# EDGAR Filing Document

**Accession Number:** 0001669626
**File Stem:** 0001669626-26-000080
**Filing Date:** 2026-6
**Character Count:** 122865
**Document Hash:** 1b71adea675461bd88e8f6889d8b82b6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001669626-26-000080.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001669626-26-000080

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Thrivent Core Funds
- **CENTRAL INDEX KEY:** 0001669626

**ORGANIZATION NAME:**
- **EIN:** 810984919
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23149
- **FILM NUMBER:** 261127718

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** (612) 844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

## Series and Classes Contracts Data

### Thrivent Core International Equity Fund (Series ID: S000059619)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000195231 | Thrivent Core International Equity Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Thrivent Core Funds

- **b. Investment Company Act file number:** 811-23149

- **c. CIK number of Registrant:** 0001669626

- **d. LEI of Registrant:** 549300UJJQ0UT7692449

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

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

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

- **a. Name of Series:** THRIVENT CORE INTERNATIONAL EQUITY FUND

- **b. EDGAR series identifier (if any):** S000059619

- **c. LEI of Series:** 549300PTULGVNMRYRG71

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $807914195.30

**Total Liabilities:** $210866.99

**Net Assets:** $807703328.31

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195231 | 5.86%                | -8.09%               | 5.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2543287.38              | $40425871.76                               |
| Month 2  | $7490250.39              | $-76368571.57                              |
| Month 3  | $5134602.14              | $33968073.12                               |

**Designated Index Information**

- **Index Name:** MSCI EAFE

- **Index Identifier:** MXEA

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NN GROUP NV                                                             | NN Group NV                                                  | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     23527 | NS      | $2059415.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                               | Sampo Oyj                                                    | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |     45473 | NS      | $472522.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PLC                                                               | Tesco plc                                                    | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   1019044 | NS      | $6684403.92   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST INTERNATIONAL BANK OF ISRAEL LTD                                  | First International Bank of Israel, Ltd.                     | CUSIP: N/A<br>LEI: 2138002RV6AUUX19F397       | Long             | EC               | CORP              | IL        |      4740 | NS      | $396452.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIVARDEN AB                                                       | AB Industrivarden, Class A                                   | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |     46945 | NS      | $2493989.77   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| GALDERMA GROUP AG                                                       | Galderma Group AG                                            | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |     27721 | NS      | $5815683.69   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                               | Federal Home Loan Bank Discount Notes                        | CUSIP: 313385XX9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199180.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                | Enel SPA                                                     | CUSIP: 000312836<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    945784 | NS      | $11042721.96  | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| TV ASAHI HOLDINGS CORP                                                  | TV Asahi Holdings Corporation                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     67000 | NS      | $1386426.07   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                   | Thrivent Cash Management Trust                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  12606265 | NS      | $12606265.00  | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND INTEGRATED COMMERCIAL TRUST                                  | CapitaLand Integrated Commercial Trust                       | CUSIP: 1M5190465<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |    584800 | NS      | $1089199.65   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KAJIMA CORPORATION                                                      | Kajima Corporation                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     31900 | NS      | $1246781.91   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                                  | ANZ Group Holdings, Ltd.                                     | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |     83802 | NS      | $2225901.22   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                                        | Roche Holding AG                                             | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     31131 | NS      | $12685882.58  | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI SPA                                              | Generali                                                     | CUSIP: 000006207<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    133489 | NS      | $5981927.16   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                       | Japan Tobacco, Inc.                                          | CUSIP: 372680000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     15200 | NS      | $566271.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays plc                                                 | CUSIP: 003134865<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |   1402208 | NS      | $8242051.89   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                    | Kioxia Holdings Corporation                                  | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |     13100 | NS      | $3169658.48   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORPORATION                                                      | ITOCHU Corporation                                           | CUSIP: 314360000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    281200 | NS      | $3484942.49   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE ISRAEL BM                                                 | Bank Leumi Le-Israel BM                                      | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     29199 | NS      | $739162.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM ERICSSON                                         | Telefonaktiebolaget LM Ericsson                              | CUSIP: 000010865<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    202468 | NS      | $2415240.47   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                 | SSAB AB, Class A                                             | CUSIP: 000017110<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     26554 | NS      | $238991.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                                                | Vinci SA                                                     | CUSIP: 000012548<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     14217 | NS      | $2149935.63   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDVIK AB                                                              | Sandvik AB                                                   | CUSIP: 000066789<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |    152910 | NS      | $6432486.60   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| TOSOH CORP                                                              | Tosoh Corporation                                            | CUSIP: 359520000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     20300 | NS      | $312817.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESTOR AB                                                             | Investor AB, Class B                                         | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |    199297 | NS      | $8088584.69   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOBIMO HOLDING AG                                                       | Mobimo Holding AG                                            | CUSIP: N/A<br>LEI: 50670018HN8O1GD3O385       | Long             | EC               | CORP              | CH        |       312 | NS      | $148942.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                                           | Jardine Matheson Holdings, Ltd.                              | CUSIP: G50736100<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |     23700 | NS      | $1615683.34   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMIZU CORP                                                            | Shimizu Corporation                                          | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |     73100 | NS      | $1412299.20   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXUS PROPERTY GROUP                                                    | DEXUS Property Group                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    290302 | NS      | $1309592.68   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BEZEQ ISRAELI TELECOMMUNICATION CORP LTD                                | Bezeq Israel Telecommunication Corporation, Ltd.             | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               | CORP              | IL        |    397573 | NS      | $1081565.94   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO DENKO CORPORATION                                                 | Nitto Denko Corporation                                      | CUSIP: 368400000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     95700 | NS      | $1820239.98   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BUZZI SPA                                                               | Buzzi SPA                                                    | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      7092 | NS      | $388315.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH LAND COMPANY PLC                                                | British Land Company plc                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     26704 | NS      | $141303.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JTEKT CORP                                                              | JTEKT Corporation                                            | CUSIP: 329220000<br>LEI: 353800SK6NPOZVCBOI04 | Long             | EC               | CORP              | JP        |     29000 | NS      | $354187.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TSUBAKIMOTO CHAIN CO.                                                   | Tsubakimoto Chain Company                                    | CUSIP: 353540000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     57900 | NS      | $867955.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT GROUP                                                               | GPT Group                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    658247 | NS      | $2270185.13   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                                  | EDP SA                                                       | CUSIP: EDP0AM000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |   1472841 | NS      | $8033318.79   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM OFFSHORE NV                                                         | SBM Offshore NV, DRIP                                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     78784 | NS      | $9.25         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DEUTSCHE BOERSE AG                                                      | Deutsche Boerse AG                                           | CUSIP: 000581005<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      5313 | NS      | $1630022.50   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                                                 | Recruit Holdings Company, Ltd.                               | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     99300 | NS      | $4600068.97   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| HACHIJUNI NAGANO BANK LTD                                               | Hachijuni Nagano Bank, Ltd.                                  | CUSIP: N/A<br>LEI: FE70I3MHDCWOZWK19W48       | Long             | EC               | CORP              | JP        |     14300 | NS      | $193741.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                     | LVMH Moet Hennessy Louis Vuitton SE                          | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      5284 | NS      | $2822772.06   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ACEA SPA                                                                | ACEA SPA                                                     | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | EC               | CORP              | IT        |     11513 | NS      | $301864.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO KOGYO CORP                                                        | Nitto Kogyo Corporation                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     20100 | NS      | $581412.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT NV                                                             | Euronext NV                                                  | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      1350 | NS      | $225978.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GALENICA AG                                                             | Galenica AG                                                  | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Long             | EC               | CORP              | CH        |      8510 | NS      | $906709.54    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO ELECTRIC INDUSTRIES LTD                                        | Sumitomo Electric Industries, Ltd.                           | CUSIP: 340740000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     42300 | NS      | $2784788.94   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                 | QBE Insurance Group, Ltd.                                    | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |    223661 | NS      | $3622820.94   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                            | British American Tobacco plc                                 | CUSIP: 000287580<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      9321 | NS      | $548957.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                      | Credit Agricole SA                                           | CUSIP: 000004507<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |    220822 | NS      | $4313135.15   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOCERA CORPORATION                                                     | Kyocera Corporation                                          | CUSIP: 324960000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42800 | NS      | $743692.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                      | Vodafone Group plc                                           | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   1800643 | NS      | $2865082.76   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                               | Federal Home Loan Bank Discount Notes                        | CUSIP: 313385YE0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    500000 | PA      | $497600.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON CO LTD                                                             | Aeon Company, Ltd.                                           | CUSIP: 338820000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |     46500 | NS      | $448500.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                      | Honda Motor Company, Ltd.                                    | CUSIP: 385460000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    368700 | NS      | $2991794.53   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI SA                                             | Merlin Properties Socimi SA                                  | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |     80923 | NS      | $1415121.73   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD                                   | Check Point Software Technologies, Ltd.                      | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      8492 | NS      | $955095.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                        | TotalEnergies SE                                             | CUSIP: 000012027<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     37232 | NS      | $3461603.21   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHINDLER HOLDING AG                                                    | Schindler Holding AG, Participation Certificates             | CUSIP: 002463819<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      6649 | NS      | $2324613.89   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| MAN GROUP PLC                                                           | Man Group plc                                                | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | JE        |     89979 | NS      | $310908.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOEI STEEL LTD                                                         | Kyoei Steel, Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     46500 | NS      | $564719.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ROTORK PLC                                                              | Rotork plc                                                   | CUSIP: N/A<br>LEI: 213800AH5RZIHGWRJ718       | Long             | EC               | CORP              | GB        |     28849 | NS      | $121223.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                      | Koninklijke (Royal) KPN NV                                   | CUSIP: 000000908<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    152686 | NS      | $816498.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB LTD                                                                 | ABB, Ltd.                                                    | CUSIP: 001222171<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    161520 | NS      | $16336091.46  | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE ST INST US GOV MM FUND                                            | State Street Institutional U.S. Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1173366 | NS      | $1173365.51   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM HOLDINGS CORPORATION                                           | FUJIFILM Holdings NPV                                        | CUSIP: 381400000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     44200 | NS      | $813440.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON YUSEN KK                                                         | Nippon Yusen Kabushiki Kaisha                                | CUSIP: 375300000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     69700 | NS      | $2504927.44   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                          | BNP Paribas SA                                               | CUSIP: 000013110<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    112155 | NS      | $11778726.50  | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGIX RENEWABLE ENERGIES LTD                                          | Energix-Renewable Energies, Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     28268 | NS      | $209935.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITEC GROUP HOLDINGS INC                                               | MEITEC Group Holdings, Inc.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14300 | NS      | $286396.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LASERTEC CORP                                                           | Lasertec Corporation                                         | CUSIP: N/A<br>LEI: 5299008UY0JUHZ3SAQ87       | Long             | EC               | CORP              | JP        |      2400 | NS      | $663308.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                             | HOCHTIEF AG                                                  | CUSIP: 000607000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |      2882 | NS      | $1550029.41   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| RYANAIR HOLDINGS PLC                                                    | Ryanair Holdings plc                                         | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |     34029 | NS      | $892828.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                                         | ASML Holding NV                                              | CUSIP: 001027321<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     16738 | NS      | $24195632.34  | 3.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                  | Mercedes-Benz Group AG                                       | CUSIP: 000710000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     11442 | NS      | $666957.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JX ADVANCED METALS CORP                                                 | JX Advanced Metals Corporation                               | CUSIP: N/A<br>LEI: 353800NC6NPNKC4JEC58       | Long             | EC               | CORP              | JP        |    114400 | NS      | $3549185.12   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO LTD                                                           | Rio Tinto, Ltd.                                              | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     57874 | NS      | $7088939.80   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                                             | Nippon Express Holdings, Inc.                                | CUSIP: N/A<br>LEI: 353800J92032K44KQX35       | Long             | EC               | CORP              | JP        |     37300 | NS      | $979656.11    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ACKERMANS & VAN HAAREN NV                                               | Ackermans & van Haaren NV                                    | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               | CORP              | BE        |      7921 | NS      | $2612456.86   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                           | UniCredit SPA                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    160324 | NS      | $12390261.49  | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                     | Societe Generale SA                                          | CUSIP: 000013080<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     30261 | NS      | $2436020.20   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| FERROVIAL NV                                                            | Ferrovial NV                                                 | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |     98260 | NS      | $6747686.52   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                        | Deutsche Bank AG                                             | CUSIP: 000514000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      8497 | NS      | $263994.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                 | GSK plc                                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    459034 | NS      | $12034693.56  | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLTA AG                                                               | Avolta AG                                                    | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |      6792 | NS      | $375350.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VIDRALA SA                                                              | Vidrala SA                                                   | CUSIP: N/A<br>LEI: 95980020140005399488       | Long             | EC               | CORP              | ES        |       971 | NS      | $87594.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN HOLDINGS INC                                                     | TOPPAN Holdings, Inc.                                        | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     31600 | NS      | $939264.55    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                          | Commonwealth Bank of Australia                               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |     54491 | NS      | $6863482.26   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                                                        | Novo Nordisk AS                                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     84178 | NS      | $3580592.30   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN HOLDINGS CO LTD                                                  | SCREEN Holdings Company, Ltd.                                | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |     12600 | NS      | $835393.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                            | WH Group, Ltd.                                               | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   3032000 | NS      | $3685239.71   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                         | BAE Systems plc                                              | CUSIP: 000263494<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     60792 | NS      | $1690839.36   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| COSMO ENERGY HOLDINGS CO LTD                                            | Cosmo Energy Holdings Company, Ltd.                          | CUSIP: N/A<br>LEI: 353800Y4GZ7KR5X7L150       | Long             | EC               | CORP              | JP        |     43800 | NS      | $1119712.87   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN SINDALL GROUP PLC                                                | Morgan Sindall Group plc                                     | CUSIP: N/A<br>LEI: 2138008339ULDGZRB345       | Long             | EC               | CORP              | GB        |      8188 | NS      | $521882.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                                                  | Singapore Exchange, Ltd.                                     | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |    316300 | NS      | $5408333.88   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                               | Prosus NV                                                    | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |    117095 | NS      | $5668939.96   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| HALMA PLC                                                               | Halma plc                                                    | CUSIP: 000405207<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     57803 | NS      | $3478446.33   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SA                                                            | Iberdrola SA                                                 | CUSIP: 0144580Y1<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     31658 | NS      | $742199.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                                              | Japan Post Holdings Company, Ltd.                            | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |    102500 | NS      | $1188698.72   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA TSUSHO CORPORATION                                               | Toyota Tsusho Corporation                                    | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |     10600 | NS      | $416111.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                                       | Compass Group plc                                            | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     31075 | NS      | $878086.80    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBARU CORP                                                             | Subaru Corporation                                           | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     35900 | NS      | $534738.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                       | NatWest Group plc                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    495448 | NS      | $3951626.07   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                                             | Reckitt Benckiser Group plc                                  | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      8614 | NS      | $548096.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                                                 | IMI plc                                                      | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      5514 | NS      | $210017.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AGEAS SA                                                                | Ageas SA NV                                                  | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |     15136 | NS      | $1186132.06   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                      | Mitsubishi UFJ Financial Group, Inc.                         | CUSIP: 390290000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    381800 | NS      | $6858212.53   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| TOAGOSEI CO. LTD                                                        | Toagosei Company, Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     36900 | NS      | $400720.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | Standard Chartered plc                                       | CUSIP: 000408284<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    137607 | NS      | $3504133.26   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                               | Federal Home Loan Bank Discount Notes                        | CUSIP: 313385YZ3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99330.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS HOLDINGS INC                                                      | Eneos Holdings, Inc.                                         | CUSIP: 338645000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    110500 | NS      | $928032.54    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AMADA CO LTD                                                            | Amada Company, Ltd.                                          | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |    114400 | NS      | $1934455.28   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGON BANKING GROUP PLC                                               | Paragon Banking Group plc                                    | CUSIP: N/A<br>LEI: 213800S1TDKIB1IUTS72       | Long             | EC               | CORP              | GB        |      7344 | NS      | $74800.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WARTSILA OYJ ABP                                                        | Wartsila Corporation                                         | CUSIP: 000900372<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     17428 | NS      | $731929.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |    187677 | NS      | $8305045.33   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| YUASA CO LTD                                                            | YUASA Company, Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9600 | NS      | $366359.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OBAYASHI CORPORATION                                                    | Obayashi Corporation                                         | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |      8100 | NS      | $190436.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                      | Banco Bilbao Vizcaya Argentaria SA                           | CUSIP: 011321183<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    243809 | NS      | $5383907.29   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE LTD                                                       | Sekisui House, Ltd.                                          | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |     71300 | NS      | $1552485.16   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HASEKO CORPORATION                                                      | Haseko Corporation                                           | CUSIP: N/A<br>LEI: 529900EH7TSG348O4045       | Long             | EC               | CORP              | JP        |     14300 | NS      | $246947.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA                          | ACS Actividades de Construccion y Servicios SA               | CUSIP: 016705091<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |     11880 | NS      | $1712327.09   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                                               | Shin-Etsu Chemical Company, Ltd.                             | CUSIP: 337120000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     14200 | NS      | $653799.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                                               | Ono Pharmaceutical Company, Ltd.                             | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |     88600 | NS      | $1310408.18   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HUBER+SUHNER AG                                                         | Huber+Suhner AG                                              | CUSIP: N/A<br>LEI: 5067007PRZ9OSX7A6787       | Long             | EC               | CORP              | CH        |      1238 | NS      | $359551.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIGUP PLC                                                               | Zigup plc                                                    | CUSIP: N/A<br>LEI: 213800B3ZUTDOZYVJB41       | Long             | EC               | CORP              | GB        |     29037 | NS      | $158640.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                  | Singapore Technologies Engineering, Ltd.                     | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    350000 | NS      | $2966067.14   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                                            | Chugai Pharmaceutical Company, Ltd.                          | CUSIP: 351940000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     38400 | NS      | $2047849.01   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORPORATION                                         | Mitsubishi Electric Corporation                              | CUSIP: 390240000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     35300 | NS      | $1416623.99   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMATSU LTD                                                             | Komatsu, Ltd.                                                | CUSIP: 330420000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     17600 | NS      | $753596.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXT PLC                                                                | Next plc                                                     | CUSIP: 003208986<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     28686 | NS      | $5062741.93   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| CANON INC                                                               | Canon, Inc.                                                  | CUSIP: 324280000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     60100 | NS      | $1546166.27   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HISCOX LTD                                                              | Hiscox, Ltd.                                                 | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |     28984 | NS      | $609887.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CORPORATION                                                  | Mitsubishi Corporation                                       | CUSIP: 389840000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     49100 | NS      | $1572508.31   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DIPLOMA PLC                                                             | Diploma plc                                                  | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |     37864 | NS      | $3583419.50   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI & CO LTD                                                         | Mitsui & Company, Ltd.                                       | CUSIP: 389360000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     58000 | NS      | $2177664.37   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| INPEX CORP                                                              | Inpex Corporation                                            | CUSIP: 329446000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     40100 | NS      | $1045414.24   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGFISHER PLC                                                          | Kingfisher plc                                               | CUSIP: 003319521<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    291388 | NS      | $1145825.05   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                                               | Safran SA                                                    | CUSIP: 000007327<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     26166 | NS      | $8402265.34   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORPORATION                                                    | Sumitomo Corporation                                         | CUSIP: 340460000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     42200 | NS      | $1569089.10   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SOMPO HOLDINGS INC                                                      | Sompo Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |    114800 | NS      | $4272330.00   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| ORICA LTD                                                               | Orica, Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    198788 | NS      | $3032006.82   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                               | Airbus SE                                                    | CUSIP: 000023519<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       613 | NS      | $126376.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                                       | Telstra Corporation, Ltd.                                    | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |   1186589 | NS      | $4557107.79   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA RESEARCH INSTITUTE LTD                                           | Nomura Research Institute, Ltd.                              | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      8100 | NS      | $218617.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                         | Nordea Bank Abp                                              | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     73781 | NS      | $1387448.31   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                        | DHL Group                                                    | CUSIP: 000555200<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    138191 | NS      | $8182903.42   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L AIR LIQUIDE SA POUR L ETUDE ET L EXPLO DES PROCEDES GEORGES CLAUDE SA | Air Liquide SA                                               | CUSIP: 000012007<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     21384 | NS      | $4600577.51   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIWA CORP                                                              | Heiwa Corporation                                            | CUSIP: N/A<br>LEI: 529900N1BTC5X6TU7W19       | Long             | EC               | CORP              | JP        |     20100 | NS      | $232303.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BALFOUR BEATTY PLC                                                      | Balfour Beatty plc                                           | CUSIP: 000096162<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |    239310 | NS      | $2659165.28   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                                   | CK Asset Holdings, Ltd.                                      | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | HK        |    141500 | NS      | $891344.69    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DENSO CORPORATION                                                       | Denso Corporation                                            | CUSIP: 355150000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     24100 | NS      | $287948.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                              | Legrand SA                                                   | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |     41703 | NS      | $7471685.07   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| SEIKO EPSON CORP                                                        | Seiko Epson Corporation                                      | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |     94400 | NS      | $1269749.46   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                                           | BHP Group, Ltd.                                              | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    369391 | NS      | $14620203.46  | 1.81%             |  |  |  | No            |                  2 | On Loan: No      |
| BIPROGY INC                                                             | BIPROGY, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8700 | NS      | $250210.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GALP ENERGIA SGPS SA                                                    | Galp Energia SGPS SA                                         | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |     20727 | NS      | $484805.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STOREBRAND ASA                                                          | Storebrand ASA                                               | CUSIP: 000305360<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     36901 | NS      | $713331.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HEXPOL AB                                                               | Hexpol AB                                                    | CUSIP: N/A<br>LEI: 549300MN30TBRLYN3465       | Long             | EC               | CORP              | SE        |     39096 | NS      | $318222.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PIRELLI & C SPA                                                         | Pirelli & C. SPA                                             | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |     48825 | NS      | $335829.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                               | Federal Home Loan Bank Discount Notes                        | CUSIP: 313385XS0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199280.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                                               | Nestle SA                                                    | CUSIP: 003886335<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     43504 | NS      | $4404329.48   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL-E ONLINE LTD                                                     | Global-e Online, Ltd.                                        | CUSIP: M5216V106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8428 | NS      | $264386.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD.                                        | Mitsubishi Heavy Industries, Ltd.                            | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |    191500 | NS      | $5715489.50   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                     | Imperial Brands plc                                          | CUSIP: 000454492<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    170706 | NS      | $6485566.68   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTIA SERVICES GROUP LTD                                               | Ventia Services Group, Pty. Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     40159 | NS      | $154598.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                    | Endeavour Mining plc                                         | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     16847 | NS      | $1016829.02   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| IG GROUP HOLDINGS PLC                                                   | IG Group Holdings plc                                        | CUSIP: 00B06QFB7<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     60759 | NS      | $1242645.53   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                                          | Mitsubishi Chemical Group Corporation                        | CUSIP: 389770000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |    210700 | NS      | $1235216.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                    | Westpac Banking Corporation                                  | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |     95353 | NS      | $2667649.75   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| AISIN CORP                                                              | Aisin Corporation                                            | CUSIP: 310200000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      8900 | NS      | $141131.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS ENERGY AG                                                       | Siemens Energy AG                                            | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      6344 | NS      | $1344437.22   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                               | Federal Home Loan Bank Discount Notes                        | CUSIP: 313385ZB5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $198621.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKELEY GROUP HOLDINGS PLC                                             | Berkeley Group Holdings plc                                  | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |      3137 | NS      | $136583.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTEST CORPORATION                                                   | Advantest Corporation                                        | CUSIP: 312240000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     50200 | NS      | $9373272.22   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSEN SA                                                                | Ipsen SA                                                     | CUSIP: 001025915<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      5820 | NS      | $1143062.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                           | CUSIP: 0113900J3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    845847 | NS      | $10321337.73  | 1.28%             |  |  |  | No            |                  2 | On Loan: —       |
| LOTTOMATICA GROUP SPA                                                   | Lottomatica Group SPA                                        | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |     45732 | NS      | $1344607.27   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCELLERON INDUSTRIES AG                                                | Accelleron Industries AG                                     | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |      2543 | NS      | $272456.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                              | Siemens AG                                                   | CUSIP: 000723610<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      5509 | NS      | $1637066.22   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                                | Toyota Motor Corporation                                     | CUSIP: 363340000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    219400 | NS      | $4211474.63   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                           | SoftBank Corporation                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |   1173800 | NS      | $1652087.55   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                               | Federal Home Loan Bank Discount Notes                        | CUSIP: 313385YK6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    300000 | PA      | $298410.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC CORPORATION                                                         | NEC Corporation                                              | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     62500 | NS      | $1662500.78   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAMBLES LTD                                                            | Brambles, Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    194092 | NS      | $3162227.20   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUGHAFEN ZUERICH AG                                                    | Flughafen Zurich AG                                          | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |      2209 | NS      | $627259.69    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO COMERCIAL PORTUGUES SA                                            | Banco Comercial Portugues SA                                 | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |    120909 | NS      | $129237.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MACNICA HOLDINGS INC                                                    | Macnica Holdings, Inc.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10100 | NS      | $170609.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWDEN JOINERY GROUP PLC                                                | Howden Joinery Group plc                                     | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |     32554 | NS      | $343453.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                                             | Sun Hung Kai Properties, Ltd.                                | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |    111000 | NS      | $1943286.39   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                                 | Eni SPA                                                      | CUSIP: 000313247<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     74885 | NS      | $2117486.14   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                       | Rakuten Group, Inc.                                          | CUSIP: 396720000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |    111900 | NS      | $544820.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                  | Yara International ASA                                       | CUSIP: 001020805<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     19949 | NS      | $1161369.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                                        | ORIX Corporation                                             | CUSIP: 320045000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     69900 | NS      | $2352588.75   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                         | AstraZeneca plc                                              | CUSIP: 000989529<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     51298 | NS      | $9732362.61   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BROTHER INDUSTRIES LTD                                                  | Brother Industries, Ltd.                                     | CUSIP: N/A<br>LEI: 549300O5FACQ67KI6R92       | Long             | EC               | CORP              | JP        |     38900 | NS      | $738719.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SOJITZ CORP                                                             | Sojitz Corporation                                           | CUSIP: 366390000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |     62400 | NS      | $2337175.13   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                  | SAP SE                                                       | CUSIP: 000716460<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     40790 | NS      | $6848385.59   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK LTD                                                                 | NSK, Ltd.                                                    | CUSIP: 372080000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |     23900 | NS      | $194124.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INABA DENKISANGYO CO LTD                                                | Inaba Denki Sangyo Company, Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    104000 | NS      | $1754462.72   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON SHOKUBAI CO. LTD.                                                | Nippon Shokubai Company, Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     26000 | NS      | $357941.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AB                                                               | Epiroc AB, Class A                                           | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |     22313 | NS      | $644163.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                              | Mizuho Financial Group, Inc.                                 | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     59800 | NS      | $2571562.35   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                      | Smith & Nephew plc                                           | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |     23936 | NS      | $370380.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                                 | ISS AS                                                       | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |     35880 | NS      | $1316243.76   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                                           | Koninklijke Ahold Delhaize NV                                | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |    226907 | NS      | $10657736.89  | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITSU LTD                                                             | Fujitsu, Ltd.                                                | CUSIP: 381800000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     54300 | NS      | $1089874.43   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                            | DNB Bank ASA                                                 | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     18135 | NS      | $549188.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                     | Nomura Holdings, Inc.                                        | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |    181400 | NS      | $1452983.62   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM OFFSHORE NV                                                         | SBM Offshore NV                                              | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     78784 | NS      | $3370501.92   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| CRANSWICK PLC                                                           | Cranswick plc                                                | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |      2270 | NS      | $166491.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DAI NIPPON PRINTING CO LTD                                              | Dai Nippon Printing Company, Ltd.                            | CUSIP: 349380000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     76500 | NS      | $1448996.68   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTELLAS PHARMA INC                                                     | Astellas Pharma, Inc.                                        | CUSIP: 394240000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     18000 | NS      | $255091.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                | Japan Exchange Group, Inc.                                   | CUSIP: 318320000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |    182900 | NS      | $2178655.08   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA GROUP AG                                                            | GEA Group AG                                                 | CUSIP: 000660200<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     18005 | NS      | $1231215.87   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                     | Deutsche Telekom AG                                          | CUSIP: 000555750<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     80410 | NS      | $2597303.40   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM INTERNATIONAL NV                                                    | ASM International NV                                         | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |      4442 | NS      | $4345518.83   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGESTONE CORPORATION                                                 | Bridgestone Corporation                                      | CUSIP: 383080000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     93000 | NS      | $1932638.22   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                                                | Games Workshop Group plc                                     | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      4912 | NS      | $1302791.75   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                  | AXA SA                                                       | CUSIP: 000012062<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    228055 | NS      | $10993494.27  | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                              | Allianz SE                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |     34826 | NS      | $15906218.35  | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| NITERRA CO LTD                                                          | Niterra Company, Ltd.                                        | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |     12900 | NS      | $697316.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSOL HOLDINGS CO LTD                                                  | Persol Holdings Company, Ltd.                                | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               | CORP              | JP        |    422600 | NS      | $629006.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MONY GROUP PLC                                                          | MONY Group plc                                               | CUSIP: N/A<br>LEI: 54930016B7VO33FBE722       | Long             | EC               | CORP              | GB        |     59098 | NS      | $142982.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD INSURANCE GROUP HOLDINGS INC                                      | MS and AD Insurance Group Holdings, Inc.                     | CUSIP: 389031000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     52600 | NS      | $1352561.14   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NISHIMATSU CONSTRUCTION CO. LTD.                                        | Nishimatsu Construction Company, Ltd.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3600 | NS      | $132405.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                                  | UCB SA                                                       | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      5004 | NS      | $1362550.38   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA                                                 | Anheuser-Busch InBev SA/NV                                   | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |     86031 | NS      | $6500664.58   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| MIVNE REAL ESTATE KD LTD                                                | Mivne Real Estate (KD), Ltd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     88929 | NS      | $428605.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                               | Zurich Insurance Group AG                                    | CUSIP: 001107539<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      7889 | NS      | $5500370.90   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| PLUS500 LTD                                                             | Plus500, Ltd.                                                | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | IL        |     13976 | NS      | $848951.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP GROUP PLC                                                       | TP ICAP Group plc                                            | CUSIP: N/A<br>LEI: 2138006YAA7IRVKKGE63       | Long             | EC               | CORP              | JE        |    147151 | NS      | $633144.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA SA                                                     | EssilorLuxottica SA                                          | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       785 | NS      | $166161.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                                        | Telia Company AB                                             | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    110539 | NS      | $577792.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FAST RETAILING CO LTD                                                   | Fast Retailing Company, Ltd.                                 | CUSIP: 380230000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      5700 | NS      | $2683248.45   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| NSD CO LTD                                                              | NSD Company, Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7800 | NS      | $133898.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGZIJIANG SHIPBUILDING HOLDINGS LTD                                   | Yangzijiang Shipbuilding Holdings, Ltd.                      | CUSIP: 1U7693481<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |   1007900 | NS      | $3437407.00   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIYODA CORP                                                            | Chiyoda Corporation                                          | CUSIP: 352860000<br>LEI: 549300QKY84OVLK4L190 | Long             | EC               | CORP              | JP        |     30500 | NS      | $197873.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| ITALGAS SPA                                                             | Italgas SPA                                                  | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    322648 | NS      | $3897542.70   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                             | Bouygues SA                                                  | CUSIP: 000012050<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     17557 | NS      | $1038320.24   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                     | SoftBank Group Corporation                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |    119100 | NS      | $4068316.16   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                                      | Tokyo Electron, Ltd.                                         | CUSIP: 357140000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     23000 | NS      | $6777704.99   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                             | National Australia Bank, Ltd.                                | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |     84665 | NS      | $2449157.56   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS SA                                                                | Ipsos SA                                                     | CUSIP: N/A<br>LEI: 9695002OY2X35E9X8W87       | Long             | EC               | CORP              | FR        |      9356 | NS      | $396787.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                                          | Voestalpine AG                                               | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |      6388 | NS      | $330280.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AIN HOLDINGS INC                                                        | Ain Holdings, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4000 | NS      | $144281.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HAREL INSURANCE INVESTMENTS AND FINANCIAL SERVICES LTD                  | Harel Insurance Investments & Financial Services, Ltd.       | CUSIP: N/A<br>LEI: 213800BDNN3W11SXXD60       | Long             | EC               | CORP              | IL        |     13202 | NS      | $817493.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LOGISTA INTEGRAL SA                                                     | Logista Integral SA                                          | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |     76175 | NS      | $2976029.51   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA CORP                                                               | Hoya Corporation                                             | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     25900 | NS      | $4836664.46   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCS CO LTD                                                             | Arcs Company, Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13600 | NS      | $295359.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | Federal National Mortgage Association Discount Notes         | CUSIP: 313589XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    500000 | PA      | $498400.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                                             | Novartis AG                                                  | CUSIP: 001200526<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    133106 | NS      | $19671691.70  | 2.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                               | Bank of Ireland Group plc                                    | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     38835 | NS      | $764951.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                                        | Smiths Group plc                                             | CUSIP: 00B1WY233<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     13528 | NS      | $467062.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                | Lloyds TSB Group plc                                         | CUSIP: 000870612<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   3828031 | NS      | $5203447.86   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                           | Assa Abloy AB                                                | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |    136056 | NS      | $5236485.09   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| TAISEI CORPORATION                                                      | Taisei Corporation                                           | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |     10500 | NS      | $1138628.32   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FABEGE AB                                                               | Fabege AB                                                    | CUSIP: N/A<br>LEI: 549300JNPI46XNH0PM97       | Long             | EC               | CORP              | SE        |     17699 | NS      | $148704.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SATS LTD                                                                | Singapore Airport Terminal Services, Ltd.                    | CUSIP: N/A<br>LEI: 529900SEP1R0K8049D51       | Long             | EC               | CORP              | SG        |    117200 | NS      | $305037.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AURIZON HOLDINGS LTD                                                    | Aurizon Holdings, Ltd.                                       | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |    317905 | NS      | $960394.26    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI SA                                                               | Sanofi SA                                                    | CUSIP: 000012057<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      7882 | NS      | $737572.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KONECRANES OYJ                                                          | Konecranes Oyj                                               | CUSIP: 000900587<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |     21753 | NS      | $714436.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                                      | AerCap Holdings NV                                           | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |     33552 | NS      | $4771429.92   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                                | Unipol Assicurazioni SPA                                     | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |    163943 | NS      | $4283618.70   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                               | Tokio Marine Holdings, Inc.                                  | CUSIP: 391066000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    142500 | NS      | $6526039.82   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS GESELLSCHAFT IN MUENCHEN AG               | Muenchener Rueckversicherungs-Gesellschaft AG                | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      7794 | NS      | $4662169.04   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                  | BP plc                                                       | CUSIP: 000798059<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    597928 | NS      | $4733092.08   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                                           | KION Group AG                                                | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |       796 | NS      | $41544.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM BM                                                        | Bank Hapoalim BM                                             | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     74459 | NS      | $1997737.79   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                                         | Sony Group Corporation                                       | CUSIP: 343500000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    304000 | NS      | $6090740.93   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                                               | Bandai Namco Holdings, Inc.                                  | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |     17300 | NS      | $397126.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYCURRENT INC                                                          | BayCurrent, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $61187.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE                         | Fraport AG Frankfurt Airport Services Worldwide              | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |      2815 | NS      | $230979.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VAULT MINERALS LTD                                                      | Vault Minerals, Ltd.                                         | CUSIP: N/A<br>LEI: 5299008TF8KHQ8CIQG34       | Long             | EC               | CORP              | AU        |     49787 | NS      | $166101.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN                                                             | ICE mini MSCI EAFE Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       254 | NC      | $1523280.01   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS INC                                                                 | TIS, Inc.                                                    | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |     14900 | NS      | $324745.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                     | Sumitomo Mitsui Financial Group, Inc.                        | CUSIP: 389035000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     78400 | NS      | $2768229.84   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLREAL HOLDING AG                                                      | Allreal Holding AG                                           | CUSIP: N/A<br>LEI: 5067006XH174LA44H658       | Long             | EC               | CORP              | CH        |      1701 | NS      | $464527.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                | Engie SA                                                     | CUSIP: 001020848<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     69785 | NS      | $2300300.47   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                    | Banco de Sabadell SA                                         | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |   1680425 | NS      | $6515031.23   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| ALK ABELLO A/S                                                          | ALK-Abello AS                                                | CUSIP: N/A<br>LEI: 529900SGCREUZCZ7P020       | Long             | EC               | CORP              | DK        |      5140 | NS      | $192522.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASICS CORP                                                              | Asics Corporation                                            | CUSIP: 311800000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      7100 | NS      | $201623.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIS RESOURCES LTD                                                     | Regis Resources, Ltd.                                        | CUSIP: N/A<br>LEI: 213800XH9YUXBLYBD749       | Long             | EC               | CORP              | AU        |     94772 | NS      | $485946.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI CORPORATION                                                        | KDDI Corporation                                             | CUSIP: 349640000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    273100 | NS      | $4469155.82   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BIG SHOPPING CENTERS LTD                                                | Big Shopping Centers, Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1021 | NS      | $269349.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                               | CK Hutchison Holdings, Ltd.                                  | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | HK        |    961500 | NS      | $8028706.93   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| DELEK GROUP LTD                                                         | Delek Group, Ltd.                                            | CUSIP: N/A<br>LEI: 213800CYKA4XE2HZZB09       | Long             | EC               | CORP              | IL        |       553 | NS      | $190057.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                                             | Hitachi, Ltd.                                                | CUSIP: 378860000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    135100 | NS      | $4295956.95   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| ISUZU MOTORS LTD                                                        | Isuzu Motors, Ltd.                                           | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     40100 | NS      | $552518.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE VOPAK NV                                                    | Koninklijke Vopak NV                                         | CUSIP: 000039300<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |     12674 | NS      | $634320.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HALEON PLC                                                              | Haleon plc                                                   | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    112442 | NS      | $519241.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                                           | Rio Tinto plc                                                | CUSIP: 000718875<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     18954 | NS      | $1909358.14   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPFRE SA                                                               | Mapfre SA                                                    | CUSIP: 0124244E3<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |    154568 | NS      | $756663.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                               | Shell plc                                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    342755 | NS      | $15583950.81  | 1.93%             |  |  |  | No            |                  2 | On Loan: No      |
| AENA SME SA                                                             | Aena SME SA                                                  | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |    114254 | NS      | $3120586.58   | 0.39%             |  |  |  | No            |                  2 | On Loan: —       |
| EVRAZ PLC                                                               | Evraz plc                                                    | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |     41754 | NS      | $5.69         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PRIMARY HEALTH PROPERTIES PLC                                           | Primary Health Properties plc                                | CUSIP: N/A<br>LEI: 213800Y5CJHXOATK7X11       | Long             | EC               | CORP              | GB        |    217095 | NS      | $276199.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY FINANCIAL GROUP INC                                                | Sony Financial Group, Inc.                                   | CUSIP: 343535000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |   1870700 | NS      | $1678330.27   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NATURGY ENERGY GROUP SA                                                 | Naturgy Energy Group SA                                      | CUSIP: 011687031<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     67345 | NS      | $2116683.61   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA SECURITIES GROUP INC                                              | Daiwa Securities Group, Inc.                                 | CUSIP: 350220000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |    305000 | NS      | $2870924.09   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUM OYJ                                                              | Fortum Oyj                                                   | CUSIP: 000900713<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |     36578 | NS      | $921515.49    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT INC                                                                 | NTT, Inc.                                                    | CUSIP: 373540000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   2921600 | NS      | $2845817.93   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYENCE CORP                                                            | Keyence Corporation                                          | CUSIP: 323620000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      5100 | NS      | $2339196.22   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                           | Marubeni Corporation                                         | CUSIP: 387760000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     24900 | NS      | $969135.37    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                                 | Heidelberg Materials AG                                      | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |     22079 | NS      | $4871598.60   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| JB HI-FI LTD                                                            | JB Hi-Fi, Ltd.                                               | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |      3157 | NS      | $176308.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN HOLDING NV                                                     | Heineken Holding NV                                          | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |      8080 | NS      | $574174.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings plc                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    281780 | NS      | $5184694.87   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO. KGAA                                                 | Fresenius SE & Company KGaA                                  | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |     37626 | NS      | $1822218.43   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| REPSOL SA                                                               | Repsol SA                                                    | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |    138089 | NS      | $3709244.54   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI LIFE GROUP INC                                                  | Daiichi Life Group, Inc.                                     | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |    407000 | NS      | $3726364.81   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                            | Takeda Pharmaceutical Company, Ltd.                          | CUSIP: 346300000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     80400 | NS      | $2687996.73   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL GROUP LTD                                                           | United Overseas Land, Ltd.                                   | CUSIP: 1S8300234<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |    456300 | NS      | $3817277.17   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** Thrivent Core Funds

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer