# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001004726-26-004326
**Filing Date:** 2026-5
**Character Count:** 156309
**Document Hash:** b537e33851f3a5316844df249d99700e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004326.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001004726-26-004326

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260630

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 261033226

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $3093584941.46

**Total Liabilities:** $176905682.53

**Net Assets:** $2916679258.93

**Cash Not Reported:** $307886887.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000116493 | 2.37%                | 2.26%                | 2.06%                |
| Class ID C000219860 | 2.39%                | 2.16%                | 2.07%                |
| Class ID C000116490 | 2.27%                | 2.14%                | 2.05%                |
| Class ID C000116492 | 2.29%                | 2.12%                | 2.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $19835952.87             | $128405247.01                              |
| Month 2  | $97050327.94             | $32044006.08                               |
| Month 3  | $-438261.07              | $-93972491.95                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                       | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Compal Electronics, Inc.                                   | COMPAL ELECTRONICS INC                        | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |   3797000 | NS      | $3303424.42   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY LIMITED                                      | ORIGIN ENERGY LTD                             | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |    715033 | NS      | $6151613.98   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                     | OMV AG                                        | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |    146018 | NS      | $10681250.45  | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                          | NORTHWEST NATURAL HOLDING CO                  | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |    155132 | NS      | $8256125.04   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Endesa, Sociedad Anonima                                   | ENDESA SA                                     | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |    245471 | NS      | $10257795.89  | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| HERO MOTOCORP LIMITED                                      | HERO MOTOCORP LTD                             | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |    162091 | NS      | $8762401.55   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| THE MARZETTI COMPANY                                       | MARZETTI CO                                   | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     50550 | NS      | $6992581.50   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.                     | ARTISAN PARTNERS ASSET MA A                   | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    165289 | NS      | $6014866.71   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco do Brasil S.A                                        | BANCO DO BRASIL SA                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |   2299400 | NS      | $10211070.99  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| PT Alamtri Resources Indonesia Tbk                         | ALAMTRI RESOURCES INDONESIA TB                | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               | CORP              | ID        |  23858000 | NS      | $3647181.78   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| ITC LIMITED                                                | ITC LTD                                       | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |   1468392 | NS      | $4487352.91   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| CPFL ENERGIA S.A.                                          | CPFL ENERGIA SA                               | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |    832900 | NS      | $7841253.45   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CHINA HONGQIAO GROUP LIMITED                               | CHINA HONGQIAO GROUP LTD                      | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |    939000 | NS      | $4241767.02   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| KINDER MORGAN, INC.                                        | KINDER MORGAN INC                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    284252 | NS      | $9530969.56   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| J SAINSBURY PLC                                            | J SAINSBURY PLC                               | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |   1108485 | NS      | $4989820.26   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| MONDI PLC                                                  | MONDI PLC                                     | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |    335545 | NS      | $3792968.08   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                                | ONEOK INC                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     83586 | NS      | $7555338.54   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                     | JACKSON FINANCIAL INC                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     68205 | NS      | $7210632.60   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MILLS, INC.                                        | GENERAL MILLS INC                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     76195 | NS      | $2835977.90   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| GUANGDONG INVESTMENT LIMITED                               | GUANGDONG INVESTMENT LTD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   3716000 | NS      | $3722020.76   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| CEZ, a.s.                                                  | CEZ AS                                        | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               | CORP              | CZ        |    146355 | NS      | $8280950.24   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |   1084327 | NS      | $6557006.31   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| PTT EXPLORATION AND PRODUCTION PUBLIC COMPANY LIMITED      | PTT EXPLOR PROD PUBLIC CO                     | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |   2176700 | NS      | $10489023.03  | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                                | INTERNATIONAL SEAWAYS INC                     | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |    100596 | NS      | $7331436.48   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| FORD MOTOR COMPANY                                         | FORD MOTOR CO                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    429628 | NS      | $4957907.12   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| AVNET, INC.                                                | AVNET INC                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    118088 | NS      | $7276582.56   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| SCB X PUBLIC COMPANY LIMITED                               | SCB X PCL                                     | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |   3393100 | NS      | $14918299.62  | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                                | BOUYGUES                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |    160841 | NS      | $9320565.41   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| CAL-MAINE FOODS, INC.                                      | CAL MAINE FOODS INC                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     74959 | NS      | $5933004.85   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Postal Savings Bank of China Co., Ltd.                     | POSTAL SAVINGS BANK OF CHINA CO LTD           | CUSIP: N/A<br>LEI: 300300C1040311005298       | Long             | EC               | CORP              | CN        |   8069000 | NS      | $5069148.64   | 0.17%             |  |  |  | Yes           | 2                  | On Loan: No      |
| OMNICOM GROUP INC.                                         | OMNICOM GROUP INC                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     53194 | NS      | $4006040.14   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| DT MIDSTREAM, INC.                                         | DT MIDSTREAM INC                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47594 | NS      | $6409483.98   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| EDENRED SE                                                 | EDENRED                                       | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |    173104 | NS      | $3447580.96   | 0.12%             |  |  |  | No            | 2                  | On Loan: —       |
| RIO TINTO LIMITED                                          | RIO TINTO LIMITED                             | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     41191 | NS      | $4678824.07   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.            | GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV     | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |    155166 | NS      | $5230012.03   | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| HSBC US GOVERNMENT MONEY MARKET FUND                       | HSBC US GOVT MMKT-I                           | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8845752 | NS      | $8845751.83   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST HAWAIIAN, INC.                                       | FIRST HAWAIIAN INC                            | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    189513 | NS      | $4669600.32   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                    | VEOLIA ENVIRONNEMENT                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |    173512 | NS      | $6607493.16   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                   | EASTMAN CHEMICAL CO                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     64161 | NS      | $4896767.52   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNITOGORSK IRON STEEL WORKS PJSC                         | MAGNITOGORSK IRON STEEL WORKS PJSC            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |   4673660 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI        | TERNA SPA                                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |    720128 | NS      | $8235298.25   | 0.28%             |  |  |  | No            | 2                  | On Loan: —       |
| Energizer Holdings, Inc.                                   | ENERGIZER HOLDINGS INC                        | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    227201 | NS      | $3730640.42   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED                         | CANADIAN TIRE CORP LTD                        | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |     43595 | NS      | $5863651.30   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| TATNEFT PJSC                                               | TATNEFT PJSC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |    827565 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED            | INDUSTRIAL COMMERCIAL BANK OF CHINA LTD       | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |   7868000 | NS      | $6935407.47   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| LKQ CORPORATION                                            | LKQ CORPORATION                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    119425 | NS      | $3507512.25   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| BEIJING ENTERPRISES HOLDINGS LIMITED                       | BEIJING ENTERPRISES HOLDINGS LTD              | CUSIP: N/A<br>LEI: 529900896ODARUEY2V26       | Long             | EC               | CORP              | HK        |   1430500 | NS      | $5469218.32   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| MALAYSIAN RINGGIT                                          | MALAYSIAN RIGGIT                              | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | MY        |    202614 | NS      | $50089.99     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| TC Energy Corporation                                      | TC ENERGY CORP                                | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    102492 | NS      | $6418921.65   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN UTILITIES LIMITED                                 | CANADIAN UTILITIES LTD                        | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |     49302 | NS      | $1731897.13   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| J & J SNACK FOODS CORP.                                    | J J SNACK FOODS CORP                          | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |     87612 | NS      | $6945003.24   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| FORTESCUE LTD                                              | FORTESCUE LTD                                 | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |    315107 | NS      | $4501759.32   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| China Petroleum & Chemical Corporation                     | CHINA PETROLEUM CHEMICAL CORP                 | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |  11044000 | NS      | $6348573.69   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| KEYCORP                                                    | KEYCORP                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    321410 | NS      | $6444270.50   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNOLIA OIL & GAS CORPORATION                             | MAGNOLIA OIL GAS CORP                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    289074 | NS      | $9126066.18   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                     | PNC FINANCIAL SERVICES GROUP INC              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     31528 | NS      | $6560661.52   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                               | BRISTOL MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    108549 | NS      | $6583496.85   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| VALERO ENERGY CORPORATION                                  | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     24458 | NS      | $6043082.64   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| BB Seguridade Participacoes S.A.                           | BB SEGURIDADE PARTICIPACOES SA                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1805500 | NS      | $12134739.25  | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| NATIONAL GRID PLC                                          | NATIONAL GRID PLC                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    408986 | NS      | $6902673.76   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| FULTON FINANCIAL CORPORATION                               | FULTON FINANCIAL CORP                         | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    462008 | NS      | $9397242.72   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| BHARAT PETROLEUM CORPORATION LIMITED                       | BHARAT PETROLEUM CORP LTD                     | CUSIP: N/A<br>LEI: 8GRDBX1TJ0PU5NCSHT72       | Long             | EC               | CORP              | IN        |   1270069 | NS      | $3808289.73   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                            | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    165317 | NS      | $9596646.33   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| ORANGE SA                                                  | ORANGE SA                                     | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |    696453 | NS      | $14277500.82  | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                     | Mercedes Benz Group AG                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |     95275 | NS      | $5855092.19   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco de Sabadell, S.A.                                    | BANCO DE SABADELL SA                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |   1275305 | NS      | $4567904.02   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| BCE INC.                                                   | BCE INC                                       | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |    178456 | NS      | $4503419.08   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET CORPORATION                                   | STATE STREET CORP                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     74740 | NS      | $9459094.40   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| COMMUNITY FINANCIAL SYSTEM, INC.                           | COMMUNITY FINANCIAL SYSTEM INC                | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    131419 | NS      | $7707724.35   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| TATA CONSULTANCY SERVICES LIMITED                          | TATA CONSULTANCY SERVICES LTD                 | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |    123644 | NS      | $3113684.20   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| UPBOUND GROUP, INC.                                        | UPBOUND GROUP INC                             | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    264963 | NS      | $4782582.15   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| MMC NORILSK NICKEL PJSC                                    | MMC NORILSK NICKEL PJSC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |   1487700 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                | UNITED PARCEL SERVICE INC                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     72878 | NS      | $7169737.64   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Bunge Global SA                                            | BUNGE GLOBAL SA                               | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |     54991 | NS      | $6994855.20   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| MOELIS & COMPANY                                           | MOELIS CO CLASS A                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     56033 | NS      | $3193881.00   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DINE BRANDS GLOBAL, INC.                                   | DINE BRANDS GLOBAL INC                        | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     78724 | NS      | $2065717.76   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc.                                           | XCEL ENERGY INC                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     82146 | NS      | $6525678.24   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                         | PROVIDENT FINANCIAL SVCS                      | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    238289 | NS      | $5042195.24   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      7738 | NS      | $2093825.42   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| DHT HOLDINGS, INC.                                         | DHT HOLDINGS INC                              | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |    569515 | NS      | $10405039.05  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| HERC HOLDINGS INC.                                         | HERC HOLDINGS INC                             | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     12965 | NS      | $1290665.75   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hasbro, Inc.                                               | HASBRO INC                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     84563 | NS      | $7915096.80   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Vibra Energia S.A.                                         | VIBRA ENERGIA SA                              | CUSIP: N/A<br>LEI: 549300U7VLJ3SYVNY689       | Long             | EC               | CORP              | BR        |   1750606 | NS      | $10687574.51  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    185655 | NS      | $5330155.05   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Far EasTone Telecommunications Co., Ltd.                   | FAR EASTONE TELECOMMUNICATIONS CO LTD         | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |   2497000 | NS      | $7213418.55   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| PTT Public Company Limited                                 | PTT PCL                                       | CUSIP: N/A<br>LEI: 549300QOGMPTKB6W7G56       | Long             | EC               | CORP              | TH        |  11063800 | NS      | $11756336.01  | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| S P 500 EMINI FUTURE JUN26                                 | S P 500 EMINI FUTURE JUN26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -10095 | NC      | $55292844.75  | 1.90%             |  |  |  | No            | 1                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     42697 | NS      | $5950680.89   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| ENEL - SPA                                                 | ENEL SPA                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    821087 | NS      | $8975600.86   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| BANKUNITED, INC.                                           | BANKUNITED INC                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    176215 | NS      | $7957869.40   | 0.27%             |  |  |  | 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        |   8845752 | NS      | $8845751.83   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Realtek Semiconductor Corporation                          | REALTEK SEMICONDUCTOR CORP                    | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |    197000 | NS      | $2996614.58   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     80939 | NS      | $5724006.08   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK CO INC                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     60518 | NS      | $7279710.22   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Caixa Seguridade Participacoes SA                          | CAIXA SEGURIDADE PARTICIPACOES S A            | CUSIP: P1S73N102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    915174 | NS      | $3242415.56   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| EXELON CORPORATION                                         | EXELON CORP                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    174392 | NS      | $8548695.84   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| PT Bank Rakyat Indonesia (Persero) Tbk                     | PT BANK RAKYAT INDONESIA                      | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |  19777200 | NS      | $3952945.92   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     80593 | NS      | $5589766.85   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Far Eastern New Century Corporation                        | FAR EASTERN NEW CENTURY CORP                  | CUSIP: N/A<br>LEI: 254900CDLU5OS06M6K24       | Long             | EC               | CORP              | TW        |   5911000 | NS      | $4919770.11   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Swedbank AB                                                | SWEDBANK AB A SHARES                          | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |    128576 | NS      | $4384706.48   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Otter Tail Corporation                                     | OTTER TAIL CORP                               | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94013 | NS      | $8251521.01   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Kesko Oyj                                                  | KESKO OYJ                                     | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |    210648 | NS      | $4677517.44   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| TRINITY INDUSTRIES, INC.                                   | TRINITY INDUSTRIES INC                        | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    201788 | NS      | $6493537.84   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                              | REGIONS FINANCIAL CORP                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    283425 | NS      | $7403061.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimberly-Clark de Mexico, S.A.B. de C.V.                   | KIMBERLY CLARK DE MEXICO SAB DE CV            | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |   2436058 | NS      | $5767965.45   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION                         | SIMMONS FIRST NATL CORP CL A                  | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    274582 | NS      | $5340619.90   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Kuehne + Nagel International AG                            | KUEHNE NAGEL INTL                             | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |     21655 | NS      | $4960346.74   | 0.17%             |  |  |  | No            | 2                  | On Loan: —       |
| SINGAPORE DOLLARS                                          | SINGAPORE DOLLAR                              | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | SG        |         0 | NS      | $0.37         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| LyondellBasell Industries N.V.                             | LYONDELLBASELL INDUSTRIES NV                  | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     55761 | NS      | $4492106.16   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Communications Co., Ltd.                           | BANK OF COMMUNICATIONS CO LTD                 | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |   6400000 | NS      | $5784487.06   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     30164 | NS      | $4964089.48   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| SITC International Holdings Co Ltd                         | SITC INTERNATIONAL HOLDINGS CO LTD            | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |   1286000 | NS      | $5630924.05   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| ROSTELECOM PJSC                                            | ROSTELECOM PJSC                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |   6752730 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                         | HUNTINGTON BANCSHARES INC OH                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    436810 | NS      | $6836076.50   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| H2O AMERICA                                                | H20 AMERICA                                   | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152683 | NS      | $8957911.61   | 0.31%             |  |  |  | No            | 1                  | On Loan: —       |
| KINGFISHER PLC                                             | KINGFISHER PLC                                | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |   1318162 | NS      | $5011333.85   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS PLC                                        | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    224668 | NS      | $9108407.00   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| BOSIDENG INTERNATIONAL HOLDINGS LIMITED                    | BOSIDENG INTERNATIONAL HOLDINGS LTD           | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               | CORP              | KY        |  10816000 | NS      | $5567449.44   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| PITNEY BOWES INC.                                          | PITNEY BOWES INC                              | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    406865 | NS      | $4495858.25   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Aktiebolaget Volvo                                         | VOLVO AB                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    201611 | NS      | $6632437.05   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| CaixaBank, S.A.                                            | CAIXABANK SA                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    537360 | NS      | $6440823.31   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                       | EURO                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |    653005 | NS      | $754674.49    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| NIPPON STEEL CORPORATION                                   | NIPPON STEEL CORP                             | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |    931300 | NS      | $3434535.59   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF CHINA LIMITED                                      | BANK OF CHINA LTD                             | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |  10782000 | NS      | $6884869.19   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| ARCHROCK INC.                                              | ARCHROCK INC                                  | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    261182 | NS      | $9089133.60   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| ASE Technology Holding Co., Ltd.                           | ASE TECHNOLOGY HOLDING CO LTD                 | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |    757000 | NS      | $8332964.63   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Pegatron Corporation                                       | PEGATRON CORP                                 | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |   2110000 | NS      | $5116579.69   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| EVRAZ PLC                                                  | EVRAZ PLC                                     | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |    753373 | NS      | $0.01         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                              | WEBSTER FINANCIAL CORP                        | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     29402 | NS      | $2041086.84   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| KORN FERRY                                                 | KORN FERRY                                    | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    137870 | NS      | $8678916.50   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                          | PINNACLE WEST CAPITAL CORP                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     50549 | NS      | $5092811.75   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| GAIL (INDIA) LIMITED                                       | GAIL INDIA LTD                                | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |   2401577 | NS      | $3520207.51   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| NN Group N.V.                                              | NN GROUP NV                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    125700 | NS      | $9815339.37   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| SCORPIO TANKERS INC.                                       | SCORPIO TANKERS INC                           | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |    105502 | NS      | $7876779.32   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| AVISTA CORPORATION                                         | AVISTA CORP                                   | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    277716 | NS      | $11147520.24  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| HAIDILAO INTERNATIONAL HOLDING LTD.                        | HAIDILAO INTERNATIONAL HOLDING LTD            | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |   3509000 | NS      | $6459644.89   | 0.22%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Doosan Bobcat Inc.                                         | DOOSAN BOBCAT INC                             | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |     81052 | NS      | $3167044.64   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     57188 | NS      | $9702516.08   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| THE HONG KONG AND CHINA GAS COMPANY LIMITED                | HONG KONG CHINA GAS CO LTD                    | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |   7893000 | NS      | $7180055.34   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| INTER RAO YEES PAO                                         | INTER RAO UES PJSC                            | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               | CORP              | RU        | 128274200 | NS      | $0.02         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| FEDERAL'NAYA GIDROGENERIRUYUSHCHAYA KOMPANIYA RUSGIDRO PAO | RUSHYDRO PJSC                                 | CUSIP: N/A<br>LEI: 2534005TJN9DX4YWVT97       | Long             | EC               | CORP              | RU        | 694437000 | NS      | $0.09         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CARTER'S, INC.                                             | CARTER S INC                                  | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |    129022 | NS      | $4613826.72   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                           | CALIFORNIA RESOURCES CORP                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |    138965 | NS      | $9619157.30   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| The Siam Cement Public Company Limited                     | SIAM CEMENT PCL THE                           | CUSIP: N/A<br>LEI: 254900RMCZY0X6F2KB70       | Long             | EC               | CORP              | TH        |    571800 | NS      | $3648598.18   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                           | NEW JERSEY RESOURCES CORP                     | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    292508 | NS      | $16064539.36  | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Spire Inc.                                                 | SPIRE INC                                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |    165382 | NS      | $14973686.28  | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| SONIC HEALTHCARE LIMITED                                   | SONIC HEALTHCARE LTD                          | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |    280655 | NS      | $3986885.98   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                   | GRUPO FINANCIERO BANORTE SAB DE CV            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    802248 | NS      | $8899043.38   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc.                                   | MAGNA INTERNATIONAL INC                       | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     75157 | NS      | $4197963.43   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| HD HYUNDAI CO.,LTD.                                        | HD HYUNDAI CO LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     25922 | NS      | $4348654.17   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC.                                                 | AMGEN INC                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     17925 | NS      | $6306911.25   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| NISOURCE INC.                                              | NISOURCE INC                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    270223 | NS      | $12608605.18  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| MGE ENERGY, INC.                                           | MGE ENERGY INC                                | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56790 | NS      | $4389299.10   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD LIFE PLC                                          | STANDARD LIFE PLC                             | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |    662202 | NS      | $5996329.90   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                 | ALLIANT ENERGY CORP                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |    110721 | NS      | $7945338.96   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED                | OVERSEA CHINESE BANKING CORP LTD              | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |    502200 | NS      | $8603562.78   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| DNB BANK ASA                                               | DNB BANK ASA                                  | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    306535 | NS      | $9597703.00   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| EAST WEST BANCORP, INC.                                    | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     38423 | NS      | $4102039.48   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Elisa Oyj                                                  | ELISA OYJ                                     | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |    104845 | NS      | $5106360.48   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Synnex Technology International Corporation                | SYNNEX TECHNOLOGY INTERNATIONAL CORP          | CUSIP: N/A<br>LEI: 529900GMBJ3R4A2WBC71       | Long             | EC               | CORP              | TW        |   2962000 | NS      | $7135249.04   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| China Shenhua Energy Company Limited                       | CHINA SHENHUA ENERGY CO LTD                   | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               | CORP              | CN        |   1622500 | NS      | $9604092.81   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| SNAP-ON INCORPORATED                                       | SNAP ON INC                                   | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     22209 | NS      | $8066752.98   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Chemical Group Corporation                      | MITSUBISHI CHEMICAL GROUP CORP                | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |    589400 | NS      | $3446032.09   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| MILLERKNOLL, INC.                                          | MILLERKNOLL INC                               | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    259885 | NS      | $3757937.10   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| RIO TINTO PLC                                              | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     80893 | NS      | $7503598.71   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| EOG RESOURCES, INC.                                        | EOG RESOURCES INC                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     44164 | NS      | $6384789.48   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| KEYERA CORP.                                               | KEYERA CORP                                   | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |    219177 | NS      | $8479340.26   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| TELENOR ASA                                                | TELENOR ASA                                   | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |    472686 | NS      | $8345657.37   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BUCKLE, INC.                                           | BUCKLE INC THE                                | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |    192306 | NS      | $9684530.16   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| X5 RETAIL GROUP NV                                         | X5 RETAIL GROUP NV                            | CUSIP: 98387E205<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |    201753 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HINDUSTAN PETROLEUM CORPORATION LIMITED                    | HINDUSTAN PETROLEUM CORP LTD                  | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | EC               | CORP              | IN        |    715321 | NS      | $2549346.40   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                 | ENI SPA                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |    464707 | NS      | $13211606.23  | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| BLACKSTONE INC.                                            | BLACKSTONE INC                                | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     25370 | NS      | $2917296.30   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| EXPAND ENERGY CORPORATION                                  | EXPAND ENERGY CORP                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     52860 | NS      | $5802970.80   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| VIATRIS INC.                                               | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    420299 | NS      | $5678239.49   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| DARDEN RESTAURANTS, INC.                                   | DARDEN RESTAURANTS INC                        | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     34188 | NS      | $6702215.52   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Corp.                                                   | LG CORP                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     75403 | NS      | $4264793.09   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| DTE ENERGY COMPANY                                         | DTE ENERGY CO                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     51947 | NS      | $7595690.34   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk                              | PT BANK MANDIRI PERSERO TBK                   | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |  13132500 | NS      | $3687299.48   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| ASR Nederland N.V.                                         | ASR NEDERLAND NV                              | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |    121544 | NS      | $8366794.98   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                                   | INDUSTRIAL BANK OF KOREA                      | CUSIP: N/A<br>LEI: 988400RBIWE3YA18PK12       | Long             | EC               |  | KR        |    397839 | NS      | $5748306.97   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                           | MEDTRONIC PLC                                 | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     78585 | NS      | $6809390.25   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED COMMUNITY BANKS, INC.                               | UNITED COMMUNITY BANKS INC GA                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    132618 | NS      | $4176140.82   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORPORATION                      | ATLANTIC UNION BANKSHARES                     | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140151 | NS      | $5008996.74   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PUBLICIS GROUPE S.A.                                       | PUBLICIS GROUPE                               | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |     48853 | NS      | $4042995.69   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                                | ABM INDUSTRIES INC                            | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    179089 | NS      | $6898508.28   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Galp Energia, SGPS, S.A.                                   | GALP ENERGIA SGPS SA                          | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |    153401 | NS      | $3677691.58   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| TMBTHANACHART BANK PUBLIC COMPANY LIMITED                  | TMBTHANACHART BANK PCL                        | CUSIP: N/A<br>LEI: 549300WKGLXEV3DB7I54       | Long             | EC               | CORP              | TH        |  58889100 | NS      | $4140265.48   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST HORIZON CORPORATION                                  | FIRST HORIZON CORP                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    108171 | NS      | $2461971.96   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| STEVEN MADDEN, LTD.                                        | STEVEN MADDEN LTD                             | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     49978 | NS      | $1695253.76   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                          | PORTLAND GENERAL ELECTRIC CO                  | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    279755 | NS      | $14762671.35  | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco de Chile                                             | BANCO DE CHILE                                | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | EC               | CORP              | CL        |  44333056 | NS      | $8058714.47   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                            | MSC INDUSTRIAL DIRECT CO INC                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     51912 | NS      | $4789920.24   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellantis N.V.                                            | STELLANTIS NV                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |    245421 | NS      | $1773563.11   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA GAS HOLDINGS LIMITED                                 | CHINA GAS HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 254900KTSZLZ21VV8T33       | Long             | EC               | CORP              | BM        |   4844400 | NS      | $4426796.38   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Company Limited                      | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    156200 | NS      | $5753056.51   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| EMERA INCORPORATED                                         | EMERA INC                                     | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |    174787 | NS      | $9061679.90   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| GENUINE PARTS COMPANY                                      | GENUINE PARTS CO                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     28423 | NS      | $3005732.25   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CLP HOLDINGS LIMITED                                       | CLP HOLDINGS LTD                              | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |    850500 | NS      | $8007563.04   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| WORLD KINECT CORPORATION                                   | WORLD KINECT CORP                             | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    234210 | NS      | $5403224.70   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    241790 | NS      | $6789463.20   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| THE BIDVEST GROUP LIMITED                                  | BIDVEST GROUP LTD                             | CUSIP: N/A<br>LEI: 5299002ARE4TRMIRGM72       | Long             | EC               | CORP              | ZA        |    292605 | NS      | $3936584.02   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| TOTALENERGIES SE                                           | TOTALENERGIES SE                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    118287 | NS      | $10854228.41  | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| BLACK HILLS CORPORATION                                    | BLACK HILLS CORP                              | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |    157188 | NS      | $10910419.08  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| KEURIG DR PEPPER INC.                                      | KEURIG DR PEPPER INC                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    149174 | NS      | $3927751.42   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| WILMAR INTERNATIONAL LIMITED                               | WILMAR INTERNATIONAL LTD                      | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |   2454200 | NS      | $7375056.67   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| China Merchants Bank Co., Ltd.                             | CHINA MERCHANTS BANK CO LTD                   | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |    495000 | NS      | $3145421.10   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                              | ENBRIDGE INC                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    190511 | NS      | $10328876.63  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| MOSCOW EXCHANGE MICEX                                      | MOSCOW EXCHANGE MICEX                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |   2604790 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CRESCENT ENERGY COMPANY                                    | CRESCENT ENERGY INC                           | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Long             | EC               | CORP              | US        |    599446 | NS      | $8092521.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                    | DUKE ENERGY CORP                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     72299 | NS      | $9466831.06   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| INTERPARFUMS INC                                           | INTERPARFUMS INC                              | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73654 | NS      | $6690729.36   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CARREFOUR SA                                               | CARREFOUR SA                                  | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |    354706 | NS      | $6566802.11   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| KUMBA IRON ORE LIMITED                                     | KUMBA IRON ORE LTD                            | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |     16539 | NS      | $314071.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PAYCHEX, INC.                                              | PAYCHEX INC                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     68303 | NS      | $6292072.36   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| UNI-PRESIDENT ENTERPRISES CORP.                            | UNI PRESIDENT ENTERPRISES CORP                | CUSIP: N/A<br>LEI: 254900DAXBDMVEXU5959       | Long             | EC               | CORP              | TW        |   2454000 | NS      | $5482465.09   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| PEMBINA PIPELINE CORPORATION                               | PEMBINA PIPELINE CORP                         | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |    167760 | NS      | $7510543.68   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| MTN GROUP LIMITED                                          | MTN GROUP LTD                                 | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |    366928 | NS      | $4286402.76   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| APOGEE ENTERPRISES, INC.                                   | APOGEE ENTERPRISES INC                        | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     71526 | NS      | $2398982.04   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                      | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   4674453 | NS      | $7049648.52   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    290993 | NS      | $8435887.07   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| GREAT BRITISH POUND                                        | GREAT BRITISH POUND                           | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |     83930 | NS      | $111072.28    | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    120113 | NS      | $7926256.87   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                              | CK HUTCHISON HOLDINGS                         | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |    786000 | NS      | $6033505.37   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| TIM S.A.                                                   | TIM SA BRAZIL                                 | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |   2171300 | NS      | $11511960.69  | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| SWEDISH KRONE                                              | SWEDISH KRONE                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | SE        |   3256830 | NS      | $344219.21    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| REDEIA CORPORACION, S.A.                                   | REDEIA CORPORATION SA AMERICAN                | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |    356787 | NS      | $6046847.52   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| PT Bank Negara Indonesia (Persero) Tbk                     | BANK NEGARA INDONESIA PERSERO TBK PT          | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | EC               | CORP              | ID        |  13992200 | NS      | $3125491.95   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                             | CITIZENS FINANCIAL GROUP INC                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    146848 | NS      | $8806474.56   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Asia Cement Corporation                                    | ASIA CEMENT CORP                              | CUSIP: N/A<br>LEI: 213800EFQXH43HMGJL59       | Long             | EC               | CORP              | TW        |   6472000 | NS      | $7077588.45   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| MINI MSCI EMERGING MARKETS INDEX FUTURE JUN26              | MINI MSCI EMERGING MARKETS INDEX FUTURE JUN26 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -5963 | NC      | $10750008.76  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL CORPORATION                                            | PPL CORP                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    202847 | NS      | $7748755.40   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Yamaha Motor Co., Ltd.                                     | YAMAHA MOTOR CO LTD                           | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |    667700 | NS      | $4824186.04   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                             | SPECTRUM BRANDS HOLDINGS INC                  | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |    122741 | NS      | $9046011.70   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| KT&G Corporation                                           | KT G CORP                                     | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |     97956 | NS      | $10536566.87  | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| ORLEN SPOLKA AKCYJNA                                       | ORLEN SA                                      | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |    479925 | NS      | $17396293.85  | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| TENAGA NASIONAL BERHAD                                     | TENAGA NASIONAL BHD                           | CUSIP: N/A<br>LEI: 549300FV8X6UID6I1413       | Long             | EC               | CORP              | MY        |   3554600 | NS      | $12255224.91  | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                            | DANSKE BANK A S                               | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |    154847 | NS      | $7632318.31   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                   | SVENSKA HANDELSBANKEN AB                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |    169008 | NS      | $2229367.22   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    141466 | NS      | $6901921.60   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| SIME DARBY BERHAD                                          | SIME DARBY BHD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   6891300 | NS      | $3879850.59   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORPORATION                      | BROOKFIELD INFRASTRUCTURE CORP                | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |    208953 | NS      | $8257822.56   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| TINGYI (CAYMAN ISLANDS) HOLDING CORP.                      | TINGYI CAYMAN ISLANDS HOLDING CORP            | CUSIP: N/A<br>LEI: 5299009MPI9B60VN4P25       | Long             | EC               | CORP              | KY        |   3588000 | NS      | $5990427.87   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| UNIVERSAL CORPORATION                                      | UNIVERSAL CORP                                | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    142911 | NS      | $7531409.70   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Arca Continental, S.A.B. de C.V.                           | ARCA CONTINENTAL SAB DE CV                    | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |    434146 | NS      | $5008184.21   | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| WH GROUP LIMITED                                           | WH GROUP LTD                                  | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   5398000 | NS      | $7095506.00   | 0.24%             |  |  |  | Yes           | 2                  | On Loan: No      |
| KENNAMETAL INC.                                            | KENNAMETAL INC                                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    236457 | NS      | $8543191.41   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| INSPERITY, INC.                                            | INSPERITY INC                                 | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     92651 | NS      | $2505283.04   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| VALLEY NATIONAL BANCORP                                    | VALLEY NATIONAL BANCORP                       | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    455114 | NS      | $5588799.92   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| MERITAGE HOMES CORPORATION                                 | MERITAGE CORPORATION                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     78822 | NS      | $4874352.48   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST MERCHANTS CORPORATION                                | FIRST MERCHANTS CORP                          | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    135036 | NS      | $5229944.28   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| SM ENERGY COMPANY                                          | SM ENERGY CO                                  | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    300084 | NS      | $9356619.12   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                      | AMERICAN ELECTRIC POWER CO INC                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     54138 | NS      | $7096409.04   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                            | PRINCIPAL FINANCIAL GROUP INC                 | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     92991 | NS      | $8379419.01   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| GREIF, INC.                                                | GREIF INC CL A                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |    103035 | NS      | $6910557.45   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| ORIENT OVERSEAS (INTERNATIONAL) LIMITED                    | ORIENT OVERSEAS INTL LTD                      | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |    347000 | NS      | $6188693.54   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| DANA INCORPORATED                                          | DANA INC                                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     87353 | NS      | $2939428.45   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED BANKSHARES, INC.                                    | UNITED BANKSHARES INC                         | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    194986 | NS      | $8076320.12   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Telia Company AB                                           | TELIA CO AB                                   | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |   1852713 | NS      | $9497116.02   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                   | FIRST FINANCIAL BANCORP                       | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    206371 | NS      | $5753623.48   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| China Railway Group Limited                                | CHINA RAILWAY GROUP LTD                       | CUSIP: N/A<br>LEI: 529900TFRLG8UDJ7QA89       | Long             | EC               | CORP              | CN        |   9236000 | NS      | $4796473.54   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                               | WILLIAMS COS INC                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    141354 | NS      | $10287744.12  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| STRATEGIC EDUCATION, INC.                                  | STRATEGIC EDUCATION INC                       | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |     63948 | NS      | $5305126.08   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Companhia Energetica de Minas Gerais - CEMIG               | CIA ENERGETICA DE MINAS GERAIS                | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EC               | CORP              | BR        |   3429400 | NS      | $8349532.56   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| CABOT CORPORATION                                          | CABOT CORP                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    107681 | NS      | $8109456.11   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS ENERGY CORPORATION                                     | CMS ENERGY CORP                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     89766 | NS      | $6964046.28   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                           | CHESAPEAKE UTILITIES CORP                     | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     59330 | NS      | $7497532.10   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                | PROGRESSIVE CORP                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     32603 | NS      | $6463218.72   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LIMITED                           | BOC HONG KONG HOLDINGS LTD                    | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |   1654500 | NS      | $9128115.32   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| First BanCorp.                                             | FIRST BANCORP PUERTO RICO                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    292255 | NS      | $6242566.80   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     57376 | NS      | $9486547.84   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| AMBEV S.A.                                                 | AMBEV SA                                      | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |   4876700 | NS      | $14359020.52  | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD BANK GROUP LIMITED                                | STANDARD BANK GROUP LTD                       | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |    617117 | NS      | $11180811.23  | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| AVIENT CORPORATION                                         | AVIENT CORP                                   | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    176640 | NS      | $6412032.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| EDP, S.A.                                                  | EDP ENERGIAS DE PORTUGAL SA                   | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |   1200129 | NS      | $6349869.19   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| MSILF Government Portfolio                                 | MSILF GOVERNMENT-INST                         | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8845752 | NS      | $8845751.81   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| SYLVAMO CORPORATION                                        | SYLVAMO CORP                                  | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     97981 | NS      | $4138717.44   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM, INC.                          | FIRST INTERSTATE BANCSYS A                    | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    215144 | NS      | $7185809.60   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     32055 | NS      | $7777184.10   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CHINA CITIC BANK CORPORATION LIMITED                       | CHINA CITIC BANK CORP LTD                     | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |   8424000 | NS      | $8533015.00   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Pepsico, Inc.                                              | PEPSICO INC                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     51971 | NS      | $8070576.59   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| BP P.L.C.                                                  | BP PLC                                        | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    985144 | NS      | $7709355.95   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                      | DOMINION ENERGY INC                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    117873 | NS      | $7286908.86   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| SANOFI SA                                                  | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     43307 | NS      | $4181586.39   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                             | CALIFORNIA WATER SERVICE GRP                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    213095 | NS      | $9661727.30   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| CONOCOPHILLIPS                                             | CONOCOPHILLIPS                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     46314 | NS      | $6113448.00   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| EVA AIRWAYS CORPORATION                                    | EVA AIRWAYS CORP                              | CUSIP: N/A<br>LEI: 254900S1P4XOXV67GC07       | Long             | EC               | CORP              | TW        |   8221000 | NS      | $8859041.09   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                     | BRIGHTSTAR LOTTERY PLC                        | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |    318152 | NS      | $4053256.48   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| JAPAN TOBACCO INC.                                         | JAPAN TOBACCO INC                             | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |    167900 | NS      | $6441902.33   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE, INC.                                    | HELMERICH PAYNE INC                           | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    199040 | NS      | $7171411.20   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRSTENERGY CORP.                                          | FIRSTENERGY CORP                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    208500 | NS      | $10562610.00  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| THE MOSAIC COMPANY                                         | THE MOSAIC CO                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    113691 | NS      | $2899120.50   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ASUSTEK COMPUTER INCORPORATION                             | ASUSTEK COMPUTER INC                          | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               | CORP              | TW        |    397000 | NS      | $6973725.51   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS HOLDINGS, INC.                               | SOUTHWEST GAS HOLDINGS INC                    | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |    110553 | NS      | $9607055.70   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| KODIAK GAS SERVICES, INC.                                  | KODIAK GAS SERVICES INC                       | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145949 | NS      | $8511745.68   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLAR LNG LIMITED                                          | GOLAR LNG LTD                                 | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |    173631 | NS      | $9395173.41   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| SLB N.V.                                                   | SLB LTD                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    157143 | NS      | $8075578.77   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| ISUZU MOTORS LIMITED                                       | ISUZU MOTORS LTD                              | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |    364700 | NS      | $5252455.43   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| THE SOUTHERN COMPANY                                       | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     91013 | NS      | $8784574.76   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| VODACOM GROUP LIMITED                                      | VODACOM GROUP LTD                             | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |    655213 | NS      | $5614727.40   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA S.P.A.                     | BANCA MONTE DEI PASCHI DI SIENA SPA           | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |    535827 | NS      | $4674745.49   | 0.16%             |  |  |  | No            | 2                  | On Loan: —       |
| OGE ENERGY CORP.                                           | OGE ENERGY CORP                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    119774 | NS      | $5744361.04   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Astellas Pharma Inc.                                       | ASTELLAS PHARMA INC                           | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |    214200 | NS      | $3492178.44   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIAN RUPEE                                               | INDIA RUPEE                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | IN        |   3679267 | NS      | $38793.97     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Petroleo Brasileiro S.A. (Petrobras)                       | PETROLEO BRASILEIRO SA                        | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    929000 | NS      | $8729834.15   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Repsol S.A.                                                | REPSOL SA                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |    423135 | NS      | $11909005.40  | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| TARGET CORPORATION                                         | TARGET CORP                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     46243 | NS      | $5604651.60   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     33045 | NS      | $7186957.05   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| OXFORD INDUSTRIES INC                                      | OXFORD INDUSTRIES INC                         | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     46100 | NS      | $1775311.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| RUSSELL 2000 MINI INDEX FUTURE JUN26                       | RUSSELL 2000 MINI INDEX FUTURE JUN26          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3477 | NC      | $-2715975.46  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| PT Telkom Indonesia (Persero) Tbk                          | TELKOM INDONESIA PERSERO                      | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |  37764500 | NS      | $6829708.40   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC     | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |    197532 | NS      | $7259301.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| MURPHY OIL CORPORATION                                     | MURPHY OIL CORP                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    163776 | NS      | $6755760.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Post AG                                           | DHL GROUP                                     | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    116645 | NS      | $6147172.59   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Mexico, S.A.B. de C.V.                               | GRUPO MEXICO SAB DE CV SERIES B               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    417960 | NS      | $4476276.96   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| DANISH KRONER                                              | DANISH KRONER                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | DK        |   1617758 | NS      | $250260.41    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| MINI MSCI EAFE INDEX FUTURE JUN26                          | MINI MSCI EAFE INDEX FUTURE JUN26             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3498 | NC      | $3233426.68   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ASSOCIATED BANC-CORP                                       | ASSOCIATED BANC CORP                          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    312325 | NS      | $8076724.50   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| OIL AND NATURAL GAS CORPORATION LIMITED                    | OIL NATURAL GAS CORP LTD                      | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | EC               | CORP              | IN        |   1401700 | NS      | $4223249.09   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIAN OIL CORPORATION LIMITED                             | INDIAN OIL CORP LTD                           | CUSIP: N/A<br>LEI: 335800J8OBWE4VFUDG88       | Long             | EC               | CORP              | IN        |   2969214 | NS      | $4262922.04   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| THE COCA-COLA COMPANY                                      | COCA COLA CO THE                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    100882 | NS      | $7672076.10   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                                 | WINNEBAGO INDUSTRIES INC                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     91953 | NS      | $2849623.47   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TURKIYE PETROL RAFINERILERI ANONIM SIRKETI                 | TURKIYE PETROL RAFINERILERI AS                | CUSIP: N/A<br>LEI: 789000RCNG97UV50EE03       | Long             | EC               | CORP              | TR        |    793552 | NS      | $4612194.55   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                | LOCKHEED MARTIN CORP                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     13926 | NS      | $8416735.14   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Winmark Corporation                                        | WINMARK CORP                                  | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14442 | NS      | $6174677.10   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                      | INVESCO GVT & AGNCY-INST                      | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8845752 | NS      | $8845751.83   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| QUANTA COMPUTER INC.                                       | QUANTA COMPUTER INC                           | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |    659000 | NS      | $5931239.71   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                        | ALLY FINANCIAL INC                            | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    120118 | NS      | $4712229.14   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| NASDAQ 100 E MINI FUTURE JUN26                             | NASDAQ 100 E MINI FUTURE JUN26                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5338 | NC      | $-69345269.31 | -2.38%            |  |  |  | No            | 1                  | On Loan: No      |
| EDISON INTERNATIONAL                                       | EDISON INTERNATIONAL                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     86550 | NS      | $6333729.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| LCI INDUSTRIES                                             | LCI INDUSTRIES                                | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     57641 | NS      | $7088690.18   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |    364099 | NS      | $6794756.61   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| AVIVA PLC                                                  | AVIVA PLC                                     | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |    733203 | NS      | $5883343.50   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                             | ING GROEP NV                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    287972 | NS      | $7473792.93   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| HCL TECHNOLOGIES LIMITED                                   | HCL TECHNOLOGIES LTD                          | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |    300893 | NS      | $4331009.71   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                                    | BASF SE                                       | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     89257 | NS      | $5496634.55   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                              | PERMIAN RESOURCES CORP COM                    | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    278101 | NS      | $5929113.32   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                               | US PHYSICAL THERAPY INC                       | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     66536 | NS      | $4987538.56   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Evergy, Inc.                                               | EVERGY INC                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    147550 | NS      | $12087296.00  | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| WEC ENERGY GROUP INC.                                      | WEC ENERGY GROUP                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     73005 | NS      | $8451788.85   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.           | PING AN INSURANCE GROUP CO OF CHINA LTD       | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |    379500 | NS      | $2918130.15   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| PT Astra International Tbk                                 | ASTRA INTERNATIONAL TBK PT                    | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |  29128700 | NS      | $10756102.51  | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| MediaTek Inc.                                              | MEDIATEK INC                                  | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     73000 | NS      | $3502002.68   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| PT United Tractors Tbk                                     | UNITED TRACTORS TBK PT                        | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |   2745900 | NS      | $5022733.79   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| ADMIRAL GROUP PLC                                          | ADMIRAL GROUP PLC                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |    135561 | NS      | $5669077.49   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN STATES WATER COMPANY                              | AMERICAN STATES WATER CO                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |    166969 | NS      | $12626195.78  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Kontoor Brands, Inc.                                       | KONTOOR BRANDS INC                            | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    101545 | NS      | $7137598.05   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO BPM SOCIETA PER AZIONI                               | BANCO BPM SPA                                 | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    364399 | NS      | $5068287.76   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Ultrapar Participacoes S.A.                                | ULTRAPAR PARTICIPACOES SA                     | CUSIP: N/A<br>LEI: 529900FU4XBXGQMLRE72       | Long             | EC               | CORP              | BR        |    637500 | NS      | $3535033.69   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| COHEN & STEERS, INC.                                       | COHEN STEERS INC                              | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     55784 | NS      | $3489289.20   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| COTERRA ENERGY INC.                                        | COTERRA ENERCOTERRA ENERGY INC                | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    200148 | NS      | $7033200.72   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| NMDC LIMITED                                               | NMDC LTD                                      | CUSIP: N/A<br>LEI: 335800IXHXOHQ7B2HP66       | Long             | EC               | CORP              | IN        |   4088425 | NS      | $3327431.56   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| INDEPENDENT BANK CORP.                                     | INDEPENDENT BANK CORP                         | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    112150 | NS      | $8434801.50   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| United Microelectronics Corporation                        | UNITED MICROELECTRONICS CORP                  | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |   1207000 | NS      | $2164006.53   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| AGEAS SA                                                   | AGEAS                                         | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |    112774 | NS      | $8300518.48   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Naturgy Energy Group, S.A.                                 | NATURGY ENERGY GROUP SA                       | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |    115893 | NS      | $3478688.12   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION                  | FEDERAL AGRICULTURAL MORTGAGE CORP            | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |     14678 | NS      | $2177481.30   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NOVOLIPETSK STEEL PJSC                                     | NOVOLIPETSK STEEL PJSC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |   1477080 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HP INC.                                                    | HP INC                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    217890 | NS      | $4185666.90   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| SFL CORPORATION LTD.                                       | SFL CORP LTD                                  | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |    265646 | NS      | $2866320.34   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SNAM S.P.A.                                                | SNAM SPA                                      | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |   1088631 | NS      | $8245747.54   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                | KAISER ALUMINUM CORP                          | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41605 | NS      | $5013818.55   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| THE CLOROX COMPANY                                         | CLOROX COMPANY                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     72891 | NS      | $7553694.33   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| SANTANDER BANK POLSKA SPOLKA AKCYJNA                       | SANTANDER BANK POLSKA SA                      | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |     56141 | NS      | $8904656.22   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| COAL INDIA LTD                                             | COAL INDIA LTD                                | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |    922373 | NS      | $4410305.88   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| ARKEMA SA                                                  | ARKEMA SA                                     | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |     60758 | NS      | $4170954.12   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| HKT Trust and HKT Limited                                  | HKT TRUST HKT LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | HK        |   4184000 | NS      | $6538485.56   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| CVB FINANCIAL CORP.                                        | CVB FINANCIAL CORP                            | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    363129 | NS      | $7041071.31   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                  | CONSOLIDATED EDISON INC                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     70530 | NS      | $7982585.40   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| TELEFONICA BRASIL S.A                                      | TELEFONICA BRASIL SA                          | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |    877800 | NS      | $6987757.81   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                             | TEXAS INSTRUMENTS INC                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     13233 | NS      | $2569054.62   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                 | CONSTELLATION BRANDS INC CLASS A              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     20539 | NS      | $3080850.00   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SEVERSTAL PJSC                                             | SEVERSTAL PJSC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |    223944 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WaFd, Inc                                                  | WAFD INC                                      | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    222243 | NS      | $6978430.20   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| BRAZILIAN REAL                                             | BRAZILIAN REAL                                | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | BR        |         0 | NS      | $0.01         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| POSTE ITALIANE - SOCIETA PER AZIONI                        | POSTE ITALIANE SPA                            | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               |  | IT        |    417964 | NS      | $9837033.17   | 0.34%             |  |  |  | Yes           | 2                  | On Loan: No      |
| TELEKOM MALAYSIA BERHAD                                    | TELEKOM MALAYSIA BHD                          | CUSIP: N/A<br>LEI: 254900SNFPTSDGGVEK77       | Long             | EC               | CORP              | MY        |   3449700 | NS      | $6062424.32   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| LA-Z-BOY INCORPORATED                                      | LA Z BOY INC                                  | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    169756 | NS      | $5455957.84   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| TAIWAN MOBILE CO., LTD.                                    | TAIWAN MOBILE CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   3667000 | NS      | $12539795.38  | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| VOLKSWAGEN AKTIENGESELLSCHAFT                              | VOLKSWAGEN AG                                 | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |     45669 | NS      | $4670969.42   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY.                            | ARCHER DANIELS MIDLAND CO                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    125607 | NS      | $9130372.83   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| POLYUS PJSC                                                | POLYUS PJSC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |    344030 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                 | KIMBERLY CLARK CORP                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     69870 | NS      | $6740358.90   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| PHILLIPS 66                                                | PHILLIPS 66                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     38037 | NS      | $6929580.66   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Power Assets Holdings Limited                              | POWER ASSETS HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    707500 | NS      | $5520034.00   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| BANNER CORPORATION                                         | BANNER CORP                                   | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82843 | NS      | $5026913.24   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                                 | NORTHWEST BANCSHARES INC                      | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    404346 | NS      | $5131150.74   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SA                                             | BNP PARIBAS                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     62309 | NS      | $5934985.80   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                  | COLGATE PALMOLIVE CO                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     99301 | NS      | $8463424.23   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     48120 | NS      | $11762452.80  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    128939 | NS      | $6488210.48   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CA        |    194208 | NS      | $139627.62    | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SYSCO CORPORATION                                          | SYSCO CORP                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    108864 | NS      | $7765269.12   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| ALIGHT, INC.                                               | ALIGHT INC                                    | CUSIP: 01626W101<br>LEI: 2549002GDSJCKYY96752 | Long             | EC               | CORP              | US        |   1583263 | NS      | $922567.35    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| THE AES CORPORATION                                        | AES CORP                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    167777 | NS      | $2363977.93   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Evonik Industries AG                                       | EVONIK INDUSTRIES AG                          | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |    257811 | NS      | $5058262.22   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                       | KONINKLIJKE KPN NV                            | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |   1913464 | NS      | $10663505.09  | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| POWER GRID CORPORATION OF INDIA LIMITED                    | POWER GRID CORP OF INDIA LTD                  | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               |  | IN        |   1829439 | NS      | $5760060.18   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| KLABIN S.A.                                                | KLABIN SA UNIT                                | CUSIP: N/A<br>LEI: 254900C8UYA6YUPSDU10       | Long             |  | CORP              | BR        |   2013911 | NS      | $7586238.22   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| VALE S.A.                                                  | VALE SA                                       | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    873100 | NS      | $13904058.08  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| VEDANTA LIMITED                                            | VEDANTA LTD                                   | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |    805878 | NS      | $5654612.59   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| BEST BUY CO., INC.                                         | BEST BUY CO INC                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     63040 | NS      | $4047168.00   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Wal-Mart de Mexico, S.A.B. de C.V.                         | WAL MART DE MEXICO SA DE CV                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   2276650 | NS      | $7394030.69   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                             | GREENBRIER COS INC THE                        | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    109313 | NS      | $5755329.45   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO CO                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     53089 | NS      | $4226415.29   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ENGIE SA                                                   | ENGIE                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    409421 | NS      | $13192823.16  | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC                           | FIDELITY NATIONAL FINANCIAL                   | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    122443 | NS      | $5678906.34   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                 | PRUDENTIAL FINANCIAL INC                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     53407 | NS      | $5217329.83   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CK INFRASTRUCTURE HOLDINGS LIMITED                         | CK INFRASTRUCTURE HOLDINGS LTD                | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |    831000 | NS      | $6664123.89   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| TYSON FOODS, INCORPORATED                                  | TYSON FOODS INC CLASS A                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    111945 | NS      | $7172316.15   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortum Oyj                                                 | FORTUM OYJ                                    | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               |  | FI        |    244666 | NS      | $6255936.26   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| FDJ UNITED                                                 | FDJ UNITED                                    | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |    280110 | NS      | $8242226.56   | 0.28%             |  |  |  | No            | 2                  | On Loan: —       |
| ONE GAS, INC.                                              | ONE GAS INC                                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |    150871 | NS      | $12994519.23  | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK POLSKA KASA OPIEKI - SPOLKA AKCYJNA                   | BANK PEKAO SA                                 | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |    136732 | NS      | $8104976.57   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     72720 | NS      | $5222750.40   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| GERDAU S.A.                                                | GERDAU SA PREF                                | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |   1357500 | NS      | $4979920.07   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PetroChina Company Limited                                 | PETROCHINA CO LTD                             | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   6696000 | NS      | $9186210.46   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                        | FIFTH THIRD BANCORP                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    123717 | NS      | $5747891.82   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| UPM-Kymmene Oyj                                            | UPM KYMMENE OYJ                               | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |    205870 | NS      | $6442815.67   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Woori Financial Group Inc.                                 | WOORI FINANCIAL GROUP INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    249016 | NS      | $5460496.36   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| ENTERGY CORPORATION                                        | ENTERGY CORP                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     60603 | NS      | $6809353.08   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| HON HAI PRECISION INDUSTRY CO., LTD.                       | HON HAI PRECISION INDUSTRY CO LTD             | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |    809000 | NS      | $4945999.55   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Chunghwa Telecom Co., Ltd.                                 | CHUNGHWA TELECOM CO LTD                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   1621000 | NS      | $6758700.60   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                                          | EVERSOURCE ENERGY                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     79541 | NS      | $5510600.48   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| WPP PLC                                                    | WPP PLC                                       | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |   1004642 | NS      | $3141511.37   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| MONRO, INC.                                                | MONRO INC                                     | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175970 | NS      | $2822558.80   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| JOHN WILEY & SONS, INC.                                    | WILEY JOHN SONS CLASS A                       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    151542 | NS      | $5773750.20   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| POLARIS INC.                                               | POLARIS INC                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     71458 | NS      | $3894461.00   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ABSA GROUP LIMITED                                         | ABSA GROUP LTD                                | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |    705985 | NS      | $10174177.49  | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                | BAYERISCHE MOTOREN WERKE BMW AG               | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |     41350 | NS      | $3824638.93   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| HNI CORPORATION                                            | HNI CORP                                      | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    159952 | NS      | $5340797.28   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    235173 | NS      | $11805684.60  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Group                                                  | APA GROUP                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |    856035 | NS      | $5895674.51   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Victory Portfolios II

**Signature:** Carol D. Trevino

**Name of Signer:** Carol D. Trevino

**Title:** Treasurer