CN        |       4600 | NS      | $4401.33      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AL Rajhi Bank                                                 | AL RAJHI BANK                        | CUSIP: M0R60D105<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |       7988 | NS      | $225773.84    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB Ltd.                                                      | ABB LTD-REG                          | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      25460 | NS      | $1893123.78   | 1.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                                              | ROCHE HLDGS-ADR                      | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       3600 | NS      | $145440.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| WH Group Ltd.                                                 | WH GROUP LTD                         | CUSIP: G96007102<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    1350500 | NS      | $1299047.50   | 0.75%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Delta Electronics Inc.                                        | DELTA ELEC                           | CUSIP: Y20263102<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |       9000 | NS      | $289032.95    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Leonardo S.p.A.                                               | LEONARDO SPA                         | CUSIP: T6S996112<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       2185 | NS      | $128563.59    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ANA Holdings Inc.                                             | ANA HOLDINGS INC                     | CUSIP: J0156Q112<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      21600 | NS      | $404839.39    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** Dunham Funds

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Assistant Treasurer