# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001004726-26-003008
**Filing Date:** 2026-4
**Character Count:** 159422
**Document Hash:** 51d9f9dc9f002e0a76e369283f600f15
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-003008.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0001004726-26-003008

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VICTORY PORTFOLIOS III
- **CENTRAL INDEX KEY:** 0000908695

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07852
- **FILM NUMBER:** 26891900

**BUSINESS ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256
- **BUSINESS PHONE:** 210-697-3625

**MAIL ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA MUTUAL FUNDS TRUST
- **DATE OF NAME CHANGE:** 20060420

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX FREE TRUST
- **DATE OF NAME CHANGE:** 19940325

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX EXEMPT TRUST
- **DATE OF NAME CHANGE:** 19930707

## Series and Classes Contracts Data

### Victory International Fund (Formerly USAA International Fund) (Series ID: S000012903)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000034872 | Victory International Fund Shares               | USIFX           |
| C000066841 | Victory International Fund Institutional Shares | UIIFX           |
| C000204424 | Victory International Fund Class R6             | URITX           |

## 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 III

- **b. Investment Company Act file number:** 811-07852

- **c. CIK number of Registrant:** 0000908695

- **d. LEI of Registrant:** 549300WIDR2J6W1Y9S11

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

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

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 800-235-8396

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

- **a. Name of Series:** Victory International Fund

- **b. EDGAR series identifier (if any):** S000012903

- **c. LEI of Series:** 549300U2K802QJ0KDM43

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**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:** $2691946839.28

**Total Liabilities:** $29732261.52

**Net Assets:** $2662214577.76

**Cash Not Reported:** $25628018.94

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000034872 | 3.04%                | 6.07%                | 5.35%                |
| Class ID C000066841 | 3.03%                | 6.10%                | 5.34%                |
| Class ID C000204424 | 3.03%                | 6.12%                | 5.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13774730.88             | $57169379.46                               |
| Month 2  | $22544195.39             | $125318001.42                              |
| Month 3  | $9165884.02              | $124693940.22                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| KUAISHOU TECHNOLOGY                                                       | KUAISHOU TECHNOLOGY                           | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |     155000 | NS      | $1229108.95   | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| BE Semiconductor Industries N.V.                                          | BE SEMICONDUCTOR INDUSTRIES                   | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |      21503 | NS      | $4818156.36   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| DENTSU GROUP INC.                                                         | DENTSU INC                                    | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |      96240 | NS      | $1816303.89   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| KINGFISHER PLC                                                            | KINGFISHER PLC                                | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |     514558 | NS      | $2587760.72   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| BANKINTER, S.A.                                                           | BANKINTER SA                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |     523675 | NS      | $8688802.50   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| PRUDENTIAL PUBLIC LIMITED COMPANY                                         | PRUDENTIAL PLC                                | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     380494 | NS      | $5826751.75   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                        | ABN AMRO GROUP NV                             | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |     153206 | NS      | $5130866.51   | 0.19%             |  |  |  | Yes           | 2                  | On Loan: No      |
| SOCIETE MINIERE BARRICK                                                   | BARRICK MINING CORP                           | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      56372 | NS      | $2860551.45   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| RWE Aktiengesellschaft                                                    | RWE AG                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     222508 | NS      | $14312458.55  | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| IMI PLC                                                                   | IMI PLC                                       | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |     118114 | NS      | $4581925.23   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| SOUTH AFRICAN RAND                                                        | SOUTH AFRICAN RAND                            | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | ZA        |         86 | NS      | $5.38         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| AGEAS SA                                                                  | AGEAS                                         | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |      43368 | NS      | $3218793.95   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| UNION BANK OF INDIA LIMITED                                               | UNION BANK OF INDIA LTD                       | CUSIP: N/A<br>LEI: 5493000P4HD6132SQ711       | Long             | EC               | CORP              | IN        |    1437751 | NS      | $3200528.21   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| KUNLUN ENERGY COMPANY LIMITED                                             | KUNLUN ENERGY CO LTD                          | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |    3980000 | NS      | $4266451.97   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| AIA Group Limited                                                         | AIA GROUP LTD                                 | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    2170400 | NS      | $23943431.77  | 0.90%             |  |  |  | No            | 2                  | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                                             | CK HUTCHISON HOLDINGS                         | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |     318847 | NS      | $2625388.82   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                                         | SIEMENS ENERGY AG                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      33009 | NS      | $6392575.73   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| MINTH GROUP LIMITED                                                       | MINTH GROUP LTD                               | CUSIP: N/A<br>LEI: 254900B2AH0G13K9G204       | Long             | EC               | CORP              | KY        |     818000 | NS      | $4572546.34   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | TELEFONAKTIEBOLAGET LM ERICSSON               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     314447 | NS      | $3636169.35   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| SPIE SA                                                                   | SPIE SA                                       | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |      30211 | NS      | $1870125.88   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Natura Cosmeticos S.A.                                                    | NATURA COSMETICOS SA                          | CUSIP: N/A<br>LEI: 98450085D7XCFF5A9N75       | Long             | EC               | CORP              | BR        |     888824 | NS      | $1579630.64   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SCENTRE GROUP                                                             | SCENTRE GROUP                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | AU        |    4925676 | NS      | $13386370.48  | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| HYUNDAI MOBIS CO.,LTD                                                     | HYUNDAI MOBIS                                 | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |       8615 | NS      | $3097113.64   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Fresenius Medical Care AG                                                 | FRESENIUS MEDICAL CARE AG                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |      23858 | NS      | $1111213.80   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokia Oyj                                                                 | NOKIA OYJ                                     | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     590585 | NS      | $4532375.47   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| INFOSYS LIMITED                                                           | INFOSYS LIMITED                               | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |      96755 | NS      | $1386853.96   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                                    | SAP SE                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      74823 | NS      | $15030120.78  | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Heavy Industries, Ltd.                                         | MITSUBISHI HEAVY INDUSTRIES LT                | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |     732800 | NS      | $23362358.87  | 0.88%             |  |  |  | No            | 2                  | On Loan: No      |
| L'OREAL SA                                                                | L OREAL SA                                    | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      44421 | NS      | $20811565.35  | 0.78%             |  |  |  | No            | 2                  | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LIMITED                                        | AGRICULTURAL BANK OF CHINA LTD                | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |    2386000 | NS      | $1615592.18   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| THE CANARA BANK LIMITED                                                   | CANARA BANK                                   | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | EC               | CORP              | IN        |     838804 | NS      | $1452228.39   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| 3I GROUP PLC                                                              | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |      62721 | NS      | $2801595.09   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA MENGNIU DAIRY COMPANY LIMITED                                       | CHINA MENGNIU DAIRY CO LTD                    | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | EC               | CORP              | KY        |     883017 | NS      | $1819625.64   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| AUTOTRADER GROUP PLC                                                      | AUTOTRADER GROUP PLC                          | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     431704 | NS      | $2859054.66   | 0.11%             |  |  |  | Yes           | 2                  | On Loan: No      |
| AerCap Holdings N.V.                                                      | AERCAP HOLDINGS NV                            | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      54028 | NS      | $8073944.32   | 0.30%             |  |  |  | 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        |     211000 | NS      | $1614204.83   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ASMPT Limited                                                             | ASMPT LTD                                     | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |     123671 | NS      | $1763028.43   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Repsol S.A.                                                               | REPSOL SA                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |     102979 | NS      | $2330280.82   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| JAMES HARDIE INDUSTRIES PUBLIC LIMITED COMPANY                            | JAMES HARDIE INDUSTRIES PLC                   | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             |  | CORP              | IE        |     355530 | NS      | $8689023.90   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| HANWHA AEROSPACE CO., LTD.                                                | HANWHA AEROSPACE CO LTD                       | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |       4182 | NS      | $3476909.07   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS PLC                                                       | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     419461 | NS      | $18783689.03  | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| HARMONY GOLD MINING COMPANY LIMITED                                       | HARMONY GOLD MINING CO LTD                    | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |      91174 | NS      | $2075624.80   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| OLD MUTUAL LIMITED                                                        | OLD MUTUAL LTD                                | CUSIP: N/A<br>LEI: 213800MON84ZWWPQCN47       | Long             | EC               | CORP              | ZA        |    2195632 | NS      | $2273625.99   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| OAO GAZPROM SPON ADS                                                      | OAO GAZPROM SPON ADS                          | CUSIP: 368287207<br>LEI: N/A                  | Long             |  | CORP              | RU        |     153287 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WPP PLC                                                                   | WPP PLC                                       | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |     345296 | NS      | $1276608.76   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ENEL - SPA                                                                | ENEL SPA                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    1599916 | NS      | $19237314.72  | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| T&D Holdings, Inc.                                                        | T D HOLDINGS                                  | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |     203225 | NS      | $5473871.44   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| ARISTOCRAT LEISURE LIMITED                                                | ARISTOCRAT LEISURE LTD                        | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     386487 | NS      | $13209932.27  | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| KUBOTA CORPORATION                                                        | KUBOTA CORP                                   | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |     231990 | NS      | $4716158.54   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| ANZ GROUP HOLDINGS LIMITED                                                | ANZ GROUP HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |     149655 | NS      | $4258392.48   | 0.16%             |  |  |  | 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        |     165570 | NS      | $10337160.93  | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Konecranes Abp                                                            | KONECRANES OYJ                                | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |      46845 | NS      | $5529846.29   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LIMITED                                               | QBE INSURANCE GROUP LTD                       | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     110779 | NS      | $1719968.52   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ASAHI KASEI CORPORATION                                                   | ASAHI KASEI CORP                              | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |     524100 | NS      | $6177337.00   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Partners Group Holding AG                                                 | PARTNERS GROUP HOLDING AG                     | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |       5586 | NS      | $6208659.74   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Estate Company, Limited                                        | MITSUBISHI ESTATE CO LTD                      | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |     104409 | NS      | $3521350.61   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| MISUMI Group Inc.                                                         | MISUMI GROUP INC                              | CUSIP: J43293109<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |     497900 | NS      | $10025509.16  | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| LG ELECTRONICS INC.                                                       | LG ELECTRONICS INC                            | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | EC               | CORP              | KR        |       8174 | NS      | $827039.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Etihad Etisalat Company SJSC                                              | ETIHAD ETISALAT CO                            | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |      71571 | NS      | $1225132.59   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                                    | ISHARES CORE MSCI EMERGING                    | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             |  | RF                | US        |       3800 | NS      | $291688.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ISUZU MOTORS LIMITED                                                      | ISUZU MOTORS LTD                              | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |      22762 | NS      | $424277.95    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FISHER & PAYKEL HEALTHCARE CORPORATION LIMITED                            | FISHER PAYKEL HEALTHCARE CORP LTD             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     409727 | NS      | $10012488.98  | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| COWAY Co., Ltd.                                                           | COWAY CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      10101 | NS      | $573975.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA CONSTRUCTION BANK CORPORATION                                       | CHINA CONSTRUCTION BANK CORP                  | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |    1949000 | NS      | $1982951.10   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                             | UNICREDIT SPA                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     100700 | NS      | $8573629.29   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| PROXIMUS NV                                                               | PROXIMUS                                      | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |     101749 | NS      | $839033.39    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF GREECE S.A.                                              | NATIONAL BANK OF GREECE SA                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |     543718 | NS      | $8843754.08   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Stanley Electric Co., Ltd.                                                | STANLEY ELECTRIC CO LTD                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      59641 | NS      | $1257814.26   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB Ltd                                                                   | ABB LIMITED                                   | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |      61682 | NS      | $5745948.47   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| NEXT PLC                                                                  | NEXT PLC                                      | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      55812 | NS      | $10169262.76  | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| BIOMERIEUX SA                                                             | BIOMERIEUX                                    | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |      13878 | NS      | $1640130.11   | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| iShares Core MSCI EAFE ETF                                                | ISHARES CORE MSCI EAFE ETF                    | CUSIP: 46432F842<br>LEI: N/A                  | Long             |  | RF                | US        |      24728 | NS      | $2431256.96   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| SK TELECOM CO.,LTD                                                        | SK TELECOM CO LTD                             | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |      82429 | NS      | $4556765.72   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| ams-OSRAM AG                                                              | AMS OSRAM AG                                  | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | EC               | CORP              | AT        |      41510 | NS      | $462339.72    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                                          | ORIX CORP                                     | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |     153700 | NS      | $5395249.93   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| MTU Aero Engines AG                                                       | MTU AERO ENGINES AG                           | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       3686 | NS      | $1588670.79   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CSL LIMITED                                                               | CSL LTD                                       | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      35266 | NS      | $3691101.87   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Wiwynn Corporation                                                        | WIWYNN CORP                                   | CUSIP: Y9673D101<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |      59000 | NS      | $7416026.79   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Shionogi & Co., Ltd.                                                      | SHIONOGI CO LTD                               | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     970546 | NS      | $22919013.13  | 0.86%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                                           | CANADIAN DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CA        |     539912 | NS      | $395859.20    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| BNP PARIBAS SA                                                            | BNP PARIBAS                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      87813 | NS      | $9858972.59   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| BPER BANCA S.P.A.                                                         | BPER BANCA                                    | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |     228509 | NS      | $3218039.06   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                 | OTSUKA HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      41300 | NS      | $2846268.48   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| AXA SA                                                                    | AXA SA                                        | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     105290 | NS      | $5148474.94   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                     | BANCO SANTANDER SA                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     589624 | NS      | $7435760.79   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| VALEO SE                                                                  | VALEO SA                                      | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |     101402 | NS      | $1462198.43   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MERLIN Properties SOCIMI, S.A.                                            | MERLIN PROPERTIES SOCIMI SA                   | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |     205030 | NS      | $3620235.25   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX PLC                                                                  | RELX PLC                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      49113 | NS      | $1715363.70   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Hana Financial Group Inc.                                                 | HANA FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      49074 | NS      | $4151609.47   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                             | NIPPON YUSEN KK                               | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |     296100 | NS      | $10167953.93  | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                              | DAI ICHI LIFE HOLDINGS INC                    | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |     104166 | NS      | $1068986.19   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| COMPAGNIE DE SAINT-GOBAIN SA                                              | COMPAGNIE DE SAINT GOBAIN                     | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      28993 | NS      | $2937958.55   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| HONDA MOTOR CO., LTD.                                                     | HONDA MOTOR CO LTD                            | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |     341788 | NS      | $3424170.04   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Continental Aktiengesellschaft                                            | CONTINENTAL AG                                | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |      22833 | NS      | $1967447.40   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| TOYO SUISAN KAISHA, LTD.                                                  | TOYO SUISAN KAISHA LTD                        | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     121800 | NS      | $9581983.03   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| DANISH KRONER                                                             | DANISH KRONER                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | DK        |      98334 | NS      | $15551.75     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| COCA-COLA ICECEK ANONIM SIRKETI                                           | COCA COLA ICECEK AS                           | CUSIP: N/A<br>LEI: 789000WT80VVLUWJDK41       | Long             | EC               | CORP              | TR        |     172392 | NS      | $280080.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS GROUP AG                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     414049 | NS      | $17207027.49  | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| CTS Eventim AG & Co. KGaA                                                 | CTS EVENTIM AG CO KGAA                        | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |      70708 | NS      | $5725466.13   | 0.22%             |  |  |  | No            | 2                  | On Loan: —       |
| PT Aneka Tambang Tbk                                                      | ANEKA TAMBANG TBK                             | CUSIP: N/A<br>LEI: 529900LRE2NALSSHMB80       | Long             | EC               | CORP              | ID        |   12579000 | NS      | $3271682.28   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| RIO TINTO LIMITED                                                         | RIO TINTO LIMITED                             | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |      26626 | NS      | $3164634.33   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| VOLKSWAGEN AKTIENGESELLSCHAFT                                             | VOLKSWAGEN AG                                 | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |     131521 | NS      | $15636638.14  | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| NOVO NORDISK A/S                                                          | NOVO NORDISK                                  | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     130034 | NS      | $4918811.18   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                                      | KONINKLIJKE KPN NV                            | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    2413043 | NS      | $13716089.23  | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                       | LVMH MOET HENNESSY LOUIS VUITTON SA           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      31450 | NS      | $20095526.78  | 0.75%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | SUMITOMO MITSUI FINANCIAL GROUP INC           | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     165640 | NS      | $6251121.04   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Wacker Chemie AG                                                          | WACKER CHEMIE AG                              | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Long             | EC               | CORP              | DE        |      11787 | NS      | $1124100.59   | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Central Japan Railway Company                                             | CENTRAL JAPAN RAILWAY CO                      | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |     196300 | NS      | $5794475.14   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Sony Group Corporation                                                    | SONY GROUP CORP                               | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     153600 | NS      | $3531335.87   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                   | CANADIAN IMPERIAL BANK OF COMM                | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      35231 | NS      | $3559263.50   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Randstad N.V.                                                             | RANDSTAD NV                                   | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |      46536 | NS      | $1534257.84   | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| RIO TINTO PLC                                                             | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     238510 | NS      | $23624727.83  | 0.89%             |  |  |  | No            | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                                                    | GILDAN ACTIVEWEAR INC                         | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      22241 | NS      | $1516053.79   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Japan Airlines Co., Ltd.                                                  | JAPAN AIRLINES CO LTD                         | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |      61661 | NS      | $1274146.08   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Raia Drogasil S/A                                                         | RAIA DROGASIL SA                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    1578764 | NS      | $7724424.73   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | MIZUHO FINANCIAL GROUP INC                    | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     742350 | NS      | $33122362.18  | 1.24%             |  |  |  | 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        |     533062 | NS      | $1752926.02   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                              | NUTRIEN LTD                                   | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      39474 | NS      | $2963313.18   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Alfresa Holdings Corporation                                              | ALFRESA HOLDINGS CORP                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      62039 | NS      | $1066406.85   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| EIFFAGE SA                                                                | EIFFAGE SA                                    | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |     107928 | NS      | $18609828.74  | 0.70%             |  |  |  | No            | 2                  | On Loan: No      |
| Lundin Mining Corporation                                                 | LUNDIN MINING CORP                            | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |     460527 | NS      | $14674465.44  | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| ORICA LIMITED                                                             | ORICA LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     261443 | NS      | $4537862.41   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| WuXi AppTec Co., Ltd.                                                     | WUXI APPTEC CO LTD                            | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |      95700 | NS      | $1452404.20   | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| SYSMEX CORPORATION                                                        | SYSMEX CORP                                   | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |      78100 | NS      | $737402.61    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Copco Aktiebolag                                                    | ATLAS COPCO AB                                | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |    1108223 | NS      | $20782135.32  | 0.78%             |  |  |  | No            | 2                  | On Loan: No      |
| KONGSBERG GRUPPEN ASA                                                     | KONGSBERG GRUPPEN ASA                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |     421034 | NS      | $17079061.23  | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                              | NUTRIEN LTD                                   | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      35326 | NS      | $2657155.47   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TELEFONICA BRASIL S.A                                                     | TELEFONICA BRASIL SA                          | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |     380677 | NS      | $3206717.30   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ALPS ALPINE CO., LTD.                                                     | ALPS ELECTRIC CO LTD                          | CUSIP: N/A<br>LEI: 529900PWNU4ASLY9VI90       | Long             | EC               | CORP              | JP        |      18071 | NS      | $270561.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HANWHA CORP                                                               | HANWHA CORP                                   | CUSIP: N/A<br>LEI: 988400JE9FIHQS7TX614       | Long             | EC               | CORP              | KR        |      61225 | NS      | $5814718.70   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| TSURUHA HOLDINGS INC.                                                     | TSURUHA HOLDINGS INC                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      90945 | NS      | $1533321.78   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Group Holdings, Ltd.                                                | ASAHI BREWERIES LTD                           | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |     301700 | NS      | $3285116.28   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                     | INVESCO GVT & AGNCY-INST                      | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    6148927 | NS      | $6148927.26   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| REPLY S.P.A.                                                              | REPLY SPA                                     | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |      30345 | NS      | $3246281.62   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Vista Energy, S.A.B. de C.V.                                              | VISTA OIL GAS SAB DE CV ADR                   | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             |  | CORP              | MX        |      99970 | NS      | $5772267.80   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co., Ltd.                                             | SAMSUNG ELECTRONICS CO LTD                    | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      49295 | NS      | $7379070.63   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                                 | ZURICH INSURANCE GROUP AG                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       4984 | NS      | $3760287.64   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Electric Industries, Ltd.                                        | SUMITOMO ELECTRIC INDUSTRIES LTD              | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |     250400 | NS      | $16547816.10  | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| ASICS Corporation                                                         | ASICS CORP                                    | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |     817600 | NS      | $25058342.41  | 0.94%             |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                                                   | BASF SE                                       | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |      69419 | NS      | $3976001.50   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| NIKON CORPORATION                                                         | NIKON CORP                                    | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |      74910 | NS      | $955667.08    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Adecco Group AG                                                           | ADECCO GROUP AG                               | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |      52265 | NS      | $1469641.72   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                                       | ERSTE GROUP BANK AG                           | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      31237 | NS      | $3707343.65   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                                                | SINGAPORE EXCHANGE LTD                        | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |     905800 | NS      | $13010934.26  | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyushu Electric Power Company, Incorporated                               | KYUSHU ELECTRIC POWER CO INC                  | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |     247200 | NS      | $3186538.68   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                     | BANCO BILBAO VIZCAYA ARGENTARIA SA            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |    1293149 | NS      | $29948924.35  | 1.12%             |  |  |  | No            | 2                  | On Loan: No      |
| MOBILE TELESYSTEMS PJSC                                                   | MOBILE TELESYSTEMS PJSC                       | CUSIP: 607409109<br>LEI: N/A                  | Long             |  | CORP              | RU        |     177615 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WH GROUP LIMITED                                                          | WH GROUP LTD                                  | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |     333900 | NS      | $419771.90    | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| ENI S.P.A.                                                                | ENI SPA                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     223214 | NS      | $5212672.81   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| INFORMA PLC                                                               | INFORMA PLC                                   | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |     145475 | NS      | $1642728.31   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Rede D'Or Sao Luiz S.A.                                                   | REDE D OR SAO LUIZ SA                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     189729 | NS      | $1491626.75   | 0.06%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Eisai Co., Ltd.                                                           | EISAI CO                                      | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |      61227 | NS      | $2061497.25   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Philips N.V.                                                  | KONINKLIJKE PHILIPS NV                        | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |     154981 | NS      | $4966008.71   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| SHOPIFY INC.                                                              | SHOPIFY INC                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      10027 | NS      | $1210606.42   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                                              | GAZTRANSPORT ET TECHNIGAZ SA                  | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      33809 | NS      | $7720591.00   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARIAN FORINT                                                          | HUNGARIAN FORINT                              | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | HU        |          1 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Pop Mart International Group Ltd                                          | POP MART INTERNATIONAL GROUP LTD              | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |      48200 | NS      | $1418222.05   | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Advanced Info Service Public Company Limited                              | ADVANCED INFO SERVICE NVDR                    | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             |  | CORP              | TH        |     135600 | NS      | $1657135.89   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                         | SUMITOMO MITSUI TRUST GROUP IN                | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |     129120 | NS      | $4502702.48   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| VALLOUREC SA                                                              | VALLOUREC SACA                                | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |      80124 | NS      | $1874484.25   | 0.07%             |  |  |  | No            | 2                  | On Loan: —       |
| Technip Energies N.V.                                                     | TECHNIP ENERGIES NV                           | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | NL        |     131017 | NS      | $5676354.84   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| SANLAM LIMITED                                                            | SANLAM LTD                                    | CUSIP: N/A<br>LEI: 37890014418406D9FC23       | Long             | EC               | CORP              | ZA        |     327543 | NS      | $2188742.08   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Raizen S.A.                                                               | RAIZEN SA                                     | CUSIP: N/A<br>LEI: 5493000WQL3QP7QXX484       | Long             | EC               | CORP              | BR        |     792100 | NS      | $97351.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CAPGEMINI SE                                                              | CAPGEMINI SA                                  | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      32154 | NS      | $4063183.84   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| YAMATO HOLDINGS CO.,LTD.                                                  | YAMATO HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     114650 | NS      | $1404489.72   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| GSK PLC                                                                   | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    1098793 | NS      | $32642680.39  | 1.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Yokogawa Electric Corporation                                             | YOKOGAWA ELECTRIC CORP                        | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |     186400 | NS      | $7435647.43   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Euronext N.V.                                                             | EURONEXT NV                                   | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      40352 | NS      | $6666274.56   | 0.25%             |  |  |  | Yes           | 2                  | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO.,LTD.                                             | DAIWA HOUSE INDUSTRY CO LTD                   | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |     137200 | NS      | $4951539.67   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| BAIDU, INC.                                                               | BAIDU INC                                     | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |     184967 | NS      | $2873227.96   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Logitech international S.A.                                               | LOGITECH INTERNATIONAL SA                     | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |      87317 | NS      | $8012309.33   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| On Holding AG                                                             | ON HOLDING AG                                 | CUSIP: H5919C104<br>LEI: 506700FB3467B9W95526 | Long             | EC               | CORP              | CH        |     105548 | NS      | $4905871.04   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Resona Holdings, Inc.                                                     | RESONA HOLDING INC                            | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     352742 | NS      | $4304505.99   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| REXEL SA                                                                  | REXEL SA                                      | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |     330872 | NS      | $14328188.37  | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Aktiengesellschaft                                                | SIEMENS AG                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     130191 | NS      | $37640811.71  | 1.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Sulzer AG                                                                 | SULZER AG                                     | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |      18868 | NS      | $4168217.34   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| NEC Corporation                                                           | NEC CORP                                      | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      91700 | NS      | $2542468.95   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| SHINHAN FINANCIAL GROUP CO.,LTD                                           | SHINHAN FINANCIAL GROUP CO LTD                | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |      81739 | NS      | $5498241.97   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Evonik Industries AG                                                      | EVONIK INDUSTRIES AG                          | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |     116826 | NS      | $2031106.21   | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| LAND SECURITIES GROUP PLC                                                 | LAND SECURITIES GROUP PLC                     | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |     224594 | NS      | $1950851.50   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Galenica AG                                                               | GALENICA AG                                   | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Long             | EC               | CORP              | CH        |      21156 | NS      | $2641982.29   | 0.10%             |  |  |  | Yes           | 2                  | On Loan: No      |
| NIPPON LIFE INDIA ASSET MANAGEMENT LIMITED                                | NIPPON LIFE INDIA ASSET MANAGEMENT LTD        | CUSIP: N/A<br>LEI: 335800ZQXV958RZSRU89       | Long             | EC               | CORP              | IN        |     463777 | NS      | $4750839.71   | 0.18%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Iberdrola, S.A.                                                           | IBERDROLA SA                                  | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     138317 | NS      | $3264462.05   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| America Movil, S.A.B. de C.V.                                             | AMERICA MOVIL SAB DE CV                       | CUSIP: 02390A101<br>LEI: 5493000FNR3UCEAONM59 | Long             |  | CORP              | MX        |     165226 | NS      | $4299180.52   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| APR Co Ltd                                                                | APR CORP KOREA                                | CUSIP: Y0R9CJ118<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       9004 | NS      | $1954001.97   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| MSILF Government Portfolio                                                | MSILF GOVERNMENT-INST                         | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    6188625 | NS      | $6188624.97   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| HINO MOTORS, LTD.                                                         | HINO MOTORS LTD                               | CUSIP: 433406105<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |     154923 | NS      | $453516.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AUMOVIO SE                                                                | AUMOVIO SE                                    | CUSIP: N/A<br>LEI: 391200IGI9RQ7VTOK384       | Long             | EC               | CORP              | DE        |      23822 | NS      | $1181520.51   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                                  | TOYOTA MOTOR CORP                             | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |    1631100 | NS      | $39522667.04  | 1.48%             |  |  |  | No            | 2                  | On Loan: No      |
| KING YUAN ELECTRONICS CO., LTD.                                           | KING YUAN ELECTRONICS CO LTD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     381000 | NS      | $3921070.90   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Heavy Industries, Ltd.                                           | SUMITOMO HEAVY INDUSTRIES LTD                 | CUSIP: N/A<br>LEI: 353800VSTEIRMBC3S374       | Long             | EC               | CORP              | JP        |      35532 | NS      | $1401324.30   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                           | NORDEA BANK ABP                               | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     931496 | NS      | $18023454.62  | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| Fresenius SE & Co. KGaA                                                   | FRESENIUS SE CO KGAA                          | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      60926 | NS      | $3652000.63   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                                       | GREAT BRITISH POUND                           | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |     288132 | NS      | $388228.75    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| RTL Group S.A.                                                            | RTL GROUP S A                                 | CUSIP: N/A<br>LEI: 5493000C8J3C3SZYS040       | Long             | EC               | CORP              | LU        |      22117 | NS      | $967103.95    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| DRAX GROUP PLC                                                            | DRAX GROUP PLC                                | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |     209357 | NS      | $2500971.60   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                    | SINGAPORE TECHNOLOGIES ENGINEERING LTD        | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    1300200 | NS      | $10233589.79  | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| QANTAS AIRWAYS LIMITED                                                    | QANTAS AIRWAYS LIMITED                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     803222 | NS      | $5683603.29   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                     | SCHNEIDER ELECTRIC SA                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      15431 | NS      | $5042584.95   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE                                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      79533 | NS      | $35713503.80  | 1.34%             |  |  |  | No            | 2                  | On Loan: No      |
| SAMSUNG E&A CO.,LTD                                                       | SAMSUNG E A CO LTD                            | CUSIP: N/A<br>LEI: 988400HDAY5KIVHGZ188       | Long             | EC               | CORP              | KR        |     191630 | NS      | $4845675.80   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| BT GROUP PLC                                                              | BT GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |    1319068 | NS      | $3843838.57   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                               | RELIANCE INDUSTRIES LTD                       | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     176419 | NS      | $2707712.11   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| THK CO.,LTD.                                                              | THK CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      34045 | NS      | $1225721.31   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MatsukiyoCocokara & Co.                                                   | MATSUKIYOCOCOKARA CO                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     254100 | NS      | $4202857.24   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVERSICHERUNGS GESELLSCHAFT AG | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       4653 | NS      | $3036403.85   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| SHELL PLC                                                                 | SHELL PLC                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     936023 | NS      | $39196044.01  | 1.47%             |  |  |  | No            | 2                  | On Loan: No      |
| HINDALCO INDUSTRIES LIMITED                                               | HINDALCO INDUSTRIES LTD                       | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |     225193 | NS      | $2291950.29   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Kakaku.com Inc                                                            | KAKAKU COM INC                                | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |     283500 | NS      | $3125886.85   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| SAFRAN SA                                                                 | SAFRAN SA                                     | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      77657 | NS      | $31272897.24  | 1.17%             |  |  |  | No            | 2                  | On Loan: No      |
| argenx SE                                                                 | ARGENX SE                                     | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |       3071 | NS      | $2375617.02   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| BAWAG Group AG                                                            | BAWAG GROUP AG                                | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |      94102 | NS      | $14573580.45  | 0.55%             |  |  |  | Yes           | 2                  | On Loan: No      |
| ASML Holding N.V.                                                         | ASML HOLDING N V                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      42027 | NS      | $61119356.13  | 2.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Saudi Awwal Bank SJSC                                                     | SAUDI AWWAL BANK                              | CUSIP: M8234F111<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |     260307 | NS      | $2369994.00   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| COFORGE LIMITED                                                           | COFORGE LTD                                   | CUSIP: N/A<br>LEI: 3358004YL9JGBNP4KF72       | Long             | EC               | CORP              | IN        |     132850 | NS      | $1739293.04   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BHARAT ELECTRONICS LIMITED                                                | BHARAT ELECTRONICS LTD                        | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |     327807 | NS      | $1605178.89   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                                  | ROLLS ROYCE HOLDINGS PLC                      | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |     293926 | NS      | $5284418.96   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LIMITED                             | ADANI PORTS SPECIAL ECONOMIC ZONE LTD         | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | EC               | CORP              | IN        |      89015 | NS      | $1490254.73   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| HANKOOK TIRE & TECHNOLOGY CO., LTD.                                       | HANKOOK TIRE TECHNOLOGY CO                    | CUSIP: N/A<br>LEI: 9884001BIEVM09M7AH02       | Long             | EC               | CORP              | KR        |      21231 | NS      | $1075546.33   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ORANGE SA                                                                 | ORANGE SA                                     | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     434503 | NS      | $9359527.33   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Realty & Development Co., Ltd.                                   | SUMITOMO REALTY DEVELOPMENT                   | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |     575300 | NS      | $19450666.36  | 0.73%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                         | HSBC HOLDINGS PLC                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    1966208 | NS      | $36743586.95  | 1.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                                   | HEIDELBERG MATERIALS AG                       | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      42189 | NS      | $9398611.91   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| UNILEVER PLC                                                              | UNILEVER PLC                                  | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      61419 | NS      | $4512356.60   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Sandoz Group AG                                                           | SANDOZ GROUP AG                               | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |     103668 | NS      | $9134124.59   | 0.34%             |  |  |  | No            | 2                  | On Loan: —       |
| HSBC US GOVERNMENT MONEY MARKET FUND                                      | HSBC US GOVT MMKT-I                           | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    6109230 | NS      | $6109229.55   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ENDEAVOUR MINING PLC                                                      | ENDEAVOUR MINING PLC                          | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     113437 | NS      | $8163238.91   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| RENAULT SA                                                                | RENAULT SA                                    | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |      71294 | NS      | $2695980.54   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                                               | RECKITT BENCK GRP                             | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      49543 | NS      | $4363872.68   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                                           | ASTRAZENECA PLC                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      36165 | NS      | $7608885.21   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Essity Aktiebolag (publ)                                                  | ESSITY AKTIEBOLAG B                           | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     153220 | NS      | $4868517.29   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                    | STANDARD CHARTERED PLC                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     619753 | NS      | $15284857.96  | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO BPM SOCIETA PER AZIONI                                              | BANCO BPM SPA                                 | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |     973940 | NS      | $14345092.72  | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| BHP GROUP LIMITED                                                         | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     789385 | NS      | $32022782.55  | 1.20%             |  |  |  | No            | 2                  | On Loan: No      |
| JAPANESE YEN                                                              | JAPANESE YEN                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | JP        |          1 | NS      | $0.01         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                           | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      52702 | NS      | $2603989.40   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| SCREEN Holdings Co.,Ltd.                                                  | SCREEN HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |      20400 | NS      | $2974141.60   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanwa Holdings Corporation                                                | SANWA HOLDINGS CORP                           | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |     599500 | NS      | $15866997.32  | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| JD Health International Inc                                               | JD HEALTH INTERNATIONAL INC                   | CUSIP: G5074A100<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | KY        |     157700 | NS      | $1141393.24   | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Recruit Holdings Co.,Ltd.                                                 | RECRUIT HOLDINGS CO LTD                       | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      24700 | NS      | $1074930.35   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bangkok Bank Public Company Limited                                       | BANGKOK BANK PCL                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               | CORP              | TH        |     302400 | NS      | $1726039.24   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Lojas Renner S.A.                                                         | LOJAS RENNER SA                               | CUSIP: N/A<br>LEI: 52990032N7OAAM138D78       | Long             | EC               | CORP              | BR        |     549295 | NS      | $1669531.04   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BRAMBLES LIMITED                                                          | BRAMBLES LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     373772 | NS      | $6664495.33   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| HORIBA,Ltd.                                                               | HORIBA LTD                                    | CUSIP: N/A<br>LEI: 529900OOTWPYSNW0EC84       | Long             | EC               | CORP              | JP        |       6850 | NS      | $920066.60    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CENTRICA PLC                                                              | CENTRICA PLC                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |    4900164 | NS      | $13138547.15  | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| SEA LIMITED                                                               | SEA LTD ADR                                   | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             |  | CORP              | KY        |      12455 | NS      | $1350744.75   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CK ASSET HOLDINGS LIMITED                                                 | CK ASSET HOLDINGS LIMITED                     | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |    2623980 | NS      | $16648993.70  | 0.63%             |  |  |  | No            | 2                  | On Loan: No      |
| SEGA SAMMY HOLDINGS INC.                                                  | SEGA SAMMY HOLDINGS INC                       | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Long             | EC               | CORP              | JP        |      71040 | NS      | $1189014.67   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| KOREAN WON                                                                | KOREAN WON                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | KR        | -799711752 | NS      | $-556011.79   | -0.02%            |  |  |  | No            | N/A                | On Loan: No      |
| ARKEMA SA                                                                 | ARKEMA SA                                     | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |     150711 | NS      | $10974661.49  | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Ultrapar Participacoes S.A.                                               | ULTRAPAR PARTICIPACOES SA                     | CUSIP: N/A<br>LEI: 529900FU4XBXGQMLRE72       | Long             | EC               | CORP              | BR        |     341414 | NS      | $1718392.74   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| KONAMI GROUP CORPORATION                                                  | KONAMI GROUP CORP                             | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |      43900 | NS      | $5858680.45   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| KB Financial Group Inc.                                                   | KB FINANCIAL GROUP INC                        | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |      28778 | NS      | $3176615.02   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                                                   | SBERBANK OF RUSSIA PJSC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | RU        |     564350 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HAKUHODO DY HOLDINGS INCORPORATED                                         | HAKUHODO DY HOLDINGS INC                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     111880 | NS      | $839051.55    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Coca-Cola HBC AG                                                          | COCA COLA HBC AG                              | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     374464 | NS      | $24302435.49  | 0.91%             |  |  |  | No            | 2                  | On Loan: No      |
| Aktiebolaget SKF                                                          | SKF AB B SHARES                               | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |     119315 | NS      | $3411679.29   | 0.13%             |  |  |  | No            | 2                  | On Loan: —       |
| Galp Energia, SGPS, S.A.                                                  | GALP ENERGIA SGPS SA                          | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |     224485 | NS      | $4870673.81   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                   | VEOLIA ENVIRONNEMENT                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      55208 | NS      | $2337684.53   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| NORWEGIAN KRONE                                                           | NORWEGIAN KRONE                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | NO        |      97062 | NS      | $10211.47     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| PRIO S.A.                                                                 | PETRO RIO SA                                  | CUSIP: N/A<br>LEI: 549300IQAZIWK5RVZX23       | Long             | EC               | CORP              | BR        |     454200 | NS      | $4828200.94   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARTER HALL GROUP                                                        | CHARTER HALL GROUP                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |     288362 | NS      | $4525062.86   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| LUKOIL PJSE SPON ADR                                                      | LUKOIL PJSE SPON ADR                          | CUSIP: 69343P105<br>LEI: N/A                  | Long             |  | CORP              | RU        |      34917 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| J SAINSBURY PLC                                                           | J SAINSBURY PLC                               | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |     282378 | NS      | $1326803.54   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Limited                                             | ALIBABA GROUP HOLDING LTD                     | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     419376 | NS      | $7589532.26   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| SUBARU CORPORATION                                                        | SUBARU CORP                                   | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     104391 | NS      | $1958260.30   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujitsu Limited                                                           | FUJITSU LTD                                   | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |     620500 | NS      | $13834077.57  | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| IPSEN SA                                                                  | IPSEN SA                                      | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      11830 | NS      | $2309055.13   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Telia Company AB                                                          | TELIA CO AB                                   | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    1370241 | NS      | $7036812.84   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                        | FAIRFAX FINANCIAL HOLDINGS LTD                | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       2070 | NS      | $3563195.62   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ENGIE SA                                                                  | ENGIE                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     271202 | NS      | $9264329.02   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| SK hynix Inc.                                                             | SK HYNIX INC                                  | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      14984 | NS      | $11080590.02  | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| DPM Metals Inc.                                                           | DPM METALS INC                                | CUSIP: 26139R109<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |     154890 | NS      | $6707092.46   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| JAPAN POST INSURANCE Co.,Ltd.                                             | JAPAN POST INSURANCE CO LTD                   | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |     109700 | NS      | $3581047.98   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| TAIHEIYO CEMENT CORPORATION                                               | TAIHEIYO CEMENT CORP                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      26567 | NS      | $763844.61    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIAN RUPEE                                                              | INDIA RUPEE                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | IN        |  -69459897 | NS      | $-763537.22   | -0.03%            |  |  |  | No            | N/A                | On Loan: No      |
| DELTA ELECTRONICS, INC.                                                   | DELTA ELECTRONICS INC                         | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |      70000 | NS      | $3157174.21   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Henkel AG & Co. KGaA                                                      | HENKEL AG CO KGAA                             | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |      56599 | NS      | $5551253.79   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| PERSOL HOLDINGS CO.,LTD.                                                  | PERSOL HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               | CORP              | JP        |     893750 | NS      | $1428332.71   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     269701 | NS      | $29473389.14  | 1.11%             |  |  |  | No            | 2                  | On Loan: No      |
| FUYAO GLASS INDUSTRY GROUP CO., LTD.                                      | FUYAO GLASS INDUSTRY GROUP CO LTD             | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |     704400 | NS      | $5845463.84   | 0.22%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                     | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |      62063 | NS      | $2323067.54   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| MTN GROUP LIMITED                                                         | MTN GROUP LTD                                 | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |     311969 | NS      | $4059741.85   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| SANOFI SA                                                                 | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      71053 | NS      | $6948501.31   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bradesco S.A.                                                       | BANCO BRADESCO SA                             | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             |  | CORP              | BR        |    1270159 | NS      | $5194950.31   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORPORATION JAPAN                                                  | ORACLE CORP JAPAN                             | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |     116600 | NS      | $7039486.49   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Titan SA                                                                  | TITAN CEMENT INTERNATIONAL SA                 | CUSIP: N/A<br>LEI: 213800H2CDP9I374WH83       | Long             | EC               | CORP              | BE        |      36091 | NS      | $2239286.37   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| JYSKE BANK A/S                                                            | JYSKE BANK A S                                | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |      45098 | NS      | $6759698.69   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| TURKISH LIRA                                                              | TURKISH LIRA                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | TR        |     199141 | NS      | $4535.43      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Norsk Hydro ASA                                                           | NORSK HYDRO ASA                               | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |    1060200 | NS      | $9840195.50   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                         | AUSTRALIAN DOLLAR                             | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | AU        |     592453 | NS      | $421530.87    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| INCHCAPE PLC                                                              | INCHCAPE PLC                                  | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |     227001 | NS      | $2723234.68   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| E.ON SE                                                                   | E ON SE                                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     105722 | NS      | $2458974.57   | 0.09%             |  |  |  | No            | 2                  | On Loan: —       |
| BRITISH LAND COMPANY PUBLIC LIMITED COMPANY(THE)                          | BRITISH LAND CO PLC                           | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |     765016 | NS      | $4205046.72   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LIMITED                                          | BOC HONG KONG HOLDINGS LTD                    | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     477500 | NS      | $2731252.37   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| BURBERRY GROUP PLC                                                        | BURBERRY GROUP PLC                            | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |     110283 | NS      | $1723822.60   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| EASYJET PLC                                                               | EASYJET PLC                                   | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |     467178 | NS      | $2920048.86   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| SODEXO SA                                                                 | SODEXO SA                                     | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      18876 | NS      | $1033130.98   | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| LOTTOMATICA GROUP S.P.A.                                                  | LOTTOMATICA GROUP SPA                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |      99303 | NS      | $2403333.77   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| The Chiba Bank, Ltd.                                                      | CHIBA BANK LTD THE                            | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |     265080 | NS      | $3943133.91   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LIMITED.                                                  | MACQUARIE GROUP LTD                           | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      89555 | NS      | $13588045.23  | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| SUZUKI MOTOR CORPORATION                                                  | SUZUKI MOTOR CO                               | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |     114300 | NS      | $1728767.19   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Element Fleet Management Corp.                                            | ELEMENT FINANCIAL CORP                        | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     300066 | NS      | $7147990.58   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| KT CORPORATION                                                            | KT CORP                                       | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |      65142 | NS      | $2899200.49   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| MONDI PLC                                                                 | MONDI PLC                                     | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |     160144 | NS      | $1914080.44   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| PRADA S.P.A.                                                              | PRADA S P A                                   | CUSIP: N/A<br>LEI: 8156000FE0A2DC5B7852       | Long             | EC               | CORP              | IT        |     368300 | NS      | $2087911.68   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                                                              | KLEPIERRE SA                                  | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |     141685 | NS      | $5962114.04   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujikura Ltd.                                                             | FUJIKURA LTD                                  | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |      90300 | NS      | $15420434.15  | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                            | ING GROEP NV                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    1144326 | NS      | $33014432.19  | 1.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                  | HONG KONG EXCHANGES CLEARING LTD              | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      31000 | NS      | $1656215.38   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| KASIKORNBANK PUBLIC COMPANY LIMITED                                       | KASIKORNBANK PCL FOREIGN                      | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |     751095 | NS      | $4855804.10   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| GEA Group Aktiengesellschaft                                              | MG TECHNOLOGIES AG                            | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      19705 | NS      | $1527673.83   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ELITE MATERIAL CO., LTD.                                                  | ELITE MATERIAL CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     178000 | NS      | $13634335.45  | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| Vanguard FTSE All-World ex-US Small-Cap Index                             | VANGUARD FTSE ALL WORLD EX US SMALL CAP ETF   | CUSIP: 922042718<br>LEI: N/A                  | Long             |  | RF                | US        |       2305 | NS      | $368915.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HARBOUR ENERGY PLC                                                        | HARBOUR ENERGY PLC                            | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |     494819 | NS      | $1696879.87   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CELESTICA INC.                                                            | CELESTICA INC                                 | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      31154 | NS      | $8652036.17   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| GOODMAN GROUP                                                             | GOODMAN GROUP                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |      63445 | NS      | $1304813.64   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Bumrungrad Hospital Public Company Limited                                | BUMRUNGRAD HOSPITAL PCL NVDR                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | TH        |     446600 | NS      | $3053156.14   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF CHINA LIMITED                                                     | BANK OF CHINA LTD                             | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |    4028000 | NS      | $2383626.56   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO., LTD.                                                    | NISSAN MOTOR CO LTD                           | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |     521562 | NS      | $1437015.87   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| POWER FINANCE CORPORATION LIMITED                                         | POWER FINANCE CORP LTD                        | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | EC               |  | IN        |    1267887 | NS      | $5774361.94   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| IBIDEN CO.,LTD.                                                           | IBIDEN CO LTD                                 | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |     164400 | NS      | $9997961.37   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| WHITECAP RESOURCES INC.                                                   | WHITECAP RESOURCES INC                        | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |     812976 | NS      | $8118434.72   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Pandora A/S                                                               | PANDORA A S                                   | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      49931 | NS      | $3947439.20   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| HIKMA PHARMACEUTICALS PUBLIC LIMITED COMPANY                              | HIKMA PHARMACEUTICALS PLC                     | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |      71023 | NS      | $1259362.07   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY                              | BANK OF IRELAND GROUP PLC                     | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     614251 | NS      | $11959270.53  | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| DCC PUBLIC LIMITED COMPANY                                                | DCC PLC                                       | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      38111 | NS      | $2657063.18   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| AMBEV S.A.                                                                | AMBEV SA                                      | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |    1030890 | NS      | $3272060.14   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Holcim AG                                                                 | HOLCIM LTD                                    | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      33991 | NS      | $3125444.07   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Limited                                                  | TENCENT HOLDINGS LTD                          | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      91600 | NS      | $6026868.55   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Heineken N.V.                                                             | HEINEKEN NV                                   | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      40626 | NS      | $3762422.32   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| JD.COM, INC.                                                              | JD COM INC                                    | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |     147339 | NS      | $1956075.95   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| YUE YUEN INDUSTRIAL (HOLDINGS) LIMITED                                    | YUE YUEN INDUSTRIAL HOLDINGS LTD              | CUSIP: N/A<br>LEI: 254900YUFIBANZ1XU687       | Long             | EC               | CORP              | BM        |     528059 | NS      | $1253360.32   | 0.05%             |  |  |  | No            | 2                  | 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        |    6148927 | NS      | $6148927.26   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE SA                                                       | SOCIETE GENERALE                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     107751 | NS      | $9336993.01   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| BYD COMPANY LIMITED                                                       | BYD CO LTD                                    | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     130800 | NS      | $1576846.92   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Brenntag SE                                                               | BRENNTAG SE                                   | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |      20270 | NS      | $1246609.76   | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| Roche Holding AG                                                          | ROCHE HOLDING AG                              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      95468 | NS      | $45442221.30  | 1.71%             |  |  |  | No            | 2                  | On Loan: No      |
| KIA CORPORATION                                                           | KIA CORP                                      | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      16279 | NS      | $2324762.10   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| PICC Property and Casualty Company Limited                                | PICC PROPERTY CASUALTY CO LTD                 | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |    1216000 | NS      | $2509091.00   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                                    | Mercedes Benz Group AG                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      19668 | NS      | $1360689.25   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Boliden AB                                                                | BOLIDEN AB                                    | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |      45210 | NS      | $3584844.73   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy Entertainment Group Limited                                        | GALAXY ENTERTAINMENT GROUP LTD                | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |     299000 | NS      | $1591061.91   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                                          | ARCELORMITTAL                                 | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      43751 | NS      | $2865842.53   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| UMICORE SA                                                                | UMICORE SA                                    | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |     138900 | NS      | $2959977.46   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                                          | AIB GROUP PLC                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     392150 | NS      | $4070101.54   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| TOTALENERGIES SE                                                          | TOTALENERGIES SE                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     102983 | NS      | $8248421.39   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJI ELECTRIC CO., LTD.                                                   | FUJI ELECTRIC CO LTD                          | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |     269500 | NS      | $23889360.66  | 0.90%             |  |  |  | No            | 2                  | On Loan: No      |
| Wolters Kluwer N.V.                                                       | WOLTERS KLUWER NV                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      65675 | NS      | $5305151.35   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCA MEDIOLANUM SPA                                                      | BANCA MEDIOLANUM SPA                          | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |      81754 | NS      | $1753359.47   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Swedbank AB                                                               | SWEDBANK AB A SHARES                          | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |      63653 | NS      | $2445892.75   | 0.09%             |  |  |  | No            | 2                  | On Loan: —       |
| NN Group N.V.                                                             | NN GROUP NV                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     152683 | NS      | $12521648.67  | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Emaar Development PJSC                                                    | EMAAR DEVELOPMENT PJSC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    1332710 | NS      | $7020927.56   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                   | ROYAL BANK OF CANADA                          | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      18886 | NS      | $3158098.12   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| 3SBio Inc.                                                                | 3SBIO INC                                     | CUSIP: N/A<br>LEI: 529900P0TQC1E9Y7FN31       | Long             | EC               | CORP              | KY        |     734500 | NS      | $2070584.76   | 0.08%             |  |  |  | Yes           | 2                  | On Loan: No      |
| TOKYO SEIMITSU CO.,LTD.                                                   | TOKYO SEIMITSU CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      39400 | NS      | $4336853.63   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| LONDONMETRIC PROPERTY PLC                                                 | LONDONMETRIC PROPERTY PLC                     | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |     528788 | NS      | $1525874.18   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| RINNAI CORPORATION                                                        | RINNAI CORP                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      50196 | NS      | $1307451.84   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| VESTAS WIND SYSTEMS A/S                                                   | VESTAS WIND SYSTEMS A S                       | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |      54344 | NS      | $1389397.92   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| AMADA CO.,LTD.                                                            | AMADA CO LTD                                  | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |      62640 | NS      | $1041569.57   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BRAZILIAN REAL                                                            | BRAZILIAN REAL                                | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | BR        |    7504393 | NS      | $1463986.13   | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| Bora Pharmaceuticals Co., LTD.                                            | BORA PHARMACEUTICALS CO LTD                   | CUSIP: N/A<br>LEI: 254900MK7O5C2UX1SY03       | Long             | EC               | CORP              | TW        |      60387 | NS      | $977931.07    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ICG PLC                                                                   | ICG PLC                                       | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |      87035 | NS      | $1958815.81   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUATORIAL S.A.                                                           | EQUATORIAL ENERGIA SA ORD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     573700 | NS      | $4712935.42   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| SBERBANK ROSSII PAO                                                       | SBERBANK OF RUSSIA PJSC                       | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     505824 | NS      | $0.01         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| GENMAB A/S                                                                | GENMAB A S                                    | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      17063 | NS      | $5024275.18   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                    | DBS GROUP HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      64130 | NS      | $2889433.13   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| PERSISTENT SYSTEMS LIMITED                                                | PERSISTENT SYSTEMS LTD                        | CUSIP: N/A<br>LEI: 3358006QYD77Z66S1J89       | Long             | EC               | CORP              | IN        |      18332 | NS      | $956739.24    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HOYA CORPORATION                                                          | HOYA CORP                                     | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     118200 | NS      | $21352252.90  | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil, S.A.                                          | INDUSTRIA DE DISENO TEXTIL SA INDITEX         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      47297 | NS      | $3158108.57   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Aena, S.M.E., S.A.                                                        | AENA SME SA                                   | CUSIP: E526LK101<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               |  | ES        |     503344 | NS      | $15863180.43  | 0.60%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                              | TAIWAN SEMICONDUCTOR MANUFACTU                | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     331000 | NS      | $20657762.77  | 0.78%             |  |  |  | No            | 2                  | On Loan: No      |
| Zalando SE                                                                | ZALANDO SE                                    | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |     145841 | NS      | $3545061.28   | 0.13%             |  |  |  | Yes           | 2                  | On Loan: —       |
| Headwater Exploration Inc.                                                | HEADWATER EXPLORATION INC                     | CUSIP: 422096107<br>LEI: 549300XIU4JQ0GKLRG88 | Long             | EC               | CORP              | CA        |     237136 | NS      | $2183758.46   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VEON Ltd.                                                                 | VEON LTD                                      | CUSIP: 91822M502<br>LEI: 5493008CA3NMHYEVT131 | Long             |  | CORP              | BM        |      11519 | NS      | $643796.91    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Zijin Mining Group Company Limited                                        | ZIJIN MINING GROUP CO LTD                     | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |     562000 | NS      | $3216891.10   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| OBAYASHI CORPORATION                                                      | OBAYASHI CORPORATION                          | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |     339500 | NS      | $9585320.35   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| BP P.L.C.                                                                 | BP PLC                                        | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    1997128 | NS      | $12941801.86  | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| JGC HOLDINGS CORPORATION                                                  | JGC HOLDINGS CORP                             | CUSIP: N/A<br>LEI: 5493003WMGG79YLARU68       | Long             | EC               | CORP              | JP        |     103202 | NS      | $1635209.02   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                              | BARCLAYS PLC                                  | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | RF                | GB        |    3961155 | NS      | $24038617.03  | 0.90%             |  |  |  | No            | 2                  | On Loan: No      |
| MITSUBISHI GAS CHEMICAL COMPANY,INC.                                      | MITSUBISHI GAS CHEMICAL CO INC                | CUSIP: N/A<br>LEI: 529900G5O4J27ZPLJJ89       | Long             | EC               | CORP              | JP        |      54720 | NS      | $1528474.40   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Open House Group Co.,LTD.                                                 | OPEN HOUSE GROUP CO LTD                       | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |     122700 | NS      | $9081934.81   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Television Holdings, Inc.                                          | NIPPON TELEVISION HOLDINGS INC                | CUSIP: N/A<br>LEI: 353800QI43C3H97E4W63       | Long             | EC               | CORP              | JP        |      41175 | NS      | $896350.82    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokio Marine Holdings, Inc.                                               | TOKIO MARINE HOLDINGS INC                     | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     505000 | NS      | $20975492.83  | 0.79%             |  |  |  | No            | 2                  | On Loan: No      |
| HONG KONG DOLLAR                                                          | HONG KONG DOLLAR                              | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | HK        |          0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| ROHM COMPANY LIMITED                                                      | ROHM CO LTD                                   | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |     180660 | NS      | $3313584.34   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                                         | NATIONAL GRID PLC                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     103227 | NS      | $1930671.63   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| TINGYI (CAYMAN ISLANDS) HOLDING CORP.                                     | TINGYI CAYMAN ISLANDS HOLDING CORP            | CUSIP: N/A<br>LEI: 5299009MPI9B60VN4P25       | Long             | EC               | CORP              | KY        |     632000 | NS      | $1055435.15   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CTBC Financial Holding Co., Ltd.                                          | CTBC FINANCIAL HOLDING CO LTD                 | CUSIP: N/A<br>LEI: 549300IWDYIFW6JXM387       | Long             | EC               | CORP              | TW        |    1043000 | NS      | $1855705.60   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| PUBLICIS GROUPE S.A.                                                      | PUBLICIS GROUPE                               | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |      52275 | NS      | $4654446.45   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                          | BANK OF MONTREAL                              | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | RF                | CA        |      15231 | NS      | $2192241.08   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| INDIAN RUPEE                                                              | INDIA RUPEE                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | IN        |   74733200 | NS      | $821503.95    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                               | NORTHERN STAR RESOURCES LTD                   | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     375414 | NS      | $8227252.91   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| FINNING INTERNATIONAL INC.                                                | FINNING INTERNATIONAL INC                     | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      40006 | NS      | $2697376.46   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| DISCO CORPORATION                                                         | DISCO CORP                                    | CUSIP: N/A<br>LEI: 529900X0YGDYM51H4Q86       | Long             | EC               | CORP              | JP        |      49800 | NS      | $23946409.41  | 0.90%             |  |  |  | No            | 2                  | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                                         | ALGONQUIN POWER UTILITIES CORP                | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |     492858 | NS      | $3447368.08   | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| KIWOOM Securities Co., Ltd.                                               | KIWOOM SECURITIES CO LTD                      | CUSIP: N/A<br>LEI: 988400O27CNGJA2QWJ18       | Long             | EC               | CORP              | KR        |      19941 | NS      | $6448862.20   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| ITOCHU Corporation                                                        | ITOCHU CORPORATION                            | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     320000 | NS      | $4633669.08   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Amrize AG                                                                 | AMRIZE LTD                                    | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |      29107 | NS      | $1867494.72   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| MAHINDRA AND MAHINDRA LIMITED                                             | MAHINDRA MAHINDRA LTD                         | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |      34656 | NS      | $1295388.89   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                                   | ANHEUSER BUSCH INBEV SA NV                    | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |      62306 | NS      | $5066005.81   | 0.19%             |  |  |  | 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        |    7204526 | NS      | $1888891.22   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Novartis AG                                                               | NOVARTIS AG                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     292767 | NS      | $49235959.59  | 1.85%             |  |  |  | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN PLC                                                        | ANGLO AMERICAN ORD NPV                        | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      46639 | NS      | $2326506.69   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| THE UNITE GROUP PLC                                                       | UNITE GROUP PLC THE                           | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     176581 | NS      | $1196711.51   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL ALUMINIUM CO LTD                                                 | NATIONAL ALUMINIUM CO LTD                     | CUSIP: N/A<br>LEI: 335800OM1V78CX7SSC72       | Long             | EC               | CORP              | IN        |    1049026 | NS      | $4093281.61   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                                      | EURO                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |     586843 | NS      | $693356.47    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| Avanza Bank Holding AB                                                    | AVANZA BANK HOLDING AB                        | CUSIP: N/A<br>LEI: 549300MBWR5H8SIJLE03       | Long             | EC               | CORP              | SE        |      84185 | NS      | $3068817.35   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| CARREFOUR SA                                                              | CARREFOUR SA                                  | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |     159916 | NS      | $3032609.47   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Gentera, S.A.B. de C.V.                                                   | GENTERA SAB DE CV                             | CUSIP: N/A<br>LEI: 4469000001ECOWXFNE33       | Long             | EC               | CORP              | MX        |     856936 | NS      | $2495311.63   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| HD HYUNDAI ELECTRIC CO., LTD.                                             | HYUNDAI ELECTRIC ENERGY SYSTEMS CO LTD        | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |      11769 | NS      | $8593217.62   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| CARNIVAL PLC                                                              | CARNIVAL PLC                                  | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | EC               | CORP              | GB        |     265787 | NS      | $8395630.89   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Brookfield Corporation                                                    | BROOKFIELD CORP                               | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      32119 | NS      | $1408723.94   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Daimler Truck Holding AG                                                  | DAIMLER TRUCK HOLDING AG                      | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |      72837 | NS      | $3674623.20   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bradesco S.A.                                                       | BANCO BRADESCO SA                             | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EC               | CORP              | BR        |     492100 | NS      | $2030416.50   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Suncor Energy Inc.                                                        | SUNCOR ENERGY INC                             | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      36427 | NS      | $2057849.07   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| The Swatch Group Ltd                                                      | SWATCH GROUP AG THE                           | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |      11530 | NS      | $2950428.53   | 0.11%             |  |  |  | No            | 2                  | On Loan: —       |
| International Consolidated Airlines Group, S.A.                           | INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA  | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |     283997 | NS      | $1617292.94   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| HOWDEN JOINERY GROUP PLC                                                  | HOWDEN JOINERY GROUP PLC                      | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |     871482 | NS      | $11353813.61  | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| TATE & LYLE PUBLIC LIMITED COMPANY                                        | TATE LYLE PLC                                 | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Long             | EC               | CORP              | GB        |     193197 | NS      | $979304.09    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| KOITO MANUFACTURING CO., LTD.                                             | KOITO MANUFACTURING CO LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     145420 | NS      | $2621635.20   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Kanzhun Ltd                                                               | KANZHUN LTD                                   | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             |  | CORP              | KY        |     163616 | NS      | $2630945.28   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Prosus N.V.                                                               | PROSUS NV                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      53787 | NS      | $2764445.70   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Victory Portfolios III

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer