# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001410368-26-064984
**Filing Date:** 2026-6
**Character Count:** 101715
**Document Hash:** 8abbbf1152d7db1a13226e6e7eff8788
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064984.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064984

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DFA INVESTMENT TRUST CO
- **CENTRAL INDEX KEY:** 0000896162

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07436
- **FILM NUMBER:** 261114354

**BUSINESS ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746
- **BUSINESS PHONE:** (512) 306-7400

**MAIL ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746

## Series and Classes Contracts Data

### THE UNITED KINGDOM SMALL COMPANY SERIES (Series ID: S000001005)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000002756 | THE UNITED KINGDOM SMALL COMPANY SERIES |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DFA INVESTMENT TRUST CO

- **b. Investment Company Act file number:** 811-07436

- **c. CIK number of Registrant:** 0000896162

- **d. LEI of Registrant:** 549300FSKWEXKF6YBM56

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

  - **Street Address 1:** 6300 BEE CAVE ROAD

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

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

- **a. Name of Series:** THE UNITED KINGDOM SMALL COMPANY SERIES

- **b. EDGAR series identifier (if any):** S000001005

- **c. LEI of Series:** 549300FCYEDRJO2L0O02

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1839296133.41

**Total Liabilities:** $74385245.56

**Net Assets:** $1764910887.85

**Cash Not Reported:** $4264973.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002756 | 1.48%                | -12.21%              | 7.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9991141.67              | $17013240.38                               |
| Month 2  | $-44466196.37            | $-188607537.45                             |
| Month 3  | $2515147.08              | $107698545.16                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Serica Energy PLC                        | Serica Energy PLC                          | CUSIP: 000000000<br>LEI: 213800EZZOKA815VC426 | Long             | EC               | CORP              | GB        |   1243177 | NS      | $4854089.31   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                | DFA Short Term Investment Fund             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  36087905 | NS      | $36087905.17  | 2.04%             |  |  |  | No            | N/A                | On Loan: No      |
| Vanquis Banking Group PLC                | Vanquis Banking Group PLC                  | CUSIP: 000000000<br>LEI: 213800U93SZC44VXN635 | Long             | EC               | CORP              | GB        |    351532 | NS      | $529465.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Balfour Beatty PLC                       | Balfour Beatty PLC                         | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |   2403596 | NS      | $26708305.54  | 1.51%             |  |  |  | No            | 2                  | On Loan: No      |
| Mortgage Advice Bureau Holdings Ltd      | Mortgage Advice Bureau Holdings Ltd.       | CUSIP: 000000000<br>LEI: 2138008AY1RA61T6W960 | Long             | EC               | CORP              | GB        |     56532 | NS      | $407542.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| S4 Capital PLC                           | S4 Capital PLC                             | CUSIP: 000000000<br>LEI: 21380068SP9V65KPQN68 | Long             | EC               | CORP              | GB        |    237273 | NS      | $140409.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Premier Foods PLC                        | Premier Foods PLC                          | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |   4083009 | NS      | $10944088.06  | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| Chesnara PLC                             | Chesnara PLC                               | CUSIP: 000000000<br>LEI: 213800VFRMBRTSZ3SJ06 | Long             | EC               | CORP              | GB        |   1249322 | NS      | $5196555.21   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Firstgroup PLC                           | Firstgroup PLC                             | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |   3339569 | NS      | $7399112.41   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Watkin Jones PLC                         | Watkin Jones PLC                           | CUSIP: 000000000<br>LEI: 2138009X19O21NU5SG79 | Long             | EC               | CORP              | GB        |    131807 | NS      | $40497.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Reach PLC                                | Reach PLC                                  | CUSIP: 000000000<br>LEI: 213800GNI5XF3XOATR61 | Long             | EC               | CORP              | GB        |   1590842 | NS      | $1259669.58   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingfisher PLC                           | Kingfisher PLC                             | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |   6301344 | NS      | $24778800.61  | 1.40%             |  |  |  | No            | 2                  | On Loan: No      |
| International Paper Co                   | International Paper Co.                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     46623 | NS      | $1457132.03   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| EnQuest PLC                              | EnQuest PLC                                | CUSIP: 000000000<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | EC               | CORP              | GB        |   8984632 | NS      | $2565664.92   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Central Asia Metals PLC                  | Central Asia Metals PLC                    | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |    912062 | NS      | $1810710.32   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Victrex PLC                              | Victrex PLC                                | CUSIP: 000000000<br>LEI: 213800UYNPHAUNHPXL67 | Long             | EC               | CORP              | GB        |    335665 | NS      | $2753181.16   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Jupiter Fund Management PLC              | Jupiter Fund Management PLC                | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |   1925206 | NS      | $3975862.69   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| dotdigital group plc                     | dotdigital group PLC                       | CUSIP: 000000000<br>LEI: 2138006LZ7HHQ6DWFD42 | Long             | EC               | CORP              | GB        |    440167 | NS      | $279396.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Rathbones Group PLC                      | Rathbones Group PLC                        | CUSIP: 000000000<br>LEI: 213800MBTHM6UE8ZQP29 | Long             | EC               | CORP              | GB        |    259126 | NS      | $6925124.18   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Conduit Holdings Ltd                     | Conduit Holdings Ltd.                      | CUSIP: 000000000<br>LEI: 21380085AE62D1BXSF19 | Long             | EC               | CORP              | BM        |    279187 | NS      | $1676888.55   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| PayPoint PLC                             | PayPoint PLC                               | CUSIP: 000000000<br>LEI: 5493004YKWI8U0GDD138 | Long             | EC               | CORP              | GB        |    273468 | NS      | $2366060.15   | 0.13%             |  |  |  | No            | 2                  | On Loan: —       |
| PZ Cussons PLC                           | PZ Cussons PLC                             | CUSIP: 000000000<br>LEI: XB3CXKKKED7OMV80FY35 | Long             | EC               | CORP              | GB        |    505449 | NS      | $523945.73    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Oxford Nanopore Technologies PLC         | Oxford Nanopore Technologies PLC           | CUSIP: 000000000<br>LEI: 213800IRWQ2Q6M2CDW55 | Long             | EC               | CORP              | GB        |     44678 | NS      | $68245.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Harworth Group PLC                       | Harworth Group PLC                         | CUSIP: 000000000<br>LEI: 213800R8JSSGK2KPFG21 | Long             | EC               | CORP              | GB        |    153210 | NS      | $278866.39    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Paragon Banking Group PLC                | Paragon Banking Group PLC                  | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |   1682949 | NS      | $17140282.59  | 0.97%             |  |  |  | No            | 2                  | On Loan: No      |
| Auction Technology Group PLC             | Auction Technology Group PLC               | CUSIP: 000000000<br>LEI: 213800U8Q9K2XI3WRE39 | Long             | EC               | CORP              | GB        |    165253 | NS      | $792987.01    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Afentra PLC                              | Afentra PLC                                | CUSIP: 000000000<br>LEI: 21380028BFDFJK8BRX92 | Long             | EC               | CORP              | GB        |    339285 | NS      | $354811.83    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OSB Group PLC                            | OSB Group PLC                              | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |   1826039 | NS      | $13126942.08  | 0.74%             |  |  |  | No            | 2                  | On Loan: No      |
| Greggs PLC                               | Greggs PLC                                 | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |    546131 | NS      | $11298868.94  | 0.64%             |  |  |  | No            | 2                  | On Loan: —       |
| Fintel PLC                               | Fintel PLC                                 | CUSIP: 000000000<br>LEI: 213800DXP1VY21GCTH04 | Long             | EC               | CORP              | GB        |      6561 | NS      | $16326.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Energean PLC                             | Energean PLC                               | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | EC               | CORP              | GB        |    681669 | NS      | $8265532.41   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Close Brothers Group PLC                 | Close Brothers Group PLC                   | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |    834967 | NS      | $5029821.51   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| MONY Group PLC                           | MONY Group PLC                             | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |   2747870 | NS      | $6675595.59   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Ithaca Energy PLC                        | Ithaca Energy PLC                          | CUSIP: 000000000<br>LEI: 21380057TNFLXPXBIP34 | Long             | EC               | CORP              | GB        |    869406 | NS      | $3180816.01   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Frasers Group PLC                        | Frasers Group PLC                          | CUSIP: 000000000<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |    727520 | NS      | $6480872.69   | 0.37%             |  |  |  | No            | 2                  | On Loan: —       |
| IQE PLC                                  | IQE PLC                                    | CUSIP: 000000000<br>LEI: 213800Y33WHD3ESJJP16 | Long             | EC               | CORP              | GB        |   2903015 | NS      | $1683596.13   | 0.10%             |  |  |  | No            | 2                  | On Loan: —       |
| Luceco PLC                               | Luceco PLC                                 | CUSIP: 000000000<br>LEI: 213800BBFZK4W4P98U76 | Long             | EC               | CORP              | GB        |    371359 | NS      | $1096702.36   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Food Group PLC                    | Hilton Food Group PLC                      | CUSIP: 000000000<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |    311933 | NS      | $2288748.94   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Georgia Capital PLC                      | Georgia Capital PLC                        | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |    112330 | NS      | $5984504.18   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Travis Perkins PLC                       | Travis Perkins PLC                         | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |    529618 | NS      | $3760168.30   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| WAG Payment Solutions PLC                | WAG Payment Solutions PLC                  | CUSIP: 000000000<br>LEI: 213800HU63CWV5J8YK95 | Long             | EC               | CORP              | GB        |     22048 | NS      | $34551.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| GB Group PLC                             | GB Group PLC                               | CUSIP: 000000000<br>LEI: 213800RBAFZIBCV7XR29 | Long             | EC               | CORP              | GB        |   1073994 | NS      | $3113727.52   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Rightmove PLC                            | Rightmove PLC                              | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |   2393622 | NS      | $14123529.01  | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| Norcros PLC                              | Norcros PLC                                | CUSIP: 000000000<br>LEI: 213800EIMJZZA1GBIE18 | Long             | EC               | CORP              | GB        |    214076 | NS      | $819219.49    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Severfield PLC                           | Severfield PLC                             | CUSIP: 000000000<br>LEI: 21380025AWPR781CY104 | Long             | EC               | CORP              | GB        |    517005 | NS      | $177764.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Persimmon PLC                            | Persimmon PLC                              | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |   1613139 | NS      | $23260609.66  | 1.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Moonpig Group PLC                        | Moonpig Group PLC                          | CUSIP: 000000000<br>LEI: 213800VAYO5KCAXZHK83 | Long             | EC               | CORP              | GB        |   1414723 | NS      | $4103824.60   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| RS GROUP PLC                             | RS Group PLC                               | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |   2288056 | NS      | $18795053.28  | 1.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Canal+ SA                                | Canal & SA                                 | CUSIP: 000000000<br>LEI: 9695000537F9F73BXN18 | Long             | EC               | CORP              | FR        |   1513469 | NS      | $4715235.99   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| IP Group PLC                             | IP Group PLC                               | CUSIP: 000000000<br>LEI: 213800HG22UM138WFG43 | Long             | EC               | CORP              | GB        |   4794708 | NS      | $3955526.94   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Alfa Financial Software Holdings PLC     | Alfa Financial Software Holdings PLC       | CUSIP: 000000000<br>LEI: 213800C5UOZHUTNUGA28 | Long             | EC               | CORP              | GB        |    296974 | NS      | $599217.16    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Treatt PLC                               | Treatt PLC                                 | CUSIP: 000000000<br>LEI: 213800G4OJM9F7G9LG39 | Long             | EC               | CORP              | GB        |     24863 | NS      | $101740.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bellway PLC                              | Bellway PLC                                | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |    617098 | NS      | $16002493.34  | 0.91%             |  |  |  | No            | 2                  | On Loan: No      |
| Mears Group PLC                          | Mears Group PLC                            | CUSIP: 000000000<br>LEI: 213800DHCALLH8IRJV57 | Long             | EC               | CORP              | GB        |    775299 | NS      | $4179257.53   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Lion Finance Group PLC                   | Lion Finance Group PLC                     | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |    258093 | NS      | $38679190.68  | 2.19%             |  |  |  | No            | 2                  | On Loan: No      |
| M&C Saatchi PLC                          | M&C Saatchi PLC                            | CUSIP: 000000000<br>LEI: 213800XBLFQZ1T1KBA87 | Long             | EC               | CORP              | GB        |      4260 | NS      | $7619.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AJ Bell PLC                              | AJ Bell PLC                                | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |   1489249 | NS      | $10450522.05  | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Tate & Lyle PLC                          | Tate & Lyle PLC                            | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |    845834 | NS      | $4221534.31   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| XP Power Ltd                             | XP Power Ltd.                              | CUSIP: 000000000<br>LEI: 213800I7RWQ3FV72EZ26 | Long             | EC               | CORP              | SG        |     59144 | NS      | $1410449.86   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Speedy Hire PLC                          | Speedy Hire PLC                            | CUSIP: 000000000<br>LEI: 213800U78SIYAZDYXM61 | Long             | EC               | CORP              | GB        |   2337991 | NS      | $630729.36    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Spire Healthcare Group PLC               | Spire Healthcare Group PLC                 | CUSIP: 000000000<br>LEI: 213800IBJPW3SE2RA350 | Long             | EC               | CORP              | GB        |   1223378 | NS      | $2708798.20   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Watches of Switzerland Group PLC         | Watches of Switzerland Group PLC           | CUSIP: 000000000<br>LEI: 2138008ZOT5K9PJW7168 | Long             | EC               | CORP              | GB        |    859071 | NS      | $6012562.99   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| M&G PLC                                  | M&G PLC                                    | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |     44952 | NS      | $184750.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chemring Group PLC                       | Chemring Group PLC                         | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |   1247909 | NS      | $8847666.30   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| FDM Group Holdings PLC                   | FDM Group Holdings PLC                     | CUSIP: 000000000<br>LEI: 213800YR62D7GUZLMZ71 | Long             | EC               | CORP              | GB        |    109011 | NS      | $154846.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Porvair PLC                              | Porvair PLC                                | CUSIP: 000000000<br>LEI: 213800ECKHS8LAQO3C45 | Long             | EC               | CORP              | GB        |      9952 | NS      | $97846.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Castings PLC                             | Castings PLC                               | CUSIP: 000000000<br>LEI: 2138004LKVACAUE94W70 | Long             | EC               | CORP              | GB        |    172431 | NS      | $624901.50    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| FW Thorpe PLC                            | FW Thorpe PLC                              | CUSIP: 000000000<br>LEI: 2138007NXVPPRAXXHT76 | Long             | EC               | CORP              | GB        |      2919 | NS      | $9999.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Xaar PLC                                 | Xaar PLC                                   | CUSIP: 000000000<br>LEI: 213800MXEC3KAOBBPO57 | Long             | EC               | CORP              | GB        |    455438 | NS      | $863602.45    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| International Personal Finance PLC       | International Personal Finance PLC         | CUSIP: 000000000<br>LEI: 213800II1O44IRKUZB59 | Long             | EC               | CORP              | GB        |   1191113 | NS      | $4019506.56   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Robert Walters PLC                       | Robert Walters PLC                         | CUSIP: 000000000<br>LEI: 213800LIE15BDEN3VW43 | Long             | EC               | CORP              | GB        |    333782 | NS      | $430610.20    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| YouGov PLC                               | YouGov PLC                                 | CUSIP: 000000000<br>LEI: 213800MZGBGCJIPOBB41 | Long             | EC               | CORP              | GB        |    354504 | NS      | $921161.25    | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| ICG PLC                                  | ICG PLC                                    | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |    950869 | NS      | $23443396.62  | 1.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Elementis PLC                            | Elementis PLC                              | CUSIP: 000000000<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |   3842447 | NS      | $7733917.44   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| C&C Group PLC                            | C&C Group PLC                              | CUSIP: 000000000<br>LEI: 635400LNUHA2LDXXV850 | Long             | EC               | CORP              | IE        |   1848217 | NS      | $2967588.32   | 0.17%             |  |  |  | No            | 2                  | On Loan: —       |
| Funding Circle Holdings PLC              | Funding Circle Holdings PLC                | CUSIP: 000000000<br>LEI: 2138003EK6UAINBBUS19 | Long             | EC               | CORP              | GB        |    301603 | NS      | $595219.09    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Pantheon Resources PLC                   | Pantheon Resources PLC                     | CUSIP: 000000000<br>LEI: 213800SWHY5DNQS64J23 | Long             | EC               | CORP              | GB        |   2152536 | NS      | $308342.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Smiths News PLC                          | Smiths News PLC                            | CUSIP: 000000000<br>LEI: 2138004O33ONVOOQXB02 | Long             | EC               | CORP              | GB        |    363558 | NS      | $335167.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan African Resources PLC                | Pan African Resources PLC                  | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |   8821033 | NS      | $16844692.22  | 0.95%             |  |  |  | No            | 2                  | On Loan: No      |
| IntegraFin Holdings PLC                  | IntegraFin Holdings PLC                    | CUSIP: 000000000<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |    225489 | NS      | $997234.13    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| J D Wetherspoon PLC                      | J D Wetherspoon PLC                        | CUSIP: 000000000<br>LEI: 213800CHWARFAAN7UB85 | Long             | EC               | CORP              | GB        |    486587 | NS      | $3896668.08   | 0.22%             |  |  |  | No            | 2                  | On Loan: —       |
| Midwich Group PLC                        | Midwich Group PLC                          | CUSIP: 000000000<br>LEI: 213800TUH2ZU68PZZN12 | Long             | EC               | CORP              | GB        |     25107 | NS      | $48734.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fevara PLC                               | Fevara PLC                                 | CUSIP: 000000000<br>LEI: 213800HTIKPQV98RA653 | Long             | EC               | CORP              | GB        |    141570 | NS      | $258129.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Foxtons Group PLC                        | Foxtons Group PLC                          | CUSIP: 000000000<br>LEI: 5493001HCMG6R1MYKC59 | Long             | EC               | CORP              | GB        |   1243718 | NS      | $727700.16    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SigmaRoc PLC                             | SigmaRoc PLC                               | CUSIP: 000000000<br>LEI: 213800Q3CJUERBGD1E44 | Long             | EC               | CORP              | GB        |   2856553 | NS      | $4791431.15   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Dunelm Group PLC                         | Dunelm Group PLC                           | CUSIP: 000000000<br>LEI: 213800WCOWEI3T5DUV19 | Long             | EC               | CORP              | GB        |    732209 | NS      | $7486843.97   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Gamma Communications PLC                 | Gamma Communications PLC                   | CUSIP: 000000000<br>LEI: 213800LAQZXPRIZUEH50 | Long             | EC               | CORP              | GB        |    366506 | NS      | $4498398.10   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Diversified Energy Co                    | Diversified Energy Co.                     | CUSIP: 25520W107<br>LEI: 529900XTQ3OKXR6P0H74 | Long             | EC               | CORP              | US        |    193262 | NS      | $3180735.15   | 0.18%             |  |  |  | No            | 2                  | On Loan: —       |
| boohoo Group PLC                         | boohoo Group PLC                           | CUSIP: 000000000<br>LEI: 213800SZF3KFCECWY243 | Long             | EC               | CORP              | JE        |    328868 | NS      | $75907.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| SIG PLC                                  | SIG PLC                                    | CUSIP: 000000000<br>LEI: 213800VDC1BKJEZ8PV53 | Long             | EC               | CORP              | GB        |   1114211 | NS      | $122414.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Serco Group PLC                          | Serco Group PLC                            | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |   5604633 | NS      | $21513212.73  | 1.22%             |  |  |  | No            | 2                  | On Loan: No      |
| WPP PLC                                  | WPP PLC                                    | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |    629649 | NS      | $2279687.37   | 0.13%             |  |  |  | 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        |    395053 | NS      | $220023.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Brooks Macdonald Group PLC               | Brooks Macdonald Group PLC                 | CUSIP: 000000000<br>LEI: 213800WRDF8LB8MIEX37 | Long             | EC               | CORP              | GB        |      1612 | NS      | $30366.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company         | DFA Investment Trust Co.                   | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   3290868 | NS      | $38058889.39  | 2.16%             |  |  |  | No            | 2                  | On Loan: No      |
| XPS Pensions Group PLC                   | XPS Pensions Group PLC                     | CUSIP: 000000000<br>LEI: 2138004Y8OBPJEAACJ11 | Long             | EC               | CORP              | GB        |    816025 | NS      | $3363763.36   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuller Smith & Turner PLC                | Fuller Smith & Turner PLC                  | CUSIP: 000000000<br>LEI: 213800C7ACOFMRCQQW76 | Long             | EC               | CORP              | GB        |    163787 | NS      | $1439849.88   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Currys PLC                               | Currys PLC                                 | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |   5383854 | NS      | $9165846.43   | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| Greencore Group PLC                      | Greencore Group PLC                        | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               | CORP              | IE        |   2948205 | NS      | $10114259.69  | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| Macfarlane Group PLC                     | Macfarlane Group PLC                       | CUSIP: 000000000<br>LEI: 213800LVRYDERSJAAZ73 | Long             | EC               | CORP              | GB        |     69670 | NS      | $59617.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Matthey PLC                      | Johnson Matthey PLC                        | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |    882547 | NS      | $24926859.32  | 1.41%             |  |  |  | No            | 2                  | On Loan: No      |
| DFS Furniture PLC                        | DFS Furniture PLC                          | CUSIP: 000000000<br>LEI: 213800GDSOBNKS1U1P93 | Long             | EC               | CORP              | GB        |   1107335 | NS      | $1878292.18   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Vesuvius PLC                             | Vesuvius PLC                               | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |   1132169 | NS      | $6820546.04   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Tullow Oil PLC                           | Tullow Oil PLC                             | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | EC               | CORP              | GB        |    866132 | NS      | $176963.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Secure Trust Bank PLC                    | Secure Trust Bank PLC                      | CUSIP: 000000000<br>LEI: 213800CXIBLC2TMIGI76 | Long             | EC               | CORP              | GB        |     36552 | NS      | $623835.94    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ATALAYA MINING COPPER SA                 | Atalaya Mining Copper SA                   | CUSIP: 000000000<br>LEI: 549300QNQPXVRXGXOX56 | Long             | EC               | CORP              | ES        |    470896 | NS      | $4760437.67   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Card Factory PLC                         | Card Factory PLC                           | CUSIP: 000000000<br>LEI: 213800TTSOPFVCKPFQ11 | Long             | EC               | CORP              | GB        |   1026444 | NS      | $942929.12    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Zotefoams PLC                            | Zotefoams PLC                              | CUSIP: 000000000<br>LEI: 213800B6P256B5XN8D32 | Long             | EC               | CORP              | GB        |    137268 | NS      | $732457.24    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Sindall Group PLC                 | Morgan Sindall Group PLC                   | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |    262706 | NS      | $16798696.88  | 0.95%             |  |  |  | No            | 2                  | On Loan: No      |
| City of London Investment Group PLC      | London Investment Group PLC                | CUSIP: 000000000<br>LEI: 549300BV85TFYXK2Y635 | Long             | EC               | CORP              | GB        |       887 | NS      | $4984.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| B&M European Value Retail plc            | B&M European Value Retail PLC              | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | JE        |    986583 | NS      | $2254352.40   | 0.13%             |  |  |  | No            | 2                  | On Loan: —       |
| Spirax Group PLC                         | Spirax Group PLC                           | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |    175599 | NS      | $17137929.46  | 0.97%             |  |  |  | No            | 2                  | On Loan: No      |
| INDUSTRIAL + COMME                       | Industrial & Commercial Bank of China Ltd. | CUSIP: 000000000<br>LEI: 254900RYF4STUN5BW294 | Long             | EC               | CORP              | GB        |      5000 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Mitchells & Butlers PLC                  | Mitchells & Butlers PLC                    | CUSIP: 000000000<br>LEI: 213800JHYNDNB1NS2W10 | Long             | EC               | CORP              | GB        |   1498657 | NS      | $5094335.06   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Genuit Group PLC                         | Genuit Group PLC                           | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |   1413603 | NS      | $4982118.20   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| LSL Property Services PLC                | LSL Property Services PLC                  | CUSIP: 000000000<br>LEI: 213800T4VM5VR3C7S706 | Long             | EC               | CORP              | GB        |    352540 | NS      | $1063731.61   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Rotork PLC                               | Rotork PLC                                 | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |   4112554 | NS      | $17287031.70  | 0.98%             |  |  |  | No            | 2                  | On Loan: No      |
| DiscoverIE Group PLC                     | DiscoverIE Group PLC                       | CUSIP: 000000000<br>LEI: 213800BMDLQU1VEEAN68 | Long             | EC               | CORP              | GB        |    487755 | NS      | $4333000.41   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Hochschild Mining PLC                    | Hochschild Mining PLC                      | CUSIP: 000000000<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | GB        |   2307041 | NS      | $19696516.88  | 1.12%             |  |  |  | No            | 2                  | On Loan: No      |
| On the Beach Group PLC                   | On the Beach Group PLC                     | CUSIP: 000000000<br>LEI: 213800K51Y9BZY7F9R69 | Long             | EC               | CORP              | GB        |    606895 | NS      | $1351338.96   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Ecora Royalties Plc                      | Ecora Royalties PLC                        | CUSIP: 000000000<br>LEI: 213800LXSV317746JZ71 | Long             | EC               | CORP              | GB        |    958713 | NS      | $1807483.50   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Pinewood Technologies Group PLC          | Pinewood Technologies Group PLC            | CUSIP: 000000000<br>LEI: 213800VRSPZFOGMMIS18 | Long             | EC               | CORP              | GB        |    392305 | NS      | $1331507.47   | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| Gulf Keystone Petroleum Ltd              | Gulf Keystone Petroleum Ltd.               | CUSIP: 000000000<br>LEI: 213800QTAQOSSTNTPO15 | Long             | EC               | CORP              | BM        |   1412541 | NS      | $3815924.47   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Gym Group PLC                            | Gym Group PLC                              | CUSIP: 000000000<br>LEI: 213800VCU9TBANZIN455 | Long             | EC               | CORP              | GB        |    780957 | NS      | $1884916.66   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Vp PLC                                   | Vp PLC                                     | CUSIP: 000000000<br>LEI: 213800TBQKKQR7UXZP80 | Long             | EC               | CORP              | GB        |    153784 | NS      | $1021108.60   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Capita PLC                               | Capita PLC                                 | CUSIP: 000000000<br>LEI: CMIGEWPLHL4M7ZV0IZ88 | Long             | EC               | CORP              | GB        |    135264 | NS      | $530877.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ocado Group PLC                          | Ocado Group PLC                            | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | EC               | CORP              | GB        |   2059271 | NS      | $5568056.22   | 0.32%             |  |  |  | No            | 2                  | On Loan: —       |
| Foresight Group Holdings Ltd             | Foresight Group Holdings Ltd.              | CUSIP: 000000000<br>LEI: 213800NNT42FFIZB1T09 | Long             | EC               | CORP              | GG        |    249093 | NS      | $1354112.39   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertu Motors PLC                         | Vertu Motors PLC                           | CUSIP: 000000000<br>LEI: 213800GIKJEIUIGMI575 | Long             | EC               | CORP              | GB        |   1535509 | NS      | $1344115.98   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Beazley PLC                              | Beazley PLC                                | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |   1950709 | NS      | $33882610.41  | 1.92%             |  |  |  | No            | 2                  | On Loan: No      |
| Goodwin PLC                              | Goodwin PLC                                | CUSIP: 000000000<br>LEI: 213800N4T1NMSJ57B322 | Long             | EC               | CORP              | GB        |      2674 | NS      | $416110.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Dr Martens PLC                           | Dr. Martens PLC                            | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |   1380940 | NS      | $1165926.17   | 0.07%             |  |  |  | No            | 2                  | On Loan: —       |
| Centaur Media PLC                        | Centaur Media PLC                          | CUSIP: 000000000<br>LEI: 2138005WK87G7DQRQI62 | Long             | EC               | CORP              | GB        |     14715 | NS      | $2182.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkeley Group Holdings PLC              | Berkeley Group Holdings PLC                | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |    462974 | NS      | $20157624.58  | 1.14%             |  |  |  | No            | 2                  | On Loan: No      |
| TT Electronics plc                       | TT Electronics PLC                         | CUSIP: 000000000<br>LEI: 213800TJGBW5VFHQEV54 | Long             | EC               | CORP              | GB        |    804382 | NS      | $1305699.32   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitie Group PLC                          | Mitie Group PLC                            | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |   6584223 | NS      | $15612636.83  | 0.88%             |  |  |  | No            | 2                  | On Loan: No      |
| Bridgepoint Group PLC                    | Bridgepoint Group PLC                      | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    350750 | NS      | $1190558.97   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Crest Nicholson Holdings plc             | Crest Nicholson Holdings PLC               | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |    352612 | NS      | $316586.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| RM PLC                                   | RM PLC                                     | CUSIP: 000000000<br>LEI: 2138005RKUCIEKLXWM61 | Long             | EC               | CORP              | GB        |     33750 | NS      | $45824.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Impax Asset Management Group PLC         | Impax Asset Management Group PLC           | CUSIP: 000000000<br>LEI: 213800AJDNW4S2B7E680 | Long             | EC               | CORP              | GB        |     54696 | NS      | $73132.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| THG PLC                                  | THG PLC                                    | CUSIP: 000000000<br>LEI: 21380066N3SV9O8IDP37 | Long             | EC               | CORP              | GB        |   2611429 | NS      | $1107306.53   | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| Renew Holdings PLC                       | Renew Holdings PLC                         | CUSIP: 000000000<br>LEI: 213800O3DC3V4WYA2E09 | Long             | EC               | CORP              | GB        |    275578 | NS      | $3417531.10   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Victorian Plumbing Group PLC             | Victorian Plumbing Group PLC               | CUSIP: 000000000<br>LEI: 894500R59II0S4WXGZ04 | Long             | EC               | CORP              | GB        |     25510 | NS      | $28690.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MJ Gleeson PLC                           | MJ Gleeson PLC                             | CUSIP: 000000000<br>LEI: 21380064K7N2W7FD6434 | Long             | EC               | CORP              | GB        |    221280 | NS      | $692146.13    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| accesso Technology Group PLC             | Accesso Technology Group PLC               | CUSIP: 000000000<br>LEI: 213800VY7MXUO7STIN73 | Long             | EC               | CORP              | GB        |     28799 | NS      | $103295.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hikma Pharmaceuticals PLC                | Hikma Pharmaceuticals PLC                  | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |    759798 | NS      | $14446021.22  | 0.82%             |  |  |  | No            | 2                  | On Loan: No      |
| Games Workshop Group PLC                 | Games Workshop Group PLC                   | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |    133329 | NS      | $35362392.29  | 2.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hill & Smith PLC                         | Hill & Smith PLC                           | CUSIP: 000000000<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |    502644 | NS      | $17675111.19  | 1.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SSP Group Plc                            | SSP Group PLC                              | CUSIP: 000000000<br>LEI: 213800QGNIWTXFMENJ24 | Long             | EC               | CORP              | GB        |   3715909 | NS      | $8040733.62   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Burford Capital Ltd                      | Burford Capital Ltd.                       | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |    739209 | NS      | $3531231.82   | 0.20%             |  |  |  | No            | 2                  | On Loan: —       |
| Kier Group PLC                           | Kier Group PLC                             | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | EC               | CORP              | GB        |   1974392 | NS      | $5494603.74   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Bytes Technology Group PLC               | Bytes Technology Group PLC                 | CUSIP: 000000000<br>LEI: 213800LA4DZLFBAC9O33 | Long             | EC               | CORP              | GB        |   1124811 | NS      | $4652838.33   | 0.26%             |  |  |  | No            | 2                  | On Loan: —       |
| Gulf Marine Services PLC                 | Gulf Marine Services PLC                   | CUSIP: 000000000<br>LEI: 213800IGS2QE89SAJF77 | Long             | EC               | CORP              | GB        |    363413 | NS      | $94627.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| QinetiQ Group PLC                        | QinetiQ Group PLC                          | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |   2761415 | NS      | $16734166.11  | 0.95%             |  |  |  | No            | 2                  | On Loan: No      |
| Grainger PLC                             | Grainger PLC                               | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               |  | GB        |    957377 | NS      | $2090954.91   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Topps Tiles PLC                          | Topps Tiles PLC                            | CUSIP: 000000000<br>LEI: 2138009NA4K1NTLN7Q97 | Long             | EC               | CORP              | GB        |    251830 | NS      | $125612.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Accsys Technologies PLC                  | Accsys Technologies PLC                    | CUSIP: 000000000<br>LEI: 213800HKRFK8PNUNV581 | Long             | EC               | CORP              | GB        |      9505 | NS      | $8677.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| McBride PLC                              | McBride PLC                                | CUSIP: 000000000<br>LEI: 213800HX7FMPA2CIEF02 | Long             | EC               | CORP              | GB        |    805142 | NS      | $1708470.29   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Schroders PLC                            | Schroders PLC                              | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |     45643 | NS      | $359392.18    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Plus PLC                         | Telecom Plus PLC                           | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |    386345 | NS      | $6174677.24   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| 4imprint Group PLC                       | 4imprint Group PLC                         | CUSIP: 000000000<br>LEI: 213800G95T751RN2CT94 | Long             | EC               | CORP              | GB        |    158093 | NS      | $7837548.00   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Pets at Home Group Plc                   | Pets at Home Group PLC                     | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |   2556665 | NS      | $6283488.80   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| BRCK Group PLC                           | BRCK Group PLC                             | CUSIP: 000000000<br>LEI: 213800SK28MWXB3K3P26 | Long             | EC               | CORP              | GB        |    143996 | NS      | $96517.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JD Sports Fashion PLC                    | JD Sports Fashion PLC                      | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |   8469019 | NS      | $7774604.37   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Volution Group PLC                       | Volution Group PLC                         | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |   1031334 | NS      | $8648706.36   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| easyJet PLC                              | easyJet PLC                                | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |    966101 | NS      | $4624085.73   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Inchcape PLC                             | Inchcape PLC                               | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |   1908518 | NS      | $21532344.84  | 1.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Genel Energy Plc                         | Genel Energy PLC                           | CUSIP: 000000000<br>LEI: 549300IVCJDWC3LR8F94 | Long             | EC               | CORP              | JE        |    819525 | NS      | $605898.88    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Taylor Wimpey PLC                        | Taylor Wimpey PLC                          | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |  18617972 | NS      | $19694025.32  | 1.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Halfords Group PLC                       | Halfords Group PLC                         | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |   1045860 | NS      | $2072698.12   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Autotrader Group PLC                     | Autotrader Group PLC                       | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |   1929853 | NS      | $12981973.28  | 0.74%             |  |  |  | No            | 2                  | On Loan: No      |
| Integrated Diagnostics Holdings PLC      | Integrated Diagnostics Holdings PLC        | CUSIP: 000000000<br>LEI: 2138007JN9NUWKKTS790 | Long             | EC               | CORP              | JE        |   1220599 | NS      | $683568.40    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Trifast PLC                              | Trifast PLC                                | CUSIP: 000000000<br>LEI: 213800WFIVE6RWK3CR22 | Long             | EC               | CORP              | GB        |    531372 | NS      | $453080.76    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Forterra PLC                             | Forterra PLC                               | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |   1018450 | NS      | $2184557.37   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| IMI PLC                                  | IMI PLC                                    | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |    467321 | NS      | $17799351.36  | 1.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gaming Realms PLC                        | Gaming Realms PLC                          | CUSIP: 000000000<br>LEI: 213800MJYF3DX78F6A39 | Long             | EC               | CORP              | GB        |    438911 | NS      | $202547.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Grafton Group PLC                        | Grafton Group PLC                          | CUSIP: 000000000<br>LEI: 635400BE9SBAG61DJ963 | Long             | EC               | CORP              | IE        |   1374546 | NS      | $16451132.23  | 0.93%             |  |  |  | No            | 2                  | On Loan: No      |
| Tatton Asset Management PLC              | Tatton Asset Management PLC                | CUSIP: 000000000<br>LEI: 213800G2F8I1N7HTVP88 | Long             | EC               | CORP              | GB        |      1575 | NS      | $13280.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistry Group PLC                         | Vistry Group PLC                           | CUSIP: 000000000<br>LEI: 2138001KOWN7CG9SLK53 | Long             | EC               | CORP              | GB        |   1364004 | NS      | $6087745.47   | 0.34%             |  |  |  | No            | 2                  | On Loan: —       |
| Frontier Developments PLC                | Frontier Developments PLC                  | CUSIP: 000000000<br>LEI: 213800B9LGPWUAZ9GX18 | Long             | EC               | CORP              | GB        |     52854 | NS      | $223256.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Babcock International Group PLC          | Babcock International Group PLC            | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |   1796495 | NS      | $27064664.61  | 1.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Helios Towers PLC                        | Helios Towers PLC                          | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |   3390668 | NS      | $9236661.16   | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| Marshalls PLC                            | Marshalls PLC                              | CUSIP: 000000000<br>LEI: 213800S21IFC367J5V62 | Long             | EC               | CORP              | GB        |    638767 | NS      | $1133121.30   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Strix Group PLC                          | Strix Group PLC                            | CUSIP: 000000000<br>LEI: 213800KZEW5W6BZMNT62 | Long             | EC               | CORP              | IM        |    247902 | NS      | $137461.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Wilmington PLC                           | Wilmington PLC                             | CUSIP: 000000000<br>LEI: 213800PFUQT4HHFYZJ63 | Long             | EC               | CORP              | GB        |    309004 | NS      | $982400.19    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| IG Group Holdings PLC                    | IG Group Holdings PLC                      | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |   1731490 | NS      | $35383159.03  | 2.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Young & Co's Brewery PLC                 | Young & Co.'s Brewery PLC                  | CUSIP: 000000000<br>LEI: 213800JMZDORXCMKFW06 | Long             | EC               | CORP              | GB        |     11970 | NS      | $104244.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Diversified Energy Co                    | Diversified Energy Co.                     | CUSIP: 25520W107<br>LEI: 529900XTQ3OKXR6P0H74 | Long             | EC               | CORP              | US        |      5324 | NS      | $88644.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Service Group PLC                | Johnson Service Group PLC                  | CUSIP: 000000000<br>LEI: 2138004WZUPWV53KWV11 | Long             | EC               | CORP              | GB        |   1660603 | NS      | $2901319.56   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Polar Capital Holdings PLC               | Polar Capital Holdings PLC                 | CUSIP: 000000000<br>LEI: 549300OXX7YE1947B825 | Long             | EC               | CORP              | GB        |    438158 | NS      | $4083728.86   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| ITV PLC                                  | ITV PLC                                    | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |  16649174 | NS      | $18116606.90  | 1.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Essentra PLC                             | Essentra PLC                               | CUSIP: 000000000<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |    834129 | NS      | $928738.05    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Saga PLC                                 | Saga PLC                                   | CUSIP: 000000000<br>LEI: 2138004WWUJN94K2LH95 | Long             | EC               | CORP              | GB        |    641152 | NS      | $5126867.98   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| RWS Holdings PLC                         | RWS Holdings PLC                           | CUSIP: 000000000<br>LEI: 213800YGBGTTSKUVK111 | Long             | EC               | CORP              | GB        |    405169 | NS      | $490622.95    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Domino's Pizza Group PLC                 | Domino's Pizza Group PLC                   | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |   2611913 | NS      | $6896573.58   | 0.39%             |  |  |  | No            | 2                  | On Loan: —       |
| ME GROUP INTERNATIONAL PLC               | Me Group International PLC                 | CUSIP: 000000000<br>LEI: 2138006YJ65EKBYYYX41 | Long             | EC               | CORP              | GB        |   1540381 | NS      | $3068537.70   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashtead Technology Holdings plc          | Ashtead Technology Holdings PLC            | CUSIP: 000000000<br>LEI: 213800LHEWVY66RPGR58 | Long             | EC               | CORP              | GB        |     69805 | NS      | $451718.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Hargreaves Services PLC                  | Hargreaves Services PLC                    | CUSIP: 000000000<br>LEI: 213800O17BER1SHMH466 | Long             | EC               | CORP              | GB        |      9674 | NS      | $104302.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Burberry Group PLC                       | Burberry Group PLC                         | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |   1216857 | NS      | $19309284.49  | 1.09%             |  |  |  | No            | 2                  | On Loan: No      |
| BRAEMAR PLC                              | Braemar PLC                                | CUSIP: 000000000<br>LEI: 213800EV6IKTTHJ83C19 | Long             | EC               | CORP              | GB        |     80822 | NS      | $236624.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Liontrust Asset Management PLC           | Liontrust Asset Management PLC             | CUSIP: 000000000<br>LEI: 549300XVXU6S7PLCL855 | Long             | EC               | CORP              | GB        |     63146 | NS      | $227141.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EKF Diagnostics Holdings PLC             | EKF Diagnostics Holdings PLC               | CUSIP: 000000000<br>LEI: 213800DXTF3EAUK1AR05 | Long             | EC               | CORP              | GB        |     79384 | NS      | $28516.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hollywood Bowl Group PLC                 | Hollywood Bowl Group PLC                   | CUSIP: 000000000<br>LEI: 213800XB8YZNGJYDEZ97 | Long             | EC               | CORP              | GB        |    781790 | NS      | $2704726.44   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Mondi PLC                                | Mondi PLC                                  | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |   1825338 | NS      | $18858316.34  | 1.07%             |  |  |  | No            | 2                  | On Loan: No      |
| WATERLOO INVESTMENT HOLDINGS             | Waterloo Investment Holdings Ltd.          | CUSIP: 000000000<br>LEI: 213800TZIK14GMV2YL02 | Long             | EC               | CORP              | VG        |      4000 | NS      | $1400.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Man Group PLC/Jersey                     | Man Group PLC                              | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |   5913832 | NS      | $20434369.82  | 1.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Harbour Energy PLC                       | Harbour Energy PLC                         | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |   2760437 | NS      | $10977917.81  | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| RHI Magnesita NV                         | RHI Magnesita NV                           | CUSIP: 000000000<br>LEI: 724500UWG6A61XNA3Y36 | Long             | EC               | CORP              | NL        |     47413 | NS      | $1710523.29   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Softcat PLC                              | Softcat PLC                                | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |    652004 | NS      | $12242134.58  | 0.69%             |  |  |  | No            | 2                  | On Loan: No      |
| Ibstock PLC                              | Ibstock PLC                                | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |    669115 | NS      | $932032.24    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Trainline PLC                            | Trainline PLC                              | CUSIP: 000000000<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |   1087665 | NS      | $3486466.21   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| PureTech Health PLC                      | PureTech Health PLC                        | CUSIP: 000000000<br>LEI: 213800LVPDNO2Z9T9I39 | Long             | EC               | CORP              | GB        |    640931 | NS      | $1110136.32   | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| Nichols PLC                              | Nichols PLC                                | CUSIP: 000000000<br>LEI: 213800EF5CMR3K8PND54 | Long             | EC               | CORP              | GB        |     16891 | NS      | $224459.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Advanced Materials PLC            | Morgan Advanced Materials PLC              | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |   1557354 | NS      | $4630924.70   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Aberdeen Group PLC                       | Aberdeen Group PLC                         | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |   9506777 | NS      | $26866949.80  | 1.52%             |  |  |  | No            | 2                  | On Loan: No      |
| CMC Markets PLC                          | CMC Markets PLC                            | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |    617962 | NS      | $3106277.18   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Hiscox Ltd                               | Hiscox Ltd.                                | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |   1578945 | NS      | $33224539.60  | 1.88%             |  |  |  | No            | 2                  | On Loan: No      |
| Cranswick PLC                            | Cranswick PLC                              | CUSIP: 000000000<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |    332030 | NS      | $24306152.58  | 1.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Plus500 Ltd                              | Plus500 Ltd.                               | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |    515168 | NS      | $31293167.72  | 1.77%             |  |  |  | No            | 2                  | On Loan: No      |
| Phoenix Spree Deutschland Ltd            | Phoenix Spree Deutschland Ltd.             | CUSIP: 000000000<br>LEI: 213800OR6IIJPG98AG39 | Long             | EC               | CORP              | JE        |     15813 | NS      | $37790.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Next 15 Group PLC                        | Next 15 Group PLC                          | CUSIP: 000000000<br>LEI: 213800BK9MBUZUUPMZ63 | Long             | EC               | CORP              | GB        |    175714 | NS      | $571018.55    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AB Dynamics PLC                          | AB Dynamics PLC                            | CUSIP: 000000000<br>LEI: 213800OFXZP4A7I47K43 | Long             | EC               | CORP              | GB        |     11640 | NS      | $154091.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Savills PLC                              | Savills PLC                                | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |    802244 | NS      | $9048637.77   | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| International Workplace Group PLC        | International Workplace Group PLC          | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Long             | EC               | CORP              | JE        |   3877375 | NS      | $9760906.10   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Headlam Group PLC                        | Headlam Group PLC                          | CUSIP: 000000000<br>LEI: 213800I4AZZUJEYX9O90 | Long             | EC               | CORP              | GB        |    271660 | NS      | $143035.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Volex PLC                                | Volex PLC                                  | CUSIP: 000000000<br>LEI: 213800HBLQNH5FXXGE63 | Long             | EC               | CORP              | GB        |    732940 | NS      | $5982013.91   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Barratt Redrow PLC                       | Barratt Redrow PLC                         | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |   5222203 | NS      | $17785516.36  | 1.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NCC Group PLC                            | NCC Group PLC                              | CUSIP: 000000000<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |   1240261 | NS      | $2016077.90   | 0.11%             |  |  |  | No            | 2                  | On Loan: —       |
| Ninety One PLC                           | Ninety One PLC                             | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |   1470728 | NS      | $4315969.91   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Everplay Group PLC                       | Everplay Group PLC                         | CUSIP: 000000000<br>LEI: 2138006EUUCCL4ZI5E51 | Long             | EC               | CORP              | GB        |    174003 | NS      | $620574.92    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Quilter PLC                              | Quilter PLC                                | CUSIP: 000000000<br>LEI: 54930092XIVK28RZGM95 | Long             | EC               | CORP              | GB        |   7401878 | NS      | $18483206.53  | 1.05%             |  |  |  | No            | 2                  | On Loan: No      |
| WH Smith PLC                             | WH Smith PLC                               | CUSIP: 000000000<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |    450605 | NS      | $3165414.68   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Kainos Group PLC                         | Kainos Group PLC                           | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |    457630 | NS      | $5177889.76   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Helical PLC                              | Helical PLC                                | CUSIP: 000000000<br>LEI: 2138003SBD2Z7WV2MP70 | Long             | EC               |  | GB        |     28412 | NS      | $73905.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SThree PLC                               | SThree PLC                                 | CUSIP: 000000000<br>LEI: 2138003NEBX5VRP3EX50 | Long             | EC               | CORP              | GB        |    311609 | NS      | $714594.29    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hunting PLC                              | Hunting PLC                                | CUSIP: 000000000<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |    706228 | NS      | $4885499.65   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| James Halstead PLC                       | James Halstead PLC                         | CUSIP: 000000000<br>LEI: 213800C8FFBYVO6UL498 | Long             | EC               | CORP              | GB        |    355751 | NS      | $659243.25    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Gooch & Housego PLC                      | Gooch & Housego PLC                        | CUSIP: 000000000<br>LEI: 213800DO3DOOKYOPA952 | Long             | EC               | CORP              | GB        |     15275 | NS      | $191458.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rank Group PLC                           | Rank Group PLC                             | CUSIP: 000000000<br>LEI: 213800TXKD6XZWOFTE12 | Long             | EC               | CORP              | GB        |    403455 | NS      | $524033.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hostelworld Group Plc                    | Hostelworld Group PLC                      | CUSIP: 000000000<br>LEI: 213800OC94PF2D675H41 | Long             | EC               | CORP              | GB        |     71032 | NS      | $102645.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| S&U PLC                                  | S&U PLC                                    | CUSIP: 000000000<br>LEI: 213800QZ1X2A7J64SQ31 | Long             | EC               | CORP              | GB        |     33109 | NS      | $857310.63    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Henry Boot PLC                           | Henry Boot PLC                             | CUSIP: 000000000<br>LEI: 213800H5873O9TC3XT22 | Long             | EC               | CORP              | GB        |    515452 | NS      | $1142831.49   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Group PLC                            | CVS Group PLC                              | CUSIP: 000000000<br>LEI: 213800J41XDQ2NX48O05 | Long             | EC               | CORP              | GB        |    365951 | NS      | $5798503.95   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| AO World PLC                             | AO World PLC                               | CUSIP: 000000000<br>LEI: 2138005FFOAJIUZY4375 | Long             | EC               | CORP              | GB        |    556609 | NS      | $664824.84    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Galliford Try Holdings PLC               | Galliford Try Holdings PLC                 | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |    634237 | NS      | $4516366.80   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Clarkson PLC                             | Clarkson PLC                               | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |    154043 | NS      | $10128457.06  | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| AEP Plantations PLC                      | AEP Plantations PLC                        | CUSIP: 000000000<br>LEI: 2138009ROZICGP42QP19 | Long             | EC               | CORP              | GB        |    128393 | NS      | $3331341.39   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Trustpilot Group PLC                     | Trustpilot Group PLC                       | CUSIP: 000000000<br>LEI: 2138002ILUNMGNPSGG46 | Long             | EC               | CORP              | GB        |    790255 | NS      | $2778148.67   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Evoke PLC                                | Evoke PLC                                  | CUSIP: 000000000<br>LEI: 213800H84UJQYSVF9750 | Long             | EC               | CORP              | GI        |     20108 | NS      | $10596.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IDOX PLC                                 | IDOX PLC                                   | CUSIP: 000000000<br>LEI: 213800Z3FE6PWVSUGE70 | Long             | EC               | CORP              | GB        |    101694 | NS      | $98909.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Coats Group PLC                          | Coats Group PLC                            | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |   7571796 | NS      | $8588609.97   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Wickes Group PLC                         | Wickes Group PLC                           | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |   1432191 | NS      | $3892548.38   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| TBC Bank Group PLC                       | TBC Bank Group PLC                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |    199521 | NS      | $13210915.63  | 0.75%             |  |  |  | No            | 2                  | On Loan: No      |
| Lancashire Holdings Ltd                  | Lancashire Holdings Ltd.                   | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | BM        |   1207878 | NS      | $9433819.60   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| PPHE Hotel Group Ltd                     | PPHE Hotel Group Ltd.                      | CUSIP: 000000000<br>LEI: 2138003H1BZGR6KM5823 | Long             | EC               | CORP              | GG        |     42574 | NS      | $873860.80    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Bodycote PLC                             | Bodycote PLC                               | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |   1087943 | NS      | $10103393.21  | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| Convatec Group PLC                       | Convatec Group PLC                         | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |   5273664 | NS      | $15123937.96  | 0.86%             |  |  |  | No            | 2                  | On Loan: No      |
| Drax Group PLC                           | Drax Group PLC                             | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |   1792797 | NS      | $21570654.30  | 1.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Synthomer PLC                            | Synthomer PLC                              | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | EC               | CORP              | GB        |    288525 | NS      | $272331.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| JET2 PLC                                 | JET2 PLC                                   | CUSIP: 000000000<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |    813756 | NS      | $12079948.48  | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashmore Group PLC                        | Ashmore Group PLC                          | CUSIP: 000000000<br>LEI: 549300U3L59WB4YI2X12 | Long             | EC               | CORP              | GB        |   1739637 | NS      | $4922278.21   | 0.28%             |  |  |  | No            | 2                  | On Loan: —       |
| Bloomsbury Publishing PLC                | Bloomsbury Publishing PLC                  | CUSIP: 000000000<br>LEI: 213800ZL2PEC4C6UOQ53 | Long             | EC               | CORP              | GB        |    500492 | NS      | $4156612.52   | 0.24%             |  |  |  | No            | 2                  | On Loan: —       |
| TP ICAP Group PLC                        | TP ICAP Group PLC                          | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |   4121116 | NS      | $17711547.59  | 1.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zigup PLC                                | Zigup PLC                                  | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |   1377758 | NS      | $7539119.96   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Pollen Street Group Ltd                  | Pollen Street Group Ltd.                   | CUSIP: 000000000<br>LEI: 894500LP94M98N8CY487 | Long             | EC               | CORP              | GG        |     70405 | NS      | $814223.64    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| DCC PLC                                  | DCC PLC                                    | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |    300023 | NS      | $22613639.46  | 1.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Marston's PLC                            | Marston's PLC                              | CUSIP: 000000000<br>LEI: 213800Q6RP3ZJ2CZR962 | Long             | EC               | CORP              | GB        |   2805385 | NS      | $1970922.21   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Computacenter PLC                        | Computacenter PLC                          | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |    433414 | NS      | $21943878.16  | 1.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Costain Group PLC                        | Costain Group PLC                          | CUSIP: 000000000<br>LEI: 213800PKIJBZ2EDTKC88 | Long             | EC               | CORP              | GB        |   1265591 | NS      | $3197281.33   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Young & Co's Brewery PLC                 | Young & Co.'s Brewery PLC                  | CUSIP: 000000000<br>LEI: 213800JMZDORXCMKFW06 | Long             | EC               | CORP              | GB        |    132229 | NS      | $1383574.72   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Senior PLC                               | Senior PLC                                 | CUSIP: 000000000<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |   2191421 | NS      | $8537682.15   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital Ltd                              | Capital Ltd.                               | CUSIP: 000000000<br>LEI: 213800XG175G91JW8W37 | Long             | EC               | CORP              | BM        |    104810 | NS      | $163201.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GREENCORE GROUP PLC                      | Greencore Group PLC                        | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | N/A              | DE               |  | GB        |    829558 | NS      | $169702.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sabre Insurance Group PLC                | Sabre Insurance Group PLC                  | CUSIP: 000000000<br>LEI: 2138006RXRQ8P8VKGV98 | Long             | EC               | CORP              | GB        |    591404 | NS      | $1221431.30   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Investec PLC                             | Investec PLC                               | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |    368850 | NS      | $3170892.16   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Croda International PLC                  | Croda International PLC                    | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |    494214 | NS      | $19168765.95  | 1.09%             |  |  |  | No            | 2                  | On Loan: No      |
| James Fisher & Sons PLC                  | James Fisher & Sons PLC                    | CUSIP: 000000000<br>LEI: 213800J975E5OYR6S216 | Long             | EC               | CORP              | GB        |    184515 | NS      | $1143643.04   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Keller Group PLC                         | Keller Group PLC                           | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |    482853 | NS      | $14677342.47  | 0.83%             |  |  |  | No            | 2                  | On Loan: No      |
| Breedon Group PLC                        | Breedon Group PLC                          | CUSIP: 000000000<br>LEI: 213800DQGNQE3X76WS92 | Long             | EC               | CORP              | GB        |   1554808 | NS      | $6490160.66   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Metro Bank Holdings PLC                  | Metro Bank Holdings PLC                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | EC               | CORP              | GB        |   1156092 | NS      | $2362295.18   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Pagegroup PLC                            | Pagegroup PLC                              | CUSIP: 000000000<br>LEI: 213800JK5ZEQW4AB8G71 | Long             | EC               | CORP              | GB        |    980095 | NS      | $1786904.38   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Howden Joinery Group PLC                 | Howden Joinery Group PLC                   | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |   2409358 | NS      | $25419431.96  | 1.44%             |  |  |  | No            | 2                  | On Loan: No      |
| MP Evans Group PLC                       | MP Evans Group PLC                         | CUSIP: 000000000<br>LEI: 2138003IBXJUCR4SZG26 | Long             | EC               | CORP              | GB        |     25436 | NS      | $620971.97    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Team Internet Group PLC                  | Team Internet Group PLC                    | CUSIP: 000000000<br>LEI: 213800M4IINBWMXEKV82 | Long             | EC               | CORP              | GB        |    390220 | NS      | $173098.54    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Pharos Energy PLC                        | Pharos Energy PLC                          | CUSIP: 000000000<br>LEI: 549300DDKLXYLLO4N524 | Long             | EC               | CORP              | GB        |   1305299 | NS      | $494811.46    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Capricorn Energy PLC                     | Capricorn Energy PLC                       | CUSIP: 000000000<br>LEI: 213800ZJEUQ8ZOC9AL24 | Long             | EC               | CORP              | GB        |    307119 | NS      | $1297868.21   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Dauch Corporation                        | Dauch Corp.                                | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |    126645 | NS      | $723794.16    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AG Barr PLC                              | AG Barr PLC                                | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |    531497 | NS      | $4654902.17   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| WPP PLC                                  | WPP PLC                                    | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |      4844 | NS      | $87627.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Pennon Group PLC                         | Pennon Group PLC                           | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |   2051312 | NS      | $15344313.64  | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| Future PLC                               | Future PLC                                 | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |    145194 | NS      | $663492.17    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ASOS PLC                                 | ASOS PLC                                   | CUSIP: 000000000<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |      3926 | NS      | $11987.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Advanced Medical Solutions Group PLC     | Advanced Medical Solutions Group PLC       | CUSIP: 000000000<br>LEI: 213800HJP6OWOSZI1L74 | Long             | EC               | CORP              | GB        |    957716 | NS      | $3189282.42   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Whitbread PLC                            | Whitbread PLC                              | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |    696169 | NS      | $21162098.06  | 1.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Playtech Plc                             | Playtech PLC                               | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | EC               | CORP              | IM        |   1232321 | NS      | $6103702.31   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Hays PLC                                 | Hays PLC                                   | CUSIP: 000000000<br>LEI: 213800QC8AWD4BO8TH08 | Long             | EC               | CORP              | GB        |   3782438 | NS      | $1713116.47   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-19

**Name of Applicant:** DFA INVESTMENT TRUST CO

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President