# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001752724-23-041034
**Filing Date:** 2023-2
**Character Count:** 88114
**Document Hash:** 57e348256fb3f0c7fa2808641811de6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041034.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041034

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 23670823

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

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

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

## Series and Classes Contracts Data

### VictoryShares International Value Momentum ETF formerly VictoryShares USAA MSCI International Value Momentum ETF (Series ID: S000065157)

| Class ID   | Class Name                                                                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000210926 | VictoryShares International Value Momentum ETF formerly VictoryShares USAA MSCI International Value Momentum ETF | UIVM            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 4900 Tiedeman Road 4th Floor

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

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

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

- **a. Name of Series:** VictoryShares International Value Momentum ETF

- **b. EDGAR series identifier (if any):** S000065157

- **c. LEI of Series:** 549300E7201NTWCGJH16

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $274743539.67

**Total Liabilities:** $2019155.26

**Net Assets:** $272724384.41

**Cash Not Reported:** $1368509.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210926 | 5.31%                | 10.70%               | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16369192.86            | $29423528.98                               |
| Month 2  | $-918279.77              | $27294826.79                               |
| Month 3  | $1388274.91              | $-1883261.32                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HANWHA SOLUTIONS CORPORATION                        | HANWHA SOLUTIONS CORP                          | CUSIP: N/A<br>LEI: 549300M2V0ZS71BRNR68       | Long             | EC               | CORP              | KR        |     15698 | NS      | $533861.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                  | FAIRFAX FINANCIAL HOLDINGS LTD                 | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      3030 | NS      | $1795148.54   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                          | HALEON PLC                                     | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    451364 | NS      | $1785892.20   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                               | NOMURA HOLDINGS INC                            | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |    250800 | NS      | $933858.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXON Co., Ltd.                                     | NEXON CO LTD                                   | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     23900 | NS      | $539489.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON TELEGRAPH AND TELEPHONE CORPORATION          | NIPPON TELEGRAPH TELEPHONE CORPORATION         | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |     32700 | NS      | $937489.71    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corporation                              | MITSUBISHI CORP                                | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     17200 | NS      | $561405.27    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE Aktiengesellschaft                              | RWE AG                                         | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     35940 | NS      | $1599820.83   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORPORATION                             | BRIDGESTONE CORP                               | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |     20400 | NS      | $729282.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                              | STANDARD CHARTERED PLC                         | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    185129 | NS      | $1392707.83   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                | HENKEL AG CO KGAA                              | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |     34406 | NS      | $2394338.26   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corporation                             | MAZDA MOTOR CORP                               | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |     62600 | NS      | $479446.73    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                           | THALES SA                                      | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |     13412 | NS      | $1712530.61   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Centres                                    | VICINITY CENTRES                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |    832162 | NS      | $1132902.22   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Iida Group Holdings Co.,Ltd.                        | IIDA GROUP HOLDINGS CO LTD                     | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Long             | EC               | CORP              | JP        |     45200 | NS      | $689263.83    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | MITSUBISHI UFJ FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |    137100 | NS      | $928836.31    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc.                                       | SK HYNIX INC                                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     14931 | NS      | $885657.23    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica S.A.                                     | TELEFONICA S A                                 | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    568556 | NS      | $2059853.22   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                       | UNICREDIT SPA                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     86832 | NS      | $1233447.11   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc.                                            | TIS INC                                        | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |     20100 | NS      | $533058.98    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORPORATION                                    | KDDI CORP                                      | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     29600 | NS      | $898241.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO PHARMACEUTICAL CO., LTD.                        | ONO PHARMACEUTICAL CO LTD                      | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |     27600 | NS      | $648459.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                | MS AD INSURANCE GROUP HOLDINGS INC             | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |     23700 | NS      | $762908.09    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMIZU CORPORATION                                 | SHIMIZU CORP                                   | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |    140900 | NS      | $755933.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VIVENDI SE                                          | VIVENDI SA                                     | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |    233038 | NS      | $2223328.98   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BROTHER INDUSTRIES, LTD.                            | BROTHER INDUSTRIES LTD                         | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     42200 | NS      | $645445.82    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corporation                                  | ITOCHU CORPORATION                             | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     21100 | NS      | $666671.24    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                        | PORSCHE AUTOMOBIL HOLDING SE                   | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EC               | CORP              | DE        |     20677 | NS      | $1133968.53   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AISIN CORPORATION                                   | AISIN SEIKI CO LTD                             | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |     24400 | NS      | $656393.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOCERA CORPORATION                                 | KYOCERA CORP                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15500 | NS      | $773936.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ CheilJedang Corporation                          | CJ CHEILJEDANG CORP                            | CUSIP: N/A<br>LEI: 9884008938PK154I3A92       | Long             | EC               | CORP              | KR        |      4047 | NS      | $1217876.86   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TOSHIBA CORPORATION                                 | TOSHIBA CORP                                   | CUSIP: N/A<br>LEI: 549300LBHTST91VKHO68       | Long             | EC               | CORP              | JP        |     21200 | NS      | $743664.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST INSURANCE Co.,Ltd.                       | JAPAN POST INSURANCE CO LTD                    | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |     43600 | NS      | $771190.37    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                           | SANOFI                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     22196 | NS      | $2134267.32   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co.,Ltd.                                      | HULIC CO LTD                                   | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |     99500 | NS      | $788599.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chiba Bank, Ltd.                                | CHIBA BANK LTD THE                             | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |    108100 | NS      | $792502.67    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                           | ORANGE SA                                      | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |    337323 | NS      | $3350773.57   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                      | ELEMENT FINANCIAL CORP                         | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    117204 | NS      | $1597291.92   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development Co., Ltd.             | SUMITOMO REALTY DEVELOPMENT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     23200 | NS      | $551800.03    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TAISEI CORPORATION                                  | TAISEI CORP                                    | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |     23300 | NS      | $754648.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN INC.                                         | TOPPAN INC                                     | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     45500 | NS      | $677541.53    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corporation                                     | NEC CORP                                       | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     18800 | NS      | $664060.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIRE PACIFIC LIMITED                               | SWIRE PACIFIC LTD CL A                         | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |    137263 | NS      | $1208195.78   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIKO EPSON CORPORATION                             | SEIKO EPSON CORP                               | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |     39100 | NS      | $573895.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK A/S                                    | NOVO NORDISK A S                               | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     13225 | NS      | $1786030.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CARREFOUR SA                                        | CARREFOUR SA                                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |    115999 | NS      | $1941759.10   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC.                                  | JAPAN TOBACCO INC                              | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     44000 | NS      | $892272.52    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| West Fraser Timber Co. Ltd.                         | WEST FRASER TIMBER CO LTD                      | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     14411 | NS      | $1040747.13   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. MOELLER - MAERSK A/S                           | AP MOELLER MAERSK A S                          | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |       502 | NS      | $1128950.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN UTILITIES LIMITED                          | CANADIAN UTILITIES LTD                         | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |    102740 | NS      | $2781371.69   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SK TELECOM CO.,LTD                                  | SK TELECOM CO LTD                              | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |     37542 | NS      | $1407379.63   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT POINT ENERGY CORP.                         | CRESCENT POINT ENERGY CORP                     | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |    105581 | NS      | $753370.11    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                       | NN GROUP NV                                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     42863 | NS      | $1750633.70   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BEZEQ THE ISRAELI TELECOMMUNICATION CORP LTD        | BEZEQ THE ISRAELI TELECOM CO                   | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               | CORP              | IL        |   1131479 | NS      | $1955049.75   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS, INC.                       | NIPPON EXPRESS HOLDINGS CO LTD                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10300 | NS      | $591845.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                            | ENGIE                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    121522 | NS      | $1741305.48   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| YAKULT HONSHA CO.,LTD.                              | YAKULT HONSHA CO LTD                           | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |     11582 | NS      | $755539.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KEPPEL CORPORATION LIMITED                          | KEPPEL CORP LIMITED                            | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |    327400 | NS      | $1775016.06   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries, Ltd.                  | SUMITOMO ELECTRIC INDUSTRIES LTD               | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |     61400 | NS      | $703980.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kintetsu Group Holdings Co.,Ltd.                    | KINTETSU GROUP HOLDINGS CO LTD                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     20600 | NS      | $683683.89    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien              | MERCK KGAA                                     | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |      9041 | NS      | $1750489.02   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Axfood AB                                           | AXFOOD AB                                      | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               | CORP              | SE        |     61768 | NS      | $1693288.13   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| COVIVIO SA                                          | COVIVIO                                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |     24113 | NS      | $1431057.72   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Aktiengesellschaft                       | VOLKSWAGEN AG                                  | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |     11532 | NS      | $1436933.21   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS, ACTIVIDADES DE CONSTRUCCION Y SERVICIOS, S.A.  | ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     74353 | NS      | $2130351.28   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft         | BAYERISCHE MOTOREN WERKE BMW AG                | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |     17761 | NS      | $1585016.03   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGE WESTON LIMITEE.                              | GEORGE WESTON LIMITED                          | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |     18930 | NS      | $2348981.16   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                        | MIZUHO FINANCIAL GROUP INC                     | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     79600 | NS      | $1125877.15   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB (publ)                  | SWEDISH ORPHAN BIOVITRUM AB                    | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |     79245 | NS      | $1638985.77   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co., Ltd.                                | SHIONOGI CO LTD                                | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     10600 | NS      | $532019.51    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                            | MITSUI FUDOSAN CO LTD                          | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     35700 | NS      | $657574.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                             | IDEMITSU KOSAN CO LTD                          | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |     23100 | NS      | $540443.53    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI MOTORS CORPORATION                       | MITSUBISHI MOTORS CORP                         | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |     75600 | NS      | $293827.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SHINHAN FINANCIAL GROUP CO.,LTD                     | SHINHAN FINANCIAL GROUP CO LTD                 | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |     43952 | NS      | $1223592.53   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORPORATION                                  | SUBARU CORP                                    | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     29800 | NS      | $460444.29    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ISUZU MOTORS LIMITED                                | ISUZU MOTORS LTD                               | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     49200 | NS      | $580036.58    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co. KGaA                | FRESENIUS MEDICAL CARE AG                      | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |     45264 | NS      | $1480992.04   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols, S.A.                                       | GRIFOLS SA                                     | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |     96895 | NS      | $1116918.35   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc.                                 | POSCO HOLDINGS INC                             | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |      4445 | NS      | $972036.14    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall Aktiengesellschaft                      | RHEINMETALL AG                                 | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |      4769 | NS      | $949645.14    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLLORE SE                                          | BOLLORE SE                                     | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |    383088 | NS      | $2140293.86   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc.                             | KB FINANCIAL GROUP INC                         | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     27124 | NS      | $1040425.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTING SINGAPORE LIMITED                           | GENTING SINGAPORE LTD                          | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |   2479600 | NS      | $1768365.32   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON N.V.                                          | AEGON NV                                       | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |    289068 | NS      | $1465883.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LIMITED                                    | WH GROUP LTD                                   | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   1699297 | NS      | $988444.38    | 0.36%             |  |  |  | Yes           |                  1 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                               | KONGSBERG GRUPPEN ASA                          | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |     31246 | NS      | $1327171.02   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                           | ORION OYJ                                      | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     32708 | NS      | $1793772.93   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO.,LTD.                                  | TOKYO GAS CO LTD                               | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     32100 | NS      | $632361.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                                | ENEOS HOLDINGS INC                             | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    209900 | NS      | $716622.47    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TOBU RAILWAY CO., LTD.                              | TOBU RAILWAY CO LTD                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     36100 | NS      | $847340.34    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                | SOMPO HOLDINGS INC                             | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |     14700 | NS      | $656470.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PEARSON PLC                                         | PEARSON PLC                                    | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |    147941 | NS      | $1679432.72   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wharf (Holdings) Limited                        | WHARF HOLDINGS LTD                             | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |    257346 | NS      | $756706.05    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                    | ARCELORMITTAL                                  | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |     44064 | NS      | $1158995.63   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IPSEN SA                                            | IPSEN SA                                       | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |     12059 | NS      | $1297124.65   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiji Holdings Co.,Ltd.                             | MEIJI HOLDINGS CO LTD                          | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |     20227 | NS      | $1038942.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO.,LTD.                       | DAIWA HOUSE INDUSTRY CO LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     36100 | NS      | $836060.81    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY               | VODAFONE GROUP PLC                             | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   1882951 | NS      | $1917226.19   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV Aktiengesellschaft                              | OMV AG                                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     21442 | NS      | $1103861.85   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                     | BAE SYSTEMS PLC                                | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    190800 | NS      | $1974095.29   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc.                           | HANA FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     31584 | NS      | $1050385.32   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp.                                            | LG CORP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     19213 | NS      | $1186756.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ELIA GROUP SA                                       | ELIA SYSTEM OPERATOR SA NV                     | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |     12008 | NS      | $1706762.57   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| KIA CORPORATION                                     | KIA CORP                                       | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     22976 | NS      | $1077567.86   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA GAS CO., LTD.                                 | OSAKA GAS CO LTD                               | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     43400 | NS      | $704481.02    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Incorporated                            | TREND MICRO INC JAPAN                          | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |     11200 | NS      | $524066.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO - SOCIETA PER AZIONI                       | LEONARDO SPA                                   | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |    173159 | NS      | $1493772.52   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| LG INNOTEK CO.,LTD                                  | LG INNOTEK CO LTD                              | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               | CORP              | KR        |      3169 | NS      | $632847.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corporation                                    | KT G CORP                                      | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |     31453 | NS      | $2276138.48   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha, Ltd.                         | KAWASAKI KISEN KAISHA LTD                      | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |     16400 | NS      | $348321.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INCITEC PIVOT LIMITED                               | INCITEC PIVOT LTD                              | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | EC               | CORP              | AU        |    383231 | NS      | $980850.98    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND      | GLDMN SCHS FIN SQ GV-FST                       | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    458813 | NS      | $458813.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTE CHEMICAL CORPORATION                          | LOTTE CHEMICAL CORPORATION                     | CUSIP: N/A<br>LEI: 988400TPNFJZDPI94Y56       | Long             | EC               | CORP              | KR        |      6279 | NS      | $886429.53    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE COMPANY LIMITED                              | EMPIRE CO LTD                                  | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     78252 | NS      | $2061210.16   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                     | BRITISH AMERICAN TOBACCO PLC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     56462 | NS      | $2239466.88   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEK ORGANISATION OF FOOTBALL PROGNOSTICS S.A.     | OPAP SA                                        | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |    146975 | NS      | $2081170.53   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                    | AIB GROUP PLC                                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |    368346 | NS      | $1425570.62   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST HOLDINGS Co.,Ltd.                        | JAPAN POST HOLDINGS CO LTD                     | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |    127100 | NS      | $1074664.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI GLOVIS Co., LTD.                            | HYUNDAI GLOVIS CO LTD                          | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |      7656 | NS      | $990000.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                        | GAZTRANSPORT ET TECHNIGAZ SA                   | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |     12634 | NS      | $1349508.95   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL POWER CORPORATION                           | CAPITAL POWER CORP                             | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |     68607 | NS      | $2347881.75   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Inc.                                             | SK INC                                         | CUSIP: N/A<br>LEI: 988400GMME8AOAFMDK34       | Long             | EC               | CORP              | KR        |      6676 | NS      | $997915.22    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| H. LUNDBECK A/S                                     | H LUNDBECK A S                                 | CUSIP: N/A<br>LEI: 5493006R4KC2OI5D3470       | Long             | EC               | CORP              | DK        |    343563 | NS      | $1288559.11   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLEY LIMITED                                      | WORLEY LTD                                     | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |    107828 | NS      | $1100974.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPCOM CO., LTD.                                    | CAPCOM CO LTD                                  | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |     16900 | NS      | $542211.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                 | IMPERIAL BRANDS PLC                            | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     88165 | NS      | $2206948.96   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                            | INDUSTRIAL BANK OF KOREA                       | CUSIP: N/A<br>LEI: 988400RBIWE3YA18PK12       | Long             | EC               |  | KR        |    199054 | NS      | $1545958.78   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank Aktiengesellschaft                      | COMMERZBANK AG                                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |    123496 | NS      | $1167919.62   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc.                                            | AGC INC JAPAN                                  | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |     21300 | NS      | $713408.78    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| CK ASSET HOLDINGS LIMITED                           | CK ASSET HOLDINGS LIMITED                      | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |    215916 | NS      | $1329245.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO SUISAN KAISHA, LTD.                            | TOYO SUISAN KAISHA LTD                         | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14800 | NS      | $575217.19    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Techno-Solutions Corporation                 | ITOCHU TECHNO SOLUTIONS CORP                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     27100 | NS      | $634026.83    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                | HSBC US GOVT MMKT-I                            | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    458813 | NS      | $458813.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LIMITED                     | SUN HUNG KAI PROPERTIES LTD                    | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |    126927 | NS      | $1736810.20   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TOHO CO., LTD.                                      | TOHO CO LTD TOKYO                              | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |     17600 | NS      | $681359.55    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG                                 | HEIDELBERGCEMENT AG                            | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |     27400 | NS      | $1562496.79   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| KAJIMA CORPORATION                                  | KAJIMA CORP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     71200 | NS      | $833433.93    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                       | HANKYU HANSHIN HOLDINGS INC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28000 | NS      | $836457.86    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries, Ltd.                   | MITSUBISHI HEAVY INDUSTRIES LT                 | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |     12400 | NS      | $494601.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Company, Incorporated          | CHUBU ELECTRIC POWER CO INC                    | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |     77800 | NS      | $807526.29    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK INSULATORS, LTD.                                | NGK INSULATORS LTD                             | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |     57000 | NS      | $728898.03    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TORAY INDUSTRIES, INC.                              | TORAY INDUSTRIES INC                           | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |    139132 | NS      | $781013.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                                   | INPEX CORP                                     | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     36500 | NS      | $388309.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY DEVELOPMENTS LIMITED                           | CITY DEVELOPMENTS LTD                          | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Long             | EC               | CORP              | SG        |    240400 | NS      | $1477478.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                        | NUTRIEN LTD                                    | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     13315 | NS      | $972217.28    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                           | BANQUE CANTONALE VAUDOISE                      | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |     23799 | NS      | $2284899.66   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP.                                | TOURMALINE OIL CORP                            | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |     19064 | NS      | $962071.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLARAMA INC.                                      | DOLLARAMA INC                                  | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     31776 | NS      | $1858724.66   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| J SAINSBURY PLC                                     | J SAINSBURY PLC                                | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |    611186 | NS      | $1608228.68   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO., LTD.                               | HONDA MOTOR CO LTD                             | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |     27400 | NS      | $633110.81    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc.                          | BANDAI NAMCO HOLDINGS INC                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10000 | NS      | $633592.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                             | GSK PLC                                        | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    114524 | NS      | $1989988.42   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                        | DAI ICHI LIFE HOLDINGS INC                     | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |     31800 | NS      | $725569.27    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electric Power Company Holdings, Incorporated | TOKYO ELECTRIC POWER CO HOLDIN                 | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |     88100 | NS      | $319582.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROHM COMPANY LIMITED                                | ROHM CO LTD                                    | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |      6600 | NS      | $479332.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corporation                                | MARUBENI CORP                                  | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |     48900 | NS      | $564574.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIICHI SANKYO COMPANY, LIMITED                     | DAIICHI SANKYO CO LTD                          | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     13400 | NS      | $434003.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ressources Teck Limitee                             | TECK RESOURCES LTD                             | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     25013 | NS      | $945424.15    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AGEAS SA                                            | AGEAS                                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |     37141 | NS      | $1646523.91   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings, Inc.                               | RESONA HOLDING INC                             | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |    137700 | NS      | $758913.58    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOBIS CO.,LTD                               | HYUNDAI MOBIS                                  | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |      6704 | NS      | $1063074.98   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui O.S.K. Lines, Ltd.                           | MITSUI OSK LINES LTD                           | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |     16500 | NS      | $413694.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LIMITED                                   | RIO TINTO LIMITED                              | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     14060 | NS      | $1114115.36   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UOL GROUP LIMITED                                   | UOL GROUP LTD                                  | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |    366100 | NS      | $1837198.12   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HIROSE ELECTRIC CO., LTD.                           | HIROSE ELECTRIC CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4900 | NS      | $619875.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland N.V.                                  | ASR NEDERLAND NV                               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |     43183 | NS      | $2049796.70   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| RICOH COMPANY,LTD.                                  | RICOH CO LTD                                   | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |     72500 | NS      | $556374.79    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO.,LTD.                   | DAITO TRUST CONSTRUCTION CO LTD                | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |      6500 | NS      | $670705.69    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co., Ltd.                       | DAI NIPPON PRINTING CO LTD                     | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |     34400 | NS      | $694711.17    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX CORPORATION                                    | ORIX CORP                                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |     39700 | NS      | $640942.31    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Limited                      | HONGKONG LAND HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |    279300 | NS      | $1284780.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Wise PLC                                            | WISE PLC                                       | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |    111521 | NS      | $758624.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                           | OTSUKA HOLDINGS CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     23400 | NS      | $767695.47    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Woori Financial Group Inc.                          | WOORI FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    105532 | NS      | $964010.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings, Inc.                | SUMITOMO MITSUI TRUST HOLDINGS INC             | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |     23800 | NS      | $832147.54    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEPIERRE SA                                        | KLEPIERRE SA                                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |     54498 | NS      | $1255824.49   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Company Limited                           | SINO LAND CO                                   | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |    954402 | NS      | $1193461.05   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corporation                       | YOKOGAWA ELECTRIC CORP                         | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |     30300 | NS      | $486065.39    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AURIZON HOLDINGS LIMITED                            | AURIZON HOLDINGS LTD                           | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |    621738 | NS      | $1578595.27   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LES COMPAGNIES LOBLAW LIMITEE                       | LOBLAW COMPANIES LTD                           | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     24469 | NS      | $2163856.32   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD.                                        | KOMATSU LIMITED                                | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     25900 | NS      | $567660.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTE CHEMICAL CORPORATION                          | LOTTE CHEMICAL CORP RTS                        | CUSIP: N/A<br>LEI: 988400TPNFJZDPI94Y56       | Long             |  | CORP              | KR        |      1470 | NS      | $41272.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ELBIT SYSTEMS LTD                                   | ELBIT SYSTEMS LTD                              | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |      8383 | NS      | $1367034.90   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO               | INVESCO GVT & AGNCY-INST                       | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    458813 | NS      | $458813.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Company, Limited                     | KIRIN HOLDINGS CO LTD                          | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     58100 | NS      | $890406.19    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc.                          | MITSUBISIHI HC CAPITAL INC                     | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |    207900 | NS      | $1028251.03   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSIN FOODS HOLDINGS CO.,LTD.                      | NISSIN FOODS HOLDINGS CO LTD                   | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |     11239 | NS      | $892473.56    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Limited                     | SUNTORY BEVERAGE FOOD LTD                      | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |     19500 | NS      | $668724.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAULT SA                                          | RENAULT SA                                     | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |     28293 | NS      | $947066.94    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FRASERS GROUP PLC                                   | FRASERS GROUP PLC                              | CUSIP: N/A<br>LEI: 213800JEGHHEAXIJDX34       | Long             | EC               | CORP              | GB        |     96155 | NS      | $825175.26    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                         | TOKIO MARINE HOLDINGS INC                      | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     30800 | NS      | $663671.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORPORATION                                | SUMITOMO CORP                                  | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     37900 | NS      | $634266.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI & CO., LTD.                                  | MITSUI CO LTD                                  | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     18800 | NS      | $552022.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSU GROUP INC.                                   | DENTSU INC                                     | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |     17800 | NS      | $562269.47    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                   | NATWEST GROUP PLC                              | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    478888 | NS      | $1535053.28   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                              | Mercedes Benz Group AG                         | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |     19814 | NS      | $1302101.64   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.               | SUMITOMO MITSUI FINANCIAL GROUP INC            | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     26400 | NS      | $1065496.11   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                           | SHELL PLC                                      | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     53957 | NS      | $1516957.74   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| USS Co., Ltd.                                       | USS CO LTD                                     | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |     39000 | NS      | $622656.61    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Company Limited               | TAKEDA PHARMACEUTICAL CO LTD                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     32600 | NS      | $1021327.54   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Square Co., Ltd.                                 | SK SQUARE CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     33325 | NS      | $884256.37    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                  | JFE HOLDINGS INC                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     54500 | NS      | $637951.53    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                     | NATIONAL AUSTRALIA BANK LTD                    | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |     71419 | NS      | $1461360.27   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corporation                                    | SCSK CORP                                      | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |     44800 | NS      | $683164.15    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Industrivarden                         | INDUSTRIVARDEN AB                              | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |     67712 | NS      | $1642628.41   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTERSHARE LIMITED                               | COMPUTERSHARE LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     66128 | NS      | $1179345.99   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MERLIN Properties SOCIMI, S.A.                      | MERLIN PROPERTIES SOCIMI SA                    | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |    171616 | NS      | $1611792.96   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                        | CENTRICA PLC                                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |   1087087 | NS      | $1268228.75   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SAAB Aktiebolag                                     | SAAB AB                                        | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |     35691 | NS      | $1405518.57   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI N.V.                                            | OCI N V                                        | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |     26859 | NS      | $960728.42    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CHEMICAL COMPANY, LIMITED                  | SUMITOMO CHEMICAL CO LTD                       | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |    187700 | NS      | $678020.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KT CORPORATION                                      | KT CORP                                        | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |     54102 | NS      | $1446257.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| OBAYASHI CORPORATION                                | OBAYASHI CORPORATION                           | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |    113800 | NS      | $865511.35    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH32 LIMITED                                     | SOUTH32 LTD                                    | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |    287509 | NS      | $782827.35    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON STEEL CORPORATION                            | NIPPON STEEL CORP                              | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |     37200 | NS      | $649766.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                          | EIFFAGE SA                                     | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |     21036 | NS      | $2069557.67   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                             | FRESENIUS SE CO KGAA                           | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |     58651 | NS      | $1647817.40   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kansai Electric Power Company, Incorporated     | KANSAI ELECTRIC POWER COMPANY                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |     82800 | NS      | $807050.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC HOLDINGS PLC                              | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    272505 | NS      | $1698586.18   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                         | EQUINOR ASA                                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     34558 | NS      | $1242514.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                     | ASTRAZENECA PLC                                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     16086 | NS      | $2181119.59   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                       | RIO TINTO PLC                                  | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     22134 | NS      | $1551151.06   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                       | NIPPON YUSEN KK                                | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |     17000 | NS      | $402911.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                         | BOUYGUES                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |     75183 | NS      | $2256326.87   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOTOR COMPANY                               | HYUNDAI MOTOR CO                               | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |      9732 | NS      | $1162236.63   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                        | GLENCORE PLC                                   | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    183535 | NS      | $1225430.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Limited                                     | FUJITSU LTD                                    | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      4100 | NS      | $550384.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc.                                | ASTELLAS PHARMA INC                            | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |     43600 | NS      | $666692.58    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Company, Limited                  | MITSUBISHI ESTATE CO LTD                       | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |     53600 | NS      | $698899.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House, Ltd.                                 | SEKISUI HOUSE LTD                              | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |     47800 | NS      | $850032.77    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Life Insurance Co., Ltd.                    | SAMSUNG LIFE INSURANCE CO LT                   | CUSIP: N/A<br>LEI: 988400VYE6E0WYSM4S92       | Long             | EC               | CORP              | KR        |     24397 | NS      | $1369967.57   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZUKI MOTOR CORPORATION                            | SUZUKI MOTOR CO                                | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |     16700 | NS      | $543558.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona, S.A.                                       | ACCIONA SA                                     | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |      9262 | NS      | $1704060.49   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                          | MSILF GOVERNMENT-INST                          | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    458813 | NS      | $458813.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                             | SSAB AB                                        | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |    214354 | NS      | $1113997.07   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor Aktiebolag                                 | INVESTOR AB                                    | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |     99990 | NS      | $1807837.15   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                       | CK HUTCHISON HOLDINGS                          | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |    238146 | NS      | $1429486.24   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                          | CANON INC                                      | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |     35500 | NS      | $772521.34    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings, Inc.                                  | SBI HOLDINGS INC JAPAN                         | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |     37400 | NS      | $717389.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE CYCLE & CARRIAGE LIMITED                    | JARDINE CYCLE CARRIAGE LTD                     | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               | CORP              | SG        |     52700 | NS      | $1125547.01   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK CORPORATION                                     | TDK CORP                                       | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |     12500 | NS      | $412951.53    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank, S.A.                                     | CAIXABANK SA                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    340429 | NS      | $1337930.57   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| MINI MSCI EAFE INDEX FUTURE MAR23                   | MINI MSCI EAFE INDEX FUTURE MAR23              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        14 | NC      | $-14297.12    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Victory Portfolios II

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer