# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071887
**Filing Date:** 2023-3
**Character Count:** 364326
**Document Hash:** f0f364eb6b2166cf86f1d48f28d37040
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071887.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071887

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23774018

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares MSCI Europe Small-Cap ETF (Series ID: S000018145)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000050168 | iShares MSCI Europe Small-Cap ETF | IEUS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares MSCI Europe Small-Cap ETF

- **b. EDGAR series identifier (if any):** S000018145

- **c. LEI of Series:** 5493005OEWCF4INIR081

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $124261345.20

**Total Liabilities:** $12740828.40

**Net Assets:** $111520516.80

**Cash Not Reported:** $401858.76

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050168 | 13.32%               | -0.86%               | 9.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1095104.13             | $13179414.15                               |
| Month 2  | $-3228299.61             | $2254953.31                                |
| Month 3  | $32022.68                | $9153598.31                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LondonMetric Property PLC                                | LondonMetric Property PLC                                | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               |  | GB        |     79111 | NS      | $184333.65    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellavision AB                                           | Cellavision AB                                           | CUSIP: 000000000<br>LEI: 529900IUBZBZ0HXFJ114 | Long             | EC               | CORP              | SE        |      1291 | NS      | $30466.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Serica Energy PLC                                        | Serica Energy PLC                                        | CUSIP: 000000000<br>LEI: 213800EZZOKA815VC426 | Long             | EC               | CORP              | GB        |     17500 | NS      | $54761.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Financial PLC                                  | Provident Financial PLC                                  | CUSIP: 000000000<br>LEI: 213800U93SZC44VXN635 | Long             | EC               | CORP              | GB        |     21334 | NS      | $61545.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Balfour Beatty PLC                                       | Balfour Beatty PLC                                       | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |     51206 | NS      | $231305.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paradox Interactive AB                                   | Paradox Interactive AB                                   | CUSIP: 000000000<br>LEI: 529900QNSZUY53R5WW95 | Long             | EC               | CORP              | SE        |      2584 | NS      | $45926.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| S4 Capital PLC                                           | S4 Capital PLC                                           | CUSIP: 000000000<br>LEI: 21380068SP9V65KPQN68 | Long             | EC               | CORP              | GB        |     24802 | NS      | $66998.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Foods PLC                                        | Premier Foods PLC                                        | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |     53101 | NS      | $72816.21     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Almirall SA                                              | Almirall SA                                              | CUSIP: 000000000<br>LEI: 95980020140005007996 | Long             | EC               | CORP              | ES        |      6083 | NS      | $61292.76     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LISI                                                     | LISI                                                     | CUSIP: 000000000<br>LEI: 969500UU4O58BR802Y55 | Long             | EC               | CORP              | FR        |      1726 | NS      | $38399.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstgroup PLC                                           | Firstgroup PLC                                           | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |     64331 | NS      | $85972.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoneum Holding AG                                      | Autoneum Holding AG                                      | CUSIP: 000000000<br>LEI: 549300FL07XZC5MNXS47 | Long             | EC               | CORP              | CH        |       230 | NS      | $30692.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK Commercial Property REIT Ltd                          | UK Commercial Property REIT Ltd                          | CUSIP: 000000000<br>LEI: 213800JN4FQ1A9G8EU25 | Long             | EC               |  | GG        |     68962 | NS      | $49293.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oesterreichische Post AG                                 | Oesterreichische Post AG                                 | CUSIP: 000000000<br>LEI: 529900MVUWACNUTK8467 | Long             | EC               | CORP              | AT        |      2888 | NS      | $102849.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Reach PLC                                                | Reach PLC                                                | CUSIP: 000000000<br>LEI: 213800GNI5XF3XOATR61 | Long             | EC               | CORP              | GB        |     24153 | NS      | $27111.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKAN Group AG                                            | SKAN Group AG                                            | CUSIP: 000000000<br>LEI: 506700N25H370ZSEFR11 | Long             | EC               | CORP              | CH        |       753 | NS      | $56012.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PVA TePla AG                                             | PVA TePla AG                                             | CUSIP: 000000000<br>LEI: 5299002Y7DARXV2Y4R82 | Long             | EC               | CORP              | DE        |      1604 | NS      | $38261.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Elekta AB                                                | Elekta AB                                                | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |     30986 | NS      | $225540.53    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                           | H Lundbeck A/S                                           | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |     23873 | NS      | $88707.94     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Group PLC                                           | Just Group PLC                                           | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |     89131 | NS      | $90160.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronav NV                                               | Euronav NV                                               | CUSIP: 000000000<br>LEI: 549300D80RYON74MEJ03 | Long             | EC               | CORP              | BE        |     14825 | NS      | $233448.57    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Attendo AB                                               | Attendo AB                                               | CUSIP: 000000000<br>LEI: 549300KEJDL2FNITUW65 | Long             | EC               | CORP              | SE        |      9083 | NS      | $22833.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bufab AB                                                 | Bufab AB                                                 | CUSIP: 000000000<br>LEI: 5493002TF62S16D67T17 | Long             | EC               | CORP              | SE        |      2348 | NS      | $60839.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GFT Technologies SE                                      | GFT Technologies SE                                      | CUSIP: 000000000<br>LEI: 5299002FNBSGW23ULF72 | Long             | EC               | CORP              | DE        |      1428 | NS      | $59624.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Applus Services SA                                       | Applus Services SA                                       | CUSIP: 000000000<br>LEI: 213800M9XCA6NR98E873 | Long             | EC               | CORP              | ES        |     11893 | NS      | $91275.88     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Portland Estates PLC                               | Great Portland Estates PLC                               | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               |  | GB        |     18373 | NS      | $128998.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CTT-Correios de Portugal SA                              | CTT-Correios de Portugal SA                              | CUSIP: 000000000<br>LEI: 529900G4A1IKOKC22K56 | Long             | EC               | CORP              | PT        |      8581 | NS      | $33193.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EnQuest PLC                                              | EnQuest PLC                                              | CUSIP: 000000000<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | EC               | CORP              | GB        |    122828 | NS      | $33208.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonteq AG                                               | Leonteq AG                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       823 | NS      | $45731.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS SA                | REN - Redes Energeticas Nacionais SGPS SA                | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |     33452 | NS      | $91941.79     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                       | Weir Group PLC/The                                       | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     21829 | NS      | $481198.65    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| TGS ASA                                                  | TGS ASA                                                  | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |      9931 | NS      | $164428.62    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Basic-Fit NV                                             | Basic-Fit NV                                             | CUSIP: 000000000<br>LEI: 724500HUXGTQC07CAZ61 | Long             | EC               | CORP              | NL        |      4398 | NS      | $144515.14    | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Central Asia Metals PLC                                  | Central Asia Metals PLC                                  | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |     15238 | NS      | $53075.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum AB                                             | Castellum AB                                             | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |     21884 | NS      | $300271.85    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Construcciones y Auxiliar de Ferrocarriles SA            | Construcciones y Auxiliar de Ferrocarriles SA            | CUSIP: 000000000<br>LEI: 95980020140005275134 | Long             | EC               | CORP              | ES        |      1558 | NS      | $50177.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Victrex PLC                                              | Victrex PLC                                              | CUSIP: 000000000<br>LEI: 213800UYNPHAUNHPXL67 | Long             | EC               | CORP              | GB        |      7405 | NS      | $168526.91    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Fund Management PLC                              | Jupiter Fund Management PLC                              | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |     37792 | NS      | $65228.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriola Oyj                                               | Oriola Oyj                                               | CUSIP: 000000000<br>LEI: 549300UWB1AIR85BM957 | Long             | EC               | CORP              | FI        |      9737 | NS      | $18270.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Comercial Portugues SA                             | Banco Comercial Portugues SA                             | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    708237 | NS      | $150889.07    | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| El.En. SpA                                               | El.En. SpA                                               | CUSIP: 000000000<br>LEI: 81560012F663E89E7085 | Long             | EC               | CORP              | IT        |      3792 | NS      | $59154.38     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jenoptik AG                                              | Jenoptik AG                                              | CUSIP: 000000000<br>LEI: 529900P34GDHGXK6VB37 | Long             | EC               | CORP              | DE        |      4356 | NS      | $135376.31    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Rathbones Group PLC                                      | Rathbones Group PLC                                      | CUSIP: 000000000<br>LEI: 213800MBTHM6UE8ZQP29 | Long             | EC               | CORP              | GB        |      5010 | NS      | $129090.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Catalana Occidente SA                              | Grupo Catalana Occidente SA                              | CUSIP: 000000000<br>LEI: 959800H2P9S8MS95DT42 | Long             | EC               | CORP              | ES        |      3569 | NS      | $110626.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamViewer AG                                            | TeamViewer AG                                            | CUSIP: 000000000<br>LEI: 3912000FZ0R0KEK9JS42 | Long             | EC               | CORP              | DE        |     11717 | NS      | $165056.40    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell Food Group AG                                       | Bell Food Group AG                                       | CUSIP: 000000000<br>LEI: 50670090YSFJ2732TD58 | Long             | EC               | CORP              | CH        |       191 | NS      | $50094.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Derwent London PLC                                       | Derwent London PLC                                       | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               |  | GB        |      8511 | NS      | $271498.54    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Nolato AB                                                | Nolato AB                                                | CUSIP: 000000000<br>LEI: 213800T7T7I7WAOX8Y72 | Long             | EC               | CORP              | SE        |     17155 | NS      | $103602.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SUSE SA                                                  | SUSE SA                                                  | CUSIP: 000000000<br>LEI: 213800C9JTKV8DLW6403 | Long             | EC               | CORP              | LU        |      3546 | NS      | $68833.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Judges Scientific PLC                                    | Judges Scientific PLC                                    | CUSIP: 000000000<br>LEI: 2138004EXWWPTW1JOL31 | Long             | EC               | CORP              | GB        |       472 | NS      | $48763.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon Purus ASA                                        | Hexagon Purus ASA                                        | CUSIP: 000000000<br>LEI: 549300CM3T0GK8X3FW75 | Long             | EC               | CORP              | NO        |      6253 | NS      | $16454.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Franz Colruyt NV                          | Etablissements Franz Colruyt NV                          | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |      4556 | NS      | $120477.69    | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Capital & Counties Properties PLC                        | Capital & Counties Properties PLC                        | CUSIP: 000000000<br>LEI: 549300TTXXZ1SHUI0D54 | Long             | EC               |  | GB        |     60056 | NS      | $85146.01     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenzing AG                                               | Lenzing AG                                               | CUSIP: 000000000<br>LEI: 529900BKFJBI0QRDJH63 | Long             | EC               | CORP              | AT        |      1132 | NS      | $80169.68     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra SA                                               | Fluidra SA                                               | CUSIP: 000000000<br>LEI: 95980020140005026620 | Long             | EC               | CORP              | ES        |      8202 | NS      | $144798.50    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Valiant Holding AG                                       | Valiant Holding AG                                       | CUSIP: 000000000<br>LEI: 529900R30EKFHO09CN42 | Long             | EC               | CORP              | CH        |      1335 | NS      | $152540.92    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Autogrill SpA                                            | Autogrill SpA                                            | CUSIP: 000000000<br>LEI: 5299003D9N2698I3C257 | Long             | EC               | CORP              | IT        |     16385 | NS      | $119562.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Wihlborgs Fastigheter AB                                 | Wihlborgs Fastigheter AB                                 | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |     23120 | NS      | $190349.72    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphawave IP Group PLC                                   | Alphawave IP Group PLC                                   | CUSIP: 000000000<br>LEI: 213800ZXTO21EU4VMH37 | Long             | EC               | CORP              | GB        |     24977 | NS      | $29434.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PZ Cussons PLC                                           | PZ Cussons PLC                                           | CUSIP: 000000000<br>LEI: XB3CXKKKED7OMV80FY35 | Long             | EC               | CORP              | GB        |     19990 | NS      | $53574.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgical Science Sweden AB                               | Surgical Science Sweden AB                               | CUSIP: 000000000<br>LEI: 549300YROAI18G6JL885 | Long             | EC               | CORP              | SE        |      2699 | NS      | $38174.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Oxford Nanopore Technologies PLC                         | Oxford Nanopore Technologies PLC                         | CUSIP: 000000000<br>LEI: 213800IRWQ2Q6M2CDW55 | Long             | EC               | CORP              | GB        |     28281 | NS      | $82624.50     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Holding AG                                         | Indus Holding AG                                         | CUSIP: 000000000<br>LEI: 529900GE4O7ZOMRWR939 | Long             | EC               | CORP              | DE        |      1641 | NS      | $43386.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Plastic Omnium SA                                    | Cie Plastic Omnium SA                                    | CUSIP: 000000000<br>LEI: 9695001VLC2KYXX0DW73 | Long             | EC               | CORP              | FR        |      4805 | NS      | $84094.22     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dottikon Es Holding AG                                   | Dottikon Es Holding AG                                   | CUSIP: 000000000<br>LEI: 50670064H782SV8G2Z44 | Long             | EC               | CORP              | CH        |       230 | NS      | $68130.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Banking Group PLC                                | Paragon Banking Group PLC                                | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |     20307 | NS      | $150463.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemira Oyj                                               | Kemira Oyj                                               | CUSIP: 000000000<br>LEI: 74370031Y7RK5H88CQ48 | Long             | EC               | CORP              | FI        |      9206 | NS      | $149361.45    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox SA                                              | Acerinox SA                                              | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |     16318 | NS      | $176722.98    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TORM PLC                                                 | TORM PLC                                                 | CUSIP: 000000000<br>LEI: 213800VL1H1ABVM1ZF63 | Long             | EC               | CORP              | GB        |      2472 | NS      | $62604.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sesa SpA                                                 | Sesa SpA                                                 | CUSIP: 000000000<br>LEI: 81560005C031D4E76707 | Long             | EC               | CORP              | IT        |       632 | NS      | $86000.17     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNTRADE BOSHIWA INT L                                    | UNTRADE BOSHIWA INT L                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     20000 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Chemometec A/S                                           | Chemometec A/S                                           | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |      1385 | NS      | $121339.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Auction Technology Group PLC                             | Auction Technology Group PLC                             | CUSIP: 000000000<br>LEI: 213800U8Q9K2XI3WRE39 | Long             | EC               | CORP              | GB        |      7818 | NS      | $67854.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Peach Property Group AG                                  | Peach Property Group AG                                  | CUSIP: 000000000<br>LEI: 506700A49L5C69NZ5J96 | Long             | EC               | CORP              | CH        |       796 | NS      | $17229.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Vossloh AG                                               | Vossloh AG                                               | CUSIP: 000000000<br>LEI: 5299003HAEOUVX3HWX43 | Long             | EC               | CORP              | DE        |       708 | NS      | $31200.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LXI REIT Plc                                             | LXI REIT Plc                                             | CUSIP: 000000000<br>LEI: 2138008YZGXOKAXQVI45 | Long             | EC               |  | GB        |    136432 | NS      | $189904.68    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kambi Group PLC                                          | Kambi Group PLC                                          | CUSIP: 000000000<br>LEI: 2138003TN71ZS4RHIJ87 | Long             | EC               | CORP              | MT        |      2051 | NS      | $36882.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Picton Property Income Ltd/The                           | Picton Property Income Ltd/The                           | CUSIP: 000000000<br>LEI: 213800RYE59K9CKR4497 | Long             | EC               |  | GG        |     46475 | NS      | $44118.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OSB Group PLC                                            | OSB Group PLC                                            | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |     36992 | NS      | $249395.83    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs PLC                                               | Greggs PLC                                               | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |      8666 | NS      | $289374.64    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Dominion Access SA                                | Global Dominion Access SA                                | CUSIP: 000000000<br>LEI: 95980020140005225955 | Long             | EC               | CORP              | ES        |      6824 | NS      | $29261.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie des Alpes                                            | Cie des Alpes                                            | CUSIP: 000000000<br>LEI: 96950029IN3GW457GG90 | Long             | EC               | CORP              | FR        |      1600 | NS      | $25304.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NSI NV                                                   | NSI NV                                                   | CUSIP: 000000000<br>LEI: 724500I77C30W2LZZJ03 | Long             | EC               |  | NL        |      1674 | NS      | $43677.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean PLC                                             | Energean PLC                                             | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | EC               | CORP              | GB        |     10630 | NS      | $152675.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpump Group SpA                                      | Interpump Group SpA                                      | CUSIP: 000000000<br>LEI: 815600C79D0F31F4D395 | Long             | EC               | CORP              | IT        |      5967 | NS      | $311178.43    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadeler A/S                                              | Cadeler A/S                                              | CUSIP: 000000000<br>LEI: 9845008439EUED140282 | Long             | EC               | CORP              | DK        |      6902 | NS      | $28729.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 SR-Bank ASA                                  | SpareBank 1 SR-Bank ASA                                  | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | EC               | CORP              | NO        |     14947 | NS      | $173299.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&S Austria Technologie & Systemtechnik AG              | AT&S Austria Technologie & Systemtechnik AG              | CUSIP: 000000000<br>LEI: 529900EVOKN4LCCD9321 | Long             | EC               | CORP              | AT        |      2141 | NS      | $73461.29     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Encavis AG                                               | Encavis AG                                               | CUSIP: 000000000<br>LEI: 391200ECRGNL09Y2KJ67 | Long             | EC               | CORP              | DE        |     10235 | NS      | $198307.80    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                 | Close Brothers Group PLC                                 | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |     12636 | NS      | $150953.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citycon Oyj                                              | Citycon Oyj                                              | CUSIP: 000000000<br>LEI: 549300P8N0P6KDGTJ206 | Long             | EC               | CORP              | FI        |      6778 | NS      | $51078.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneysupermarket.com Group PLC                           | Moneysupermarket.com Group PLC                           | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |     45101 | NS      | $132779.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimak Group AB                                          | Alimak Group AB                                          | CUSIP: 000000000<br>LEI: 549300LC2ER06GDV6565 | Long             | EC               | CORP              | SE        |      2824 | NS      | $22197.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Platzer Fastigheter Holding AB                           | Platzer Fastigheter Holding AB                           | CUSIP: 000000000<br>LEI: 5493009KPII4BZE70820 | Long             | EC               | CORP              | SE        |      4980 | NS      | $43686.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Catena AB                                                | Catena AB                                                | CUSIP: 000000000<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |      2778 | NS      | $116220.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Crayon Group Holding ASA                                 | Crayon Group Holding ASA                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXI98043 | Long             | EC               | CORP              | NO        |      5741 | NS      | $57822.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd                                   | Sirius Real Estate Ltd                                   | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | EC               | CORP              | GG        |     99744 | NS      | $103909.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dermapharm Holding SE                                    | Dermapharm Holding SE                                    | CUSIP: 000000000<br>LEI: 5299009F0KNZINQQQK37 | Long             | EC               | CORP              | DE        |      1630 | NS      | $67659.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nobia AB                                                 | Nobia AB                                                 | CUSIP: 000000000<br>LEI: 529900MZ8Y3QGPDF6815 | Long             | EC               | CORP              | SE        |     10415 | NS      | $18176.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACEA SpA                                                 | ACEA SpA                                                 | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | EC               | CORP              | IT        |      3495 | NS      | $53576.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Evotec SE                                                | Evotec SE                                                | CUSIP: 000000000<br>LEI: 529900F9KI6OYITO9B12 | Long             | EC               | CORP              | DE        |     11979 | NS      | $235543.98    | 0.21%             |  |  |  | No            |                  2 | On Loan: —       |
| Vilmorin & Cie SA                                        | Vilmorin & Cie SA                                        | CUSIP: 000000000<br>LEI: 969500TQ4OAZZXSUPZ18 | Long             | EC               | CORP              | FR        |       497 | NS      | $24989.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                       | Millicom International Cellular SA                       | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     14513 | NS      | $248656.17    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Group PLC                                        | Frasers Group PLC                                        | CUSIP: 000000000<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |     13998 | NS      | $135393.47    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobimo Holding AG                                        | Mobimo Holding AG                                        | CUSIP: 000000000<br>LEI: 50670018HN8O1GD3O385 | Long             | EC               | CORP              | CH        |       616 | NS      | $158399.38    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio On Spa                                               | Bio On Spa                                               | CUSIP: 000000000<br>LEI: 8156001A4CBBB7B42E94 | Long             | EC               | CORP              | IT        |       801 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Technoprobe SpA                                          | Technoprobe SpA                                          | CUSIP: 000000000<br>LEI: 8156007154CD8334D053 | Long             | EC               | CORP              | IT        |     10762 | NS      | $79107.47     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Creades AB                                               | Creades AB                                               | CUSIP: 000000000<br>LEI: 549300MYLGD0VKNGTJ47 | Long             | EC               | CORP              | SE        |      4812 | NS      | $41015.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Entra ASA                                                | Entra ASA                                                | CUSIP: 000000000<br>LEI: 549300APU14LQKTYCH34 | Long             | EC               | CORP              | NO        |      5538 | NS      | $65503.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Ljungberg AB                                      | Atrium Ljungberg AB                                      | CUSIP: 000000000<br>LEI: 5493001NNP6HM67OVU09 | Long             | EC               | CORP              | SE        |      3923 | NS      | $70134.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dios Fastigheter AB                                      | Dios Fastigheter AB                                      | CUSIP: 000000000<br>LEI: 549300G3VF7LZQ9IW435 | Long             | EC               | CORP              | SE        |      7431 | NS      | $56626.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TKH Group NV                                             | TKH Group NV                                             | CUSIP: 000000000<br>LEI: 7245008G22FOV7TYYJ34 | Long             | EC               | CORP              | NL        |      3423 | NS      | $155353.55    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nykode Therapeutics ASA                                  | Nykode Therapeutics ASA                                  | CUSIP: 000000000<br>LEI: 254900UKQHWYZJD22017 | Long             | EC               | CORP              | NO        |      8253 | NS      | $23680.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bure Equity AB                                           | Bure Equity AB                                           | CUSIP: 000000000<br>LEI: 5493000EHCBQ7QQBGX32 | Long             | EC               | CORP              | SE        |      4728 | NS      | $119089.85    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| dormakaba Holding AG                                     | dormakaba Holding AG                                     | CUSIP: 000000000<br>LEI: 529900QMU5ZH99KMQK13 | Long             | EC               | CORP              | CH        |       246 | NS      | $102773.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Adesso SE                                                | Adesso SE                                                | CUSIP: 000000000<br>LEI: 529900KOICE97ZSA1O52 | Long             | EC               | CORP              | DE        |       271 | NS      | $42868.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sdiptech AB                                              | Sdiptech AB                                              | CUSIP: 000000000<br>LEI: 549300JBO7VTEGMRW310 | Long             | EC               | CORP              | SE        |      2667 | NS      | $65117.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Travis Perkins PLC                                       | Travis Perkins PLC                                       | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |     17934 | NS      | $224977.86    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GB Group PLC                                             | GB Group PLC                                             | CUSIP: 000000000<br>LEI: 213800RBAFZIBCV7XR29 | Long             | EC               | CORP              | GB        |     19934 | NS      | $86929.08     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bystronic AG                                             | Bystronic AG                                             | CUSIP: 000000000<br>LEI: 529900OG85OX10GRW920 | Long             | EC               | CORP              | CH        |       115 | NS      | $86415.53     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Virbac SA                                                | Virbac SA                                                | CUSIP: 000000000<br>LEI: 969500QQ1X5XHG649644 | Long             | EC               | CORP              | FR        |       356 | NS      | $108036.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                 | Draegerwerk AG & Co KGaA                                 | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |       757 | NS      | $33889.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlorenzo SpA/Ameglia                                   | Sanlorenzo SpA/Ameglia                                   | CUSIP: 000000000<br>LEI: 8156006C71E895860132 | Long             | EC               | CORP              | IT        |      1052 | NS      | $46184.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrexpo PLC                                             | Ferrexpo PLC                                             | CUSIP: 000000000<br>LEI: 213800CEDKSNUTPAQZ41 | Long             | EC               | CORP              | GB        |     24038 | NS      | $47028.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                            | Rightmove PLC                                            | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |     70520 | NS      | $512390.38    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Safilo Group SpA                                         | Safilo Group SpA                                         | CUSIP: 000000000<br>LEI: 81560026FA1A26642782 | Long             | EC               | CORP              | IT        |     18520 | NS      | $27737.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | FTSE 100 IDX FUT MAR23                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         3 | NC      | $3120.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maisons du Monde SA                                      | Maisons du Monde SA                                      | CUSIP: 000000000<br>LEI: 9695009DV2698O4ZBU71 | Long             | EC               | CORP              | FR        |      2356 | NS      | $28973.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Moonpig Group PLC                                        | Moonpig Group PLC                                        | CUSIP: 000000000<br>LEI: 213800VAYO5KCAXZHK83 | Long             | EC               | CORP              | GB        |     18105 | NS      | $26856.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGFA-Gevaert NV                                          | AGFA-Gevaert NV                                          | CUSIP: 000000000<br>LEI: 549300IHBDUTUNQJJB79 | Long             | EC               | CORP              | BE        |     11022 | NS      | $34548.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP PLC                                             | RS GROUP PLC                                             | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |     39669 | NS      | $461185.69    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Molten Ventures PLC                                      | Molten Ventures PLC                                      | CUSIP: 000000000<br>LEI: 213800IPCR3SAYJWSW10 | Long             | EC               | CORP              | GB        |     11538 | NS      | $51043.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Protector Forsikring ASA                                 | Protector Forsikring ASA                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXAIO813 | Long             | EC               | CORP              | NO        |      5327 | NS      | $76749.22     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmila SA                                               | Carmila SA                                               | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | EC               |  | FR        |      4701 | NS      | $70957.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SOITEC                                                   | SOITEC                                                   | CUSIP: 000000000<br>LEI: 969500ZR92SQCU9TST26 | Long             | EC               | CORP              | FR        |      2232 | NS      | $338519.40    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Puuilo Oyj                                               | Puuilo Oyj                                               | CUSIP: 000000000<br>LEI: 743700UJUT6FWHBXPR69 | Long             | EC               | CORP              | FI        |      4223 | NS      | $29061.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| BPER Banca                                               | BPER Banca                                               | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     88897 | NS      | $244209.20    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Borr Drilling Ltd                                        | Borr Drilling Ltd                                        | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |     11439 | NS      | $68674.98     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Nyfosa AB                                                | Nyfosa AB                                                | CUSIP: 000000000<br>LEI: 5493000YR2B83SILCJ50 | Long             | EC               | CORP              | SE        |     13781 | NS      | $120168.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kindred Group PLC                                        | Kindred Group PLC                                        | CUSIP: 000000000<br>LEI: 213800D1MJVOT6SNBX11 | Long             | EC               | CORP              | MT        |     19540 | NS      | $196908.92    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Anora Group Oyj                                          | Anora Group Oyj                                          | CUSIP: 000000000<br>LEI: 52990007AXNSS4PNX352 | Long             | EC               | CORP              | FI        |      3375 | NS      | $27059.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ariston Holding NV                                       | Ariston Holding NV                                       | CUSIP: 000000000<br>LEI: 815600CC86D25A205563 | Long             | EC               | CORP              | NL        |      6938 | NS      | $71806.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQA Insurance Group AG                                 | UNIQA Insurance Group AG                                 | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |     10302 | NS      | $86633.68     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Redrow PLC                                               | Redrow PLC                                               | CUSIP: 000000000<br>LEI: 2138008WJZBBA7EYEL28 | Long             | EC               | CORP              | GB        |     24996 | NS      | $160330.59    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| COSMO Pharmaceuticals NV                                 | COSMO Pharmaceuticals NV                                 | CUSIP: 000000000<br>LEI: 724500OX0EBQRYTVV639 | Long             | EC               | CORP              | NL        |       739 | NS      | $53679.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viaplay Group AB                                         | Viaplay Group AB                                         | CUSIP: 000000000<br>LEI: 5493006E0IJD0DHJSR89 | Long             | EC               | CORP              | SE        |      6196 | NS      | $152980.91    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| IP Group PLC                                             | IP Group PLC                                             | CUSIP: 000000000<br>LEI: 213800HG22UM138WFG43 | Long             | EC               | CORP              | GB        |     84953 | NS      | $63887.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke BAM Groep NV                                 | Koninklijke BAM Groep NV                                 | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |     22995 | NS      | $58605.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellway PLC                                              | Bellway PLC                                              | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |     10414 | NS      | $272384.63    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Georgia Group PLC                                | Bank of Georgia Group PLC                                | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |      3057 | NS      | $100627.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elopak ASA                                               | Elopak ASA                                               | CUSIP: 000000000<br>LEI: 529900BIDQN2AOKV6N08 | Long             | EC               | CORP              | NO        |      9841 | NS      | $23563.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seche Environnement SA                                   | Seche Environnement SA                                   | CUSIP: 000000000<br>LEI: 969500R9ENNIN33POO20 | Long             | EC               | CORP              | FR        |       197 | NS      | $21459.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Semapa-Sociedade de Investimento e Gestao                | Semapa-Sociedade de Investimento e Gestao                | CUSIP: 000000000<br>LEI: 549300HNGOW85KIOH584 | Long             | EC               | CORP              | PT        |      1325 | NS      | $17486.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                             | Gaztransport Et Technigaz SA                             | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |      2188 | NS      | $241896.94    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Altri SGPS SA                                            | Altri SGPS SA                                            | CUSIP: 000000000<br>LEI: 213800AKSTYRLHY3X497 | Long             | EC               | CORP              | PT        |      5719 | NS      | $28875.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bekaert SA                                               | Bekaert SA                                               | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |      2994 | NS      | $126301.74    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Retail Estates NV                                        | Retail Estates NV                                        | CUSIP: 000000000<br>LEI: 5493007CO5W5OBFG7L21 | Long             | EC               |  | BE        |       852 | NS      | $58818.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinepolis Group NV                                       | Kinepolis Group NV                                       | CUSIP: 000000000<br>LEI: 5493002BJQRO0S06F161 | Long             | EC               | CORP              | BE        |      1150 | NS      | $48680.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Aryzta AG                                                | Aryzta AG                                                | CUSIP: 000000000<br>LEI: 549300W2PUDQQVRD8W85 | Long             | EC               | CORP              | CH        |     79016 | NS      | $107590.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GN Store Nord AS                                         | GN Store Nord AS                                         | CUSIP: 000000000<br>LEI: 5493008U3H3W0NKPFL10 | Long             | EC               | CORP              | DK        |     11097 | NS      | $273610.99    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Alleima AB                                               | Alleima AB                                               | CUSIP: 000000000<br>LEI: 529900EBHTYGLA6PGP77 | Long             | EC               | CORP              | SE        |     18700 | NS      | $93511.75     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Distribuidora Internacional de Alimentacion SA           | Distribuidora Internacional de Alimentacion SA           | CUSIP: 000000000<br>LEI: 54930063C6K2TNFL6H10 | Long             | EC               | CORP              | ES        |   1303713 | NS      | $20898.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyman PLC                                                | Tyman PLC                                                | CUSIP: 000000000<br>LEI: 213800AAFUV5PKGQU848 | Long             | EC               | CORP              | GB        |     15935 | NS      | $51078.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fagron                                                   | Fagron                                                   | CUSIP: 000000000<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |      5882 | NS      | $86969.69     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AJ Bell PLC                                              | AJ Bell PLC                                              | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |     26228 | NS      | $108840.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Barco NV                                                 | Barco NV                                                 | CUSIP: 000000000<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |      5898 | NS      | $149300.23    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tate & Lyle PLC                                          | Tate & Lyle PLC                                          | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |     34116 | NS      | $317690.24    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                         | Georg Fischer AG                                         | CUSIP: 000000000<br>LEI: 529900CMRQYW4U1W2456 | Long             | EC               | CORP              | CH        |      6907 | NS      | $476220.71    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontline PLC                                            | Frontline PLC                                            | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | CY        |     11193 | NS      | $154232.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Tecnicas Reunidas SA                                     | Tecnicas Reunidas SA                                     | CUSIP: 000000000<br>LEI: 213800JEZBUPZKWJGF49 | Long             | EC               | CORP              | ES        |      2747 | NS      | $33000.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                              | Italgas SpA                                              | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |     41056 | NS      | $240329.69    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Alma AB                                           | Beijer Alma AB                                           | CUSIP: 000000000<br>LEI: 549300HJX9BNG5055Z38 | Long             | EC               | CORP              | SE        |      3910 | NS      | $77536.56     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Popolare di Sondrio SPA                            | Banca Popolare di Sondrio SPA                            | CUSIP: 000000000<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | EC               | CORP              | IT        |     38071 | NS      | $186984.58    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                         | ASR Nederland NV                                         | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     11492 | NS      | $543933.49    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Maurel et Prom SA                         | Etablissements Maurel et Prom SA                         | CUSIP: 000000000<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |      4920 | NS      | $19770.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Group Holding NV                                 | Telenet Group Holding NV                                 | CUSIP: 000000000<br>LEI: 213800FA3K4S56INQI67 | Long             | EC               | CORP              | BE        |      3886 | NS      | $66983.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Meyer Burger Technology AG                               | Meyer Burger Technology AG                               | CUSIP: 000000000<br>LEI: 529900ULZXRB8EM0TH56 | Long             | EC               | CORP              | CH        |    276646 | NS      | $196927.54    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Emmi AG                                                  | Emmi AG                                                  | CUSIP: 000000000<br>LEI: 529900Q53RBYJIVCMA08 | Long             | EC               | CORP              | CH        |       181 | NS      | $168628.19    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Medartis Holding AG                                      | Medartis Holding AG                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       328 | NS      | $27520.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                      | Banca Monte dei Paschi di Siena SpA                      | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     36944 | NS      | $98679.68     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Carbon Capture ASA                                  | Aker Carbon Capture ASA                                  | CUSIP: 000000000<br>LEI: 549300JXF011KX2HXT02 | Long             | EC               | CORP              | NO        |     26815 | NS      | $39745.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Neuson SE                                         | Wacker Neuson SE                                         | CUSIP: 000000000<br>LEI: 529900RJL86244E1I652 | Long             | EC               | CORP              | DE        |      2287 | NS      | $45263.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Software AG                                              | Software AG                                              | CUSIP: 000000000<br>LEI: 529900M1LIO0SLOBAS50 | Long             | EC               | CORP              | DE        |      4341 | NS      | $120985.99    | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Stillfront Group AB                                      | Stillfront Group AB                                      | CUSIP: 000000000<br>LEI: 529900SYKCO4GYBTIJ54 | Long             | EC               | CORP              | SE        |     39849 | NS      | $69549.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Altarea SCA                                              | Altarea SCA                                              | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | EC               |  | FR        |       343 | NS      | $46748.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Healthcare Group PLC                               | Spire Healthcare Group PLC                               | CUSIP: 000000000<br>LEI: 213800IBJPW3SE2RA350 | Long             | EC               | CORP              | GB        |     23291 | NS      | $69775.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ProSiebenSat.1 Media SE                                  | ProSiebenSat.1 Media SE                                  | CUSIP: 000000000<br>LEI: 529900NY0WWQUKOMWQ37 | Long             | EC               | CORP              | DE        |     14724 | NS      | $151439.07    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CureVac NV                                               | CureVac NV                                               | CUSIP: 000000000<br>LEI: 724500BUT8GAG9LMYN56 | Long             | EC               | CORP              | NL        |      4564 | NS      | $50584.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Ion Beam Applications                                    | Ion Beam Applications                                    | CUSIP: 000000000<br>LEI: 5493002RVRZ1S3CPUI26 | Long             | EC               | CORP              | BE        |      1833 | NS      | $33039.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                 | Rexel SA                                                 | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |     20677 | NS      | $457424.89    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Tod's SpA                                                | Tod's SpA                                                | CUSIP: 000000000<br>LEI: 815600DA4FA5A5D4CD58 | Long             | EC               | CORP              | IT        |       781 | NS      | $30538.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Talgo SA                                                 | Talgo SA                                                 | CUSIP: 000000000<br>LEI: 95980037JECHVQDJDT59 | Long             | EC               | CORP              | ES        |      6308 | NS      | $25612.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Valneva SE                                               | Valneva SE                                               | CUSIP: 000000000<br>LEI: 969500DIVIP5VKNW4948 | Long             | EC               | CORP              | FR        |      9169 | NS      | $62571.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| AddTech AB                                               | AddTech AB                                               | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |     21812 | NS      | $348323.04    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Watches of Switzerland Group PLC                         | Watches of Switzerland Group PLC                         | CUSIP: 000000000<br>LEI: 2138008ZOT5K9PJW7168 | Long             | EC               | CORP              | GB        |     20074 | NS      | $235651.75    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sacyr SA                                                 | Sacyr SA                                                 | CUSIP: 000000000<br>LEI: 959800XKAB9VNAVN9425 | Long             |  | CORP              | ES        |     32009 | NS      | $2164.47      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Peab AB                                                  | Peab AB                                                  | CUSIP: 000000000<br>LEI: 549300FQS4VD3153I854 | Long             | EC               | CORP              | SE        |     15592 | NS      | $97301.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Better Collective A/S                                    | Better Collective A/S                                    | CUSIP: 000000000<br>LEI: 2549001EPXH6NK7I2R78 | Long             | EC               | CORP              | DK        |      2419 | NS      | $36309.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suedzucker AG                                            | Suedzucker AG                                            | CUSIP: 000000000<br>LEI: 529900S8QNB101D40S72 | Long             | EC               | CORP              | DE        |      6099 | NS      | $98945.16     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cibus Nordic Real Estate AB                              | Cibus Nordic Real Estate AB                              | CUSIP: 000000000<br>LEI: 549300PW36MFK96GCR23 | Long             | EC               | CORP              | SE        |      3530 | NS      | $50039.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVA Optical Networking SE                               | ADVA Optical Networking SE                               | CUSIP: 000000000<br>LEI: 5299001QZNN0TKI9J120 | Long             | EC               | CORP              | DE        |      1524 | NS      | $37278.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corticeira Amorim SGPS SA                                | Corticeira Amorim SGPS SA                                | CUSIP: 000000000<br>LEI: 213800J5M11TDEP3LQ76 | Long             | EC               | CORP              | PT        |      3519 | NS      | $34775.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shop Apotheke Europe NV                                  | Shop Apotheke Europe NV                                  | CUSIP: 000000000<br>LEI: 529900JK6UXHY1YKZ082 | Long             | EC               | CORP              | NL        |      1186 | NS      | $85514.84     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Energiekontor AG                                         | Energiekontor AG                                         | CUSIP: 000000000<br>LEI: 529900MCVP6QF0PTPQ72 | Long             | EC               | CORP              | DE        |       534 | NS      | $45816.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                          | Inmobiliaria Colonial Socimi SA                          | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | EC               |  | ES        |     24856 | NS      | $181293.57    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AKWEL                                                    | AKWEL                                                    | CUSIP: 000000000<br>LEI: 969500SVR0D7W9RQ6751 | Long             | EC               | CORP              | FR        |       753 | NS      | $12901.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SimCorp A/S                                              | SimCorp A/S                                              | CUSIP: 000000000<br>LEI: 5299000WVEJNSG42AK88 | Long             | EC               | CORP              | DK        |      3386 | NS      | $237121.30    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadis NV                                               | Arcadis NV                                               | CUSIP: 000000000<br>LEI: 7245000UZH70GO047N03 | Long             | EC               | CORP              | NL        |      6069 | NS      | $263518.96    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Daetwyler Holding AG                                     | Daetwyler Holding AG                                     | CUSIP: 000000000<br>LEI: 52990096G2IJ89SWI669 | Long             | EC               | CORP              | CH        |       637 | NS      | $135099.03    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Cash SA                                         | Prosegur Cash SA                                         | CUSIP: 000000000<br>LEI: 9598005HY5DEFPU2SM35 | Long             | EC               | CORP              | ES        |     24800 | NS      | $19735.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRITZ AG                                               | ANDRITZ AG                                               | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |      5709 | NS      | $341406.83    | 0.31%             |  |  |  | No            |                  2 | On Loan: —       |
| Network International Holdings PLC                       | Network International Holdings PLC                       | CUSIP: 000000000<br>LEI: 213800XVRNKWENNLKK60 | Long             | EC               | CORP              | GB        |     42810 | NS      | $139229.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemring Group PLC                                       | Chemring Group PLC                                       | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |     24484 | NS      | $85121.95     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI AG                                                   | TUI AG                                                   | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | EC               | CORP              | DE        |     97811 | NS      | $204825.51    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Irish Residential Properties REIT PLC                    | Irish Residential Properties REIT PLC                    | CUSIP: 000000000<br>LEI: 635400EOPACLULRENY18 | Long             | EC               |  | IE        |     39005 | NS      | $48527.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| D/S Norden A/S                                           | D/S Norden A/S                                           | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |      1813 | NS      | $97730.42     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                        | TAG Immobilien AG                                        | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | EC               | CORP              | DE        |     14599 | NS      | $125023.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FD Technologies PLC                                      | FD Technologies PLC                                      | CUSIP: 000000000<br>LEI: 213800MKQAJ5R7WIU633 | Long             | EC               | CORP              | GB        |      2076 | NS      | $35063.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Pharming Group NV                                        | Pharming Group NV                                        | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Long             | EC               | CORP              | NL        |     55721 | NS      | $77282.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cool Co Ltd                                              | Cool Co Ltd                                              | CUSIP: 000000000<br>LEI: 549300AQHDVKVCNIU608 | Long             | EC               | CORP              | BM        |      1124 | NS      | $11907.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BayWa AG                                                 | BayWa AG                                                 | CUSIP: 000000000<br>LEI: 529900SM0FDLLYATXU36 | Long             | EC               | CORP              | DE        |      1149 | NS      | $52402.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BW LPG Ltd                                               | BW LPG Ltd                                               | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | BM        |      7106 | NS      | $58811.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Iren SpA                                                 | Iren SpA                                                 | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | EC               | CORP              | IT        |     61259 | NS      | $110945.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebro Foods SA                                            | Ebro Foods SA                                            | CUSIP: 000000000<br>LEI: 959800NW6DLQT89M3240 | Long             | EC               | CORP              | ES        |      5873 | NS      | $100892.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Patisserie Holdings PLC                                  | Patisserie Holdings PLC                                  | CUSIP: 000000000<br>LEI: 213800MLBAMM6DALW517 | Long             | EC               | CORP              | GB        |      7527 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Engcon AB                                                | Engcon AB                                                | CUSIP: 000000000<br>LEI: 549300EMZ2B768S85S50 | Long             | EC               | CORP              | SE        |      3415 | NS      | $25161.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palfinger AG                                             | Palfinger AG                                             | CUSIP: 000000000<br>LEI: 529900IFAV83BX8O1O91 | Long             | EC               | CORP              | AT        |      1261 | NS      | $38188.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alm Brand A/S                                            | Alm Brand A/S                                            | CUSIP: 000000000<br>LEI: 549300H4TGLJVZ6VTA48 | Long             | EC               | CORP              | DK        |     72312 | NS      | $134197.07    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| OVS SpA                                                  | OVS SpA                                                  | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |     17714 | NS      | $42648.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus Fire AG                                          | Amadeus Fire AG                                          | CUSIP: 000000000<br>LEI: 391200TJJ820ZDHNFJ33 | Long             | EC               | CORP              | DE        |       495 | NS      | $68950.62     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                      | Helvetia Holding AG                                      | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |      3116 | NS      | $389806.43    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CM.com NV                                                | CM.com NV                                                | CUSIP: 000000000<br>LEI: 724500QDJRUMSPRDHW25 | Long             | EC               | CORP              | NL        |      1141 | NS      | $15356.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Betsson AB                                               | Betsson AB                                               | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |      9538 | NS      | $79062.92     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Darktrace PLC                                            | Darktrace PLC                                            | CUSIP: 000000000<br>LEI: 213800PC5S5P9CSNFC89 | Long             | EC               | CORP              | GB        |     27080 | NS      | $70344.15     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                            | KION Group AG                                            | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      6046 | NS      | $243450.96    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| RAI Way SpA                                              | RAI Way SpA                                              | CUSIP: 000000000<br>LEI: 815600303CCB3CFD2264 | Long             | EC               | CORP              | IT        |      8324 | NS      | $47540.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Musti Group Oyj                                          | Musti Group Oyj                                          | CUSIP: 000000000<br>LEI: 743700IE9NQGF9YZAI97 | Long             | EC               | CORP              | FI        |      2802 | NS      | $47421.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Borussia Dortmund GmbH & Co KGaA                         | Borussia Dortmund GmbH & Co KGaA                         | CUSIP: 000000000<br>LEI: 529900XO0YTOOKCLQB44 | Long             | EC               | CORP              | DE        |      6416 | NS      | $28630.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PostNL NV                                                | PostNL NV                                                | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | EC               | CORP              | NL        |     31820 | NS      | $66624.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Glenveagh Properties PLC                                 | Glenveagh Properties PLC                                 | CUSIP: 000000000<br>LEI: 635400QUQ2YYGMOAK834 | Long             | EC               | CORP              | IE        |     51612 | NS      | $52799.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| doValue SpA                                              | doValue SpA                                              | CUSIP: 000000000<br>LEI: 8156007AF7DB5FE05555 | Long             | EC               | CORP              | IT        |      4892 | NS      | $39850.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KWS Saat SE & Co KGaA                                    | KWS Saat SE & Co KGaA                                    | CUSIP: 000000000<br>LEI: 529900FR2K4P9L9XLV21 | Long             | EC               | CORP              | DE        |      1010 | NS      | $68465.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| YouGov PLC                                               | YouGov PLC                                               | CUSIP: 000000000<br>LEI: 213800MZGBGCJIPOBB41 | Long             | EC               | CORP              | GB        |      8946 | NS      | $107477.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mycronic AB                                              | Mycronic AB                                              | CUSIP: 000000000<br>LEI: 549300S5CCFESE4C6Y07 | Long             | EC               | CORP              | SE        |      6249 | NS      | $133576.52    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Intervest Offices & Warehouses NV                        | Intervest Offices & Warehouses NV                        | CUSIP: 000000000<br>LEI: 549300MEVEE709A1SM83 | Long             | EC               |  | BE        |      1897 | NS      | $41452.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NP3 Fastigheter AB                                       | NP3 Fastigheter AB                                       | CUSIP: 000000000<br>LEI: 549300MGVITW8GYJHZ50 | Long             | EC               | CORP              | SE        |      2287 | NS      | $50502.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                           | Intermediate Capital Group PLC                           | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |     24529 | NS      | $422080.77    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi Unicem SpA                                         | Buzzi Unicem SpA                                         | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |      8021 | NS      | $180618.25    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| EFG International AG                                     | EFG International AG                                     | CUSIP: 000000000<br>LEI: 506700PR1R98BSF81139 | Long             | EC               | CORP              | CH        |      8032 | NS      | $75071.57     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vidrala SA                                               | Vidrala SA                                               | CUSIP: 000000000<br>LEI: 95980020140005399488 | Long             | EC               | CORP              | ES        |      1671 | NS      | $168562.09    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chargeurs SA                                             | Chargeurs SA                                             | CUSIP: 000000000<br>LEI: 969500ZPQQLG72TQND21 | Long             | EC               | CORP              | FR        |      1374 | NS      | $22960.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grenergy Renovables SA                                   | Grenergy Renovables SA                                   | CUSIP: 000000000<br>LEI: 959800M1FVPL5BMW3R13 | Long             | EC               | CORP              | ES        |      1059 | NS      | $38329.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Schibsted ASA                                            | Schibsted ASA                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |      6240 | NS      | $136274.44    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Investment AB Oresund                                    | Investment AB Oresund                                    | CUSIP: 000000000<br>LEI: 549300ZNNKE1UFGNNE47 | Long             | EC               | CORP              | SE        |      2488 | NS      | $29798.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Elementis PLC                                            | Elementis PLC                                            | CUSIP: 000000000<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |     50898 | NS      | $78676.43     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Jurong Technologies Industrial Corp Ltd                  | Jurong Technologies Industrial Corp Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     60000 | NS      | $0.46         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tecan Group AG                                           | Tecan Group AG                                           | CUSIP: 000000000<br>LEI: 529900CSN9R3BLETSL26 | Long             | EC               | CORP              | CH        |      1067 | NS      | $447791.98    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| C&C Group PLC                                            | C&C Group PLC                                            | CUSIP: 000000000<br>LEI: 635400LNUHA2LDXXV850 | Long             | EC               | CORP              | IE        |     31891 | NS      | $63377.12     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                            | Proximus SADP                                            | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     12745 | NS      | $130599.49    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KNOW IT AB                                               | KNOW IT AB                                               | CUSIP: 000000000<br>LEI: 549300CM6KSG2GY3HV62 | Long             | EC               | CORP              | SE        |      2123 | NS      | $41494.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                 | Draegerwerk AG & Co KGaA                                 | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EC               | CORP              | DE        |       246 | NS      | $9921.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Properties Socimi SA                              | Merlin Properties Socimi SA                              | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               |  | ES        |     27732 | NS      | $271015.84    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                 | Grand City Properties SA                                 | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | EC               | CORP              | LU        |      8347 | NS      | $88963.72     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| cBrain A/S                                               | cBrain A/S                                               | CUSIP: 000000000<br>LEI: 529900E1K2W6SBYF8W02 | Long             | EC               | CORP              | DK        |       905 | NS      | $20406.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pantheon Resources PLC                                   | Pantheon Resources PLC                                   | CUSIP: 000000000<br>LEI: 213800SWHY5DNQS64J23 | Long             | EC               | CORP              | GB        |     61355 | NS      | $37942.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Cementir Holding NV                                      | Cementir Holding NV                                      | CUSIP: 000000000<br>LEI: 8156008B101B97A43B02 | Long             | EC               | CORP              | NL        |      4434 | NS      | $34974.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Instalco AB                                              | Instalco AB                                              | CUSIP: 000000000<br>LEI: 549300DZ9ONT2AXY4029 | Long             | EC               | CORP              | SE        |     14849 | NS      | $57438.09     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hornbach Holding AG & Co KGaA                            | Hornbach Holding AG & Co KGaA                            | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |       718 | NS      | $63607.13     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Navigator Co SA/The                                      | Navigator Co SA/The                                      | CUSIP: 000000000<br>LEI: 549300UNIB7M2AXUXS35 | Long             | EC               | CORP              | PT        |     17631 | NS      | $61727.57     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Duni AB                                                  | Duni AB                                                  | CUSIP: 000000000<br>LEI: 549300MWQEN1427O5L53 | Long             | EC               | CORP              | SE        |      2750 | NS      | $23809.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inficon Holding AG                                       | Inficon Holding AG                                       | CUSIP: 000000000<br>LEI: 5067008UT6890I0YM937 | Long             | EC               | CORP              | CH        |       144 | NS      | $150768.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfen N.V.                                               | Alfen N.V.                                               | CUSIP: 000000000<br>LEI: 724500HDW6IWR9J5YT90 | Long             | EC               | CORP              | NL        |      1853 | NS      | $171918.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BioArctic AB                                             | BioArctic AB                                             | CUSIP: 000000000<br>LEI: 549300Y0OI2WVUNHLC33 | Long             | EC               | CORP              | SE        |      2854 | NS      | $85116.84     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Exmar NV                                                 | Exmar NV                                                 | CUSIP: 000000000<br>LEI: 5493006GOR72R0ZYBN98 | Long             | EC               | CORP              | BE        |      2741 | NS      | $23034.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Biomedica PLC                                     | Oxford Biomedica PLC                                     | CUSIP: 000000000<br>LEI: 213800S1GVQNXQ15K851 | Long             | EC               | CORP              | GB        |      5699 | NS      | $29930.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sectra AB                                                | Sectra AB                                                | CUSIP: 000000000<br>LEI: 549300R9ZBT8YSFFK266 | Long             | EC               | CORP              | SE        |     11335 | NS      | $160522.91    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan African Resources PLC                                | Pan African Resources PLC                                | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |    140841 | NS      | $29246.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Britvic PLC                                              | Britvic PLC                                              | CUSIP: 000000000<br>LEI: 635400L3NVMYD4BVCI53 | Long             | EC               | CORP              | GB        |     22204 | NS      | $212697.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                                                | Loomis AB                                                | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |      6377 | NS      | $189635.48    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IntegraFin Holdings PLC                                  | IntegraFin Holdings PLC                                  | CUSIP: 000000000<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |     25161 | NS      | $97029.71     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J D Wetherspoon PLC                                      | J D Wetherspoon PLC                                      | CUSIP: 000000000<br>LEI: 213800CHWARFAAN7UB85 | Long             | EC               | CORP              | GB        |      7836 | NS      | $44094.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 Nord Norge                                   | SpareBank 1 Nord Norge                                   | CUSIP: 000000000<br>LEI: 549300SXM92LQ05OJQ76 | Long             | EC               | CORP              | NO        |      8263 | NS      | $76911.11     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Borregaard ASA                                           | Borregaard ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGYXC05 | Long             | EC               | CORP              | NO        |      7326 | NS      | $112946.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SwedenCare AB                                            | SwedenCare AB                                            | CUSIP: 000000000<br>LEI: 549300FZT7YIF6SWX789 | Long             | EC               | CORP              | SE        |      6970 | NS      | $22705.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                                       | Zealand Pharma A/S                                       | CUSIP: 000000000<br>LEI: 549300ITBB1ULBL4CZ12 | Long             | EC               | CORP              | DK        |      3631 | NS      | $113400.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltalia SA                                              | Voltalia SA                                              | CUSIP: 000000000<br>LEI: 969500KE938Z79ZH1N44 | Long             | EC               | CORP              | FR        |      3296 | NS      | $62384.01     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Dufry AG                                                 | Dufry AG                                                 | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      6131 | NS      | $281459.37    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmos Semiconductor SE                                   | Elmos Semiconductor SE                                   | CUSIP: 000000000<br>LEI: 529900UMKKDCAP4P4H63 | Long             | EC               | CORP              | DE        |       701 | NS      | $47624.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                           | Aareal Bank AG                                           | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | EC               | CORP              | DE        |      5044 | NS      | $177668.19    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Logistics PLC                                    | Clipper Logistics PLC                                    | CUSIP: 000000000<br>LEI: 213800H9ZTUCXHVD1E79 | Long             | EC               | CORP              | GB        |      1078 | NS      | $11195.36     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Medmix AG                                                | Medmix AG                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2050 | NS      | $39930.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamburi Investment Partners SpA                          | Tamburi Investment Partners SpA                          | CUSIP: 000000000<br>LEI: 81560017CF8066680595 | Long             | EC               | CORP              | IT        |      9573 | NS      | $79638.22     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceres Power Holdings PLC                                 | Ceres Power Holdings PLC                                 | CUSIP: 000000000<br>LEI: 213800N7AAHSXQUOA733 | Long             | EC               | CORP              | GB        |     10990 | NS      | $64693.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Webuild SpA                                              | Webuild SpA                                              | CUSIP: 000000000<br>LEI: 549300UKR289DF4UXQ47 | Long             | EC               | CORP              | IT        |     32589 | NS      | $57463.94     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Atea ASA                                                 | Atea ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXINVS13 | Long             | EC               | CORP              | NO        |      7077 | NS      | $79826.83     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PRS REIT Plc/The                                         | PRS REIT Plc/The                                         | CUSIP: 000000000<br>LEI: 21380037Q91HU97WZX58 | Long             | EC               |  | GB        |     42479 | NS      | $47656.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBUILD SPA                                              | WEBUILD SPA                                              | CUSIP: 000000000<br>LEI: 549300UKR289DF4UXQ47 | N/A              | DE               |  | IT        |      5910 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Faurecia SE                                              | Faurecia SE                                              | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |     13236 | NS      | $263045.48    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SOL SpA                                                  | SOL SpA                                                  | CUSIP: 000000000<br>LEI: 81560096A9AEBBBD4B25 | Long             | EC               | CORP              | IT        |      2962 | NS      | $65358.89     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TI Fluid Systems PLC                                     | TI Fluid Systems PLC                                     | CUSIP: 000000000<br>LEI: 5493001T9RXVD6OAWY46 | Long             | EC               | CORP              | GB        |     27283 | NS      | $40026.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CropEnergies AG                                          | CropEnergies AG                                          | CUSIP: 000000000<br>LEI: 529900FXN57YQ7H5S098 | Long             | EC               | CORP              | DE        |      2091 | NS      | $27226.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Outotec Oyj                                        | Metso Outotec Oyj                                        | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     55940 | NS      | $642911.42    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Dunelm Group PLC                                         | Dunelm Group PLC                                         | CUSIP: 000000000<br>LEI: 213800WCOWEI3T5DUV19 | Long             | EC               | CORP              | GB        |      9437 | NS      | $135540.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CA Immobilien Anlagen AG                                 | CA Immobilien Anlagen AG                                 | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |      3615 | NS      | $112745.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Gamma Communications PLC                                 | Gamma Communications PLC                                 | CUSIP: 000000000<br>LEI: 213800LAQZXPRIZUEH50 | Long             | EC               | CORP              | GB        |      6991 | NS      | $101987.05    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REC Silicon ASA                                          | REC Silicon ASA                                          | CUSIP: 000000000<br>LEI: 549300VPZURYDFG0AB60 | Long             | EC               | CORP              | NO        |     22932 | NS      | $32676.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JM AB                                                    | JM AB                                                    | CUSIP: 000000000<br>LEI: 529900X0UEM9DOM6FK12 | Long             | EC               | CORP              | SE        |      4239 | NS      | $79024.07     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ID Logistics Group                                       | ID Logistics Group                                       | CUSIP: 000000000<br>LEI: 969500U1DQN70VMJ9P45 | Long             | EC               | CORP              | FR        |       209 | NS      | $64961.31     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamborner REIT AG                                        | Hamborner REIT AG                                        | CUSIP: 000000000<br>LEI: 529900EJTD8IR1GN0P96 | Long             | EC               |  | DE        |      6014 | NS      | $47071.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brembo SpA                                               | Brembo SpA                                               | CUSIP: 000000000<br>LEI: 549300BLWVJN2BAT0A44 | Long             | EC               | CORP              | IT        |     12596 | NS      | $170047.35    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascential PLC                                            | Ascential PLC                                            | CUSIP: 000000000<br>LEI: 213800VDXQDA7KD2IQ21 | Long             | EC               | CORP              | GB        |     37463 | NS      | $124148.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DO & CO AG                                               | DO & CO AG                                               | CUSIP: 000000000<br>LEI: 5299002NFQKOBT1E8569 | Long             | EC               | CORP              | AT        |       583 | NS      | $61740.06     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Neoen SA                                                 | Neoen SA                                                 | CUSIP: 000000000<br>LEI: 969500C0AIAGQWZGJO13 | Long             | EC               | CORP              | FR        |      4041 | NS      | $151737.21    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux Professional AB                               | Electrolux Professional AB                               | CUSIP: 000000000<br>LEI: 254900KI62Q46ZWD8084 | Long             | EC               | CORP              | SE        |     20227 | NS      | $94249.82     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                            | Technogym SpA                                            | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |     12118 | NS      | $107485.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| boohoo Group PLC                                         | boohoo Group PLC                                         | CUSIP: 000000000<br>LEI: 213800SZF3KFCECWY243 | Long             | EC               | CORP              | JE        |     82083 | NS      | $44820.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sulzer AG                                                | Sulzer AG                                                | CUSIP: 000000000<br>LEI: 529900NZ6MAST5IJF669 | Long             | EC               | CORP              | CH        |      1595 | NS      | $135820.13    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG PLC                                                  | SIG PLC                                                  | CUSIP: 000000000<br>LEI: 213800VDC1BKJEZ8PV53 | Long             | EC               | CORP              | GB        |     55937 | NS      | $24164.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group PLC                                          | Serco Group PLC                                          | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |     99712 | NS      | $179354.71    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Craneware PLC                                            | Craneware PLC                                            | CUSIP: 000000000<br>LEI: 213800O2CTJ1YFXNXG05 | Long             | EC               | CORP              | GB        |      2274 | NS      | $40650.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerresheimer AG                                          | Gerresheimer AG                                          | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |      2650 | NS      | $195978.35    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Fielmann AG                                              | Fielmann AG                                              | CUSIP: 000000000<br>LEI: 529900BU5B7N9GE4XU15 | Long             | EC               | CORP              | DE        |      2065 | NS      | $77830.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                          | DKSH Holding AG                                          | CUSIP: 000000000<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |      3030 | NS      | $258141.19    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Vimian Group AB                                          | Vimian Group AB                                          | CUSIP: 000000000<br>LEI: 549300OQ8R5TCAP0BS18 | Long             | EC               | CORP              | SE        |     13828 | NS      | $38214.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boiron SA                                                | Boiron SA                                                | CUSIP: 000000000<br>LEI: 9695000UMPNY21KKDO98 | Long             | EC               | CORP              | FR        |       370 | NS      | $16874.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HMS Networks AB                                          | HMS Networks AB                                          | CUSIP: 000000000<br>LEI: 549300MOY2FDUUDIQ179 | Long             | EC               | CORP              | SE        |      2415 | NS      | $90032.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals PLC                               | Dechra Pharmaceuticals PLC                               | CUSIP: 000000000<br>LEI: 213800J4UVB5OWG8VX82 | Long             | EC               | CORP              | GB        |      9532 | NS      | $338063.28    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Aston Martin Lagonda Global Holdings PLC                 | Aston Martin Lagonda Global Holdings PLC                 | CUSIP: 000000000<br>LEI: 213800167WOVOK5ZC776 | Long             | EC               | CORP              | GB        |     34221 | NS      | $69929.64     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Vallourec SA                                             | Vallourec SA                                             | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | EC               | CORP              | FR        |     11509 | NS      | $167996.28    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Antares Vision SpA                                       | Antares Vision SpA                                       | CUSIP: 000000000<br>LEI: 815600807B866042D307 | Long             | EC               | CORP              | IT        |      2255 | NS      | $20929.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuestenrot & Wuerttembergische AG                        | Wuestenrot & Wuerttembergische AG                        | CUSIP: 000000000<br>LEI: 5299003H07ZT0Z5ZNN35 | Long             | EC               | CORP              | DE        |      1886 | NS      | $34432.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Semperit AG Holding                                      | Semperit AG Holding                                      | CUSIP: 000000000<br>LEI: 529900PG9O7YFYX5UM88 | Long             | EC               | CORP              | AT        |       894 | NS      | $21957.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| New Wave Group AB                                        | New Wave Group AB                                        | CUSIP: 000000000<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |      3567 | NS      | $80261.76     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Distribucion Integral Logista Holdings SA         | Cia de Distribucion Integral Logista Holdings SA         | CUSIP: 000000000<br>LEI: 9598000ANNAL42UJ7X28 | Long             | EC               | CORP              | ES        |      5505 | NS      | $149149.40    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRY AB                                                  | AFRY AB                                                  | CUSIP: 000000000<br>LEI: 549300Q87LKPPD4X9R30 | Long             | EC               | CORP              | SE        |      7877 | NS      | $142199.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Imerys SA                                                | Imerys SA                                                | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | EC               | CORP              | FR        |      2834 | NS      | $117539.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnac Darty SA                                            | Fnac Darty SA                                            | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | EC               | CORP              | FR        |      1436 | NS      | $53294.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberger Druckmaschinen AG                           | Heidelberger Druckmaschinen AG                           | CUSIP: 000000000<br>LEI: 529900ZM98OISTG16932 | Long             | EC               | CORP              | DE        |     20998 | NS      | $43164.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Big Yellow Group PLC                                     | Big Yellow Group PLC                                     | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               |  | GB        |     14652 | NS      | $218537.45    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                            | Trelleborg AB                                            | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |     20332 | NS      | $508391.03    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Dalata Hotel Group PLC                                   | Dalata Hotel Group PLC                                   | CUSIP: 000000000<br>LEI: 635400L2CWET7ONOBJ04 | Long             | EC               | CORP              | IE        |     16585 | NS      | $70066.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                  | SSAB AB                                                  | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     19592 | NS      | $140036.42    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Netcompany Group A/S                                     | Netcompany Group A/S                                     | CUSIP: 000000000<br>LEI: 5299006DEGAWX1Z1X779 | Long             | EC               | CORP              | DK        |      3318 | NS      | $132046.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                      | BlackRock Cash Funds: Institutional, SL Agency Shares    | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   6332393 | NS      | $6336192.34   | 5.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Centamin PLC                                             | Centamin PLC                                             | CUSIP: 000000000<br>LEI: 213800PDI9G7OUKLPV84 | Long             | EC               | CORP              | JE        |     98163 | NS      | $134568.18    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bavarian Nordic A/S                                      | Bavarian Nordic A/S                                      | CUSIP: 000000000<br>LEI: 2138006JCDVYIN6INP51 | Long             | EC               | CORP              | DK        |      5951 | NS      | $190571.50    | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| Wallenius Wilhelmsen ASA                                 | Wallenius Wilhelmsen ASA                                 | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |      9114 | NS      | $86492.56     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat Communications SA                               | Eutelsat Communications SA                               | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | EC               | CORP              | FR        |     14505 | NS      | $110925.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Grieg Seafood ASA                                        | Grieg Seafood ASA                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH5VC37 | Long             | EC               | CORP              | NO        |      3695 | NS      | $33099.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys PLC                                               | Currys PLC                                               | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |     92306 | NS      | $74153.29     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmanutra SpA                                          | Pharmanutra SpA                                          | CUSIP: 000000000<br>LEI: 815600F8217BC7733697 | Long             | EC               | CORP              | IT        |       321 | NS      | $20583.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bakkafrost P/F                                           | Bakkafrost P/F                                           | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |      4245 | NS      | $263408.46    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Greencore Group PLC                                      | Greencore Group PLC                                      | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               | CORP              | IE        |     43771 | NS      | $43089.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersen SA                                                | Mersen SA                                                | CUSIP: 000000000<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |      1478 | NS      | $65611.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortnox AB                                               | Fortnox AB                                               | CUSIP: 000000000<br>LEI: 549300MSNMHPC3O60W78 | Long             | EC               | CORP              | SE        |     41472 | NS      | $209273.58    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Secunet Security Networks AG                             | Secunet Security Networks AG                             | CUSIP: 000000000<br>LEI: 391200N3TQNVUCU8N039 | Long             | EC               | CORP              | DE        |       133 | NS      | $31546.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEL ASA                                                  | NEL ASA                                                  | CUSIP: 000000000<br>LEI: 549300G6XN5IXMRKEG37 | Long             | EC               | CORP              | NO        |    130969 | NS      | $224459.34    | 0.20%             |  |  |  | No            |                  2 | On Loan: —       |
| Softwareone Holding AG                                   | Softwareone Holding AG                                   | CUSIP: 000000000<br>LEI: 529900GBI88JKWXLGI05 | Long             | EC               | CORP              | CH        |      8024 | NS      | $129558.56    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Inwido AB                                                | Inwido AB                                                | CUSIP: 000000000<br>LEI: 529900A9NKQW5UTHBG13 | Long             | EC               | CORP              | SE        |      5061 | NS      | $55155.88     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                    | MFE-MediaForEurope NV                                    | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     55077 | NS      | $24137.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Peace Mark Holdings Ltd                                  | Peace Mark Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     30000 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Balanced Commercial Property Trust Ltd                   | Balanced Commercial Property Trust Ltd                   | CUSIP: 000000000<br>LEI: 213800A2B1H4ULF3K397 | Long             | EC               |  | GG        |     58933 | NS      | $57688.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spar Nord Bank A/S                                       | Spar Nord Bank A/S                                       | CUSIP: 000000000<br>LEI: 549300DHT635Q5P8J715 | Long             | EC               | CORP              | DK        |      7316 | NS      | $116535.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vesuvius PLC                                             | Vesuvius PLC                                             | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |     18657 | NS      | $94075.21     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tullow Oil PLC                                           | Tullow Oil PLC                                           | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | EC               | CORP              | GB        |     98965 | NS      | $44070.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hafnia Ltd                                               | Hafnia Ltd                                               | CUSIP: 000000000<br>LEI: 5493001KCFT0SCGJ2647 | Long             | EC               | CORP              | BM        |     10209 | NS      | $53683.28     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                             | ams-OSRAM AG                                             | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | EC               | CORP              | AT        |     22940 | NS      | $214306.78    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoegh Autoliners ASA                                     | Hoegh Autoliners ASA                                     | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |      3996 | NS      | $24820.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEM Holding SA                                           | LEM Holding SA                                           | CUSIP: 000000000<br>LEI: 5067008AF2B2C5O7TJ43 | Long             | EC               | CORP              | CH        |        49 | NS      | $108383.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shurgard Self Storage SA                                 | Shurgard Self Storage SA                                 | CUSIP: 000000000<br>LEI: 549300J0UEIKU81XO336 | Long             | EC               | CORP              | LU        |      2194 | NS      | $105869.59    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardex Holding AG                                        | Kardex Holding AG                                        | CUSIP: 000000000<br>LEI: 529900JKKMQ07D6QZ480 | Long             | EC               | CORP              | CH        |       511 | NS      | $99592.24     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ratos AB                                                 | Ratos AB                                                 | CUSIP: 000000000<br>LEI: 2138008KECUUB9VR4798 | Long             | EC               | CORP              | SE        |     17703 | NS      | $71396.26     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Workspace Group PLC                                      | Workspace Group PLC                                      | CUSIP: 000000000<br>LEI: 2138003GUZRFIN3UT430 | Long             | EC               |  | GB        |     11945 | NS      | $74368.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atalaya Mining PLC                                       | Atalaya Mining PLC                                       | CUSIP: 000000000<br>LEI: 549300QNQPXVRXGXOX56 | Long             | EC               | CORP              | CY        |      9079 | NS      | $39063.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elkem ASA                                                | Elkem ASA                                                | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |     27019 | NS      | $95706.49     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Europris ASA                                             | Europris ASA                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |     12915 | NS      | $83206.14     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontobel Holding AG                                      | Vontobel Holding AG                                      | CUSIP: 000000000<br>LEI: 529900G69W5VR3DDPW23 | Long             | EC               | CORP              | CH        |      2378 | NS      | $168416.88    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| u-blox Holding AG                                        | u-blox Holding AG                                        | CUSIP: 000000000<br>LEI: 506700B2W2NUXS9X8479 | Long             | EC               | CORP              | CH        |       557 | NS      | $66623.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Ocean Group Ltd                                   | Golden Ocean Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | BM        |     11164 | NS      | $106802.46    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Smart Metering Systems PLC                               | Smart Metering Systems PLC                               | CUSIP: 000000000<br>LEI: 213800FGOUFSDPE33S71 | Long             | EC               | CORP              | GB        |     10797 | NS      | $115806.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DS Smith PLC                                             | DS Smith PLC                                             | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |    115672 | NS      | $506401.35    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group PLC                                 | Morgan Sindall Group PLC                                 | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |      3536 | NS      | $71580.62     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEKO AB                                                  | MEKO AB                                                  | CUSIP: 000000000<br>LEI: 529900R809HC1RFRQA91 | Long             | EC               | CORP              | SE        |      3312 | NS      | $36708.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| B&S Group Sarl                                           | B&S Group Sarl                                           | CUSIP: 000000000<br>LEI: 549300PRNTIVQHLEZ808 | Long             | EC               | CORP              | LU        |      2462 | NS      | $13516.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atresmedia Corp de Medios de Comunicacion SA             | Atresmedia Corp de Medios de Comunicacion SA             | CUSIP: 000000000<br>LEI: 95980020140005491929 | Long             | EC               | CORP              | ES        |      7125 | NS      | $26562.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cargotec Oyj                                             | Cargotec Oyj                                             | CUSIP: 000000000<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |      3198 | NS      | $162818.98    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MARR SpA                                                 | MARR SpA                                                 | CUSIP: 000000000<br>LEI: 815600576D5536AC7B34 | Long             | EC               | CORP              | IT        |      2936 | NS      | $38603.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                  | SPIE SA                                                  | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |     11018 | NS      | $300794.29    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Vienna Insurance Group AG Wiener Versicherung Gruppe     | Vienna Insurance Group AG Wiener Versicherung Gruppe     | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |      3134 | NS      | $85289.85     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Krones AG                                                | Krones AG                                                | CUSIP: 000000000<br>LEI: 529900NY2GSZWWUBW049 | Long             | EC               | CORP              | DE        |      1199 | NS      | $139999.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitchells & Butlers PLC                                  | Mitchells & Butlers PLC                                  | CUSIP: 000000000<br>LEI: 213800JHYNDNB1NS2W10 | Long             | EC               | CORP              | GB        |     22277 | NS      | $45264.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schweiter Technologies AG                                | Schweiter Technologies AG                                | CUSIP: 000000000<br>LEI: 894500D6OYCP8P8P7317 | Long             | EC               | CORP              | CH        |        82 | NS      | $72378.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Flow Traders Ltd                                         | Flow Traders Ltd                                         | CUSIP: 000000000<br>LEI: 549300GSUZI1V3BEXQ36 | Long             | EC               | CORP              | BM        |      2532 | NS      | $65128.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Odfjell Drilling Ltd                                     | Odfjell Drilling Ltd                                     | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | BM        |      7642 | NS      | $20386.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STO SE & Co KGaA                                         | STO SE & Co KGaA                                         | CUSIP: 000000000<br>LEI: 5299006NYTD89XM31K74 | Long             | EP               | CORP              | DE        |       205 | NS      | $34436.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuit Group PLC                                         | Genuit Group PLC                                         | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |     21309 | NS      | $85905.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FLSmidth & Co A/S                                        | FLSmidth & Co A/S                                        | CUSIP: 000000000<br>LEI: 213800MXXDGQ3ITPXI41 | Long             | EC               | CORP              | DK        |      4393 | NS      | $188749.83    | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| Atos SE                                                  | Atos SE                                                  | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | EC               | CORP              | FR        |      8395 | NS      | $110742.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Casino Guichard Perrachon SA                             | Casino Guichard Perrachon SA                             | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | Long             | EC               | CORP              | FR        |      3500 | NS      | $43011.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Rotork PLC                                               | Rotork PLC                                               | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |     72181 | NS      | $284337.68    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Avanza Bank Holding AB                                   | Avanza Bank Holding AB                                   | CUSIP: 000000000<br>LEI: 549300MBWR5H8SIJLE03 | Long             | EC               | CORP              | SE        |     10573 | NS      | $243957.25    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DiscoverIE Group PLC                                     | DiscoverIE Group PLC                                     | CUSIP: 000000000<br>LEI: 213800BMDLQU1VEEAN68 | Long             | EC               | CORP              | GB        |      7999 | NS      | $84890.44     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                                   | Safestore Holdings PLC                                   | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               |  | GB        |     17835 | NS      | $222075.92    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                      | Samhallsbyggnadsbolaget i Norden AB                      | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | EC               | CORP              | SE        |     14070 | NS      | $27777.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hochschild Mining PLC                                    | Hochschild Mining PLC                                    | CUSIP: 000000000<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | GB        |     28057 | NS      | $23702.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Van de Velde NV                                          | Van de Velde NV                                          | CUSIP: 000000000<br>LEI: 5493009LLUCOLP3YH507 | Long             | EC               | CORP              | BE        |       476 | NS      | $16117.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Horizons ASA                                        | Aker Horizons ASA                                        | CUSIP: 000000000<br>LEI: 549300SX4Z9T612Q0N59 | Long             | EC               | CORP              | NO        |     19322 | NS      | $27989.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar A/S                                                | Solar A/S                                                | CUSIP: 000000000<br>LEI: 21380031XTLI9X5MTY92 | Long             | EC               | CORP              | DK        |       475 | NS      | $43886.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiit SpA                                                 | Wiit SpA                                                 | CUSIP: 000000000<br>LEI: 815600AB2BDB42BC0E81 | Long             | EC               | CORP              | IT        |      1097 | NS      | $25299.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Freenet AG                                               | Freenet AG                                               | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |      9461 | NS      | $229989.80    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                          | Pirelli & C SpA                                          | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |     29239 | NS      | $146390.45    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Financial Markets Consulting PLC                   | Alpha Financial Markets Consulting PLC                   | CUSIP: 000000000<br>LEI: 2138003XGYCLWLC7GF39 | Long             | EC               | CORP              | GB        |      9548 | NS      | $54736.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Troax Group AB                                           | Troax Group AB                                           | CUSIP: 000000000<br>LEI: 5493003TBEWGBIEG1X97 | Long             | EC               | CORP              | SE        |      3418 | NS      | $71923.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Atoss Software AG                                        | Atoss Software AG                                        | CUSIP: 000000000<br>LEI: 529900Q9G9280ADNOA39 | Long             | EC               | CORP              | DE        |       347 | NS      | $61394.27     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                             | Cofinimmo SA                                             | CUSIP: 000000000<br>LEI: 549300TM914CSF6KI389 | Long             | EC               |  | BE        |      2568 | NS      | $233583.01    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Burkhalter Holding AG                                    | Burkhalter Holding AG                                    | CUSIP: 000000000<br>LEI: 3912002Q7RGEIHPQ0J90 | Long             | EC               | CORP              | CH        |       540 | NS      | $50178.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Stadler Rail AG                                          | Stadler Rail AG                                          | CUSIP: 000000000<br>LEI: 506700781XDET0A89669 | Long             | EC               | CORP              | CH        |      4227 | NS      | $161680.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Keystone Petroleum Ltd                              | Gulf Keystone Petroleum Ltd                              | CUSIP: 000000000<br>LEI: 213800QTAQOSSTNTPO15 | Long             | EC               | CORP              | BM        |     17903 | NS      | $45798.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Direct Line Insurance Group PLC                          | Direct Line Insurance Group PLC                          | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |    110688 | NS      | $242699.36    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                                       | Banca Generali SpA                                       | CUSIP: 000000000<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |      4891 | NS      | $180436.26    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AURELIUS Equity Opportunities SE & Co KGaA               | AURELIUS Equity Opportunities SE & Co KGaA               | CUSIP: 000000000<br>LEI: 3912001SWR0QKOSUHR50 | Long             | EC               | CORP              | DE        |      2289 | NS      | $39216.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixt SE                                                  | Sixt SE                                                  | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | EC               | CORP              | DE        |      1160 | NS      | $144223.83    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Breedon Group PLC                                        | Breedon Group PLC                                        | CUSIP: 000000000<br>LEI: 213800ZQKCIVCPN9H229 | Long             | EC               | CORP              | JE        |    128782 | NS      | $109095.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| John Wood Group PLC                                      | John Wood Group PLC                                      | CUSIP: 000000000<br>LEI: 549300PLYY6I10B6S323 | Long             | EC               | CORP              | GB        |     58041 | NS      | $101751.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                                | Nordex SE                                                | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |     11543 | NS      | $175416.47    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                    | MFE-MediaForEurope NV                                    | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     25128 | NS      | $17014.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Salvatore Ferragamo SpA                                  | Salvatore Ferragamo SpA                                  | CUSIP: 000000000<br>LEI: 5493005GRP0FEE3NRI35 | Long             | EC               | CORP              | IT        |      4278 | NS      | $84898.73     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| V-ZUG Holding AG                                         | V-ZUG Holding AG                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       211 | NS      | $21250.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Resurs Holding AB                                        | Resurs Holding AB                                        | CUSIP: 000000000<br>LEI: 5493006KHWZ6OVF3IO54 | Long             | EC               | CORP              | SE        |     10336 | NS      | $27522.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SA                                                 | Vicat SA                                                 | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |      1465 | NS      | $40908.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE Automotive SA                                        | CIE Automotive SA                                        | CUSIP: 000000000<br>LEI: 95980020140005381252 | Long             | EC               | CORP              | ES        |      4169 | NS      | $123838.33    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                                             | HUGO BOSS AG                                             | CUSIP: 000000000<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |      4769 | NS      | $323863.53    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                                | Reply SpA                                                | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |      1903 | NS      | $247022.99    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                      | Samhallsbyggnadsbolaget i Norden AB                      | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | EC               | CORP              | SE        |     89559 | NS      | $163614.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Fincantieri SpA                                          | Fincantieri SpA                                          | CUSIP: 000000000<br>LEI: 8156005BDF49128B6239 | Long             | EC               | CORP              | IT        |     45766 | NS      | $30167.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                       | Azimut Holding SpA                                       | CUSIP: 000000000<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |      8993 | NS      | $224516.39    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                         | Zehnder Group AG                                         | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |       852 | NS      | $63413.02     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UNTRADE.REALGOLD MINING                                  | UNTRADE.REALGOLD MINING                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     27000 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Huber + Suhner AG                                        | Huber + Suhner AG                                        | CUSIP: 000000000<br>LEI: 5067007PRZ9OSX7A6787 | Long             | EC               | CORP              | CH        |      1366 | NS      | $131003.90    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Econocom Group SA/NV                                     | Econocom Group SA/NV                                     | CUSIP: 000000000<br>LEI: 5493006G5O9JP185PU76 | Long             | EC               | CORP              | BE        |      8168 | NS      | $25307.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley PLC                                              | Beazley PLC                                              | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |     51247 | NS      | $421731.93    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                          | SBM Offshore NV                                          | CUSIP: 000000000<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |     11390 | NS      | $179062.77    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambu A/S                                                 | Ambu A/S                                                 | CUSIP: 000000000<br>LEI: 5299008W2A69WX355710 | Long             | EC               | CORP              | DK        |     14040 | NS      | $193938.39    | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| Jyske Bank A/S                                           | Jyske Bank A/S                                           | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |      4366 | NS      | $314890.55    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Eramet SA                                                | Eramet SA                                                | CUSIP: 000000000<br>LEI: 549300LUH78PG2MP6N64 | Long             | EC               | CORP              | FR        |       822 | NS      | $82153.21     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Martens PLC                                           | Dr Martens PLC                                           | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |     50375 | NS      | $96546.50     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Komax Holding AG                                         | Komax Holding AG                                         | CUSIP: 000000000<br>LEI: 529900UID9PCQXLG9479 | Long             | EC               | CORP              | CH        |       330 | NS      | $108574.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobilezone Holding AG                                    | Mobilezone Holding AG                                    | CUSIP: 000000000<br>LEI: 506700P3R89PJL1LM545 | Long             | EC               | CORP              | CH        |      3527 | NS      | $64043.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaftesbury PLC                                          | Shaftesbury PLC                                          | CUSIP: 000000000<br>LEI: 213800N7LHKFNTDKAT98 | Long             | EC               |  | GB        |     15863 | NS      | $77258.71     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRIZIA SE                                              | PATRIZIA SE                                              | CUSIP: 000000000<br>LEI: 5299002NZCMF1NIHZ018 | Long             | EC               | CORP              | DE        |      3918 | NS      | $48519.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Caverion Oyj                                             | Caverion Oyj                                             | CUSIP: 000000000<br>LEI: 7437007ECQWVPCJIS695 | Long             | EC               | CORP              | FI        |      8289 | NS      | $76416.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitie Group PLC                                          | Mitie Group PLC                                          | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |    116855 | NS      | $112370.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xior Student Housing NV                                  | Xior Student Housing NV                                  | CUSIP: 000000000<br>LEI: 549300JK7HFOCP0U8K85 | Long             | EC               |  | BE        |      2068 | NS      | $69478.96     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Meltwater NV                                             | Meltwater NV                                             | CUSIP: 000000000<br>LEI: 213800LTM5FFHVRLNM97 | Long             | EC               | CORP              | NL        |     10670 | NS      | $19124.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Korian SA                                                | Korian SA                                                | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | EC               | CORP              | FR        |      6171 | NS      | $64616.23     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aubay                                                    | Aubay                                                    | CUSIP: 000000000<br>LEI: 969500KGFSDP6UUKIA67 | Long             | EC               | CORP              | FR        |       654 | NS      | $33697.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trifork Holding AG                                       | Trifork Holding AG                                       | CUSIP: 000000000<br>LEI: 8945004BYZKXPESTBL36 | Long             | EC               | CORP              | CH        |      1049 | NS      | $23853.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coor Service Management Holding AB                       | Coor Service Management Holding AB                       | CUSIP: 000000000<br>LEI: 529900TMO6717OKBSU69 | Long             | EC               | CORP              | SE        |      7770 | NS      | $49645.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iveco Group NV                                           | Iveco Group NV                                           | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | NL        |     17276 | NS      | $141500.43    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Stroeer SE & Co KGaA                                     | Stroeer SE & Co KGaA                                     | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |      2872 | NS      | $157474.36    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexity SA                                                | Nexity SA                                                | CUSIP: 000000000<br>LEI: 969500JJ71T2DIPDVV84 | Long             | EC               | CORP              | FR        |      3339 | NS      | $100867.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontron AG                                               | Kontron AG                                               | CUSIP: 000000000<br>LEI: 5299002PSXXMVHB26433 | Long             | EC               | CORP              | AT        |      3715 | NS      | $75491.82     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Ypsomed Holding AG                                       | Ypsomed Holding AG                                       | CUSIP: 000000000<br>LEI: 391200QLIOTTBNPNSI14 | Long             | EC               | CORP              | CH        |       343 | NS      | $70389.23     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgepoint Group PLC                                    | Bridgepoint Group PLC                                    | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |     20688 | NS      | $61396.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Impact Healthcare Reit PLC                               | Impact Healthcare Reit PLC                               | CUSIP: 000000000<br>LEI: 213800AX3FHPMJL4IJ53 | Long             | EC               |  | GB        |     29080 | NS      | $37285.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anima Holding SpA                                        | Anima Holding SpA                                        | CUSIP: 000000000<br>LEI: 549300T1EREIRH8ICX03 | Long             | EC               | CORP              | IT        |     19510 | NS      | $86057.90     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                  | Saab AB                                                  | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      6217 | NS      | $254514.51    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Bros SpA                                         | Digital Bros SpA                                         | CUSIP: 000000000<br>LEI: 815600D581F8552C4F54 | Long             | EC               | CORP              | IT        |       429 | NS      | $10148.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Crest Nicholson Holdings plc                             | Crest Nicholson Holdings plc                             | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |     20977 | NS      | $63121.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eckert & Ziegler Strahlen- und Medizintechnik AG         | Eckert & Ziegler Strahlen- und Medizintechnik AG         | CUSIP: 000000000<br>LEI: 391200EUDABLUKXCKG48 | Long             | EC               | CORP              | DE        |      1222 | NS      | $71106.33     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Finnair Oyj                                              | Finnair Oyj                                              | CUSIP: 000000000<br>LEI: 213800SB6EOB8SSK9W63 | Long             | EC               | CORP              | FI        |     49145 | NS      | $27694.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| ITM Power PLC                                            | ITM Power PLC                                            | CUSIP: 000000000<br>LEI: 21380042MB2JKZ6RRP12 | Long             | EC               | CORP              | GB        |     34830 | NS      | $43653.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| A2A SpA                                                  | A2A SpA                                                  | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |    131502 | NS      | $197973.96    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Impax Asset Management Group PLC                         | Impax Asset Management Group PLC                         | CUSIP: 000000000<br>LEI: 213800AJDNW4S2B7E680 | Long             | EC               | CORP              | GB        |      7484 | NS      | $71955.61     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                           | BE Semiconductor Industries NV                           | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      6128 | NS      | $438313.48    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Orron Energy ab                                          | Orron Energy ab                                          | CUSIP: 000000000<br>LEI: 549300IULC8F8IGXKI15 | Long             | EC               | CORP              | SE        |     16771 | NS      | $31091.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Agrana Beteiligungs AG                                   | Agrana Beteiligungs AG                                   | CUSIP: 000000000<br>LEI: 5299006C0EVA5LAYOR30 | Long             | EC               | CORP              | AT        |       984 | NS      | $17650.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neinor Homes SA                                          | Neinor Homes SA                                          | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | EC               | CORP              | ES        |      2281 | NS      | $22886.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THG PLC                                                  | THG PLC                                                  | CUSIP: 000000000<br>LEI: 21380066N3SV9O8IDP37 | Long             | EC               | CORP              | GB        |     66294 | NS      | $47582.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Vetropack Holding AG                                     | Vetropack Holding AG                                     | CUSIP: 000000000<br>LEI: 894500HGD08C8B6GS128 | Long             | EC               | CORP              | CH        |       985 | NS      | $45440.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                 | CTS Eventim AG & Co KGaA                                 | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |      4861 | NS      | $341226.32    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Reit PLC                                            | Home Reit PLC                                            | CUSIP: 000000000<br>LEI: 213800A53AOVH3FCGG44 | Long             | EC               |  | GB        |     61201 | NS      | $28709.34     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Medicover AB                                             | Medicover AB                                             | CUSIP: 000000000<br>LEI: 5493000E9BUOYMOW2K53 | Long             | EC               | CORP              | SE        |      5396 | NS      | $92164.18     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Boozt AB                                                 | Boozt AB                                                 | CUSIP: 000000000<br>LEI: 549300HOEUKTVLRKQQ57 | Long             | EC               | CORP              | SE        |      4366 | NS      | $56737.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                     | Koninklijke Vopak NV                                     | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |      5865 | NS      | $176715.76    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| De' Longhi SpA                                           | De' Longhi SpA                                           | CUSIP: 000000000<br>LEI: 8156000E09A52C4F8A38 | Long             | EC               | CORP              | IT        |      6369 | NS      | $147022.55    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixt SE                                                  | Sixt SE                                                  | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | EP               | CORP              | DE        |      1413 | NS      | $107678.61    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Immobel SA                                               | Immobel SA                                               | CUSIP: 000000000<br>LEI: 549300GAV4HKKFJA8W67 | Long             | EC               | CORP              | BE        |       366 | NS      | $18785.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Implenia AG                                              | Implenia AG                                              | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |      1134 | NS      | $47635.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Avon Protection PLC                                      | Avon Protection PLC                                      | CUSIP: 000000000<br>LEI: 213800JM1AN62REBWA71 | Long             | EC               | CORP              | GB        |      2584 | NS      | $32175.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche EuroShop AG                                     | Deutsche EuroShop AG                                     | CUSIP: 000000000<br>LEI: 529900Y9QTEFHFEKQ736 | Long             | EC               | CORP              | DE        |      1225 | NS      | $28939.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Steel Holding AG                                   | Swiss Steel Holding AG                                   | CUSIP: 000000000<br>LEI: 529900PTQ0Z1J44SHZ08 | Long             | EC               | CORP              | CH        |     64595 | NS      | $13546.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokian Renkaat Oyj                                       | Nokian Renkaat Oyj                                       | CUSIP: 000000000<br>LEI: 743700YQIO8Y4L4WKR40 | Long             | EC               | CORP              | FI        |     11013 | NS      | $131919.73    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS PETROLUB SE                                        | FUCHS PETROLUB SE                                        | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |      5822 | NS      | $232265.08    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                                | Rubis SCA                                                | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |      7828 | NS      | $219068.84    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon Composites ASA                                   | Hexagon Composites ASA                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJWMW49 | Long             | EC               | CORP              | NO        |     10623 | NS      | $35819.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                | Marks & Spencer Group PLC                                | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |    165592 | NS      | $298697.20    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Outokumpu Oyj                                            | Outokumpu Oyj                                            | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |     30945 | NS      | $177208.47    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Wavestone                                                | Wavestone                                                | CUSIP: 000000000<br>LEI: 969500GSN25I3B3X6F94 | Long             | EC               | CORP              | FR        |       658 | NS      | $34540.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gestamp Automocion SA                                    | Gestamp Automocion SA                                    | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | EC               | CORP              | ES        |     14084 | NS      | $62185.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Cia de Seguridad SA                             | Prosegur Cia de Seguridad SA                             | CUSIP: 000000000<br>LEI: 549300N94L4D5NDBFG97 | Long             | EC               | CORP              | ES        |     17602 | NS      | $39838.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                      | Danieli & C Officine Meccaniche SpA                      | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EC               | CORP              | IT        |       990 | NS      | $25655.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Esker SA                                                 | Esker SA                                                 | CUSIP: 000000000<br>LEI: 969500VMAA9YBAGPU774 | Long             | EC               | CORP              | FR        |       454 | NS      | $75803.33     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ICADE                                                    | ICADE                                                    | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | EC               |  | FR        |      2913 | NS      | $138368.04    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Zur Rose Group AG                                        | Zur Rose Group AG                                        | CUSIP: 000000000<br>LEI: 50670038OH136R5Z4663 | Long             | EC               | CORP              | CH        |       780 | NS      | $29428.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Restore PLC                                              | Restore PLC                                              | CUSIP: 000000000<br>LEI: 213800CE3EOGYML9AY08 | Long             | EC               | CORP              | GB        |     10198 | NS      | $37314.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca IFIS SpA                                           | Banca IFIS SpA                                           | CUSIP: 000000000<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |      2465 | NS      | $41281.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coltene Holding AG                                       | Coltene Holding AG                                       | CUSIP: 000000000<br>LEI: 894500KE52GRSIVJAP50 | Long             | EC               | CORP              | CH        |       206 | NS      | $16988.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Games Workshop Group PLC                                 | Games Workshop Group PLC                                 | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |      2748 | NS      | $318748.94    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Duerr AG                                                 | Duerr AG                                                 | CUSIP: 000000000<br>LEI: 5299003APZ54EDTSRO20 | Long             | EC               | CORP              | DE        |      4391 | NS      | $167533.79    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hill & Smith PLC                                         | Hill & Smith PLC                                         | CUSIP: 000000000<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |      6685 | NS      | $103844.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SSP Group Plc                                            | SSP Group Plc                                            | CUSIP: 000000000<br>LEI: 213800QGNIWTXFMENJ24 | Long             | EC               | CORP              | GB        |     67588 | NS      | $216387.11    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                        | TOMRA Systems ASA                                        | CUSIP: 000000000<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |     19945 | NS      | $352095.77    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Basler AG                                                | Basler AG                                                | CUSIP: 000000000<br>LEI: 5299006OKY4JQTOWH448 | Long             | EC               | CORP              | DE        |       897 | NS      | $33203.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Arbonia AG                                               | Arbonia AG                                               | CUSIP: 000000000<br>LEI: 52990053OCTMTW77M139 | Long             | EC               | CORP              | CH        |      4305 | NS      | $60344.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Burford Capital Ltd                                      | Burford Capital Ltd                                      | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |     15683 | NS      | $140950.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jungheinrich AG                                          | Jungheinrich AG                                          | CUSIP: 000000000<br>LEI: 529900PHZORTU6FSXE73 | Long             | EP               | CORP              | DE        |      4079 | NS      | $162221.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokmanni Group Corp                                      | Tokmanni Group Corp                                      | CUSIP: 000000000<br>LEI: 743700VMG6KWF0FW1560 | Long             | EC               | CORP              | FI        |      4301 | NS      | $55455.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Huhtamaki Oyj                                            | Huhtamaki Oyj                                            | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | EC               | CORP              | FI        |      8121 | NS      | $303748.60    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Kier Group PLC                                           | Kier Group PLC                                           | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | EC               | CORP              | GB        |     36212 | NS      | $30581.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bytes Technology Group PLC                               | Bytes Technology Group PLC                               | CUSIP: 000000000<br>LEI: 213800LA4DZLFBAC9O33 | Long             | EC               | CORP              | GB        |     18450 | NS      | $88027.31     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Saras SpA                                                | Saras SpA                                                | CUSIP: 000000000<br>LEI: 5299005KJSU2AQUJUH84 | Long             | EC               | CORP              | IT        |     49124 | NS      | $85168.01     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group PLC                                        | QinetiQ Group PLC                                        | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |     48491 | NS      | $217510.62    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Grainger PLC                                             | Grainger PLC                                             | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               | CORP              | GB        |     63035 | NS      | $201742.09    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexatronic Group AB                                      | Hexatronic Group AB                                      | CUSIP: 000000000<br>LEI: 2138001VSY1B4U9JLM82 | Long             | EC               | CORP              | SE        |     13820 | NS      | $170102.83    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestum AB                                                | Vestum AB                                                | CUSIP: 000000000<br>LEI: 549300V2QS9QL4C1KQ31 | Long             | EC               | CORP              | SE        |     12301 | NS      | $21650.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Greenvolt-Energias Renovaveis SA                         | Greenvolt-Energias Renovaveis SA                         | CUSIP: 000000000<br>LEI: 549300ZSZ6VJXXCVUM49 | Long             | EC               | CORP              | PT        |      4777 | NS      | $40046.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rvrc Holding AB                                          | Rvrc Holding AB                                          | CUSIP: 000000000<br>LEI: 549300YU7003VHQV3J57 | Long             | EC               | CORP              | SE        |      3218 | NS      | $10952.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloetta AB                                               | Cloetta AB                                               | CUSIP: 000000000<br>LEI: 549300CSLHPO6Y1AZN37 | Long             | EC               | CORP              | SE        |     17762 | NS      | $36994.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OC Oerlikon Corp AG                                      | OC Oerlikon Corp AG                                      | CUSIP: 000000000<br>LEI: 529900I8VLAZR2FJ0M10 | Long             | EC               | CORP              | CH        |     15922 | NS      | $109316.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tonies SE                                                | Tonies SE                                                | CUSIP: 000000000<br>LEI: 222100DAYRVSS1X9EB98 | Long             | EC               | CORP              | LU        |      4247 | NS      | $26040.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmet Oyj                                               | Valmet Oyj                                               | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |     14037 | NS      | $440801.53    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Deliveroo PLC                                            | Deliveroo PLC                                            | CUSIP: 000000000<br>LEI: 984500F6537F74DDEE77 | Long             | EC               | CORP              | GB        |     75174 | NS      | $86153.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Esprinet SpA                                             | Esprinet SpA                                             | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |      2465 | NS      | $19548.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamburger Hafen und Logistik AG                          | Hamburger Hafen und Logistik AG                          | CUSIP: 000000000<br>LEI: 52990003RXKZ9J9ERW70 | Long             | EC               | CORP              | DE        |      2144 | NS      | $30280.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| X-Fab Silicon Foundries SE                               | X-Fab Silicon Foundries SE                               | CUSIP: 000000000<br>LEI: 5493003UDPENPUQBJH65 | Long             | EC               | CORP              | BE        |      5365 | NS      | $46931.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| ALSO Holding AG                                          | ALSO Holding AG                                          | CUSIP: 000000000<br>LEI: 529900ACS8A6PTQI6141 | Long             | EC               | CORP              | CH        |       548 | NS      | $111624.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Schoeller-Bleckmann Oilfield Equipment AG                | Schoeller-Bleckmann Oilfield Equipment AG                | CUSIP: 000000000<br>LEI: 549300ZD9ED8GSG3JW36 | Long             | EC               | CORP              | AT        |       815 | NS      | $59783.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                           | Air France-KLM                                           | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | EC               | CORP              | FR        |     97504 | NS      | $164830.54    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| F-Secure Oyj                                             | F-Secure Oyj                                             | CUSIP: 000000000<br>LEI: 9845006BFDJF0375E466 | Long             | EC               | CORP              | FI        |     10218 | NS      | $32619.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Uponor Oyj                                               | Uponor Oyj                                               | CUSIP: 000000000<br>LEI: 743700KA2GMSYJM3CM12 | Long             | EC               | CORP              | FI        |      4464 | NS      | $79501.60     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedifica SA                                              | Aedifica SA                                              | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               |  | BE        |      3339 | NS      | $293003.98    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Landis+Gyr Group AG                                      | Landis+Gyr Group AG                                      | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |      1812 | NS      | $133493.13    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Note AB                                                  | Note AB                                                  | CUSIP: 000000000<br>LEI: 54930038JVQ3CMTEO084 | Long             | EC               | CORP              | SE        |      1418 | NS      | $29766.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Plus PLC                                         | Telecom Plus PLC                                         | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |      5405 | NS      | $133122.06    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Synthomer PLC                                            | Synthomer PLC                                            | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | EC               | CORP              | GB        |     30340 | NS      | $58576.70     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Porr Ag                                                  | Porr Ag                                                  | CUSIP: 000000000<br>LEI: 529900ARBU9SBJFNX419 | Long             | EC               | CORP              | AT        |      1445 | NS      | $20767.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orior AG                                                 | Orior AG                                                 | CUSIP: 000000000<br>LEI: 50670020I84ZA17K9522 | Long             | EC               | CORP              | CH        |       534 | NS      | $44206.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS                                                    | IPSOS                                                    | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |      3378 | NS      | $218919.97    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Rovio Entertainment Oyj                                  | Rovio Entertainment Oyj                                  | CUSIP: 000000000<br>LEI: 743700H95H3OPXDV6568 | Long             | EC               | CORP              | FI        |      3298 | NS      | $26388.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebusco Holding NV                                        | Ebusco Holding NV                                        | CUSIP: 000000000<br>LEI: 894500WSIBBFFKHL6B32 | Long             | EC               | CORP              | NL        |      1203 | NS      | $17719.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Pets at Home Group Plc                                   | Pets at Home Group Plc                                   | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |     41362 | NS      | $179933.87    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagarro SE                                               | Nagarro SE                                               | CUSIP: 000000000<br>LEI: 9845008396BA67DA9B37 | Long             | EC               | CORP              | DE        |       706 | NS      | $96717.33     | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Implantica AG                                            | Implantica AG                                            | CUSIP: 000000000<br>LEI: 5493007VLX358PSHF006 | Long             | EC               | CORP              | LI        |      2815 | NS      | $10996.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volution Group PLC                                       | Volution Group PLC                                       | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |     17270 | NS      | $80538.50     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CLS Holdings PLC                                         | CLS Holdings PLC                                         | CUSIP: 000000000<br>LEI: 213800A357TKB2TD9U78 | Long             | EC               | CORP              | GB        |     14965 | NS      | $27489.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Matas A/S                                                | Matas A/S                                                | CUSIP: 000000000<br>LEI: 2138004PXX8LWGHGL872 | Long             | EC               | CORP              | DK        |      3001 | NS      | $32657.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Group International PLC                            | Alpha Group International PLC                            | CUSIP: 000000000<br>LEI: 213800RESM1FPUXY6K31 | Long             | EC               | CORP              | GB        |      2647 | NS      | $60698.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                  | SCOR SE                                                  | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |     12897 | NS      | $318326.59    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Kahoot! ASA                                              | Kahoot! ASA                                              | CUSIP: 000000000<br>LEI: 2549004957SZTRN8CW77 | Long             | EC               | CORP              | NO        |     23155 | NS      | $40932.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Wincanton PLC                                            | Wincanton PLC                                            | CUSIP: 000000000<br>LEI: 213800Z5WTW8QKOHWQ82 | Long             | EC               | CORP              | GB        |     10140 | NS      | $37003.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DNO ASA                                                  | DNO ASA                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH3K072 | Long             | EC               | CORP              | NO        |     36895 | NS      | $45517.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                              | easyJet PLC                                              | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |     25649 | NS      | $156243.05    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                              | Swissquote Group Holding SA                              | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |       841 | NS      | $151889.93    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape PLC                                             | Inchcape PLC                                             | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |     31757 | NS      | $358051.31    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Capita PLC                                               | Capita PLC                                               | CUSIP: 000000000<br>LEI: CMIGEWPLHL4M7ZV0IZ88 | Long             | EC               | CORP              | GB        |    138524 | NS      | $47784.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genel Energy Plc                                         | Genel Energy Plc                                         | CUSIP: 000000000<br>LEI: 549300IVCJDWC3LR8F94 | Long             | EC               | CORP              | JE        |     12464 | NS      | $19681.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Opdenergy Holdings SA                                    | Opdenergy Holdings SA                                    | CUSIP: 000000000<br>LEI: 959800KT1FVNZ7HC1R25 | Long             | EC               | CORP              | ES        |      3721 | NS      | $17920.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediclinic International PLC                             | Mediclinic International PLC                             | CUSIP: 000000000<br>LEI: 2138002S5BSBIZTD5I60 | Long             | EC               | CORP              | GB        |     34201 | NS      | $209254.95    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitesco Technologies Group AG                            | Vitesco Technologies Group AG                            | CUSIP: 000000000<br>LEI: 529900CCDMZ7UCYYS252 | Long             | EC               | CORP              | DE        |      1728 | NS      | $119775.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| National Express Group PLC                               | National Express Group PLC                               | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | EC               | CORP              | GB        |     42684 | NS      | $70311.68     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cembra Money Bank AG                                     | Cembra Money Bank AG                                     | CUSIP: 000000000<br>LEI: 549300ZDHOETLAIVTE82 | Long             | EC               | CORP              | CH        |      2512 | NS      | $223031.80    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                              | HOCHTIEF AG                                              | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |      2279 | NS      | $144485.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Trigano SA                                               | Trigano SA                                               | CUSIP: 000000000<br>LEI: 969500KLZPNMO8TUM811 | Long             | EC               | CORP              | FR        |       717 | NS      | $99945.86     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                   | SES SA                                                   | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |     32294 | NS      | $250605.58    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Norma Group SE                                           | Norma Group SE                                           | CUSIP: 000000000<br>LEI: 5299000LM9HC76W5XD46 | Long             | EC               | CORP              | DE        |      2589 | NS      | $55732.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Viscofan SA                                              | Viscofan SA                                              | CUSIP: 000000000<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |      3302 | NS      | $212815.85    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Halfords Group PLC                                       | Halfords Group PLC                                       | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |     18217 | NS      | $46085.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Austevoll Seafood ASA                                    | Austevoll Seafood ASA                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |      7623 | NS      | $75518.38     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gurit Holding AG                                         | Gurit Holding AG                                         | CUSIP: 000000000<br>LEI: 529900VOD3V5IBEW8G44 | Long             | EC               | CORP              | CH        |       307 | NS      | $34204.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ascopiave SpA                                            | Ascopiave SpA                                            | CUSIP: 000000000<br>LEI: 815600ABFF26D15A4920 | Long             | EC               | CORP              | IT        |      4611 | NS      | $13349.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                                | Coface SA                                                | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |      8799 | NS      | $123035.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                    | PSP Swiss Property AG                                    | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |      3855 | NS      | $480578.58    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL Carbon SE                                            | SGL Carbon SE                                            | CUSIP: 000000000<br>LEI: 52990038IB31TYK07X63 | Long             | EC               | CORP              | DE        |      5399 | NS      | $46787.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Auto1 Group SE                                           | Auto1 Group SE                                           | CUSIP: 000000000<br>LEI: 391200S2LPXG5ZD5G304 | Long             | EC               | CORP              | DE        |      7450 | NS      | $60355.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Van Lanschot Kempen NV                                   | Van Lanschot Kempen NV                                   | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | EC               | CORP              | NL        |      2543 | NS      | $73172.02     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Empiric Student Property PLC                             | Empiric Student Property PLC                             | CUSIP: 000000000<br>LEI: 213800FPF38IBPRFPU87 | Long             | EC               |  | GB        |     49518 | NS      | $53356.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ERG SpA                                                  | ERG SpA                                                  | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | EC               | CORP              | IT        |      5117 | NS      | $154515.25    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Volue ASA                                                | Volue ASA                                                | CUSIP: 000000000<br>LEI: 549300WCI347SOTFJB71 | Long             | EC               | CORP              | NO        |      3773 | NS      | $11472.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forterra PLC                                             | Forterra PLC                                             | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |     18172 | NS      | $47831.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI PLC                                                  | IMI PLC                                                  | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |     21897 | NS      | $392067.71    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| APERAM SA                                                | APERAM SA                                                | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |      4075 | NS      | $160813.29    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Melia Hotels International SA                            | Melia Hotels International SA                            | CUSIP: 000000000<br>LEI: 959800JRKSZ6YZD4EL80 | Long             | EC               | CORP              | ES        |      9922 | NS      | $66068.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CANCOM SE                                                | CANCOM SE                                                | CUSIP: 000000000<br>LEI: 391200T4AUN1BPBXAO14 | Long             | EC               | CORP              | DE        |      2963 | NS      | $102148.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kloeckner & Co SE                                        | Kloeckner & Co SE                                        | CUSIP: 000000000<br>LEI: 529900CQ31CN6GV5LL52 | Long             | EC               | CORP              | DE        |      6570 | NS      | $69428.18     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                                      | Virgin Money UK PLC                                      | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | EC               | CORP              | GB        |    107904 | NS      | $258182.25    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Grafton Group PLC                                        | Grafton Group PLC                                        | CUSIP: 000000000<br>LEI: 635400BE9SBAG61DJ963 | Long             | EC               | CORP              | IE        |     18230 | NS      | $206927.75    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                                     | Credito Emiliano SpA                                     | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | EC               | CORP              | IT        |      7373 | NS      | $62794.68     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                                          | Wienerberger AG                                          | CUSIP: 000000000<br>LEI: 529900VXIFBHO0SW2I31 | Long             | EC               | CORP              | AT        |      9752 | NS      | $293252.31    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Fila SpA                                                 | Fila SpA                                                 | CUSIP: 000000000<br>LEI: 81560094A389646CAF21 | Long             | EC               | CORP              | IT        |      2310 | NS      | $17969.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistry Group PLC                                         | Vistry Group PLC                                         | CUSIP: 000000000<br>LEI: 2138001KOWN7CG9SLK53 | Long             | EC               | CORP              | GB        |     29184 | NS      | $267867.23    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arnoldo Mondadori Editore SpA                            | Arnoldo Mondadori Editore SpA                            | CUSIP: 000000000<br>LEI: 815600049A1F9AFE6666 | Long             | EC               | CORP              | IT        |     10316 | NS      | $21565.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanoma Oyj                                               | Sanoma Oyj                                               | CUSIP: 000000000<br>LEI: 743700XJC24THUPK0S03 | Long             | EC               | CORP              | FI        |      6304 | NS      | $67057.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Developments PLC                                | Frontier Developments PLC                                | CUSIP: 000000000<br>LEI: 213800B9LGPWUAZ9GX18 | Long             | EC               | CORP              | GB        |      2101 | NS      | $12536.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Capricorn Energy PLC                                     | Capricorn Energy PLC                                     | CUSIP: 000000000<br>LEI: 213800ZJEUQ8ZOC9AL24 | Long             | EC               | CORP              | GB        |     26533 | NS      | $79422.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexans SA                                                | Nexans SA                                                | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |      2021 | NS      | $214314.02    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                          | Babcock International Group PLC                          | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |     20766 | NS      | $78455.24     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Saipem SpA                                               | Saipem SpA                                               | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |     91937 | NS      | $140784.74    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tinexta Spa                                              | Tinexta Spa                                              | CUSIP: 000000000<br>LEI: 815600925CD848EDBA96 | Long             | EC               | CORP              | IT        |      1697 | NS      | $46159.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Leroy Seafood Group ASA                                  | Leroy Seafood Group ASA                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ2JK50 | Long             | EC               | CORP              | NO        |     22494 | NS      | $132465.36    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| XANO Industri AB                                         | XANO Industri AB                                         | CUSIP: 000000000<br>LEI: 213800CTCRPR7CPMDT80 | Long             | EC               | CORP              | SE        |      1254 | NS      | $14605.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salzgitter AG                                            | Salzgitter AG                                            | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |      2565 | NS      | $104680.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| YIT Oyj                                                  | YIT Oyj                                                  | CUSIP: 000000000<br>LEI: 529900M13GM4VSTE6W80 | Long             | EC               | CORP              | FI        |     11531 | NS      | $33743.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deme Group NV                                            | Deme Group NV                                            | CUSIP: 000000000<br>LEI: 549300FPFPQPKI3PJV37 | Long             | EC               | CORP              | BE        |       640 | NS      | $82810.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Towers PLC                                        | Helios Towers PLC                                        | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |     63060 | NS      | $83185.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Einhell Germany AG                                       | Einhell Germany AG                                       | CUSIP: 000000000<br>LEI: 529900WKT7CENGR4UW29 | Long             | EP               | CORP              | DE        |       157 | NS      | $26453.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marshalls PLC                                            | Marshalls PLC                                            | CUSIP: 000000000<br>LEI: 213800S21IFC367J5V62 | Long             | EC               | CORP              | GB        |     18696 | NS      | $78321.71     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metall Zug AG                                            | Metall Zug AG                                            | CUSIP: 000000000<br>LEI: 529900X7CXUI05DN7K64 | Long             | EC               | CORP              | CH        |        17 | NS      | $38252.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sopra Steria Group SACA                                  | Sopra Steria Group SACA                                  | CUSIP: 000000000<br>LEI: 96950020QIOHAAK9V551 | Long             | EC               | CORP              | FR        |      1305 | NS      | $217051.59    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                                 | Accelleron Industries AG                                 | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |      6979 | NS      | $164838.62    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Glanbia PLC                                              | Glanbia PLC                                              | CUSIP: 000000000<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |     16061 | NS      | $195991.29    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                       | Aker Solutions ASA                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |     19903 | NS      | $78681.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Piaggio & C SpA                                          | Piaggio & C SpA                                          | CUSIP: 000000000<br>LEI: 8156000256C2431C2E92 | Long             | EC               | CORP              | IT        |     14363 | NS      | $54258.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediaset Espana Comunicacion SA                          | Mediaset Espana Comunicacion SA                          | CUSIP: 000000000<br>LEI: 95980020140005021479 | Long             | EC               | CORP              | ES        |      5032 | NS      | $18029.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Enterprises PLC                                   | Origin Enterprises PLC                                   | CUSIP: 000000000<br>LEI: 213800AIB4U7N5BLS350 | Long             | EC               | CORP              | IE        |      9965 | NS      | $45175.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keywords Studios PLC                                     | Keywords Studios PLC                                     | CUSIP: 000000000<br>LEI: 2138007VR9ZYCWS7VE12 | Long             | EC               | CORP              | GB        |      6128 | NS      | $215236.15    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JCDecaux SE                                              | JCDecaux SE                                              | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | EC               | CORP              | FR        |      5404 | NS      | $122286.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nilfisk Holding A/S                                      | Nilfisk Holding A/S                                      | CUSIP: 000000000<br>LEI: 529900FSU45YYVLKB451 | Long             | EC               | CORP              | DK        |       992 | NS      | $19744.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lar Espana Real Estate Socimi SA                         | Lar Espana Real Estate Socimi SA                         | CUSIP: 000000000<br>LEI: 9598002PHMH00MHN3741 | Long             | EC               |  | ES        |      5143 | NS      | $25663.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVISIO AB                                               | INVISIO AB                                               | CUSIP: 000000000<br>LEI: 54930054EB7KX3MY2Q11 | Long             | EC               | CORP              | SE        |      3297 | NS      | $57735.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                    | IG Group Holdings PLC                                    | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     34120 | NS      | $335477.21    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen Ltd                                        | Stolt-Nielsen Ltd                                        | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | BM        |      1435 | NS      | $37730.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Topdanmark AS                                            | Topdanmark AS                                            | CUSIP: 000000000<br>LEI: 549300PP3ULLF0SQRK46 | Long             | EC               | CORP              | DK        |      3818 | NS      | $206086.85    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Faes Farma SA                                            | Faes Farma SA                                            | CUSIP: 000000000<br>LEI: 959800FXZQY7U3P1G969 | Long             | EC               | CORP              | ES        |     26563 | NS      | $99566.23     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OX2 AB                                                   | OX2 AB                                                   | CUSIP: 000000000<br>LEI: 549300DSDIWP6USPXU21 | Long             | EC               | CORP              | SE        |      6649 | NS      | $51327.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Technip Energies NV                                      | Technip Energies NV                                      | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | NL        |     11330 | NS      | $219658.04    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker ASA                                                 | Aker ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ10071 | Long             | EC               | CORP              | NO        |      1878 | NS      | $135792.71    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaufman & Broad SA                                       | Kaufman & Broad SA                                       | CUSIP: 000000000<br>LEI: 969500CE0X343D8ALO86 | Long             | EC               | CORP              | FR        |      1131 | NS      | $35538.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Johnson Service Group PLC                                | Johnson Service Group PLC                                | CUSIP: 000000000<br>LEI: 2138004WZUPWV53KWV11 | Long             | EC               | CORP              | GB        |     36246 | NS      | $50316.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Polar Capital Holdings PLC                               | Polar Capital Holdings PLC                               | CUSIP: 000000000<br>LEI: 549300OXX7YE1947B825 | Long             | EC               | CORP              | GB        |      6152 | NS      | $39287.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Belimo Holding AG                                        | Belimo Holding AG                                        | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |       833 | NS      | $439361.25    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| DIC Asset AG                                             | DIC Asset AG                                             | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | EC               | CORP              | DE        |      3625 | NS      | $34842.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                               | Signify NV                                               | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     10883 | NS      | $394023.40    | 0.35%             |  |  |  | No            |                  2 | On Loan: —       |
| St Galler Kantonalbank AG                                | St Galler Kantonalbank AG                                | CUSIP: 000000000<br>LEI: 549300GFRG6OK00RG957 | Long             | EC               | CORP              | CH        |       248 | NS      | $135900.16    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Intershop Holding AG                                     | Intershop Holding AG                                     | CUSIP: 000000000<br>LEI: 506700CGX4K77JX3R725 | Long             | EC               | CORP              | CH        |       100 | NS      | $67077.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fevertree Drinks PLC                                     | Fevertree Drinks PLC                                     | CUSIP: 000000000<br>LEI: 2138007AJRLHRVQZLD07 | Long             | EC               | CORP              | GB        |      8740 | NS      | $117841.47    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                             | Leonardo SpA                                             | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |     33952 | NS      | $349642.31    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordic Semiconductor ASA                                 | Nordic Semiconductor ASA                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJGFK95 | Long             | EC               | CORP              | NO        |     13694 | NS      | $218365.26    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV PLC                                                  | ITV PLC                                                  | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |    305211 | NS      | $305647.86    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                          | thyssenkrupp AG                                          | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |     39137 | NS      | $307454.55    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Renishaw PLC                                             | Renishaw PLC                                             | CUSIP: 000000000<br>LEI: 21380048ADXM6Z67CT18 | Long             | EC               | CORP              | GB        |      3063 | NS      | $149499.54    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Allreal Holding AG                                       | Allreal Holding AG                                       | CUSIP: 000000000<br>LEI: 5067006XH174LA44H658 | Long             | EC               | CORP              | CH        |      1253 | NS      | $214758.98    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                             | Bankinter SA                                             | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     56776 | NS      | $409639.16    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Essentra PLC                                             | Essentra PLC                                             | CUSIP: 000000000<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |     26072 | NS      | $69674.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Basilea Pharmaceutica AG                                 | Basilea Pharmaceutica AG                                 | CUSIP: 000000000<br>LEI: 391200TTZP8EIPSJ5J20 | Long             | EC               | CORP              | CH        |       986 | NS      | $53258.51     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PNE AG                                                   | PNE AG                                                   | CUSIP: 000000000<br>LEI: 391200KEHI6OQSGGN373 | Long             | EC               | CORP              | DE        |      2882 | NS      | $51773.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenstam AB                                            | Wallenstam AB                                            | CUSIP: 000000000<br>LEI: 21380081R2P9MKFQBD25 | Long             | EC               | CORP              | SE        |     29680 | NS      | $136250.72    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                           | BAWAG Group AG                                           | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      7174 | NS      | $444392.16    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparebank 1 Oestlandet                                   | Sparebank 1 Oestlandet                                   | CUSIP: 000000000<br>LEI: 549300VRM6G42M8OWN49 | Long             | EC               | CORP              | NO        |      2830 | NS      | $33147.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CECONOMY AG                                              | CECONOMY AG                                              | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | EC               | CORP              | DE        |     12717 | NS      | $31188.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| RWS Holdings PLC                                         | RWS Holdings PLC                                         | CUSIP: 000000000<br>LEI: 213800YGBGTTSKUVK111 | Long             | EC               | CORP              | GB        |     26316 | NS      | $122182.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria PLC                                             | Victoria PLC                                             | CUSIP: 000000000<br>LEI: 2138002K6ECECHVCQN25 | Long             | EC               | CORP              | GB        |      5342 | NS      | $29899.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Warehouse Reit PLC                                       | Warehouse Reit PLC                                       | CUSIP: 000000000<br>LEI: 213800BQUD83TYQCWN28 | Long             | EC               |  | GB        |     33497 | NS      | $43691.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVN AG                                                   | EVN AG                                                   | CUSIP: 000000000<br>LEI: 529900P4JZBFEVNEAE60 | Long             | EC               | CORP              | AT        |      3109 | NS      | $65601.56     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival PLC                                             | Carnival PLC                                             | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |     12563 | NS      | $120029.77    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Beneteau SA                                              | Beneteau SA                                              | CUSIP: 000000000<br>LEI: 969500FHXW3AEY6Z0B25 | Long             | EC               | CORP              | FR        |      3333 | NS      | $54631.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MorphoSys AG                                             | MorphoSys AG                                             | CUSIP: 000000000<br>LEI: 529900493806K77LRE72 | Long             | EC               | CORP              | DE        |      2829 | NS      | $56836.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| H Lundbeck A/S                                           | H Lundbeck A/S                                           | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |      5684 | NS      | $19570.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerCell Sweden AB                                      | PowerCell Sweden AB                                      | CUSIP: 000000000<br>LEI: 54930075IJ7TGOK3VC02 | Long             | EC               | CORP              | SE        |      3799 | NS      | $50937.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| SpareBank 1 SMN                                          | SpareBank 1 SMN                                          | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |     10938 | NS      | $139489.73    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hypoport SE                                              | Hypoport SE                                              | CUSIP: 000000000<br>LEI: 391200GNIFXXP6KRYQ46 | Long             | EC               | CORP              | DE        |       317 | NS      | $43186.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Unicaja Banco SA                                         | Unicaja Banco SA                                         | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |    123050 | NS      | $151246.98    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Subsea 7 SA                                              | Subsea 7 SA                                              | CUSIP: 000000000<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |     19810 | NS      | $246873.75    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Group PLC                                 | Domino's Pizza Group PLC                                 | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |     32484 | NS      | $125750.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MLP SE                                                   | MLP SE                                                   | CUSIP: 000000000<br>LEI: 529900M25NF9TALIWQ20 | Long             | EC               | CORP              | DE        |      6291 | NS      | $34880.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orpea SA                                                 | Orpea SA                                                 | CUSIP: 000000000<br>LEI: 969500LHIH3NT7PK1V89 | Long             | EC               | CORP              | FR        |      4473 | NS      | $34623.30     | 0.03%             |  |  |  | No            |                  3 | On Loan: —       |
| Modern Times Group MTG AB                                | Modern Times Group MTG AB                                | CUSIP: 000000000<br>LEI: 549300E8NDODRSX29339 | Long             | EC               | CORP              | SE        |      7456 | NS      | $66009.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Italmobiliare SpA                                        | Italmobiliare SpA                                        | CUSIP: 000000000<br>LEI: 815600E546497667D288 | Long             | EC               | CORP              | IT        |      1247 | NS      | $33401.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allfunds Group Plc                                       | Allfunds Group Plc                                       | CUSIP: 000000000<br>LEI: 9598005U8TZQ8Q64SC71 | Long             | EC               | CORP              | GB        |     21096 | NS      | $167817.80    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Munters Group AB                                         | Munters Group AB                                         | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |     11055 | NS      | $105996.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Zignago Vetro SpA                                        | Zignago Vetro SpA                                        | CUSIP: 000000000<br>LEI: 815600DFC29A91FF0C71 | Long             | EC               | CORP              | IT        |      2503 | NS      | $42724.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sydbank AS                                               | Sydbank AS                                               | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |      4954 | NS      | $225893.93    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| QT Group Oyj                                             | QT Group Oyj                                             | CUSIP: 000000000<br>LEI: 743700GO2XU2ZYYDKW67 | Long             | EC               | CORP              | FI        |      1418 | NS      | $83156.51     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| McPhy Energy SA                                          | McPhy Energy SA                                          | CUSIP: 000000000<br>LEI: 969500W5X02DTT3BZS69 | Long             | EC               | CORP              | FR        |      1683 | NS      | $25615.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| SFS Group AG                                             | SFS Group AG                                             | CUSIP: 000000000<br>LEI: 391200RQ38WAM4BJBO16 | Long             | EC               | CORP              | CH        |      1637 | NS      | $188344.10    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Per Aarsleff Holding A/S                                 | Per Aarsleff Holding A/S                                 | CUSIP: 000000000<br>LEI: 5493008HS8STXVZXYZ63 | Long             | EC               | CORP              | DK        |      1561 | NS      | $64787.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfeiffer Vacuum Technology AG                            | Pfeiffer Vacuum Technology AG                            | CUSIP: 000000000<br>LEI: 8945004AW6QK8JHNQP69 | Long             | EC               | CORP              | DE        |       287 | NS      | $52404.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastned BV                                               | Fastned BV                                               | CUSIP: 000000000<br>LEI: 7245000V8JJ8CE1L8G60 | Long             | EC               | CORP              | NL        |       340 | NS      | $13831.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| OHB SE                                                   | OHB SE                                                   | CUSIP: 000000000<br>LEI: 391200Y9EA2FRAPKRQ70 | Long             | EC               | CORP              | DE        |       411 | NS      | $14586.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corem Property Group AB                                  | Corem Property Group AB                                  | CUSIP: 000000000<br>LEI: 213800CHXQQD7TSS1T59 | Long             | EC               | CORP              | SE        |     45829 | NS      | $41956.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                                 | Hera SpA                                                 | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |     68430 | NS      | $196573.14    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Siltronic AG                                             | Siltronic AG                                             | CUSIP: 000000000<br>LEI: 5299003NKV26NNGHHR90 | Long             | EC               | CORP              | DE        |      1287 | NS      | $107291.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tessenderlo Group SA                                     | Tessenderlo Group SA                                     | CUSIP: 000000000<br>LEI: 549300ZKLIF7RP6EH823 | Long             | EC               | CORP              | BE        |      2277 | NS      | $80523.27     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Liontrust Asset Management PLC                           | Liontrust Asset Management PLC                           | CUSIP: 000000000<br>LEI: 549300XVXU6S7PLCL855 | Long             | EC               | CORP              | GB        |      5598 | NS      | $80207.30     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SolGold PLC                                              | SolGold PLC                                              | CUSIP: 000000000<br>LEI: 213800HGFADQBMIEVI76 | Long             | EC               | CORP              | GB        |     92528 | NS      | $18483.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabege AB                                                | Fabege AB                                                | CUSIP: 000000000<br>LEI: 549300JNPI46XNH0PM97 | Long             | EC               | CORP              | SE        |     22522 | NS      | $212859.78    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| VGP NV                                                   | VGP NV                                                   | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | EC               | CORP              | BE        |      1012 | NS      | $101120.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Derichebourg SA                                          | Derichebourg SA                                          | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |      7947 | NS      | $54542.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MBB SE                                                   | MBB SE                                                   | CUSIP: 000000000<br>LEI: 967600M9R4EFYLPNWR50 | Long             | EC               | CORP              | DE        |       197 | NS      | $18919.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Maire Tecnimont SpA                                      | Maire Tecnimont SpA                                      | CUSIP: 000000000<br>LEI: 815600D85A61200A1B83 | Long             | EC               | CORP              | IT        |     13125 | NS      | $50584.73     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Alten SA                                                 | Alten SA                                                 | CUSIP: 000000000<br>LEI: 969500Y7G9TY7Y24GN07 | Long             | EC               | CORP              | FR        |      2465 | NS      | $378762.14    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Diploma PLC                                              | Diploma PLC                                              | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |     10455 | NS      | $353665.43    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEC SE                                               | STRATEC SE                                               | CUSIP: 000000000<br>LEI: 529900ZZJWANAFSPGV30 | Long             | EC               | CORP              | DE        |       670 | NS      | $61030.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Man Group PLC/Jersey                                     | Man Group PLC/Jersey                                     | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |    107987 | NS      | $332217.03    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Wereldhave NV                                            | Wereldhave NV                                            | CUSIP: 000000000<br>LEI: 724500YRQCY3BD9RJZ92 | Long             | EC               |  | NL        |      2722 | NS      | $40889.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Idorsia Ltd                                              | Idorsia Ltd                                              | CUSIP: 000000000<br>LEI: 506700XOVZUB107S5720 | Long             | EC               | CORP              | CH        |      9651 | NS      | $162336.76    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| BioGaia AB                                               | BioGaia AB                                               | CUSIP: 000000000<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |      7648 | NS      | $67224.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LANXESS AG                                               | LANXESS AG                                               | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      6925 | NS      | $345625.97    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Air Shuttle ASA                                | Norwegian Air Shuttle ASA                                | CUSIP: 000000000<br>LEI: 549300IEUH2FEM2Y6B51 | Long             | EC               | CORP              | NO        |     55940 | NS      | $53291.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hensoldt AG                                              | Hensoldt AG                                              | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |      3151 | NS      | $91357.51     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                       | Harbour Energy PLC                                       | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |     37211 | NS      | $143924.95    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                               | Kojamo Oyj                                               | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |     11508 | NS      | $176700.93    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ElringKlinger AG                                         | ElringKlinger AG                                         | CUSIP: 000000000<br>LEI: 529900QDISXXZ2D1Q489 | Long             | EC               | CORP              | DE        |      2457 | NS      | $21385.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RHI Magnesita NV                                         | RHI Magnesita NV                                         | CUSIP: 000000000<br>LEI: 724500UWG6A61XNA3Y36 | Long             | EC               | CORP              | NL        |      2250 | NS      | $74835.80     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcat PLC                                              | Softcat PLC                                              | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |     10776 | NS      | $161251.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                      | AMG Advanced Metallurgical Group NV                      | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |      2255 | NS      | $88086.22     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CIR SpA-Compagnie Industriali                            | CIR SpA-Compagnie Industriali                            | CUSIP: 000000000<br>LEI: 5493003VOSQJSPCM0T38 | Long             | EC               | CORP              | IT        |     68377 | NS      | $33005.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aalberts NV                                              | Aalberts NV                                              | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |      8360 | NS      | $395282.19    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                          | Cairn Homes PLC                                          | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |     55280 | NS      | $58765.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrie De Nora SpA                                    | Industrie De Nora SpA                                    | CUSIP: 000000000<br>LEI: 815600CD933CB2F89862 | Long             | EC               | CORP              | IT        |      2206 | NS      | $41058.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Uniphar PLC                                              | Uniphar PLC                                              | CUSIP: 000000000<br>LEI: 21380028LJSQGRUAX965 | Long             | EC               | CORP              | IE        |     19630 | NS      | $71918.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bucher Industries AG                                     | Bucher Industries AG                                     | CUSIP: 000000000<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |       562 | NS      | $256084.54    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibstock PLC                                              | Ibstock PLC                                              | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |     33634 | NS      | $69911.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ergomed PLC                                              | Ergomed PLC                                              | CUSIP: 000000000<br>LEI: 213800BVS8I9VMC1AP84 | Long             | EC               | CORP              | GB        |      3399 | NS      | $50353.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Finablr PLC                                              | Finablr PLC                                              | CUSIP: 000000000<br>LEI: 2138005C7F6N115PM802 | Long             | EC               | CORP              | GB        |     20497 | NS      | $0.25         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TX Group AG                                              | TX Group AG                                              | CUSIP: 000000000<br>LEI: 506700302V28Y6O14985 | Long             | EC               | CORP              | CH        |       228 | NS      | $35746.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 MAR23                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        19 | NC      | $41787.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexpol AB                                                | Hexpol AB                                                | CUSIP: 000000000<br>LEI: 549300MN30TBRLYN3465 | Long             | EC               | CORP              | SE        |     22364 | NS      | $241595.01    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitou BF SA                                            | Manitou BF SA                                            | CUSIP: 000000000<br>LEI: 9695008SHP3XTT9QCM25 | Long             | EC               | CORP              | FR        |       788 | NS      | $23130.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Waga Energy SA                                           | Waga Energy SA                                           | CUSIP: 000000000<br>LEI: 969500O3NXA5XJF97623 | Long             | EC               | CORP              | FR        |       405 | NS      | $12328.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Television Francaise 1                                   | Television Francaise 1                                   | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |      3485 | NS      | $27872.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equasens                                                 | Equasens                                                 | CUSIP: 000000000<br>LEI: 96950066I7XVFGZI8L92 | Long             | EC               | CORP              | FR        |       386 | NS      | $31136.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Assura PLC                                               | Assura PLC                                               | CUSIP: 000000000<br>LEI: 21380026T19N2Y52XF72 | Long             | EC               |  | GB        |    251605 | NS      | $172931.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Trainline PLC                                            | Trainline PLC                                            | CUSIP: 000000000<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |     40295 | NS      | $140985.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax Big Box REIT PLC                                  | Tritax Big Box REIT PLC                                  | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               |  | GB        |    158931 | NS      | $306222.89    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| eDreams ODIGEO SA                                        | eDreams ODIGEO SA                                        | CUSIP: 000000000<br>LEI: 959800Y8LQ5MR2YZ4N96 | Long             | EC               | CORP              | ES        |      5786 | NS      | $33462.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Befesa SA                                                | Befesa SA                                                | CUSIP: 000000000<br>LEI: 222100VXGA8L6J4ZWG61 | Long             | EC               | CORP              | LU        |      3383 | NS      | $194052.77    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Advanced Materials PLC                            | Morgan Advanced Materials PLC                            | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |     24534 | NS      | $95217.68     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                         | Raiffeisen Bank International AG                         | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     12396 | NS      | $223030.83    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | CUSIP: 000000000<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |     56827 | NS      | $59222.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CMC Markets PLC                                          | CMC Markets PLC                                          | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |     10660 | NS      | $31804.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIPS AB                                                  | MIPS AB                                                  | CUSIP: 000000000<br>LEI: 549300LZSA4S0L54VQ25 | Long             | EC               | CORP              | SE        |      2167 | NS      | $82929.41     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                               | Hiscox Ltd                                               | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     29317 | NS      | $408038.47    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Cranswick PLC                                            | Cranswick PLC                                            | CUSIP: 000000000<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |      4545 | NS      | $178297.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Montana Aerospace AG                                     | Montana Aerospace AG                                     | CUSIP: 000000000<br>LEI: 506700YRG9330Q97U450 | Long             | EC               | CORP              | CH        |      1968 | NS      | $36018.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| UNITE Group PLC/The                                      | UNITE Group PLC/The                                      | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               |  | GB        |     28649 | NS      | $352930.69    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Billerud AB                                              | Billerud AB                                              | CUSIP: 000000000<br>LEI: 549300A5J49FO7XDGE08 | Long             | EC               | CORP              | SE        |     18995 | NS      | $220669.32    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                              | Plus500 Ltd                                              | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |      8056 | NS      | $184632.83    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Learning Technologies Group PLC                          | Learning Technologies Group PLC                          | CUSIP: 000000000<br>LEI: 21380039DW5LJ4FIC214 | Long             | EC               | CORP              | GB        |     48683 | NS      | $84146.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Next Fifteen Communications Group PLC                    | Next Fifteen Communications Group PLC                    | CUSIP: 000000000<br>LEI: 213800BK9MBUZUUPMZ63 | Long             | EC               | CORP              | GB        |      7117 | NS      | $87917.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Savills PLC                                              | Savills PLC                                              | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |     11963 | NS      | $143921.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                                        | Airtel Africa PLC                                        | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |     78465 | NS      | $113276.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitec Software Group AB                                  | Vitec Software Group AB                                  | CUSIP: 000000000<br>LEI: 5493005EB5RV1QHE6H94 | Long             | EC               | CORP              | SE        |      2471 | NS      | $104666.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cint Group AB                                            | Cint Group AB                                            | CUSIP: 000000000<br>LEI: 549300KSY3P5G8XC0A34 | Long             | EC               | CORP              | SE        |     12639 | NS      | $47439.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Antin Infrastructure Partners SA                         | Antin Infrastructure Partners SA                         | CUSIP: 000000000<br>LEI: 2138008FABJXP4HUOK53 | Long             | EC               | CORP              | FR        |      3018 | NS      | $67982.73     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Renewi PLC                                               | Renewi PLC                                               | CUSIP: 000000000<br>LEI: 213800CNEIDZBL17KU22 | Long             | EC               | CORP              | GB        |      6511 | NS      | $52753.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEX LNG Ltd                                             | FLEX LNG Ltd                                             | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |      2466 | NS      | $76204.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| GVS SpA                                                  | GVS SpA                                                  | CUSIP: 000000000<br>LEI: 81560013EACB40B52D17 | Long             | EC               | CORP              | IT        |      5853 | NS      | $30924.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| IWG PLC                                                  | IWG PLC                                                  | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Long             | EC               | CORP              | JE        |     64198 | NS      | $147281.22    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Marimekko Oyj                                            | Marimekko Oyj                                            | CUSIP: 000000000<br>LEI: 74370053IOY42B9YJ350 | Long             | EC               | CORP              | FI        |      2080 | NS      | $20853.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruppo MutuiOnline SpA                                   | Gruppo MutuiOnline SpA                                   | CUSIP: 000000000<br>LEI: 8156004E40D6A02C5046 | Long             | EC               | CORP              | IT        |      2115 | NS      | $67403.59     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hemnet Group AB                                          | Hemnet Group AB                                          | CUSIP: 000000000<br>LEI: 5493008VIU67J3HUAR07 | Long             | EC               | CORP              | SE        |      4315 | NS      | $60077.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corbion NV                                               | Corbion NV                                               | CUSIP: 000000000<br>LEI: 724500BKS1TSAVLTWG46 | Long             | EC               | CORP              | NL        |      5002 | NS      | $192482.15    | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| Diversified Energy Co PLC                                | Diversified Energy Co PLC                                | CUSIP: 000000000<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | GB        |     72299 | NS      | $98895.63     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                                   | NCC AB                                                   | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |      7129 | NS      | $70526.24     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JOST Werke AG                                            | JOST Werke AG                                            | CUSIP: 000000000<br>LEI: 529900G977BSS7DATK68 | Long             | EC               | CORP              | DE        |      1163 | NS      | $67338.12     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Soltec Power Holdings SA                                 | Soltec Power Holdings SA                                 | CUSIP: 000000000<br>LEI: 959800L6L2B2GGN73292 | Long             | EC               | CORP              | ES        |      2989 | NS      | $18212.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GARO AB                                                  | GARO AB                                                  | CUSIP: 000000000<br>LEI: 549300RKWROUEEV6VP74 | Long             | EC               | CORP              | SE        |      2684 | NS      | $26452.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Recticel SA                                              | Recticel SA                                              | CUSIP: 000000000<br>LEI: 549300R8K43AXHYP5M15 | Long             | EC               | CORP              | BE        |      3486 | NS      | $65375.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Instone Real Estate Group SE                             | Instone Real Estate Group SE                             | CUSIP: 000000000<br>LEI: 391200DINUIRPDZQHX03 | Long             | EC               | CORP              | DE        |      3753 | NS      | $38296.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fugro NV                                                 | Fugro NV                                                 | CUSIP: 000000000<br>LEI: 7245000R8GNBSDTSZ396 | Long             | EC               | CORP              | NL        |      9035 | NS      | $120308.49    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Volex PLC                                                | Volex PLC                                                | CUSIP: 000000000<br>LEI: 213800HBLQNH5FXXGE63 | Long             | EC               | CORP              | GB        |     10336 | NS      | $32493.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                              | Galenica AG                                              | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |      4236 | NS      | $331287.25    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC Group PLC                                            | NCC Group PLC                                            | CUSIP: 000000000<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |     25342 | NS      | $58674.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Storebrand ASA                                           | Storebrand ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     39639 | NS      | $345079.83    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One PLC                                           | Ninety One PLC                                           | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |     34760 | NS      | $84893.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Truecaller AB                                            | Truecaller AB                                            | CUSIP: 000000000<br>LEI: 549300TEYF1FA5G5GK26 | Long             | EC               | CORP              | SE        |     16449 | NS      | $58452.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Arjo AB                                                  | Arjo AB                                                  | CUSIP: 000000000<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |     18463 | NS      | $71645.63     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Team17 Group PLC                                         | Team17 Group PLC                                         | CUSIP: 000000000<br>LEI: 2138006EUUCCL4ZI5E51 | Long             | EC               | CORP              | GB        |      9151 | NS      | $53024.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PEUGEOT INVEST                                           | PEUGEOT INVEST                                           | CUSIP: 000000000<br>LEI: 969500Z8LOO0H8JY2E60 | Long             | EC               | CORP              | FR        |       412 | NS      | $42545.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                  | SSAB AB                                                  | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     55059 | NS      | $375208.56    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| bpost SA                                                 | bpost SA                                                 | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | EC               | CORP              | BE        |      8094 | NS      | $43881.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dfds A/S                                                 | Dfds A/S                                                 | CUSIP: 000000000<br>LEI: 549300JZVW1Y1UZ5UK38 | Long             | EC               | CORP              | DK        |      2972 | NS      | $112030.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CompuGroup Medical SE & Co KgaA                          | CompuGroup Medical SE & Co KgaA                          | CUSIP: 000000000<br>LEI: 529900CUXZGOCJZR7O57 | Long             | EC               | CORP              | DE        |      2289 | NS      | $107279.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Volati AB                                                | Volati AB                                                | CUSIP: 000000000<br>LEI: 529900R2YHW43H9B4342 | Long             | EC               | CORP              | SE        |      2010 | NS      | $19989.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALD SA                                                   | ALD SA                                                   | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | EC               | CORP              | FR        |     12012 | NS      | $151011.82    | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| B&M European Value Retail SA                             | B&M European Value Retail SA                             | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |     79897 | NS      | $441855.39    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Primary Health Properties PLC                            | Primary Health Properties PLC                            | CUSIP: 000000000<br>LEI: 213800Y5CJHXOATK7X11 | Long             | EC               |  | GB        |    105888 | NS      | $146706.10    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Value SpA                                        | Digital Value SpA                                        | CUSIP: 000000000<br>LEI: 81560096F26ACF910809 | Long             | EC               | CORP              | IT        |       287 | NS      | $22206.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Unibrew A/S                                        | Royal Unibrew A/S                                        | CUSIP: 000000000<br>LEI: 529900D69KFL8IAP8Q63 | Long             | EC               | CORP              | DK        |      4242 | NS      | $297881.70    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Quilter PLC                                              | Quilter PLC                                              | CUSIP: 000000000<br>LEI: 54930092XIVK28RZGM95 | Long             | EC               | CORP              | GB        |    110702 | NS      | $131401.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Smith PLC                                             | WH Smith PLC                                             | CUSIP: 000000000<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |     10921 | NS      | $215663.04    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Medios AG                                                | Medios AG                                                | CUSIP: 000000000<br>LEI: 391200Z7Z09IHDBT2L23 | Long             | EC               | CORP              | DE        |      1222 | NS      | $23958.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Ence Energia y Celulosa SA                               | Ence Energia y Celulosa SA                               | CUSIP: 000000000<br>LEI: 95980020140005309084 | Long             | EC               | CORP              | ES        |     10842 | NS      | $35728.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Biesse SpA                                               | Biesse SpA                                               | CUSIP: 000000000<br>LEI: 815600C41423BF4CC386 | Long             | EC               | CORP              | IT        |      1072 | NS      | $17281.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kainos Group PLC                                         | Kainos Group PLC                                         | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |      6864 | NS      | $124649.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Helical PLC                                              | Helical PLC                                              | CUSIP: 000000000<br>LEI: 2138003SBD2Z7WV2MP70 | Long             | EC               | CORP              | GB        |      9020 | NS      | $40033.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Miquel y Costas & Miquel SA                              | Miquel y Costas & Miquel SA                              | CUSIP: 000000000<br>LEI: 95980020140005204809 | Long             | EC               | CORP              | ES        |      1363 | NS      | $18137.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SThree PLC                                               | SThree PLC                                               | CUSIP: 000000000<br>LEI: 2138003NEBX5VRP3EX50 | Long             | EC               | CORP              | GB        |     11162 | NS      | $58346.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordnet AB publ                                          | Nordnet AB publ                                          | CUSIP: 000000000<br>LEI: 549300D6WW5ZTWLZ4C08 | Long             | EC               | CORP              | SE        |     11597 | NS      | $188503.78    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                            | Schaeffler AG                                            | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | EP               | CORP              | DE        |     10724 | NS      | $76971.47     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Storskogen Group AB                                      | Storskogen Group AB                                      | CUSIP: 000000000<br>LEI: 549300DL3K4HLJ41KD24 | Long             | EC               | CORP              | SE        |    114272 | NS      | $99781.56     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AIXTRON SE                                               | AIXTRON SE                                               | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |      9582 | NS      | $285500.84    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunting PLC                                              | Hunting PLC                                              | CUSIP: 000000000<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |     12226 | NS      | $52528.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilia AB                                                 | Bilia AB                                                 | CUSIP: 000000000<br>LEI: 2138002GW5WN1UYZAO32 | Long             | EC               | CORP              | SE        |      5646 | NS      | $65236.07     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| 1&1 AG                                                   | 1&1 AG                                                   | CUSIP: 000000000<br>LEI: 5299003VKVDCUPSS5X23 | Long             | EC               | CORP              | DE        |      3611 | NS      | $50404.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Varta AG                                                 | Varta AG                                                 | CUSIP: 000000000<br>LEI: 529900E7KB95KOXBWP63 | Long             | EC               | CORP              | DE        |      1480 | NS      | $45056.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Rank Group PLC                                           | Rank Group PLC                                           | CUSIP: 000000000<br>LEI: 213800TXKD6XZWOFTE12 | Long             | EC               | CORP              | GB        |     16600 | NS      | $18521.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hammerson PLC                                            | Hammerson PLC                                            | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | EC               |  | GB        |    303860 | NS      | $100546.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| IMMOFINANZ AG                                            | IMMOFINANZ AG                                            | CUSIP: 000000000<br>LEI: 5299000DUMZ99SBBX121 | Long             | EC               | CORP              | AT        |      2815 | NS      | $37925.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| BFF Bank SpA                                             | BFF Bank SpA                                             | CUSIP: 000000000<br>LEI: 815600522538355AE429 | Long             | EC               | CORP              | IT        |     13309 | NS      | $123083.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum AB                                                | Intrum AB                                                | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | EC               | CORP              | SE        |      6172 | NS      | $79875.44     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Flughafen Zurich AG                                      | Flughafen Zurich AG                                      | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |      1685 | NS      | $306996.52    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                   | K+S AG                                                   | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |     16167 | NS      | $386980.46    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Hufvudstaden AB                                          | Hufvudstaden AB                                          | CUSIP: 000000000<br>LEI: 213800UEV5ZAFFVQ4J85 | Long             | EC               | CORP              | SE        |      9446 | NS      | $142258.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Collector Bank AB                                        | Collector Bank AB                                        | CUSIP: 000000000<br>LEI: 529900AGWAKUTYNETM62 | Long             | EC               | CORP              | SE        |      5166 | NS      | $19512.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Beteiligungs AG                                 | Deutsche Beteiligungs AG                                 | CUSIP: 000000000<br>LEI: 529900I88AOT7YXRMQ23 | Long             | EC               | CORP              | DE        |      1250 | NS      | $40275.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PolyPeptide Group AG                                     | PolyPeptide Group AG                                     | CUSIP: 000000000<br>LEI: 5067007JCKTPOX4G9758 | Long             | EC               | CORP              | CH        |      1291 | NS      | $37508.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Group PLC                                            | CVS Group PLC                                            | CUSIP: 000000000<br>LEI: 213800J41XDQ2NX48O05 | Long             | EC               | CORP              | GB        |      5969 | NS      | $148426.50    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Steico SE                                                | Steico SE                                                | CUSIP: 000000000<br>LEI: 5299007UCGLCBLO3OE49 | Long             | EC               | CORP              | DE        |       452 | NS      | $24329.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                             | Bilfinger SE                                             | CUSIP: 000000000<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |      2671 | NS      | $91962.81     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Synlab AG                                                | Synlab AG                                                | CUSIP: 000000000<br>LEI: 984500883BA5AQ14C037 | Long             | EC               | CORP              | DE        |      5444 | NS      | $59805.38     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| About You Holding SE                                     | About You Holding SE                                     | CUSIP: 000000000<br>LEI: 894500DKEE3GY8870322 | Long             | EC               | CORP              | DE        |      3035 | NS      | $19951.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Ambea AB                                                 | Ambea AB                                                 | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |      5922 | NS      | $22230.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertrandt AG                                             | Bertrandt AG                                             | CUSIP: 000000000<br>LEI: 529900DRBK1K538NYX30 | Long             | EC               | CORP              | DE        |       451 | NS      | $22052.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                               | Strabag SE                                               | CUSIP: 000000000<br>LEI: 529900TYYSRJH2VJSP60 | Long             | EC               | CORP              | AT        |      1255 | NS      | $53031.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Interparfums SA                                          | Interparfums SA                                          | CUSIP: 000000000<br>LEI: 969500SARWF33OPQED48 | Long             | EC               | CORP              | FR        |      1605 | NS      | $105063.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SES-imagotag SA                                          | SES-imagotag SA                                          | CUSIP: 000000000<br>LEI: 969500U51BYOMEW9M549 | Long             | EC               | CORP              | FR        |       405 | NS      | $50789.12     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AO World PLC                                             | AO World PLC                                             | CUSIP: 000000000<br>LEI: 2138005FFOAJIUZY4375 | Long             | EC               | CORP              | GB        |     37127 | NS      | $28790.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                      | Danieli & C Officine Meccaniche SpA                      | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EP               | CORP              | IT        |      3359 | NS      | $62636.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bravida Holding AB                                       | Bravida Holding AB                                       | CUSIP: 000000000<br>LEI: 549300H88IJGPNNL3T61 | Long             | EC               | CORP              | SE        |     17030 | NS      | $188256.11    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MPC Container Ships ASA                                  | MPC Container Ships ASA                                  | CUSIP: 000000000<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |     21621 | NS      | $34415.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                            | Banco BPM SpA                                            | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |    121716 | NS      | $547818.46    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarkson PLC                                             | Clarkson PLC                                             | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |      2353 | NS      | $89202.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA                                        | Indra Sistemas SA                                        | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     11994 | NS      | $146450.61    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Salcef Group SpA                                         | Salcef Group SpA                                         | CUSIP: 000000000<br>LEI: 815600DB65870B3F2A12 | Long             | EC               | CORP              | IT        |      2014 | NS      | $39402.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                               | Deutsche Pfandbriefbank AG                               | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | EC               | CORP              | DE        |     11483 | NS      | $104740.77    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Revenio Group Oyj                                        | Revenio Group Oyj                                        | CUSIP: 000000000<br>LEI: 743700I27E0FWSXLKK04 | Long             | EC               | CORP              | FI        |      2062 | NS      | $84295.95     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Social Housing PLC                               | Civitas Social Housing PLC                               | CUSIP: 000000000<br>LEI: 213800PGBG84J8GM6F95 | Long             | EC               |  | GB        |     49816 | NS      | $35077.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| flatexDEGIRO AG                                          | flatexDEGIRO AG                                          | CUSIP: 000000000<br>LEI: 529900IRBZTADXJB6757 | Long             | EC               | CORP              | DE        |      5371 | NS      | $45703.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                                   | Brunello Cucinelli SpA                                   | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      2851 | NS      | $237461.33    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TomTom NV                                                | TomTom NV                                                | CUSIP: 000000000<br>LEI: 724500WAU923OTVC7M86 | Long             | EC               | CORP              | NL        |      5874 | NS      | $41747.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Trustpilot Group PLC                                     | Trustpilot Group PLC                                     | CUSIP: 000000000<br>LEI: 2138002ILUNMGNPSGG46 | Long             | EC               | CORP              | GB        |     19178 | NS      | $24275.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Xvivo Perfusion AB                                       | Xvivo Perfusion AB                                       | CUSIP: 000000000<br>LEI: 549300G2464FYLS14B41 | Long             | EC               | CORP              | SE        |      1773 | NS      | $36390.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 888 Holdings PLC                                         | 888 Holdings PLC                                         | CUSIP: 000000000<br>LEI: 213800H84UJQYSVF9750 | Long             | EC               | CORP              | GI        |     34320 | NS      | $30651.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALK-Abello A/S                                           | ALK-Abello A/S                                           | CUSIP: 000000000<br>LEI: 529900SGCREUZCZ7P020 | Long             | EC               | CORP              | DK        |     10952 | NS      | $163601.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Metsa Board Oyj                                          | Metsa Board Oyj                                          | CUSIP: 000000000<br>LEI: 743700KKB8Q035K38488 | Long             | EC               | CORP              | FI        |     14813 | NS      | $132229.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dometic Group AB                                         | Dometic Group AB                                         | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | EC               | CORP              | SE        |     26851 | NS      | $169216.71    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Greatland Gold PLC                                       | Greatland Gold PLC                                       | CUSIP: 000000000<br>LEI: 213800KMN7LDF4VRPQ10 | Long             | EC               | CORP              | GB        |    373964 | NS      | $35223.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Interroll Holding AG                                     | Interroll Holding AG                                     | CUSIP: 000000000<br>LEI: 529900MU4QAEI94TB543 | Long             | EC               | CORP              | CH        |        55 | NS      | $171318.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Coats Group PLC                                          | Coats Group PLC                                          | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |    133887 | NS      | $120390.67    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktia Bank Oyj                                           | Aktia Bank Oyj                                           | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | EC               | CORP              | FI        |      4660 | NS      | $55119.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BW Offshore Ltd                                          | BW Offshore Ltd                                          | CUSIP: 000000000<br>LEI: 2138008LFKH8V2EOA915 | Long             | EC               | CORP              | BM        |     18743 | NS      | $50152.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wickes Group PLC                                         | Wickes Group PLC                                         | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |     21074 | NS      | $39517.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medacta Group SA                                         | Medacta Group SA                                         | CUSIP: 000000000<br>LEI: 506700P2PFU3A3DROC14 | Long             | EC               | CORP              | CH        |       575 | NS      | $61276.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Seco SpA                                                 | Seco SpA                                                 | CUSIP: 000000000<br>LEI: 8156008C44408AB6D716 | Long             | EC               | CORP              | IT        |      3444 | NS      | $19810.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Burckhardt Compression Holding AG                        | Burckhardt Compression Holding AG                        | CUSIP: 000000000<br>LEI: 5067004N56DLX7GY3E95 | Long             | EC               | CORP              | CH        |       257 | NS      | $159120.25    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                            | Sonae SGPS SA                                            | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |     76224 | NS      | $77693.32     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Talenom Oyj                                              | Talenom Oyj                                              | CUSIP: 000000000<br>LEI: 7437008E4R0N45B8J675 | Long             | EC               | CORP              | FI        |      2584 | NS      | $25535.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Banca Mediolanum SpA                                     | Banca Mediolanum SpA                                     | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     18708 | NS      | $178987.15    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                       | TBC Bank Group PLC                                       | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |      3425 | NS      | $100495.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandic Hotels Group AB                                  | Scandic Hotels Group AB                                  | CUSIP: 000000000<br>LEI: 529900JY9ZBGUXGRKQ86 | Long             | EC               | CORP              | SE        |     12341 | NS      | $45495.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Enav SpA                                                 | Enav SpA                                                 | CUSIP: 000000000<br>LEI: 81560048ECF8D2059980 | Long             | EC               | CORP              | IT        |     23182 | NS      | $106728.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd                                  | Lancashire Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | BM        |     20527 | NS      | $158450.32    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontex Group NV                                           | Ontex Group NV                                           | CUSIP: 000000000<br>LEI: 549300AQESC6JJOPW253 | Long             | EC               | CORP              | BE        |      5507 | NS      | $42800.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Dustin Group AB                                          | Dustin Group AB                                          | CUSIP: 000000000<br>LEI: 549300C3IRYAOWOT0783 | Long             | EC               | CORP              | SE        |      6438 | NS      | $21698.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VERBIO Vereinigte BioEnergie AG                          | VERBIO Vereinigte BioEnergie AG                          | CUSIP: 000000000<br>LEI: 529900W51PINCFFALS96 | Long             | EC               | CORP              | DE        |      1842 | NS      | $116119.99    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagerhult AB                                             | Fagerhult AB                                             | CUSIP: 000000000<br>LEI: 549300G9NPD8LSJLMP91 | Long             | EC               | CORP              | SE        |      7489 | NS      | $34947.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schibsted ASA                                            | Schibsted ASA                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |      8227 | NS      | $171984.62    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bodycote PLC                                             | Bodycote PLC                                             | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |     16043 | NS      | $128758.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Elior Group SA                                           | Elior Group SA                                           | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | EC               | CORP              | FR        |     11382 | NS      | $39389.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group PLC                                       | ConvaTec Group PLC                                       | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |    137015 | NS      | $397407.50    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitrolife AB                                             | Vitrolife AB                                             | CUSIP: 000000000<br>LEI: 5493001WDZMONMSPPR49 | Long             | EC               | CORP              | SE        |      5155 | NS      | $110526.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonheur ASA                                              | Bonheur ASA                                              | CUSIP: 000000000<br>LEI: 213800HOQE1B34SUA323 | Long             | EC               | CORP              | NO        |      1876 | NS      | $50087.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                                           | Drax Group PLC                                           | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |     33941 | NS      | $271068.97    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Lindab International AB                                  | Lindab International AB                                  | CUSIP: 000000000<br>LEI: 54930085MH6IRQ1JP227 | Long             | EC               | CORP              | SE        |      6129 | NS      | $86929.93     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JET2 PLC                                                 | JET2 PLC                                                 | CUSIP: 000000000<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |     13612 | NS      | $205195.02    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BW Energy Ltd                                            | BW Energy Ltd                                            | CUSIP: 000000000<br>LEI: 5493004D19CJBN3DLD40 | Long             | EC               | CORP              | BM        |      8562 | NS      | $24055.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashmore Group PLC                                        | Ashmore Group PLC                                        | CUSIP: 000000000<br>LEI: 549300U3L59WB4YI2X12 | Long             | EC               | CORP              | GB        |     39329 | NS      | $129540.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Indivior PLC                                             | Indivior PLC                                             | CUSIP: 000000000<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |     11594 | NS      | $278388.06    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Melexis NV                                               | Melexis NV                                               | CUSIP: 000000000<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |      1706 | NS      | $181730.60    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurocommercial Properties NV                             | Eurocommercial Properties NV                             | CUSIP: 000000000<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               |  | NL        |      3553 | NS      | $88970.65     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| International Distributions Services PLC                 | International Distributions Services PLC                 | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | EC               | CORP              | GB        |     64824 | NS      | $183484.12    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Siegfried Holding AG                                     | Siegfried Holding AG                                     | CUSIP: 000000000<br>LEI: 506700J9QD6IF3937W06 | Long             | EC               | CORP              | CH        |       336 | NS      | $246835.04    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Vastned Retail NV                                        | Vastned Retail NV                                        | CUSIP: 000000000<br>LEI: 724500GTYRJW5W85PN10 | Long             | EC               |  | NL        |       943 | NS      | $21733.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                                | InPost SA                                                | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |     19005 | NS      | $183533.76    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropole Television SA                                  | Metropole Television SA                                  | CUSIP: 000000000<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |      2315 | NS      | $36870.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Genus PLC                                                | Genus PLC                                                | CUSIP: 000000000<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |      5549 | NS      | $199025.51    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Tremor International Ltd                                 | Tremor International Ltd                                 | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |      7555 | NS      | $30675.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| TP ICAP Group PLC                                        | TP ICAP Group PLC                                        | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |     66144 | NS      | $144009.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Redde Northgate PLC                                      | Redde Northgate PLC                                      | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |     19118 | NS      | $102292.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CGG SA                                                   | CGG SA                                                   | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | EC               | CORP              | FR        |     59962 | NS      | $50497.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Custodian Property Income Reit PLC                       | Custodian Property Income Reit PLC                       | CUSIP: 000000000<br>LEI: 2138001BOD1J5XK1CX76 | Long             | EC               |  | GB        |     37532 | NS      | $42199.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRENKE AG                                                | GRENKE AG                                                | CUSIP: 000000000<br>LEI: 529900BHRYZ464GFD289 | Long             | EC               | CORP              | DE        |      2409 | NS      | $69973.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Juventus Football Club SpA                               | Juventus Football Club SpA                               | CUSIP: 000000000<br>LEI: 815600A253A0AF58C166 | Long             | EC               | CORP              | IT        |     81475 | NS      | $26330.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Takkt AG                                                 | Takkt AG                                                 | CUSIP: 000000000<br>LEI: 549300AZ0JTVTW3IZY37 | Long             | EC               | CORP              | DE        |      2874 | NS      | $44438.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Science SA                                            | AB Science SA                                            | CUSIP: 000000000<br>LEI: 969500U43TVR8CCVBJ97 | Long             | EC               | CORP              | FR        |      2365 | NS      | $16347.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Global Fashion Group SA                                  | Global Fashion Group SA                                  | CUSIP: 000000000<br>LEI: 5493001035L29EQRO222 | Long             | EC               | CORP              | LU        |      7456 | NS      | $9519.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonduelle SCA                                            | Bonduelle SCA                                            | CUSIP: 000000000<br>LEI: 969500QVHHN3NNVYRE94 | Long             | EC               | CORP              | FR        |      1043 | NS      | $14012.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirent Communications PLC                               | Spirent Communications PLC                               | CUSIP: 000000000<br>LEI: 213800HKCUNWP1916L38 | Long             | EC               | CORP              | GB        |     51230 | NS      | $138838.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Solaria Energia y Medio Ambiente SA                      | Solaria Energia y Medio Ambiente SA                      | CUSIP: 000000000<br>LEI: 959800PM2YJU406K2789 | Long             | EC               | CORP              | ES        |      6299 | NS      | $129247.13    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Computacenter PLC                                        | Computacenter PLC                                        | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |      6792 | NS      | $186660.78    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sacyr SA                                                 | Sacyr SA                                                 | CUSIP: 000000000<br>LEI: 959800XKAB9VNAVN9425 | Long             | EC               | CORP              | ES        |     33649 | NS      | $103511.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AcadeMedia AB                                            | AcadeMedia AB                                            | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |      6889 | NS      | $32447.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectris PLC                                             | Spectris PLC                                             | CUSIP: 000000000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |      8961 | NS      | $355258.57    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| TietoEVRY Oyj                                            | TietoEVRY Oyj                                            | CUSIP: 000000000<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |      7546 | NS      | $229806.23    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Granges AB                                               | Granges AB                                               | CUSIP: 000000000<br>LEI: 5493006UG44TYSIXOB13 | Long             | EC               | CORP              | SE        |      8828 | NS      | $73840.62     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Svolder AB                                               | Svolder AB                                               | CUSIP: 000000000<br>LEI: 5493006ZVS6SHCKH6I37 | Long             | EC               | CORP              | SE        |      7765 | NS      | $50342.07     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yellow Cake PLC                                          | Yellow Cake PLC                                          | CUSIP: 000000000<br>LEI: 213800CVMYUGOA9EZY95 | Long             | EC               | CORP              | JE        |     15078 | NS      | $77684.93     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                               | Aurubis AG                                               | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |      2649 | NS      | $280149.82    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Clas Ohlson AB                                           | Clas Ohlson AB                                           | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |      3266 | NS      | $21777.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Calliditas Therapeutics AB                               | Calliditas Therapeutics AB                               | CUSIP: 000000000<br>LEI: 549300PVPZO8TNT76B58 | Long             | EC               | CORP              | SE        |      2776 | NS      | $26458.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Kape Technologies PLC                                    | Kape Technologies PLC                                    | CUSIP: 000000000<br>LEI: 213800UWCIGKJD9U3T81 | Long             | EC               | CORP              | IM        |     14325 | NS      | $44151.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Young & Co's Brewery PLC                                 | Young & Co's Brewery PLC                                 | CUSIP: 000000000<br>LEI: 213800JMZDORXCMKFW06 | Long             | EC               | CORP              | GB        |      1830 | NS      | $23283.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandox AB                                                | Pandox AB                                                | CUSIP: 000000000<br>LEI: 549300K4HA8EBLSL3B97 | Long             | EC               | CORP              | SE        |      7795 | NS      | $107320.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ackermans & van Haaren NV                                | Ackermans & van Haaren NV                                | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |      1977 | NS      | $342129.02    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Forbo Holding AG                                         | Forbo Holding AG                                         | CUSIP: 000000000<br>LEI: 506700HR073894C16243 | Long             | EC               | CORP              | CH        |        74 | NS      | $97363.91     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                           | Scandinavian Tobacco Group A/S                           | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |      4763 | NS      | $82781.95     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Thule Group AB                                           | Thule Group AB                                           | CUSIP: 000000000<br>LEI: 549300XHHOGBOERKU333 | Long             | EC               | CORP              | SE        |      8762 | NS      | $209970.80    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Scatec ASA                                               | Scatec ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIARK36 | Long             | EC               | CORP              | NO        |      9681 | NS      | $78959.95     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide          | Fraport AG Frankfurt Airport Services Worldwide          | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |      3082 | NS      | $175400.36    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercialys SA                                             | Mercialys SA                                             | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | EC               |  | FR        |      6217 | NS      | $69044.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                     | Banco de Sabadell SA                                     | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    475760 | NS      | $621991.26    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Senior PLC                                               | Senior PLC                                               | CUSIP: 000000000<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |     34244 | NS      | $64424.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Camurus AB                                               | Camurus AB                                               | CUSIP: 000000000<br>LEI: 5493003S6Z6VI7WYFQ06 | Long             | EC               | CORP              | SE        |      2591 | NS      | $62008.51     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Euroapi SA                                               | Euroapi SA                                               | CUSIP: 000000000<br>LEI: 9695002FT7GGI3CKKJ14 | Long             | EC               | CORP              | FR        |      4490 | NS      | $72072.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Pharma PLC                                      | Alliance Pharma PLC                                      | CUSIP: 000000000<br>LEI: 213800RYIWZA4Q5WPZ13 | Long             | EC               | CORP              | GB        |     41878 | NS      | $32526.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Marlowe PLC                                              | Marlowe PLC                                              | CUSIP: 000000000<br>LEI: 213800ZWSR4SBOM6B608 | Long             | EC               | CORP              | GB        |      6635 | NS      | $41063.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Datalogic SpA                                            | Datalogic SpA                                            | CUSIP: 000000000<br>LEI: 815600A033443037ED66 | Long             | EC               | CORP              | IT        |      1830 | NS      | $18415.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMCP SA                                                  | SMCP SA                                                  | CUSIP: 000000000<br>LEI: 96950034TTGHHKKEN547 | Long             | EC               | CORP              | FR        |      3939 | NS      | $31262.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC arbitrage                                            | ABC arbitrage                                            | CUSIP: 000000000<br>LEI: 969500IZ7E6B3QVX2I11 | Long             | EC               | CORP              | FR        |      3001 | NS      | $21141.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Galapagos NV                                             | Galapagos NV                                             | CUSIP: 000000000<br>LEI: 549300QKJ78IY0IOV655 | Long             | EC               | CORP              | BE        |      3915 | NS      | $173271.57    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec PLC                                             | Investec PLC                                             | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |     58438 | NS      | $372906.27    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ringkjoebing Landbobank A/S                              | Ringkjoebing Landbobank A/S                              | CUSIP: 000000000<br>LEI: 2138002M5U5K4OUMVV62 | Long             | EC               | CORP              | DK        |      2277 | NS      | $331354.96    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Kempower Oyj                                             | Kempower Oyj                                             | CUSIP: 000000000<br>LEI: 743700EIG9TDB5QNZS09 | Long             | EC               | CORP              | FI        |      1357 | NS      | $33916.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Biotage AB                                               | Biotage AB                                               | CUSIP: 000000000<br>LEI: 529900SR87NBUKX74L58 | Long             | EC               | CORP              | SE        |      5563 | NS      | $85975.85     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sligro Food Group NV                                     | Sligro Food Group NV                                     | CUSIP: 000000000<br>LEI: 724500YLB8OA6WK5CH48 | Long             | EC               | CORP              | NL        |      1942 | NS      | $37326.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cewe Stiftung & Co KGAA                                  | Cewe Stiftung & Co KGAA                                  | CUSIP: 000000000<br>LEI: 529900IDFHN9MQ3WUD64 | Long             | EC               | CORP              | DE        |       451 | NS      | $44701.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Gruppo SpA                                        | Unipol Gruppo SpA                                        | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     33149 | NS      | $173613.34    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Synsam AB                                                | Synsam AB                                                | CUSIP: 000000000<br>LEI: 5493000TMEGW9DHNOQ70 | Long             | EC               | CORP              | SE        |      3665 | NS      | $15002.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neobo Fastigheter AB                                     | Neobo Fastigheter AB                                     | CUSIP: 000000000<br>LEI: 213800QBPS3L89U9TZ44 | Long             | EC               | CORP              | SE        |      8518 | NS      | $15924.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KBC Ancora                                               | KBC Ancora                                               | CUSIP: 000000000<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |      2998 | NS      | $147194.98    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                                | Axfood AB                                                | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |      9184 | NS      | $236540.65    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bossard Holding AG                                       | Bossard Holding AG                                       | CUSIP: 000000000<br>LEI: 5067001959OEPG6X8016 | Long             | EC               | CORP              | CH        |       469 | NS      | $119507.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group PLC                                         | Keller Group PLC                                         | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |      6116 | NS      | $60999.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunel International NV                                  | Brunel International NV                                  | CUSIP: 000000000<br>LEI: 724500Y5L5UIEYCJCZ03 | Long             | EC               | CORP              | NL        |      1818 | NS      | $20752.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spaxs SpA                                                | Spaxs SpA                                                | CUSIP: 000000000<br>LEI: 81560056D149C84D0072 | Long             | EC               | CORP              | IT        |      5044 | NS      | $41387.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schouw & Co A/S                                          | Schouw & Co A/S                                          | CUSIP: 000000000<br>LEI: 213800V2R9WMMZASKK57 | Long             | EC               | CORP              | DK        |      1071 | NS      | $82984.37     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NTG Nordic Transport Group A/S                           | NTG Nordic Transport Group A/S                           | CUSIP: 000000000<br>LEI: 529900PZWXV8JX89K947 | Long             | EC               | CORP              | DK        |       665 | NS      | $27193.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIS Group PLC                                           | EMIS Group PLC                                           | CUSIP: 000000000<br>LEI: 213800K474ZZK76NX913 | Long             | EC               | CORP              | GB        |      4831 | NS      | $111851.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carel Industries SpA                                     | Carel Industries SpA                                     | CUSIP: 000000000<br>LEI: 815600115DA6E507AE33 | Long             | EC               | CORP              | IT        |      3264 | NS      | $80735.27     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharma Mar SA                                            | Pharma Mar SA                                            | CUSIP: 000000000<br>LEI: 959800QWKZ45ZQC2AV58 | Long             | EC               | CORP              | ES        |      1246 | NS      | $82166.01     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagegroup PLC                                            | Pagegroup PLC                                            | CUSIP: 000000000<br>LEI: 213800JK5ZEQW4AB8G71 | Long             | EC               | CORP              | GB        |     27699 | NS      | $155934.81    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                 | Howden Joinery Group PLC                                 | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |     47062 | NS      | $401569.61    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Veidekke ASA                                             | Veidekke ASA                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |      9024 | NS      | $93177.13     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                             | Centrica PLC                                             | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    496555 | NS      | $618609.14    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Rieter Holding AG                                        | Rieter Holding AG                                        | CUSIP: 000000000<br>LEI: 529900SNR4JQCSACBN29 | Long             | EC               | CORP              | CH        |       193 | NS      | $22398.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| METRO AG                                                 | METRO AG                                                 | CUSIP: 000000000<br>LEI: 5299006EQ03K3SSUYS12 | Long             | EC               | CORP              | DE        |     10373 | NS      | $102209.62    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinch AB                                                 | Sinch AB                                                 | CUSIP: 000000000<br>LEI: 549300UXY7QM6IDCGI12 | Long             | EC               | CORP              | SE        |     45776 | NS      | $189236.67    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AddLife AB                                               | AddLife AB                                               | CUSIP: 000000000<br>LEI: 5493005T3M7CD7XWE013 | Long             | EC               | CORP              | SE        |      9187 | NS      | $96957.28     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AAK AB                                                   | AAK AB                                                   | CUSIP: 000000000<br>LEI: 549300GK4LGIDDWJWL07 | Long             | EC               | CORP              | SE        |     15130 | NS      | $261140.40    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Believe SA                                               | Believe SA                                               | CUSIP: 000000000<br>LEI: 969500WGEAZ8YE4UAI86 | Long             | EC               | CORP              | FR        |      1561 | NS      | $18914.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elis SA                                                  | Elis SA                                                  | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | EC               | CORP              | FR        |     16258 | NS      | $285544.34    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                  | NKT A/S                                                  | CUSIP: 000000000<br>LEI: 529900197LKWCEQ0NL18 | Long             | EC               | CORP              | DK        |      3437 | NS      | $214475.13    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Verallia SA                                              | Verallia SA                                              | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | EC               | CORP              | FR        |      6278 | NS      | $231794.74    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Konecranes Oyj                                           | Konecranes Oyj                                           | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |      4994 | NS      | $162512.27    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Technicolor Creative Studios SA                          | Technicolor Creative Studios SA                          | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | EC               | CORP              | FR        |     17611 | NS      | $4357.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe BIC SA                                           | Societe BIC SA                                           | CUSIP: 000000000<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |      2037 | NS      | $147897.90    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| K-fast Holding AB                                        | K-fast Holding AB                                        | CUSIP: 000000000<br>LEI: 549300VT0UXKWES37P59 | Long             | EC               | CORP              | SE        |      4580 | NS      | $12211.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Laboratorios Farmaceuticos Rovi SA                       | Laboratorios Farmaceuticos Rovi SA                       | CUSIP: 000000000<br>LEI: 95980020140005936480 | Long             | EC               | CORP              | ES        |      1583 | NS      | $67076.33     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional REIT Ltd                                        | Regional REIT Ltd                                        | CUSIP: 000000000<br>LEI: 549300D8G4NKLRIKBX73 | Long             | EC               |  | GG        |     34229 | NS      | $25066.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BEWi ASA                                                 | BEWi ASA                                                 | CUSIP: 000000000<br>LEI: 254900N95EUYYZZA5F19 | Long             | EC               | CORP              | NO        |      3838 | NS      | $19955.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrofac Ltd                                             | Petrofac Ltd                                             | CUSIP: 000000000<br>LEI: 2138004624W8CKCSJ177 | Long             | EC               | CORP              | JE        |     37657 | NS      | $38625.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Datagroup SE                                             | Datagroup SE                                             | CUSIP: 000000000<br>LEI: 391200NEYPQM7LC12H89 | Long             | EC               | CORP              | DE        |       338 | NS      | $26273.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutz AG                                                 | Deutz AG                                                 | CUSIP: 000000000<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |      9832 | NS      | $53743.66     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES           | BlackRock Cash Funds: Treasury, SL Agency Shares         | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |     30000 | NS      | $30000.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMA Solar Technology AG                                  | SMA Solar Technology AG                                  | CUSIP: 000000000<br>LEI: 529900Q6JQHI8X451Q21 | Long             | EC               | CORP              | DE        |       861 | NS      | $73037.38     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Mapfre SA                                                | Mapfre SA                                                | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |     77784 | NS      | $156458.19    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AG Barr PLC                                              | AG Barr PLC                                              | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |      8025 | NS      | $54274.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Stabilus SE                                              | Stabilus SE                                              | CUSIP: 000000000<br>LEI: 529900JOSL94HJN4VZ28 | Long             | EC               | CORP              | DE        |      2078 | NS      | $143330.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Norske Skog ASA                                          | Norske Skog ASA                                          | CUSIP: 000000000<br>LEI: 529900MYY60WXHHY3039 | Long             | EC               | CORP              | NO        |      5134 | NS      | $35354.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JTC PLC                                                  | JTC PLC                                                  | CUSIP: 000000000<br>LEI: 213800DVUG4KLF2ASK33 | Long             | EC               | CORP              | JE        |     11226 | NS      | $99509.38     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SkiStar AB                                               | SkiStar AB                                               | CUSIP: 000000000<br>LEI: 529900CD7HSJ1CZS7089 | Long             | EC               | CORP              | SE        |      3478 | NS      | $37664.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                              | NOS SGPS SA                                              | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |     16810 | NS      | $72086.22     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group PLC                                         | Pennon Group PLC                                         | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |     21858 | NS      | $248132.31    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Montea NV                                                | Montea NV                                                | CUSIP: 000000000<br>LEI: 5493006K5LQDD0GK1T60 | Long             | EC               |  | BE        |       994 | NS      | $79773.34     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Comet Holding AG                                         | Comet Holding AG                                         | CUSIP: 000000000<br>LEI: 506700PGOL747J76WC96 | Long             | EC               | CORP              | CH        |       657 | NS      | $151872.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Healthcare REIT PLC                               | Target Healthcare REIT PLC                               | CUSIP: 000000000<br>LEI: 213800RXPY9WULUSBC04 | Long             | EC               |  | GB        |     50323 | NS      | $50252.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Future PLC                                               | Future PLC                                               | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |      9603 | NS      | $178815.27    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Mithra Pharmaceuticals SA                                | Mithra Pharmaceuticals SA                                | CUSIP: 000000000<br>LEI: 5493002FDD273HTEKK14 | Long             | EC               | CORP              | BE        |      2468 | NS      | $8393.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ISS A/S                                                  | ISS A/S                                                  | CUSIP: 000000000<br>LEI: 213800LEZA58SZNCBN19 | Long             | EC               | CORP              | DK        |     13181 | NS      | $288185.41    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Quadient SA                                              | Quadient SA                                              | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |      2802 | NS      | $49415.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASOS PLC                                                 | ASOS PLC                                                 | CUSIP: 000000000<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |      5685 | NS      | $61507.23     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Advanced Medical Solutions Group PLC                     | Advanced Medical Solutions Group PLC                     | CUSIP: 000000000<br>LEI: 213800HJP6OWOSZI1L74 | Long             | EC               | CORP              | GB        |     18921 | NS      | $59249.93     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Supermarket Income Reit PLC                              | Supermarket Income Reit PLC                              | CUSIP: 000000000<br>LEI: 2138007FOINJKAM7L537 | Long             | EC               |  | GB        |    105036 | NS      | $124783.78    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtech Plc                                             | Playtech Plc                                             | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | EC               | CORP              | IM        |     19452 | NS      | $135494.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijer Ref AB                                            | Beijer Ref AB                                            | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |     20737 | NS      | $319908.56    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Urban Logistics REIT PLC                                 | Urban Logistics REIT PLC                                 | CUSIP: 000000000<br>LEI: 213800P6ODJW2UFNDC37 | Long             | EC               |  | GB        |     40955 | NS      | $72455.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweco AB                                                 | Sweco AB                                                 | CUSIP: 000000000<br>LEI: 549300Q4Y55VICYV6U90 | Long             | EC               | CORP              | SE        |     18329 | NS      | $198829.43    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hays PLC                                                 | Hays PLC                                                 | CUSIP: 000000000<br>LEI: 213800QC8AWD4BO8TH08 | Long             | EC               | CORP              | GB        |    136576 | NS      | $208380.65    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensirion Holding AG                                     | Sensirion Holding AG                                     | CUSIP: 000000000<br>LEI: 894500ANJ9YNE8YCTT04 | Long             | EC               | CORP              | CH        |       781 | NS      | $92938.61     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer