# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-040647
**Filing Date:** 2023-2
**Character Count:** 207087
**Document Hash:** 5552f0dadee3faa9b4a3508a0b42b169
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040647.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040647

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23668329

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

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

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

## Series and Classes Contracts Data

### iShares International Developed Small Cap Value Factor ETF (Series ID: S000070653)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000224636 | iShares International Developed Small Cap Value Factor ETF | ISVL            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> International Developed Small Cap Value Factor ETF** |
| December 31, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Common Stocks** |  |  |
| **Australia — 9.7%** |  |  |
| Abacus Property Group | 147540 | $262615 |
| Arena REIT | 97277 | 251955 |
| AUB Group Ltd. | 19000 | 289452 |
| Austal Ltd. | 94231 | 133465 |
| Bapcor Ltd. | 101500 | 444786 |
| Bega Cheese Ltd. | 91050 | 240409 |
| Brickworks Ltd. | 17545 | 263950 |
| BWP Trust | 137690 | 365308 |
| BWX Ltd.<sup>(a)(b)</sup> | 44277 | 5071 |
| Cedar Woods Properties Ltd. | 19600 | 57506 |
| Centuria Capital Group | 221150 | 255498 |
| Centuria Industrial REIT | 155354 | 328263 |
| Centuria Office REIT | 146871 | 152621 |
| Charter Hall Long Wale REIT | 159503 | 478208 |
| Charter Hall Retail REIT | 137047 | 353961 |
| Charter Hall Social Infrastructure REIT | 102843 | 237320 |
| Credit Corp. Group Ltd. | 19400 | 245952 |
| Dexus Industria REIT | 64937 | 127685 |
| Elders Ltd. | 47100 | 323305 |
| Emeco Holdings Ltd. | 165961 | 86598 |
| Gold Road Resources Ltd. | 271850 | 314673 |
| GrainCorp Ltd., Class A | 69750 | 351647 |
| Growthpoint Properties Australia Ltd. | 85562 | 172527 |
| GUD Holdings Ltd. | 36800 | 188667 |
| Healius Ltd. | 179662 | 374344 |
| Ingenia Communities Group | 116347 | 352069 |
| InvoCare Ltd. | 44100 | 329875 |
| IPH Ltd. | 49650 | 291817 |
| Kelsian Group Ltd. | 41350 | 159807 |
| Link Administration Holdings Ltd. | 156154 | 209810 |
| McMillan Shakespeare Ltd. | 14978 | 136834 |
| Monadelphous Group Ltd. | 26800 | 243507 |
| National Storage REIT | 347000 | 546820 |
| New Hope Corp. Ltd. | 70050 | 300842 |
| Nine Entertainment Co. Holdings Ltd. | 451300 | 563024 |
| Perseus Mining Ltd. | 410350 | 590479 |
| PEXA Group Ltd.<sup>(a)</sup> | 20765 | 166861 |
| Premier Investments Ltd. | 23050 | 386198 |
| Reliance Worldwide Corp. Ltd. | 241885 | 483620 |
| Rural Funds Group | 105950 | 173909 |
| Sandfire Resources Ltd. | 132300 | 489278 |
| Select Harvests Ltd. | 36950 | 98001 |
| Service Stream Ltd. | 183840 | 85252 |
| SmartGroup Corp. Ltd. | 28000 | 96950 |
| Steadfast Group Ltd. | 298400 | 1108259 |
| Super Retail Group Ltd. | 44650 | 324067 |
| Superloop Ltd.<sup>(a)</sup> | 149600 | 73775 |
| United Malt Grp Ltd. | 80700 | 190521 |
| Viva Energy Group Ltd.<sup>(c)</sup> | 244100 | 451854 |
| Waypoint REIT Ltd. | 211000 | 394097 |
| Westgold Resources Ltd.<sup>(a)</sup> | 48550 | 28971 |
|  |  | 14582283 |
| **Austria — 1.9%** |  |  |
| CA Immobilien Anlagen AG | 12078 | 364671 |
| EVN AG | 11613 | 209996 |
| Mayr Melnhof Karton AG<sup>(b)</sup> | 2531 | 408886 |
| Oesterreichische Post AG<sup>(b)</sup> | 9800 | 308522 |
| Porr AG | 4582 | 57680 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Austria (continued)** |  |  |
| Schoeller-Bleckmann Oilfield Equipment AG | 3555 | $222914 |
| UNIQA Insurance Group AG | 31455 | 235126 |
| Vienna Insurance Group AG Wiener Versicherung Gruppe | 11000 | 262883 |
| Wienerberger AG | 34725 | 837008 |
|  |  | 2907686 |
| **Belgium — 2.2%** |  |  |
| Aedifica SA | 11500 | 935732 |
| Bekaert SA | 9812 | 381324 |
| Deme Group NV<sup>(a)</sup> | 2159 | 286725 |
| Gimv NV | 6150 | 290525 |
| KBC Ancora | 11022 | 496710 |
| Montea NV | 4194 | 300537 |
| Shurgard Self Storage SA | 7882 | 361425 |
| Tessenderlo Group SA<sup>(a)</sup> | 6850 | 244432 |
|  |  | 3297410 |
| **Canada — 16.8%** |  |  |
| Allied Properties REIT | 38012 | 718691 |
| AltaGas Ltd. | 83750 | 1446141 |
| ARC Resources Ltd. | 199250 | 2685607 |
| Canadian Apartment Properties REIT | 52247 | 1646900 |
| Canadian Western Bank | 26762 | 475549 |
| Capital Power Corp. | 35050 | 1199311 |
| Celestica Inc.<sup>(a)</sup> | 31700 | 357269 |
| Choice Properties REIT | 77750 | 847555 |
| Dream Office REIT | 13713 | 151309 |
| Finning International Inc. | 48439 | 1204178 |
| Granite REIT | 18686 | 953345 |
| Home Capital Group Inc. | 15305 | 481305 |
| iA Financial Corp. Inc. | 32600 | 1908569 |
| Laurentian Bank of Canada | 13350 | 318467 |
| Linamar Corp. | 13700 | 620244 |
| Maple Leaf Foods Inc. | 22556 | 407307 |
| Mullen Group Ltd. | 27800 | 298737 |
| North West Co. Inc. (The) | 13250 | 348082 |
| Onex Corp. | 23400 | 1128350 |
| Parex Resources Inc. | 37900 | 564021 |
| PrairieSky Royalty Ltd. | 61950 | 992847 |
| Russel Metals Inc. | 17700 | 376223 |
| SSR Mining Inc. | 65150 | 1019593 |
| Stella-Jones Inc. | 19606 | 702572 |
| Torex Gold Resources Inc.<sup>(a)</sup> | 22200 | 254956 |
| Transcontinental Inc., Class A | 21955 | 247764 |
| West Fraser Timber Co. Ltd. | 30100 | 2173469 |
| Yamana Gold Inc. | 300350 | 1668118 |
|  |  | 25196479 |
| **Denmark — 2.0%** |  |  |
| FLSmidth & Co. A/S | 17200 | 623498 |
| Scandinavian Tobacco Group A/S, Class A<sup>(c)</sup> | 19307 | 339353 |
| Schouw & Co. A/S | 4002 | 301304 |
| Spar Nord Bank A/S | 24550 | 375939 |
| Sydbank AS | 17950 | 755092 |
| Topdanmark AS | 12650 | 665701 |
|  |  | 3060887 |
| **Finland — 2.6%** |  |  |
| Cargotec OYJ, Class B | 14845 | 658468 |
| Kemira OYJ | 27053 | 415120 |
| Konecranes OYJ | 22957 | 707744 |
| Metsa Board OYJ, Class B | 52228 | 490664 |
| Outokumpu OYJ | 99100 | 502956 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> International Developed Small Cap Value Factor ETF** |
| December 31, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Finland (continued)** |  |  |
| TietoEVRY OYJ | 28000 | $796320 |
| Uponor OYJ | 16520 | 293790 |
|  |  | 3865062 |
| **France — 2.7%** |  |  |
| APERAM SA | 14387 | 456263 |
| Beneteau SA | 11850 | 179654 |
| Carmila SA | 12528 | 178879 |
| Coface SA<sup>(a)</sup> | 32116 | 416967 |
| Derichebourg SA | 28150 | 166645 |
| Fnac Darty SA | 5839 | 215621 |
| IPSOS | 11645 | 729311 |
| Jacquet Metal Service SA | 2450 | 43917 |
| Mersen SA | 4896 | 197880 |
| Metropole Television SA | 19950 | 327842 |
| Nexity SA | 12843 | 358732 |
| Quadient SA | 10750 | 158668 |
| Rothschild & Co. | 8209 | 327910 |
| Television Francaise 1 | 33800 | 259476 |
| Vicat SA | 4051 | 101652 |
|  |  | 4119417 |
| **Germany — 2.8%** |  |  |
| Aurubis AG | 10716 | 872295 |
| Bilfinger SE | 9400 | 270798 |
| CropEnergies AG | 5400 | 75143 |
| Deutsche EuroShop AG | 3180 | 75113 |
| Deutz AG | 36800 | 158370 |
| Freenet AG | 37550 | 816498 |
| Hamburger Hafen und Logistik AG | 5050 | 64084 |
| Hornbach Holding AG & Co. KGaA | 3150 | 260432 |
| Instone Real Estate Group SE<sup>(c)</sup> | 14112 | 121474 |
| Krones AG | 4800 | 536368 |
| Salzgitter AG<sup>(b)</sup> | 10400 | 315957 |
| Suedzucker AG | 24455 | 426807 |
| Takkt AG | 11100 | 160323 |
| Wacker Neuson SE | 5100 | 88857 |
|  |  | 4242519 |
| **Israel — 0.4%** |  |  |
| Clal Insurance Enterprises Holdings Ltd.<sup>(a)</sup> | 14250 | 239772 |
| Menora Mivtachim Holdings Ltd. | 6800 | 132056 |
| Migdal Insurance & Financial Holdings Ltd.<sup>(a)</sup> | 100950 | 115192 |
| Oil Refineries Ltd. | 456300 | 159953 |
|  |  | 646973 |
| **Italy — 2.1%** |  |  |
| Banca IFIS SpA | 8302 | 118180 |
| Banco BPM SpA | 458300 | 1633826 |
| BFF Bank SpA<sup>(c)</sup> | 55250 | 438344 |
| Credito Emiliano SpA | 21503 | 152788 |
| Unipol Gruppo SpA | 155550 | 757341 |
|  |  | 3100479 |
| **Japan — 17.9%** |  |  |
| ADEKA Corp. | 30000 | 489611 |
| Aichi Steel Corp. | 5000 | 82145 |
| Aida Engineering Ltd. | 15000 | 88282 |
| Aiphone Co. Ltd. | 5000 | 69942 |
| Aisan Industry Co. Ltd. | 10000 | 52141 |
| Alconix Corp. | 5000 | 50156 |
| Alpen Co. Ltd. | 5000 | 74103 |
| Anest Iwata Corp. | 10000 | 65262 |
| AOKI Holdings Inc. | 10000 | 51664 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Japan (continued)** |  |  |
| Arata Corp. | 5000 | $159037 |
| Asahi Diamond Industrial Co. Ltd. | 15000 | 76483 |
| ASAHI YUKIZAI Corp. | 5000 | 105827 |
| Autobacs Seven Co. Ltd. | 15000 | 164726 |
| Awa Bank Ltd. (The) | 10000 | 161603 |
| BML Inc. | 5000 | 126841 |
| Bunka Shutter Co. Ltd. | 15000 | 125631 |
| Canon Electronics Inc. | 5000 | 57467 |
| Cawachi Ltd. | 5000 | 84725 |
| Central Glass Co. Ltd. | 10000 | 212611 |
| Chubu Shiryo Co. Ltd. | 10000 | 82607 |
| Chudenko Corp. | 5000 | 79205 |
| Chugoku Marine Paints Ltd. | 10000 | 72202 |
| Citizen Watch Co. Ltd. | 80000 | 359192 |
| Daihen Corp. | 5000 | 146295 |
| Daiichi Jitsugyo Co. Ltd. | 5000 | 166892 |
| Daiken Corp. | 5000 | 79277 |
| Dainichiseika Color & Chemicals Manufacturing Co. Ltd. | 5000 | 64633 |
| DCM Holdings Co. Ltd. | 30000 | 273743 |
| Digital Holdings Inc.<sup>(a)</sup> | 5000 | 46192 |
| Doshisha Co. Ltd. | 5000 | 61523 |
| Duskin Co. Ltd. | 10000 | 227155 |
| DyDo Group Holdings Inc. | 2400 | 86654 |
| EDION Corp. | 25000 | 244507 |
| Eizo Corp. | 5000 | 129745 |
| Exedy Corp. | 10000 | 121885 |
| Fuji Co. Ltd./Ehime | 5000 | 69463 |
| Fuji Seal International Inc. | 15000 | 191480 |
| Fujibo Holdings Inc. | 5000 | 122145 |
| Fukuda Corp. | 1500 | 50662 |
| Furuno Electric Co. Ltd. | 5000 | 36584 |
| Futaba Industrial Co. Ltd. | 20000 | 53555 |
| Glory Ltd. | 15000 | 249184 |
| Goldcrest Co. Ltd. | 5000 | 63800 |
| Gunze Ltd. | 5000 | 159841 |
| H2O Retailing Corp. | 25000 | 243417 |
| Hakuto Co. Ltd. | 3200 | 101162 |
| Heiwado Co. Ltd. | 10000 | 162624 |
| Hibiya Engineering Ltd. | 5000 | 72350 |
| Hodogaya Chemical Co. Ltd. | 1600 | 34059 |
| Hokuetsu Corp. | 40000 | 230993 |
| Hokuto Corp. | 5000 | 71315 |
| Hosiden Corp. | 15000 | 179232 |
| Hosokawa Micron Corp. | 5000 | 101336 |
| Inabata & Co. Ltd. | 15000 | 270979 |
| Ines Corp. | 5000 | 51838 |
| I-PEX Inc. | 5000 | 44903 |
| Iseki & Co. Ltd. | 5000 | 44401 |
| Ishihara Sangyo Kaisha Ltd. | 10000 | 79978 |
| Itochu Enex Co. Ltd. | 15000 | 119584 |
| Japan Wool Textile Co. Ltd. (The) | 20000 | 147569 |
| Joshin Denki Co. Ltd. | 5000 | 73490 |
| Joyful Honda Co. Ltd. | 15000 | 219447 |
| JVCKenwood Corp. | 45000 | 125462 |
| Kaga Electronics Co. Ltd. | 5000 | 154303 |
| Kanamoto Co. Ltd. | 10000 | 171190 |
| Kanematsu Corp. | 25000 | 283830 |
| Kanto Denka Kogyo Co. Ltd. | 15000 | 104669 |
| Katakura Industries Co. Ltd. | 5000 | 65910 |
| Kato Sangyo Co. Ltd. | 5000 | 133212 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> International Developed Small Cap Value Factor ETF** |
| December 31, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Japan (continued)** |  |  |
| Kissei Pharmaceutical Co. Ltd. | 10000 | $195388 |
| Kitz Corp. | 20000 | 119714 |
| Kiyo Bank Ltd. (The) | 20000 | 237786 |
| Koa Corp. | 10000 | 141955 |
| Kohnan Shoji Co. Ltd. | 10000 | 259620 |
| Kojima Co. Ltd. | 5000 | 22427 |
| Komeri Co.Ltd. | 10000 | 207279 |
| Komori Corp. | 15000 | 91283 |
| Kumagai Gumi Co. Ltd. | 10000 | 199192 |
| Kureha Corp. | 5000 | 304080 |
| KYB Corp. | 5000 | 128274 |
| Kyoei Steel Ltd. | 5000 | 47496 |
| Kyokuto Kaihatsu Kogyo Co. Ltd. | 10000 | 109058 |
| LEC Inc. | 5000 | 34384 |
| Life Corp. | 5000 | 100360 |
| Macnica Holdings Inc. | 15000 | 354967 |
| Makino Milling Machine Co. Ltd. | 5000 | 163352 |
| Marudai Food Co. Ltd. | 5000 | 53988 |
| Marusan Securities Co. Ltd. | 20000 | 60627 |
| Matsuda Sangyo Co. Ltd. | 5000 | 87072 |
| Maxell Ltd. | 10000 | 102665 |
| Meidensha Corp. | 10000 | 141486 |
| Meisei Industrial Co. Ltd. | 15000 | 89009 |
| Melco Holdings Inc. | 1600 | 36899 |
| Mimasu Semiconductor Industry Co. Ltd. | 5000 | 88423 |
| MIRAIT ONE corp. | 25000 | 288133 |
| Mitsubishi Pencil Co. Ltd. | 10000 | 108597 |
| Mitsuboshi Belting Ltd. | 5000 | 129576 |
| Mizuno Corp. | 5000 | 107061 |
| Nachi-Fujikoshi Corp. | 5000 | 135993 |
| Neturen Co. Ltd. | 5000 | 24927 |
| Nichiha Corp. | 10000 | 200618 |
| Nichireki Co.Ltd. | 5000 | 47663 |
| Nihon Chouzai Co. Ltd. | 5000 | 46174 |
| Nihon Parkerizing Co. Ltd. | 30000 | 212676 |
| Nikkon Holdings Co. Ltd. | 15000 | 266824 |
| Nippn Corp., New | 15000 | 184491 |
| Nippon Coke & Engineering Co. Ltd. | 45000 | 29150 |
| Nippon Denko Co. Ltd. | 30000 | 79937 |
| Nippon Koei Co. Ltd. | 5000 | 124445 |
| Nippon Light Metal Holdings Co. Ltd. | 20000 | 229605 |
| Nippon Soda Co. Ltd. | 7600 | 248566 |
| Nippon Steel Trading Corp. | 5000 | 350300 |
| Nippon Suisan Kaisha Ltd. | 80000 | 333201 |
| Nippon Thompson Co.Ltd. | 20000 | 77826 |
| Nishimatsu Construction Co. Ltd. | 10000 | 297237 |
| Nishimatsuya Chain Co. Ltd. | 15000 | 176839 |
| Nishio Rent All Co. Ltd. | 5000 | 117819 |
| Nissha Co. Ltd. | 10000 | 137999 |
| Nisshinbo Holdings Inc. | 45000 | 331625 |
| Nitta Corp. | 5000 | 106194 |
| Nittetsu Mining Co. Ltd. | 5000 | 120984 |
| Nitto Kogyo Corp. | 10000 | 178673 |
| Nojima Corp. | 20000 | 216009 |
| Noritake Co. Ltd./Nagoya Japan | 5000 | 152104 |
| Noritz Corp. | 10000 | 109100 |
| Obara Group Inc. | 5000 | 136744 |
| Okamura Corp. | 20000 | 214463 |
| Oki Electric Industry Co. Ltd. | 25000 | 134497 |
| Okumura Corp. | 10000 | 226457 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Japan (continued)** |  |  |
| Onoken Co. Ltd. | 5000 | $55157 |
| Osaka Soda Co. Ltd. | 5000 | 144960 |
| Osaka Steel Co. Ltd. | 5000 | 44086 |
| Osaki Electric Co. Ltd. | 10000 | 39763 |
| Oyo Corp. | 5000 | 86197 |
| Pacific Industrial Co. Ltd. | 15000 | 113575 |
| Pack Corp. (The) | 5000 | 91278 |
| Piolax Inc. | 5000 | 64183 |
| Press Kogyo Co. Ltd. | 25000 | 79722 |
| Pressance Corp. | 5000 | 58321 |
| Prima Meat Packers Ltd. | 10000 | 166425 |
| Procrea Holdings Inc. | 5000 | 83751 |
| Qol Holdings Co. Ltd. | 5000 | 44179 |
| Restar Holdings Corp. | 10000 | 156106 |
| Ryobi Ltd. | 5000 | 43349 |
| S Foods Inc. | 5000 | 112561 |
| Sakai Chemical Industry Co. Ltd. | 5000 | 67404 |
| Sanki Engineering Co. Ltd. | 15000 | 176204 |
| Sanyo Chemical Industries Ltd. | 5000 | 153475 |
| Sanyo Special Steel Co. Ltd. | 5000 | 81799 |
| Seiko Group Corp. | 8100 | 189544 |
| Shinmaywa Industries Ltd. | 15000 | 119593 |
| Shizuoka Gas Co. Ltd. | 15000 | 125137 |
| Siix Corp. | 10000 | 96224 |
| Sinfonia Technology Co. Ltd. | 10000 | 111584 |
| SKY Perfect JSAT Holdings Inc. | 35000 | 128625 |
| Sodick Co.Ltd. | 15000 | 80310 |
| Star Micronics Co. Ltd. | 10000 | 122482 |
| Starts Corp. Inc. | 10000 | 197841 |
| Starzen Co. Ltd. | 5000 | 78726 |
| Stella Chemifa Corp. | 2500 | 46709 |
| Sumitomo Osaka Cement Co. Ltd. | 10000 | 246874 |
| Sumitomo Seika Chemicals Co. Ltd. | 2600 | 80488 |
| Sumitomo Warehouse Co. Ltd. (The) | 15000 | 222828 |
| Sun Frontier Fudousan Co. Ltd. | 10000 | 83592 |
| Suruga Bank Ltd. | 55000 | 176487 |
| SWCC Showa Holdings Co. Ltd. | 5000 | 67598 |
| Tadano Ltd. | 35000 | 241505 |
| Takamatsu Construction Group Co. Ltd. | 5000 | 72640 |
| Takaoka Toko Co. Ltd. | 5000 | 67574 |
| Takara Standard Co. Ltd. | 15000 | 157182 |
| Takasago Thermal Engineering Co. Ltd. | 20000 | 270117 |
| Tamron Co. Ltd. | 5000 | 112569 |
| T-Gaia Corp. | 5000 | 61805 |
| Toa Corp./Tokyo | 5000 | 90107 |
| Toagosei Co. Ltd. | 40000 | 335762 |
| Toho Holdings Co. Ltd. | 15000 | 250116 |
| TOKAI Holdings Corp. | 35000 | 228450 |
| Tokyu Construction Co. Ltd. | 20000 | 96485 |
| Tomy Co. Ltd. | 25000 | 239351 |
| Topre Corp. | 10000 | 85374 |
| Towa Pharmaceutical Co. Ltd. | 10000 | 161425 |
| Toyo Construction Co. Ltd. | 20000 | 130129 |
| Toyo Ink SC Holdings Co. Ltd. | 10000 | 136224 |
| Toyo Tanso Co. Ltd. | 5000 | 141908 |
| Toyobo Co. Ltd. | 30000 | 226712 |
| Tsubakimoto Chain Co. | 10000 | 225588 |
| Tsurumi Manufacturing Co. Ltd. | 5000 | 75320 |
| Uchida Yoko Co. Ltd. | 2500 | 88588 |
| United Super Markets Holdings Inc. | 15000 | 128213 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> International Developed Small Cap Value Factor ETF** |
| December 31, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Japan (continued)** |  |  |
| V Technology Co. Ltd. | 2500 | $47606 |
| VT Holdings Co. Ltd. | 25000 | 89581 |
| Wacoal Holdings Corp. | 15000 | 268707 |
| Warabeya Nichiyo Holdings Co. Ltd. | 5000 | 69896 |
| Xebio Holdings Co. Ltd. | 5000 | 34775 |
| Yamazen Corp. | 20000 | 151526 |
| Yellow Hat Ltd. | 10000 | 136188 |
| Yokogawa Bridge Holdings Corp. | 10000 | 142101 |
| Yondoshi Holdings Inc. | 5000 | 66209 |
| Yuasa Trading Co. Ltd. | 5000 | 137257 |
|  |  | 26887349 |
| **Netherlands — 0.6%** |  |  |
| Flow Traders<sup>(c)</sup> | 8045 | 186359 |
| Fugro NV<sup>(a)</sup> | 31850 | 382393 |
| Koninklijke BAM Groep NV<sup>(a)</sup> | 73661 | 171440 |
| NSI NV | 5541 | 137904 |
|  |  | 878096 |
| **New Zealand — 1.0%** |  |  |
| Argosy Property Ltd. | 246881 | 182064 |
| Goodman Property Trust | 320336 | 410945 |
| Kathmandu Holdings Ltd. | 196300 | 128216 |
| Precinct Properties New Zealand Ltd. | 409977 | 329313 |
| Stride Property Group | 123800 | 111613 |
| Summerset Group Holdings Ltd. | 69950 | 392885 |
|  |  | 1555036 |
| **Norway — 1.5%** |  |  |
| Austevoll Seafood ASA | 28750 | 259300 |
| Elkem ASA<sup>(c)</sup> | 78050 | 280926 |
| SpareBank 1 SMN | 40700 | 528709 |
| Subsea 7 SA | 73800 | 854577 |
| Veidekke ASA | 35468 | 348932 |
|  |  | 2272444 |
| **Poland — 0.3%** |  |  |
| Grupa Azoty SA<sup>(a)</sup> | 11750 | 106315 |
| PGE Polska Grupa Energetyczna SA<sup>(a)</sup> | 228650 | 360771 |
|  |  | 467086 |
| **Singapore — 1.7%** |  |  |
| CapitaLand China Trust | 350000 | 292802 |
| Cromwell European Real Estate Investment Trust | 95120 | 152815 |
| First Resources Ltd. | 155000 | 171662 |
| Frasers Centrepoint Trust | 320000 | 501952 |
| Haw Par Corp. Ltd. | 45000 | 321922 |
| Keppel Pacific Oak US REIT | 235000 | 108168 |
| Parkway Life REIT | 110000 | 309009 |
| Prime U.S. REIT | 205000 | 83049 |
| Raffles Medical Group Ltd. | 290000 | 303122 |
| SPH REIT | 225240 | 151371 |
| Starhill Global REIT | 400000 | 161271 |
|  |  | 2557143 |
| **Sweden — 6.0%** |  |  |
| AFRY AB | 31200 | 511555 |
| Arjo AB, Class B | 67958 | 254425 |
| Atrium Ljungberg AB, Class B | 14952 | 245189 |
| Betsson AB | 37150 | 301945 |
| Bilia AB, Class A | 23107 | 253601 |
| Billerud AB | 56971 | 694970 |
| Bonava AB, Class B | 25864 | 73212 |
| Bravida Holding AB<sup>(c)</sup> | 60950 | 653281 |
| Bure Equity AB | 15750 | 372423 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Sweden (continued)** |  |  |
| Clas Ohlson AB, Class B | 11792 | $81358 |
| Cloetta AB, Class B | 55450 | 110845 |
| Fabege AB | 74173 | 630836 |
| Granges AB | 29450 | 241193 |
| Hexpol AB | 76600 | 817320 |
| Hufvudstaden AB, Class A | 34569 | 492099 |
| Loomis AB | 23950 | 656471 |
| MEKO AB | 13896 | 149835 |
| Munters Group AB<sup>(c)</sup> | 31303 | 308608 |
| NCC AB, Class B | 29893 | 279337 |
| Nolato AB, Class B | 53950 | 282854 |
| Peab AB, Class B | 60608 | 343942 |
| Ratos AB, Class B | 65100 | 259165 |
| SSAB AB, Class B | 201200 | 1048062 |
|  |  | 9062526 |
| **Switzerland — 8.0%** |  |  |
| ALSO Holding AG, Registered | 700 | 128483 |
| Arbonia AG | 13024 | 183448 |
| Bell Food Group AG, Registered | 593 | 152738 |
| Bobst Group SA, Registered<sup>(a)</sup> | 108 | 6643 |
| Bossard Holding AG, Class A, Registered | 873 | 188648 |
| Bucher Industries AG, Registered | 2027 | 845925 |
| Burckhardt Compression Holding AG | 1000 | 595671 |
| Bystronic AG, Registered | 465 | 322116 |
| Cembra Money Bank AG | 8935 | 741547 |
| Comet Holding AG, Registered | 2300 | 489029 |
| COSMO Pharmaceuticals NV | 2731 | 180757 |
| Daetwyler Holding AG, Bearer | 2235 | 445697 |
| dormakaba Holding AG | 955 | 350108 |
| Forbo Holding AG, Registered | 321 | 377227 |
| Galenica AG<sup>(c)</sup> | 14552 | 1187302 |
| Huber + Suhner AG, Registered | 5297 | 495394 |
| Interroll Holding AG, Registered | 154 | 391423 |
| Kardex Holding AG, Registered | 1944 | 319168 |
| Komax Holding AG, Registered | 1088 | 304012 |
| Landis+Gyr Group AG<sup>(b)</sup> | 7552 | 533778 |
| Rieter Holding AG, Registered | 650 | 73528 |
| SFS Group AG | 4850 | 458902 |
| Siegfried Holding AG, Registered | 1150 | 763888 |
| St. Galler Kantonalbank AG, Class A, Registered | 790 | 410807 |
| Swissquote Group Holding SA, Registered | 2750 | 396702 |
| u-blox Holding AG | 1974 | 235638 |
| Valiant Holding AG, Registered | 4700 | 508192 |
| Vontobel Holding AG, Registered | 7850 | 520627 |
| Ypsomed Holding AG, Registered | 1031 | 188749 |
| Zehnder Group AG, Registered | 3030 | 183999 |
|  |  | 11980146 |
| **United Kingdom — 19.2%** |  |  |
| AG Barr PLC | 23004 | 147311 |
| Balanced Commercial Property Trust Ltd. | 167124 | 178431 |
| Balfour Beatty PLC | 190500 | 777510 |
| Bank of Georgia Group PLC | 11500 | 359674 |
| Beazley PLC | 183950 | 1504420 |
| Biffa PLC<sup>(c)</sup> | 67200 | 330978 |
| Big Yellow Group PLC | 51897 | 718843 |
| Bodycote PLC | 59743 | 410607 |
| Capricorn Energy PLC<sup>(a)</sup> | 146900 | 464943 |
| Chemring Group PLC | 86767 | 311247 |
| Close Brothers Group PLC | 47900 | 602373 |
| Coats Group PLC | 440250 | 353285 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> International Developed Small Cap Value Factor ETF** |
| December 31, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **United Kingdom (continued)** |  |  |
| Cranswick PLC | 15650 | $582360 |
| Crest Nicholson Holdings PLC | 79463 | 226219 |
| Currys PLC | 322203 | 208240 |
| Drax Group PLC | 120650 | 1023405 |
| Elementis PLC<sup>(a)</sup> | 174650 | 254020 |
| Essentra PLC | 94752 | 270978 |
| Frasers Group PLC<sup>(a)</sup> | 54494 | 467193 |
| Grafton Group PLC | 64725 | 615908 |
| Great Portland Estates PLC | 79309 | 472678 |
| Halfords Group PLC | 60227 | 152176 |
| Ibstock PLC<sup>(c)</sup> | 114369 | 213802 |
| IG Group Holdings PLC | 110232 | 1038640 |
| Inchcape PLC | 116400 | 1149250 |
| Investec PLC | 203200 | 1242215 |
| IP Group PLC | 288550 | 194480 |
| Jupiter Fund Management PLC | 131811 | 211621 |
| Just Group PLC | 311700 | 308295 |
| Lancashire Holdings Ltd. | 73350 | 576736 |
| LondonMetric Property PLC | 276703 | 574367 |
| Man Group PLC/Jersey | 412150 | 1060403 |
| Mediclinic International PLC | 119697 | 716602 |
| Morgan Advanced Materials PLC | 89260 | 339380 |
| Morgan Sindall Group PLC | 12808 | 238137 |
| Ninety One PLC | 130882 | 292610 |
| OSB Group PLC | 113450 | 655971 |
| Paragon Banking Group PLC | 75050 | 510267 |
| Pets at Home Group PLC | 144900 | 496802 |
| Picton Property Income Ltd. (The) | 155895 | 150587 |
| Plus500 Ltd. | 30050 | 652419 |
| Premier Foods PLC | 212084 | 278449 |
| QinetiQ Group PLC | 170354 | 732558 |
| Redde Northgate PLC | 79045 | 393713 |
| Redrow PLC | 70030 | 383757 |
| RHI Magnesita NV | 9203 | 247863 |
| Safestore Holdings PLC | 62609 | 713955 |
| Savills PLC | 40909 | 407449 |
| Serco Group PLC | 362350 | 680750 |
| Sirius Real Estate Ltd. | 312755 | 279125 |
| TBC Bank Group PLC | 10800 | 296386 |
| TP ICAP Group PLC | 239800 | 505886 |
| Tritax Big Box REIT PLC | 579200 | 970695 |
| UK Commercial Property REIT Ltd. | 225183 | 158987 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **United Kingdom (continued)** |  |  |
| Vesuvius PLC | 64532 | $315340 |
| Virgin Money UK PLC | 380100 | 835895 |
| Vistry Group PLC | 68207 | 513732 |
|  |  | 28769923 |
| **Total Common Stocks — 99.4%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $165,904,233)** |  | 149448944 |
| **Preferred Stocks** |  |  |
| **Germany — 0.1%** |  |  |
| Draegerwerk AG & Co. KGaA, Preference Shares, NVS | 2619 | 116735 |
| **Total Preferred Stocks — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $138,511)** |  | 116735 |
| **Total Long-Term Investments — 99.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $166,042,744)** |  | 149565679 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 1.1%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.53%<sup>(d)(e)(f)</sup> | 1605949 | 1606431 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.12%<sup>(d)(e)</sup> | 20000 | 20000 |
| **Total Short-Term Securities — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $1,626,107)** |  | 1626431 |
| **Total Investments — 100.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $167,668,851)** |  | 151192110 |
| **Liabilities in Excess of Other Assets — (0.6)%** |  | (892959) |
| **Net Assets — 100.0%** |  | $150299151 |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> All or a portion of this security is on loan.

<sup>(c)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

<sup>(d)</sup> Affiliate of the Fund.

<sup>(e)</sup> Annualized 7-day yield as of period end.

<sup>(f)</sup> All or a portion of this security was purchased with the cash collateral from loaned securities.

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> International Developed Small Cap Value Factor ETF** |
| December 31, 2022 |  |

---

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended December 31, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at<br> 03/31/22* | *Purchases<br> at Cost* | *Proceeds<br> from Sale* |  | *Net Realized<br> Gain (Loss)* | *Change in<br> Unrealized<br> Appreciation<br> (Depreciation)* | *Value at<br> 12/31/22* | *Shares<br> Held at<br> 12/31/22* | *Income* | *Capital<br> Gain<br> Distributions<br> from<br> Underlying<br> Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $17607 | $1588048 <sup>(a)</sup> | $— |  | $449 | $327 | $1606431 | 1605949 | $8830 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 40000 |  | (20000) |)<sup>(a)</sup> |  |  | 20000 | 20000 | 1570 |  |
|  |  |  |  |  | $449 | $327 | $1626431 |  | $10400 | $— |

---

<sup>(a)</sup> Represents net amount purchased (sold).

<sup>(b)</sup> All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities.

**Derivative Financial Instruments Outstanding as of Period End**

**Futures Contracts**

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of<br> Contracts* | *Expiration<br> Date* | *Notional<br> Amount<br> (000)* | *Value/<br> Unrealized<br> Appreciation<br> (Depreciation)* |
| Long Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Mini TOPIX Index | 52 | 03/09/23 | $743 | $(20371) |

---

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

● Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that each Fund has the ability to access;

● Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and

● Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> International Developed Small Cap Value Factor ETF** |
| December 31, 2022 |  |

---

**Fair Value Hierarchy as of Period End (continued)**

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $32452760 | $116996184 | $— | $149448944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred Stocks |  | 116735 |  | 116735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 1626431 |  |  | 1626431 |
|  | $34079191 | $117112919 | $— | $151192110 |
| Derivative financial instruments<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts | $— | $(20371) | $— | $(20371) |

---

<sup>(a)</sup> Derivative financial instruments are futures contracts. Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

**Portfolio Abbreviation**

NVS Non-Voting Shares

REIT Real Estate Investment Trust

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares International Developed Small Cap Value Factor ETF

- **b. EDGAR series identifier (if any):** S000070653

- **c. LEI of Series:** 549300TT62NEGG44GD41

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

- **a. Date of fiscal year-end:** 2023-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $153732108.38

**Total Liabilities:** $3432047.85

**Net Assets:** $150300060.53

**Cash Not Reported:** $346413.17

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000224636 | 5.63%                | 11.95%               | 0.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1189100.92             | $7929902.19                                |
| Month 2  | $6871.96                 | $15749520.37                               |
| Month 3  | $-1118678.41             | $811788.11                                 |

### Schedule of Portfolio Investments

| Name                                                 | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LondonMetric Property PLC                            | LondonMetric Property PLC                             | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               |  | GB        |    276703 | NS      | $574367.03    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Uchida Yoko Co Ltd                                   | Uchida Yoko Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $88588.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Balfour Beatty PLC                                   | Balfour Beatty PLC                                    | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |    190500 | NS      | $777509.66    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Starts Corp Inc                                      | Starts Corp Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $197841.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Foods PLC                                    | Premier Foods PLC                                     | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |    212084 | NS      | $278449.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UK Commercial Property REIT Ltd                      | UK Commercial Property REIT Ltd                       | CUSIP: 000000000<br>LEI: 213800JN4FQ1A9G8EU25 | Long             | EC               |  | GG        |    225183 | NS      | $158986.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Alconix Corp                                         | Alconix Corp                                          | CUSIP: 000000000<br>LEI: 353800I6G1YH2ATQZK47 | Long             | EC               | CORP              | JP        |      5000 | NS      | $50155.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oesterreichische Post AG                             | Oesterreichische Post AG                              | CUSIP: 000000000<br>LEI: 529900MVUWACNUTK8467 | Long             | EC               | CORP              | AT        |      9800 | NS      | $308522.15    | 0.21%             |  |  |  | No            |                  2 | On Loan: —       |
| Just Group PLC                                       | Just Group PLC                                        | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |    311700 | NS      | $308294.97    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Special Steel Co Ltd                           | Sanyo Special Steel Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $81798.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Centuria Industrial REIT                             | Centuria Industrial REIT                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    155354 | NS      | $328263.32    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Portland Estates PLC                           | Great Portland Estates PLC                            | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               |  | GB        |     79309 | NS      | $472677.86    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacoal Holdings Corp                                 | Wacoal Holdings Corp                                  | CUSIP: 000000000<br>LEI: 3538002U6NJ8QTW6VR34 | Long             | EC               | CORP              | JP        |     15000 | NS      | $268707.08    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Power Corp                                   | Capital Power Corp                                    | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |     35050 | NS      | $1199310.56   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Nojima Corp                                          | Nojima Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $216009.35    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Fund Management PLC                          | Jupiter Fund Management PLC                           | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |    131811 | NS      | $211620.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishihara Sangyo Kaisha Ltd                           | Ishihara Sangyo Kaisha Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $79978.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nine Entertainment Co Holdings Ltd                   | Nine Entertainment Co Holdings Ltd                    | CUSIP: 000000000<br>LEI: 529900WLXD3X7TFOAI42 | Long             | EC               | CORP              | AU        |    451300 | NS      | $563023.75    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Komeri Co Ltd                                        | Komeri Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $207279.43    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell Food Group AG                                   | Bell Food Group AG                                    | CUSIP: 000000000<br>LEI: 50670090YSFJ2732TD58 | Long             | EC               | CORP              | CH        |       593 | NS      | $152737.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nolato AB                                            | Nolato AB                                             | CUSIP: 000000000<br>LEI: 213800T7T7I7WAOX8Y72 | Long             | EC               | CORP              | SE        |     53950 | NS      | $282854.08    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuetsu Corp                                        | Hokuetsu Corp                                         | CUSIP: 000000000<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |     40000 | NS      | $230993.30    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Summerset Group Holdings Ltd                         | Summerset Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     69950 | NS      | $392885.14    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Emeco Holdings Ltd                                   | Emeco Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 5299005P968PATHZP480 | Long             | EC               | CORP              | AU        |    165961 | NS      | $86597.79     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Valiant Holding AG                                   | Valiant Holding AG                                    | CUSIP: 000000000<br>LEI: 529900R30EKFHO09CN42 | Long             | EC               | CORP              | CH        |      4700 | NS      | $508191.66    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Arena REIT                                           | Arena REIT                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     97277 | NS      | $251955.20    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Furuno Electric Co Ltd                               | Furuno Electric Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $36584.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SmartGroup Corp Ltd                                  | SmartGroup Corp Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     28000 | NS      | $96949.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Banking Group PLC                            | Paragon Banking Group PLC                             | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |     75050 | NS      | $510267.40    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemira Oyj                                           | Kemira Oyj                                            | CUSIP: 000000000<br>LEI: 74370031Y7RK5H88CQ48 | Long             | EC               | CORP              | FI        |     27053 | NS      | $415120.45    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Biffa PLC                                            | Biffa PLC                                             | CUSIP: 000000000<br>LEI: 2138008RB4WDK7HYYS91 | Long             | EC               | CORP              | GB        |     67200 | NS      | $330977.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Parex Resources Inc                                  | Parex Resources Inc                                   | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |     37900 | NS      | $564021.42    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Picton Property Income Ltd/The                       | Picton Property Income Ltd/The                        | CUSIP: 000000000<br>LEI: 213800RYE59K9CKR4497 | Long             | EC               |  | GG        |    155895 | NS      | $150586.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OSB Group PLC                                        | OSB Group PLC                                         | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |    113450 | NS      | $655970.88    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| NSI NV                                               | NSI NV                                                | CUSIP: 000000000<br>LEI: 724500I77C30W2LZZJ03 | Long             | EC               |  | NL        |      5541 | NS      | $137904.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elders Ltd                                           | Elders Ltd                                            | CUSIP: 000000000<br>LEI: 254900Y0SQG962QL6549 | Long             | EC               | CORP              | AU        |     47100 | NS      | $323305.40    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Gimv NV                                              | Gimv NV                                               | CUSIP: 000000000<br>LEI: 549300UFHGFY5IOON989 | Long             | EC               | CORP              | BE        |      6150 | NS      | $290525.39    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Ltd                                  | First Resources Ltd                                   | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |    155000 | NS      | $171661.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Parkerizing Co Ltd                             | Nihon Parkerizing Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30000 | NS      | $212675.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Makino Milling Machine Co Ltd                        | Makino Milling Machine Co Ltd                         | CUSIP: 000000000<br>LEI: 353800JAOIGQ7V5T9078 | Long             | EC               | CORP              | JP        |      5000 | NS      | $163351.59    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                             | Close Brothers Group PLC                              | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |     47900 | NS      | $602372.88    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Group Corp                                     | Seiko Group Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $189544.01    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Thompson Co Ltd                               | Nippon Thompson Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $77826.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd                               | Sirius Real Estate Ltd                                | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | EC               | CORP              | GG        |    312755 | NS      | $279125.19    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Xebio Holdings Co Ltd                                | Xebio Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $34774.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Group PLC                                    | Frasers Group PLC                                     | CUSIP: 000000000<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |     54494 | NS      | $467192.75    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Ljungberg AB                                  | Atrium Ljungberg AB                                   | CUSIP: 000000000<br>LEI: 5493001NNP6HM67OVU09 | Long             | EC               | CORP              | SE        |     14952 | NS      | $245189.09    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Starzen Co Ltd                                       | Starzen Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $78725.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bure Equity AB                                       | Bure Equity AB                                        | CUSIP: 000000000<br>LEI: 5493000EHCBQ7QQBGX32 | Long             | EC               | CORP              | SE        |     15750 | NS      | $372423.43    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| dormakaba Holding AG                                 | dormakaba Holding AG                                  | CUSIP: 000000000<br>LEI: 529900QMU5ZH99KMQK13 | Long             | EC               | CORP              | CH        |       955 | NS      | $350107.46    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Ink SC Holdings Co Ltd                          | Toyo Ink SC Holdings Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $136224.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bystronic AG                                         | Bystronic AG                                          | CUSIP: 000000000<br>LEI: 529900OG85OX10GRW920 | Long             | EC               | CORP              | CH        |       465 | NS      | $322115.86    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                             | Draegerwerk AG & Co KGaA                              | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |      2619 | NS      | $116735.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella Chemifa Corp                                  | Stella Chemifa Corp                                   | CUSIP: 000000000<br>LEI: 529900413RCXZ2LOEY81 | Long             | EC               | CORP              | JP        |      2500 | NS      | $46709.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Monadelphous Group Ltd                               | Monadelphous Group Ltd                                | CUSIP: 000000000<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |     26800 | NS      | $243506.92    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Koei Co Ltd                                   | Nippon Koei Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $124444.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dream Office Real Estate Investment Trust            | Dream Office Real Estate Investment Trust             | CUSIP: 26153P104<br>LEI: N/A                  | Long             | EC               |  | CA        |     13713 | NS      | $151308.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prima Meat Packers Ltd                               | Prima Meat Packers Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $166424.96    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmila SA                                           | Carmila SA                                            | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | EC               |  | FR        |     12528 | NS      | $178879.04    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Clal Insurance Enterprises Holdings Ltd              | Clal Insurance Enterprises Holdings Ltd               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     14250 | NS      | $239771.98    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIQA Insurance Group AG                             | UNIQA Insurance Group AG                              | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |     31455 | NS      | $235125.83    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Redrow PLC                                           | Redrow PLC                                            | CUSIP: 000000000<br>LEI: 2138008WJZBBA7EYEL28 | Long             | EC               | CORP              | GB        |     70030 | NS      | $383756.63    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| COSMO Pharmaceuticals NV                             | COSMO Pharmaceuticals NV                              | CUSIP: 000000000<br>LEI: 724500OX0EBQRYTVV639 | Long             | EC               | CORP              | NL        |      2731 | NS      | $180757.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GrainCorp Ltd                                        | GrainCorp Ltd                                         | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |     69750 | NS      | $351646.80    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Pacific Oak US REIT                           | Keppel Pacific Oak US REIT                            | CUSIP: 000000000<br>LEI: 254900DAOFEE40P4WB37 | Long             | EC               |  | SG        |    235000 | NS      | $108167.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IP Group PLC                                         | IP Group PLC                                          | CUSIP: 000000000<br>LEI: 213800HG22UM138WFG43 | Long             | EC               | CORP              | GB        |    288550 | NS      | $194479.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke BAM Groep NV                             | Koninklijke BAM Groep NV                              | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |     73661 | NS      | $171440.28    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Diamond Industrial Co Ltd                      | Asahi Diamond Industrial Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $76483.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Georgia Group PLC                            | Bank of Georgia Group PLC                             | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |     11500 | NS      | $359674.05    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Growthpoint Properties Australia Ltd                 | Growthpoint Properties Australia Ltd                  | CUSIP: 000000000<br>LEI: 529900VCPJ9IEDF4TJ03 | Long             | EC               |  | AU        |     85562 | NS      | $172526.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bekaert SA                                           | Bekaert SA                                            | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |      9812 | NS      | $381323.53    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuda Corp                                          | Fukuda Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $50661.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippn Corp                                           | Nippn Corp                                            | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |     15000 | NS      | $184490.58    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Maple Leaf Foods Inc                                 | Maple Leaf Foods Inc                                  | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |     22556 | NS      | $407307.39    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                    | ARC Resources Ltd                                     | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |    199250 | NS      | $2685607.46   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Co Ltd                   | Nippon Light Metal Holdings Co Ltd                    | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |     20000 | NS      | $229605.01    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SWCC Showa Holdings Co Ltd                           | SWCC Showa Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: 353800A7RNYOC4KL4T49 | Long             | EC               | CORP              | JP        |      5000 | NS      | $67598.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Steadfast Group Ltd                                  | Steadfast Group Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    298400 | NS      | $1108259.04   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Stream Ltd                                   | Service Stream Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    183840 | NS      | $85252.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AOKI Holdings Inc                                    | AOKI Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $51664.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand China Trust                               | CapitaLand China Trust                                | CUSIP: 000000000<br>LEI: 5493007T7JU82E186P49 | Long             | EC               |  | SG        |    350000 | NS      | $292801.89    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Construction Co Ltd                            | Tokyu Construction Co Ltd                             | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |     20000 | NS      | $96485.33     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| V Technology Co Ltd                                  | V Technology Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $47606.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Neuson SE                                     | Wacker Neuson SE                                      | CUSIP: 000000000<br>LEI: 529900RJL86244E1I652 | Long             | EC               | CORP              | DE        |      5100 | NS      | $88857.21     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Inabata & Co Ltd                                     | Inabata & Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $270978.70    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Starhill Global REIT                                 | Starhill Global REIT                                  | CUSIP: 000000000<br>LEI: 549300GCJNC7HDN3YK51 | Long             | EC               |  | SG        |    400000 | NS      | $161270.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Peab AB                                              | Peab AB                                               | CUSIP: 000000000<br>LEI: 549300FQS4VD3153I854 | Long             | EC               | CORP              | SE        |     60608 | NS      | $343941.89    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Mayr Melnhof Karton AG                               | Mayr Melnhof Karton AG                                | CUSIP: 000000000<br>LEI: 5299001AMHDLKUM80611 | Long             | EC               | CORP              | AT        |      2531 | NS      | $408886.20    | 0.27%             |  |  |  | No            |                  2 | On Loan: —       |
| Suedzucker AG                                        | Suedzucker AG                                         | CUSIP: 000000000<br>LEI: 529900S8QNB101D40S72 | Long             | EC               | CORP              | DE        |     24455 | NS      | $426807.02    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishio Rent All Co Ltd                               | Nishio Rent All Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $117818.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitta Corp                                           | Nitta Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $106194.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arata Corp                                           | Arata Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $159037.46    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Pack Corp/The                                        | Pack Corp/The                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $91278.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Daetwyler Holding AG                                 | Daetwyler Holding AG                                  | CUSIP: 000000000<br>LEI: 52990096G2IJ89SWI669 | Long             | EC               | CORP              | CH        |      2235 | NS      | $445697.17    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Property Trust                               | Goodman Property Trust                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | NZ        |    320336 | NS      | $410945.24    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX Ltd                                              | BWX Ltd                                               | CUSIP: 000000000<br>LEI: 549300628PV473PNE179 | Long             | EC               | CORP              | AU        |     44277 | NS      | $5071.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Chemring Group PLC                                   | Chemring Group PLC                                    | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |     86767 | NS      | $311247.36    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AUB Group Ltd                                        | AUB Group Ltd                                         | CUSIP: 000000000<br>LEI: 5493005X7SUBQF3OEG82 | Long             | EC               | CORP              | AU        |     19000 | NS      | $289451.58    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Corp                                       | Kanematsu Corp                                        | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |     25000 | NS      | $283829.63    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| West Fraser Timber Co Ltd                            | West Fraser Timber Co Ltd                             | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     30100 | NS      | $2173468.98   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Worldwide Corp Ltd                          | Reliance Worldwide Corp Ltd                           | CUSIP: 000000000<br>LEI: 52990084PQSDDJ8F5447 | Long             | EC               | CORP              | AU        |    241885 | NS      | $483620.30    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Healius Ltd                                          | Healius Ltd                                           | CUSIP: 000000000<br>LEI: 529900MBZK3SLWK8SJ55 | Long             | EC               | CORP              | AU        |    179662 | NS      | $374343.78    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| DyDo Group Holdings Inc                              | DyDo Group Holdings Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $86654.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Towa Pharmaceutical Co Ltd                           | Towa Pharmaceutical Co Ltd                            | CUSIP: 000000000<br>LEI: 35380036BH1C3PNO2426 | Long             | EC               | CORP              | JP        |     10000 | NS      | $161425.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Pressance Corp                                       | Pressance Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $58320.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubakimoto Chain Co                                 | Tsubakimoto Chain Co                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $225588.39    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Raffles Medical Group Ltd                            | Raffles Medical Group Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    290000 | NS      | $303121.67    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ADEKA Corp                                           | ADEKA Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30000 | NS      | $489611.27    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Iseki & Co Ltd                                       | Iseki & Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $44401.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Investments Ltd                              | Premier Investments Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23050 | NS      | $386198.44    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Steel Corp                                     | Aichi Steel Corp                                      | CUSIP: 000000000<br>LEI: 353800P9OWOVHHY4ML18 | Long             | EC               | CORP              | JP        |      5000 | NS      | $82144.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                                           | Betsson AB                                            | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |     37150 | NS      | $301945.09    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Autobacs Seven Co Ltd                                | Autobacs Seven Co Ltd                                 | CUSIP: 000000000<br>LEI: 5299006NCUSCPURTQB07 | Long             | EC               | CORP              | JP        |     15000 | NS      | $164725.92    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandfire Resources Ltd                               | Sandfire Resources Ltd                                | CUSIP: 000000000<br>LEI: 213800ZW52P23FVH1V47 | Long             | EC               | CORP              | AU        |    132300 | NS      | $489278.02    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Onoken Co Ltd                                        | Onoken Co Ltd                                         | CUSIP: 000000000<br>LEI: 353800HJJJZ8VMSWL025 | Long             | EC               | CORP              | JP        |      5000 | NS      | $55156.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Holdings Co Ltd                                 | Toho Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800Z8BQ3ZHELA4J90 | Long             | EC               | CORP              | JP        |     15000 | NS      | $250115.53    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikkon Holdings Co Ltd                               | Nikkon Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Long             | EC               | CORP              | JP        |     15000 | NS      | $266823.68    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Futaba Industrial Co Ltd                             | Futaba Industrial Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $53554.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica Inc                                        | Celestica Inc                                         | CUSIP: 15101Q108<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |     31700 | NS      | $357268.83    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Seal International Inc                          | Fuji Seal International Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $191480.21    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Elementis PLC                                        | Elementis PLC                                         | CUSIP: 000000000<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |    174650 | NS      | $254020.18    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissha Co Ltd                                        | Nissha Co Ltd                                         | CUSIP: 000000000<br>LEI: 353800DMEBG4RFUJ0P59 | Long             | EC               | CORP              | JP        |     10000 | NS      | $137998.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacquet Metals SACA                                  | Jacquet Metals SACA                                   | CUSIP: 000000000<br>LEI: 969500V8OL3NGL0GKZ37 | Long             | EC               | CORP              | FR        |      2450 | NS      | $43917.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hornbach Holding AG & Co KGaA                        | Hornbach Holding AG & Co KGaA                         | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |      3150 | NS      | $260431.80    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinfonia Technology Co Ltd                           | Sinfonia Technology Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $111584.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Doshisha Co Ltd                                      | Doshisha Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $61522.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Super Markets Holdings Inc                    | United Super Markets Holdings Inc                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $128213.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Precinct Properties New Zealand Ltd                  | Precinct Properties New Zealand Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | NZ        |    409977 | NS      | $329312.80    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Loomis AB                                            | Loomis AB                                             | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |     23950 | NS      | $656471.29    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Superloop Ltd                                        | Superloop Ltd                                         | CUSIP: 000000000<br>LEI: 529900A6RVCX545NWC88 | Long             | EC               | CORP              | AU        |    149600 | NS      | $73774.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Retail REIT                             | Charter Hall Retail REIT                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    137047 | NS      | $353960.63    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Eizo Corp                                            | Eizo Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $129744.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kureha Corp                                          | Kureha Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $304079.53    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SSR Mining Inc                                       | SSR Mining Inc                                        | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     65150 | NS      | $1019592.69   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Wool Textile Co Ltd/The                        | Japan Wool Textile Co Ltd/The                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $147568.87    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CropEnergies AG                                      | CropEnergies AG                                       | CUSIP: 000000000<br>LEI: 529900FXN57YQ7H5S098 | Long             | EC               | CORP              | DE        |      5400 | NS      | $75142.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KYB Corp                                             | KYB Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $128274.11    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bobst Group SA                                       | Bobst Group SA                                        | CUSIP: 000000000<br>LEI: 5067009NFH4S4F9KA938 | Long             | EC               | CORP              | CH        |       108 | NS      | $6642.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CA Immobilien Anlagen AG                             | CA Immobilien Anlagen AG                              | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |     12078 | NS      | $364670.53    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichiha Corp                                         | Nichiha Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $200617.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Russel Metals Inc                                    | Russel Metals Inc                                     | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |     17700 | NS      | $376223.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Joshin Denki Co Ltd                                  | Joshin Denki Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $73489.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group PLC                                      | Serco Group PLC                                       | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |    362350 | NS      | $680750.01    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizen Watch Co Ltd                                 | Citizen Watch Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |     80000 | NS      | $359192.44    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Okumura Corp                                         | Okumura Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $226457.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Long Wale REIT                          | Charter Hall Long Wale REIT                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    159503 | NS      | $478208.19    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Jitsugyo Co Ltd                              | Daiichi Jitsugyo Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $166891.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomy Co Ltd                                          | Tomy Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25000 | NS      | $239351.46    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRY AB                                              | AFRY AB                                               | CUSIP: 000000000<br>LEI: 549300Q87LKPPD4X9R30 | Long             | EC               | CORP              | SE        |     31200 | NS      | $511555.40    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Woods Properties Ltd                           | Cedar Woods Properties Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19600 | NS      | $57506.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnac Darty SA                                        | Fnac Darty SA                                         | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | EC               | CORP              | FR        |      5839 | NS      | $215620.41    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                                 | Big Yellow Group PLC                                  | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               |  | GB        |     51897 | NS      | $718843.45    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupa Azoty SA                                       | Grupa Azoty SA                                        | CUSIP: 000000000<br>LEI: 259400Z9C99U5B36R274 | Long             | EC               | CORP              | PL        |     11750 | NS      | $106315.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Katakura Industries Co Ltd                           | Katakura Industries Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $65909.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                  | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   1589633 | NS      | $1590109.93   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Corp Group Ltd                                | Credit Corp Group Ltd                                 | CUSIP: 000000000<br>LEI: 549300JCSY6XG1L4WB90 | Long             | EC               | CORP              | AU        |     19400 | NS      | $245952.17    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Finning International Inc                            | Finning International Inc                             | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |     48439 | NS      | $1204177.80   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Currys PLC                                           | Currys PLC                                            | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |    322203 | NS      | $208239.76    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Marudai Food Co Ltd                                  | Marudai Food Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800LHI69F4PWPX646 | Long             | EC               | CORP              | JP        |      5000 | NS      | $53988.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Coke & Engineering Co Ltd                     | Nippon Coke & Engineering Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45000 | NS      | $29150.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Awa Bank Ltd/The                                     | Awa Bank Ltd/The                                      | CUSIP: 000000000<br>LEI: 353800YH8XWV0XAHXR13 | Long             | EC               | CORP              | JP        |     10000 | NS      | $161602.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mersen SA                                            | Mersen SA                                             | CUSIP: 000000000<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |      4896 | NS      | $197880.37    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuto Corp                                          | Hokuto Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $71315.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Balanced Commercial Property Trust Ltd               | Balanced Commercial Property Trust Ltd                | CUSIP: 000000000<br>LEI: 213800A2B1H4ULF3K397 | Long             | EC               |  | GG        |    167124 | NS      | $178431.22    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Spar Nord Bank A/S                                   | Spar Nord Bank A/S                                    | CUSIP: 000000000<br>LEI: 549300DHT635Q5P8J715 | Long             | EC               | CORP              | DK        |     24550 | NS      | $375939.52    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Vesuvius PLC                                         | Vesuvius PLC                                          | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |     64532 | NS      | $315340.54    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanto Denka Kogyo Co Ltd                             | Kanto Denka Kogyo Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $104669.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yondoshi Holdings Inc                                | Yondoshi Holdings Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $66208.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shurgard Self Storage SA                             | Shurgard Self Storage SA                              | CUSIP: 000000000<br>LEI: 549300J0UEIKU81XO336 | Long             | EC               | CORP              | LU        |      7882 | NS      | $361424.77    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardex Holding AG                                    | Kardex Holding AG                                     | CUSIP: 000000000<br>LEI: 529900JKKMQ07D6QZ480 | Long             | EC               | CORP              | CH        |      1944 | NS      | $319168.27    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaga Electronics Co Ltd                              | Kaga Electronics Co Ltd                               | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |      5000 | NS      | $154302.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ratos AB                                             | Ratos AB                                              | CUSIP: 000000000<br>LEI: 2138008KECUUB9VR4798 | Long             | EC               | CORP              | SE        |     65100 | NS      | $259165.29    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Toa Corp/Tokyo                                       | Toa Corp/Tokyo                                        | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |      5000 | NS      | $90107.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonava AB                                            | Bonava AB                                             | CUSIP: 000000000<br>LEI: 213800SLYJ6HYXWP8L95 | Long             | EC               | CORP              | SE        |     25864 | NS      | $73212.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Elkem ASA                                            | Elkem ASA                                             | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |     78050 | NS      | $280926.02    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Itochu Enex Co Ltd                                   | Itochu Enex Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |     15000 | NS      | $119584.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Haw Par Corp Ltd                                     | Haw Par Corp Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     45000 | NS      | $321921.99    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Dainichiseika Color & Chemicals Manufacturing Co Ltd | Dainichiseika Color & Chemicals Manufacturing Co Ltd  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $64633.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontobel Holding AG                                  | Vontobel Holding AG                                   | CUSIP: 000000000<br>LEI: 529900G69W5VR3DDPW23 | Long             | EC               | CORP              | CH        |      7850 | NS      | $520626.70    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| u-blox Holding AG                                    | u-blox Holding AG                                     | CUSIP: 000000000<br>LEI: 506700B2W2NUXS9X8479 | Long             | EC               | CORP              | CH        |      1974 | NS      | $235638.43    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust       | Allied Properties Real Estate Investment Trust        | CUSIP: 019456102<br>LEI: 549300AMZMPKVHA0MY77 | Long             | EC               |  | CA        |     38012 | NS      | $718690.69    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Brickworks Ltd                                       | Brickworks Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     17545 | NS      | $263949.65    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritz Corp                                          | Noritz Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $109100.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group PLC                             | Morgan Sindall Group PLC                              | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |     12808 | NS      | $238137.13    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MEKO AB                                              | MEKO AB                                               | CUSIP: 000000000<br>LEI: 529900R809HC1RFRQA91 | Long             | EC               | CORP              | SE        |     13896 | NS      | $149835.24    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazen Corp                                         | Yamazen Corp                                          | CUSIP: 000000000<br>LEI: 353800VADDW91MPELT42 | Long             | EC               | CORP              | JP        |     20000 | NS      | $151526.22    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BML Inc                                              | BML Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $126841.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cargotec Oyj                                         | Cargotec Oyj                                          | CUSIP: 000000000<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |     14845 | NS      | $658468.30    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojima Co Ltd                                        | Kojima Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $22427.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vienna Insurance Group AG Wiener Versicherung Gruppe | Vienna Insurance Group AG Wiener Versicherung Gruppe  | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |     11000 | NS      | $262883.15    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Krones AG                                            | Krones AG                                             | CUSIP: 000000000<br>LEI: 529900NY2GSZWWUBW049 | Long             | EC               | CORP              | DE        |      4800 | NS      | $536367.70    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAIT ONE corp                                      | MIRAIT ONE corp                                       | CUSIP: 000000000<br>LEI: 353800RI3EZVEIDAEL62 | Long             | EC               | CORP              | JP        |     25000 | NS      | $288133.47    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES       | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |     20000 | NS      | $20000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLSmidth & Co A/S                                    | FLSmidth & Co A/S                                     | CUSIP: 000000000<br>LEI: 213800MXXDGQ3ITPXI41 | Long             | EC               | CORP              | DK        |     17200 | NS      | $623497.68    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| S Foods Inc                                          | S Foods Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $112560.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| I-PEX Inc                                            | I-PEX Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $44902.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Restar Holdings Corp                                 | Restar Holdings Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $156105.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                               | Safestore Holdings PLC                                | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               |  | GB        |     62609 | NS      | $713955.25    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust       | Choice Properties Real Estate Investment Trust        | CUSIP: 17039A106<br>LEI: N/A                  | Long             | EC               |  | CA        |     77750 | NS      | $847555.39    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                          | AltaGas Ltd                                           | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |     83750 | NS      | $1446141.06   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Koa Corp                                             | Koa Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $141955.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsurumi Manufacturing Co Ltd                         | Tsurumi Manufacturing Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $75319.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                           | Freenet AG                                            | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |     37550 | NS      | $816497.68    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| United Malt Grp Ltd                                  | United Malt Grp Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     80700 | NS      | $190521.41    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara Standard Co Ltd                               | Takara Standard Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $157181.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Parkway Life Real Estate Investment Trust            | Parkway Life Real Estate Investment Trust             | CUSIP: 000000000<br>LEI: 549300I4DKVD2OF5LW91 | Long             | EC               |  | SG        |    110000 | NS      | $309009.58    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Road Resources Ltd                              | Gold Road Resources Ltd                               | CUSIP: 000000000<br>LEI: 213800HJWH96TDEMNY83 | Long             | EC               | CORP              | AU        |    271850 | NS      | $314673.33    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Takamatsu Construction Group Co Ltd                  | Takamatsu Construction Group Co Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $72639.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Gaia Corp                                          | T-Gaia Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $61804.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KMD Brands Ltd                                       | KMD Brands Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    196300 | NS      | $128216.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tadano Ltd                                           | Tadano Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35000 | NS      | $241504.60    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanamoto Co Ltd                                      | Kanamoto Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $171190.16    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SA                                             | Vicat SA                                              | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |      4051 | NS      | $101651.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishimatsuya Chain Co Ltd                            | Nishimatsuya Chain Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $176838.54    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil Refineries Ltd                                   | Oil Refineries Ltd                                    | CUSIP: 000000000<br>LEI: 213800CWUC7NV7VR3D03 | Long             | EC               | CORP              | IL        |    456300 | NS      | $159952.81    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc                                 | Macnica Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $354966.71    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| IPH Ltd                                              | IPH Ltd                                               | CUSIP: 000000000<br>LEI: 529900KRTADQ17ANK140 | Long             | EC               | CORP              | AU        |     49650 | NS      | $291816.70    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ines Corp                                            | Ines Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $51838.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                     | Zehnder Group AG                                      | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |      3030 | NS      | $183998.73    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kato Sangyo Co Ltd                                   | Kato Sangyo Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $133212.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Huber + Suhner AG                                    | Huber + Suhner AG                                     | CUSIP: 000000000<br>LEI: 5067007PRZ9OSX7A6787 | Long             | EC               | CORP              | CH        |      5297 | NS      | $495394.35    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley PLC                                          | Beazley PLC                                           | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |    183950 | NS      | $1504419.56   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rural Funds Group                                    | Rural Funds Group                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    105950 | NS      | $173909.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Exedy Corp                                           | Exedy Corp                                            | CUSIP: 000000000<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |     10000 | NS      | $121884.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Komax Holding AG                                     | Komax Holding AG                                      | CUSIP: 000000000<br>LEI: 529900UID9PCQXLG9479 | Long             | EC               | CORP              | CH        |      1088 | NS      | $304011.70    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakai Chemical Industry Co Ltd                       | Sakai Chemical Industry Co Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $67403.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexity SA                                            | Nexity SA                                             | CUSIP: 000000000<br>LEI: 969500JJ71T2DIPDVV84 | Long             | EC               | CORP              | FR        |     12843 | NS      | $358731.53    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco Holdings Inc                                   | Melco Holdings Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $36898.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitz Corp                                            | Kitz Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $119714.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamura Corp                                         | Okamura Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $214462.71    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ypsomed Holding AG                                   | Ypsomed Holding AG                                    | CUSIP: 000000000<br>LEI: 391200QLIOTTBNPNSI14 | Long             | EC               | CORP              | CH        |      1031 | NS      | $188749.13    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuasa Trading Co Ltd                                 | Yuasa Trading Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $137256.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Select Harvests Ltd                                  | Select Harvests Ltd                                   | CUSIP: 000000000<br>LEI: 549300JZYUFVKN0L4E13 | Long             | EC               | CORP              | AU        |     36950 | NS      | $98000.68     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Frontier Fudousan Co Ltd                         | Sun Frontier Fudousan Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $83591.52     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Crest Nicholson Holdings plc                         | Crest Nicholson Holdings plc                          | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |     79463 | NS      | $226218.88    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Construction Co Ltd                             | Toyo Construction Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $130129.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Qol Holdings Co Ltd                                  | Qol Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $44178.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissui Corp                                          | Nissui Corp                                           | CUSIP: 000000000<br>LEI: 529900MPH5BMANQ3EC50 | Long             | EC               | CORP              | JP        |     80000 | NS      | $333201.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuda Sangyo Co Ltd                                | Matsuda Sangyo Co Ltd                                 | CUSIP: 000000000<br>LEI: 3538005JX81V3H77VM68 | Long             | EC               | CORP              | JP        |      5000 | NS      | $87072.21     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche EuroShop AG                                 | Deutsche EuroShop AG                                  | CUSIP: 000000000<br>LEI: 529900Y9QTEFHFEKQ736 | Long             | EC               | CORP              | DE        |      3180 | NS      | $75113.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsuboshi Belting Ltd                               | Mitsuboshi Belting Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $129575.89    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Outokumpu Oyj                                        | Outokumpu Oyj                                         | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |     99100 | NS      | $502955.73    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanki Engineering Co Ltd                             | Sanki Engineering Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $176204.12    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Yellow Hat Ltd                                       | Yellow Hat Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $136187.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Westgold Resources Ltd                               | Westgold Resources Ltd                                | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |     48550 | NS      | $28970.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshinbo Holdings Inc                               | Nisshinbo Holdings Inc                                | CUSIP: 000000000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |     45000 | NS      | $331624.51    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PEXA Group Ltd                                       | PEXA Group Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20765 | NS      | $166861.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca IFIS SpA                                       | Banca IFIS SpA                                        | CUSIP: 000000000<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |      8302 | NS      | $118180.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Flow Traders                                         | Flow Traders                                          | CUSIP: 000000000<br>LEI: 549300Z7LIC6NFIJL947 | Long             | EC               | CORP              | NL        |      8045 | NS      | $186358.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpen Co Ltd                                         | Alpen Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $74103.43     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Shiryo Co Ltd                                  | Chubu Shiryo Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $82606.67     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Gas Co Ltd                                  | Shizuoka Gas Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800FKNOC1V6FE8T28 | Long             | EC               | CORP              | JP        |     15000 | NS      | $125136.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbonia AG                                           | Arbonia AG                                            | CUSIP: 000000000<br>LEI: 52990053OCTMTW77M139 | Long             | EC               | CORP              | CH        |     13024 | NS      | $183448.32    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GUD Holdings Ltd                                     | GUD Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 254900KHH5GGEGUIZS22 | Long             | EC               | CORP              | AU        |     36800 | NS      | $188666.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group PLC                                    | QinetiQ Group PLC                                     | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |    170354 | NS      | $732558.20    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BWP Trust                                            | BWP Trust                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    137690 | NS      | $365307.79    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloetta AB                                           | Cloetta AB                                            | CUSIP: 000000000<br>LEI: 549300CSLHPO6Y1AZN37 | Long             | EC               | CORP              | SE        |     55450 | NS      | $110845.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EDION Corp                                           | EDION Corp                                            | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |     25000 | NS      | $244506.83    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime US REIT                                        | Prime US REIT                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | SG        |    205000 | NS      | $83048.99     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakuto Co Ltd                                        | Hakuto Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $101162.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Corp Ltd                                    | New Hope Corp Ltd                                     | CUSIP: 000000000<br>LEI: 254900DHRUGXZSLSNZ83 | Long             | EC               | CORP              | AU        |     70050 | NS      | $300841.53    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Waypoint REIT Ltd                                    | Waypoint REIT Ltd                                     | CUSIP: 000000000<br>LEI: 5493003CS5K82RREKA54 | Long             | EC               |  | AU        |    211000 | NS      | $394097.33    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamburger Hafen und Logistik AG                      | Hamburger Hafen und Logistik AG                       | CUSIP: 000000000<br>LEI: 52990003RXKZ9J9ERW70 | Long             | EC               | CORP              | DE        |      5050 | NS      | $64084.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSO Holding AG                                      | ALSO Holding AG                                       | CUSIP: 000000000<br>LEI: 529900ACS8A6PTQI6141 | Long             | EC               | CORP              | CH        |       700 | NS      | $128483.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Schoeller-Bleckmann Oilfield Equipment AG            | Schoeller-Bleckmann Oilfield Equipment AG             | CUSIP: 000000000<br>LEI: 549300ZD9ED8GSG3JW36 | Long             | EC               | CORP              | AT        |      3555 | NS      | $222914.23    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Uponor Oyj                                           | Uponor Oyj                                            | CUSIP: 000000000<br>LEI: 743700KA2GMSYJM3CM12 | Long             | EC               | CORP              | FI        |     16520 | NS      | $293789.72    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedifica SA                                          | Aedifica SA                                           | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               |  | BE        |     11500 | NS      | $935731.93    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Landis+Gyr Group AG                                  | Landis+Gyr Group AG                                   | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |      7552 | NS      | $533778.08    | 0.36%             |  |  |  | No            |                  2 | On Loan: —       |
| H2O Retailing Corp                                   | H2O Retailing Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25000 | NS      | $243416.97    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Porr Ag                                              | Porr Ag                                               | CUSIP: 000000000<br>LEI: 529900ARBU9SBJFNX419 | Long             | EC               | CORP              | AT        |      4582 | NS      | $57680.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IPSOS                                                | IPSOS                                                 | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |     11645 | NS      | $729311.04    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Gunze Ltd                                            | Gunze Ltd                                             | CUSIP: 000000000<br>LEI: 353800VSSDM5IY8UNW44 | Long             | EC               | CORP              | JP        |      5000 | NS      | $159841.34    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Pets at Home Group Plc                               | Pets at Home Group Plc                                | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |    144900 | NS      | $496801.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cromwell European Real Estate Investment Trust       | Cromwell European Real Estate Investment Trust        | CUSIP: 000000000<br>LEI: 21380093RFHTC319NL93 | Long             | EC               |  | SG        |     95120 | NS      | $152814.82    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mullen Group Ltd                                     | Mullen Group Ltd                                      | CUSIP: 625284104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     27800 | NS      | $298737.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PrairieSky Royalty Ltd                               | PrairieSky Royalty Ltd                                | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |     61950 | NS      | $992847.12    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Swissquote Group Holding SA                          | Swissquote Group Holding SA                           | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |      2750 | NS      | $396702.25    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape PLC                                         | Inchcape PLC                                          | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |    116400 | NS      | $1149249.82   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Kissei Pharmaceutical Co Ltd                         | Kissei Pharmaceutical Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $195387.82    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Chouzai Co Ltd                                 | Nihon Chouzai Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $46173.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediclinic International PLC                         | Mediclinic International PLC                          | CUSIP: 000000000<br>LEI: 2138002S5BSBIZTD5I60 | Long             | EC               | CORP              | GB        |    119697 | NS      | $716602.22    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Cembra Money Bank AG                                 | Cembra Money Bank AG                                  | CUSIP: 000000000<br>LEI: 549300ZDHOETLAIVTE82 | Long             | EC               | CORP              | CH        |      8935 | NS      | $741547.22    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Electronics Inc                                | Canon Electronics Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $57467.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                       | MINI TPX IDX FUT MAR23                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        52 | NC      | $-20370.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Halfords Group PLC                                   | Halfords Group PLC                                    | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |     60227 | NS      | $152175.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Austevoll Seafood ASA                                | Austevoll Seafood ASA                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |     28750 | NS      | $259300.04    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Menora Mivtachim Holdings Ltd                        | Menora Mivtachim Holdings Ltd                         | CUSIP: 000000000<br>LEI: 2549009I6K3RDXFFY773 | Long             | EC               | CORP              | IL        |      6800 | NS      | $132056.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                            | Coface SA                                             | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |     32116 | NS      | $416967.08    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Linamar Corp                                         | Linamar Corp                                          | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |     13700 | NS      | $620243.72    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Chudenko Corp                                        | Chudenko Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $79205.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SPH REIT                                             | SPH REIT                                              | CUSIP: 000000000<br>LEI: 549300147IMZFE7VYR26 | Long             | EC               |  | SG        |    225240 | NS      | $151371.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| APERAM SA                                            | APERAM SA                                             | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |     14387 | NS      | $456263.36    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| McMillan Shakespeare Ltd                             | McMillan Shakespeare Ltd                              | CUSIP: 000000000<br>LEI: 254900GPJQUGWJEAZ102 | Long             | EC               | CORP              | AU        |     14978 | NS      | $136834.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd                                   | Perseus Mining Ltd                                    | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |    410350 | NS      | $590479.37    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Meisei Industrial Co Ltd                             | Meisei Industrial Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $89009.15     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumagai Gumi Co Ltd                                  | Kumagai Gumi Co Ltd                                   | CUSIP: 000000000<br>LEI: 529900M993KYZI2Q1Q47 | Long             | EC               | CORP              | JP        |     10000 | NS      | $199192.40    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                                  | Virgin Money UK PLC                                   | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | EC               | CORP              | GB        |    380100 | NS      | $835894.76    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Grafton Group PLC                                    | Grafton Group PLC                                     | CUSIP: 000000000<br>LEI: 635400BE9SBAG61DJ963 | Long             | EC               | CORP              | IE        |     64725 | NS      | $615907.63    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                                 | Credito Emiliano SpA                                  | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | EC               | CORP              | IT        |     21503 | NS      | $152787.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                                      | Wienerberger AG                                       | CUSIP: 000000000<br>LEI: 529900VXIFBHO0SW2I31 | Long             | EC               | CORP              | AT        |     34725 | NS      | $837007.63    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Komori Corp                                          | Komori Corp                                           | CUSIP: 000000000<br>LEI: 529900N2ORUZJBR1SB21 | Long             | EC               | CORP              | JP        |     15000 | NS      | $91282.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistry Group PLC                                     | Vistry Group PLC                                      | CUSIP: 000000000<br>LEI: 2138001KOWN7CG9SLK53 | Long             | EC               | CORP              | GB        |     68207 | NS      | $513732.46    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Piolax Inc                                           | Piolax Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $64183.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Energy PLC                                 | Capricorn Energy PLC                                  | CUSIP: 000000000<br>LEI: 213800ZJEUQ8ZOC9AL24 | Long             | EC               | CORP              | GB        |    146900 | NS      | $464943.11    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Industrial Co Ltd                            | Pacific Industrial Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $113575.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Steel Co Ltd                                   | Osaka Steel Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $44086.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Salzgitter AG                                        | Salzgitter AG                                         | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |     10400 | NS      | $315957.32    | 0.21%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldcrest Co Ltd                                     | Goldcrest Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $63799.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deme Group NV                                        | Deme Group NV                                         | CUSIP: 000000000<br>LEI: 549300FPFPQPKI3PJV37 | Long             | EC               | CORP              | BE        |      2159 | NS      | $286724.91    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                | IG Group Holdings PLC                                 | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |    110232 | NS      | $1038639.99   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Topdanmark AS                                        | Topdanmark AS                                         | CUSIP: 000000000<br>LEI: 549300PP3ULLF0SQRK46 | Long             | EC               | CORP              | DK        |     12650 | NS      | $665701.00    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Western Bank                                | Canadian Western Bank                                 | CUSIP: 13677F101<br>LEI: 549300QG7XFGLKN6HL17 | Long             | EC               | CORP              | CA        |     26762 | NS      | $475549.28    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugoku Marine Paints Ltd                            | Chugoku Marine Paints Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $72202.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Osaka Cement Co Ltd                         | Sumitomo Osaka Cement Co Ltd                          | CUSIP: 000000000<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |     10000 | NS      | $246874.04    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Retail Group Ltd                               | Super Retail Group Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     44650 | NS      | $324066.66    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| St Galler Kantonalbank AG                            | St Galler Kantonalbank AG                             | CUSIP: 000000000<br>LEI: 549300GFRG6OK00RG957 | Long             | EC               | CORP              | CH        |       790 | NS      | $410806.73    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Meidensha Corp                                       | Meidensha Corp                                        | CUSIP: 000000000<br>LEI: 529900VFKHJPVURD7985 | Long             | EC               | CORP              | JP        |     10000 | NS      | $141486.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisan Industry Co Ltd                                | Aisan Industry Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $52140.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Essentra PLC                                         | Essentra PLC                                          | CUSIP: 000000000<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |     94752 | NS      | $270978.34    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Transcontinental Inc                                 | Transcontinental Inc                                  | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |     21955 | NS      | $247763.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI YUKIZAI CORP                                   | ASAHI YUKIZAI CORP                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $105826.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EVN AG                                               | EVN AG                                                | CUSIP: 000000000<br>LEI: 529900P4JZBFEVNEAE60 | Long             | EC               | CORP              | AT        |     11613 | NS      | $209996.17    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Neturen Co Ltd                                       | Neturen Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $24927.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beneteau SA                                          | Beneteau SA                                           | CUSIP: 000000000<br>LEI: 969500FHXW3AEY6Z0B25 | Long             | EC               | CORP              | FR        |     11850 | NS      | $179654.01    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 SMN                                      | SpareBank 1 SMN                                       | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |     40700 | NS      | $528708.62    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Bridge Holdings Corp                        | Yokogawa Bridge Holdings Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $142101.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamron Co Ltd                                        | Tamron Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $112569.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Co Ltd/Ehime                                    | Fuji Co Ltd/Ehime                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $69462.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Subsea 7 SA                                          | Subsea 7 SA                                           | CUSIP: 000000000<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |     73800 | NS      | $854577.41    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna SA                     | PGE Polska Grupa Energetyczna SA                      | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |    228650 | NS      | $360770.65    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Capital Group Inc                               | Home Capital Group Inc                                | CUSIP: 436913107<br>LEI: 529900BYMJZJJLBC8L85 | Long             | EC               | CORP              | CA        |     15305 | NS      | $481304.95    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Holdings Inc                                 | Digital Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $46191.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Munters Group AB                                     | Munters Group AB                                      | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |     31303 | NS      | $308607.85    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Soda Co Ltd                                    | Osaka Soda Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $144960.28    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritake Co Ltd/Nagoya Japan                         | Noritake Co Ltd/Nagoya Japan                          | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |      5000 | NS      | $152103.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sydbank AS                                           | Sydbank AS                                            | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |     17950 | NS      | $755092.05    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishimatsu Construction Co Ltd                       | Nishimatsu Construction Co Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $297236.62    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Mimasu Semiconductor Industry Co Ltd                 | Mimasu Semiconductor Industry Co Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $88423.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Denko Co Ltd                                  | Nippon Denko Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30000 | NS      | $79936.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SFS Group AG                                         | SFS Group AG                                          | CUSIP: 000000000<br>LEI: 391200RQ38WAM4BJBO16 | Long             | EC               | CORP              | CH        |      4850 | NS      | $458901.91    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Tessenderlo Group SA                                 | Tessenderlo Group SA                                  | CUSIP: 000000000<br>LEI: 549300ZKLIF7RP6EH823 | Long             | EC               | CORP              | BE        |      6850 | NS      | $244431.70    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodick Co Ltd                                        | Sodick Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $80310.05     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabege AB                                            | Fabege AB                                             | CUSIP: 000000000<br>LEI: 549300JNPI46XNH0PM97 | Long             | EC               | CORP              | SE        |     74173 | NS      | $630835.90    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Derichebourg SA                                      | Derichebourg SA                                       | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |     28150 | NS      | $166644.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bapcor Ltd                                           | Bapcor Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    101500 | NS      | $444785.97    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group PLC/Jersey                                 | Man Group PLC/Jersey                                  | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |    412150 | NS      | $1060402.67   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Soda Co Ltd                                   | Nippon Soda Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $248566.31    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc                        | SKY Perfect JSAT Holdings Inc                         | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |     35000 | NS      | $128624.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Stride Property Group                                | Stride Property Group                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    123800 | NS      | $111612.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Micronics Co Ltd                                | Star Micronics Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800YVVMLCGEV0Q544 | Long             | EC               | CORP              | JP        |     10000 | NS      | $122481.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Argosy Property Ltd                                  | Argosy Property Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | NZ        |    246881 | NS      | $182063.59    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RHI Magnesita NV                                     | RHI Magnesita NV                                      | CUSIP: 000000000<br>LEI: 724500UWG6A61XNA3Y36 | Long             | EC               | CORP              | NL        |      9203 | NS      | $247863.16    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Centuria Capital Group                               | Centuria Capital Group                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    221150 | NS      | $255498.03    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxell Ltd                                           | Maxell Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $102664.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bucher Industries AG                                 | Bucher Industries AG                                  | CUSIP: 000000000<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |      2027 | NS      | $845925.09    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibstock PLC                                          | Ibstock PLC                                           | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |    114369 | NS      | $213802.18    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexpol AB                                            | Hexpol AB                                             | CUSIP: 000000000<br>LEI: 549300MN30TBRLYN3465 | Long             | EC               | CORP              | SE        |     76600 | NS      | $817319.66    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1                               | Television Francaise 1                                | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |     33800 | NS      | $259476.25    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Laurentian Bank of Canada                            | Laurentian Bank of Canada                             | CUSIP: 51925D106<br>LEI: HO0K6ZULL3QE6S6SFW60 | Long             | EC               | CORP              | CA        |     13350 | NS      | $318467.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax Big Box REIT PLC                              | Tritax Big Box REIT PLC                               | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               |  | GB        |    579200 | NS      | $970695.18    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKAI Holdings Corp                                  | TOKAI Holdings Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35000 | NS      | $228450.47    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Takaoka Toko Co Ltd                                  | Takaoka Toko Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $67573.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Granite Real Estate Investment Trust                 | Granite Real Estate Investment Trust                  | CUSIP: 387437114<br>LEI: N/A                  | Long             | EC               |  | CA        |     18686 | NS      | $953344.82    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Oki Electric Industry Co Ltd                         | Oki Electric Industry Co Ltd                          | CUSIP: 000000000<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |     25000 | NS      | $134497.05    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| InvoCare Ltd                                         | InvoCare Ltd                                          | CUSIP: 000000000<br>LEI: 254900NXGMD1P0TNBV71 | Long             | EC               | CORP              | AU        |     44100 | NS      | $329875.30    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Advanced Materials PLC                        | Morgan Advanced Materials PLC                         | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |     89260 | NS      | $339379.74    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujibo Holdings Inc                                  | Fujibo Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $122145.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cranswick PLC                                        | Cranswick PLC                                         | CUSIP: 000000000<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |     15650 | NS      | $582359.73    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Billerud AB                                          | Billerud AB                                           | CUSIP: 000000000<br>LEI: 549300A5J49FO7XDGE08 | Long             | EC               | CORP              | SE        |     56971 | NS      | $694969.70    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                          | Plus500 Ltd                                           | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |     30050 | NS      | $652419.16    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Savills PLC                                          | Savills PLC                                           | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |     40909 | NS      | $407448.83    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Warabeya Nichiyo Holdings Co Ltd                     | Warabeya Nichiyo Holdings Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $69896.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                               | NCC AB                                                | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |     29893 | NS      | $279337.19    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Joyful Honda Co Ltd                                  | Joyful Honda Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $219447.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoei Steel Ltd                                      | Kyoei Steel Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $47496.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Instone Real Estate Group SE                         | Instone Real Estate Group SE                          | CUSIP: 000000000<br>LEI: 391200DINUIRPDZQHX03 | Long             | EC               | CORP              | DE        |     14112 | NS      | $121474.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fugro NV                                             | Fugro NV                                              | CUSIP: 000000000<br>LEI: 7245000R8GNBSDTSZ396 | Long             | EC               | CORP              | NL        |     31850 | NS      | $382393.34    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Galenica AG                                          | Galenica AG                                           | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |     14552 | NS      | $1187302.37   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Seika Chemicals Co Ltd                      | Sumitomo Seika Chemicals Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $80487.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One PLC                                       | Ninety One PLC                                        | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |    130882 | NS      | $292610.11    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Arjo AB                                              | Arjo AB                                               | CUSIP: 000000000<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |     67958 | NS      | $254425.33    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunka Shutter Co Ltd                                 | Bunka Shutter Co Ltd                                  | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |     15000 | NS      | $125631.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                              | SSAB AB                                               | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    201200 | NS      | $1048062.03   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Suruga Bank Ltd                                      | Suruga Bank Ltd                                       | CUSIP: 000000000<br>LEI: 3538003A9JIMKE5G3M02 | Long             | EC               | CORP              | JP        |     55000 | NS      | $176487.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichireki Co Ltd                                     | Nichireki Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $47662.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aiphone Co Ltd                                       | Aiphone Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $69942.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Abacus Property Group                                | Abacus Property Group                                 | CUSIP: 000000000<br>LEI: 2138009R3Y4TK4IZDW59 | Long             | EC               |  | AU        |    147540 | NS      | $262614.51    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilia AB                                             | Bilia AB                                              | CUSIP: 000000000<br>LEI: 2138002GW5WN1UYZAO32 | Long             | EC               | CORP              | SE        |     23107 | NS      | $253600.73    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Toagosei Co Ltd                                      | Toagosei Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40000 | NS      | $335762.32    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohnan Shoji Co Ltd                                  | Kohnan Shoji Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $259620.32    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Press Kogyo Co Ltd                                   | Press Kogyo Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800Z8ABLQL0MHSA16 | Long             | EC               | CORP              | JP        |     25000 | NS      | $79721.71     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rothschild & Co                                      | Rothschild & Co                                       | CUSIP: 000000000<br>LEI: 549300ILF3L0BBIDPZ11 | Long             | EC               | CORP              | FR        |      8209 | NS      | $327909.69    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BFF Bank SpA                                         | BFF Bank SpA                                          | CUSIP: 000000000<br>LEI: 815600522538355AE429 | Long             | EC               | CORP              | IT        |     55250 | NS      | $438344.59    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryobi Ltd                                            | Ryobi Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $43349.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hufvudstaden AB                                      | Hufvudstaden AB                                       | CUSIP: 000000000<br>LEI: 213800UEV5ZAFFVQ4J85 | Long             | EC               | CORP              | SE        |     34569 | NS      | $492098.58    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella-Jones Inc                                     | Stella-Jones Inc                                      | CUSIP: 85853F105<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | EC               | CORP              | CA        |     19606 | NS      | $702572.47    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Siix Corp                                            | Siix Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $96223.66     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JVCKenwood Corp                                      | JVCKenwood Corp                                       | CUSIP: 000000000<br>LEI: 529900GGYCEJXM5Y6961 | Long             | EC               | CORP              | JP        |     45000 | NS      | $125461.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Austal Ltd                                           | Austal Ltd                                            | CUSIP: 000000000<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |     94231 | NS      | $133464.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                         | Bilfinger SE                                          | CUSIP: 000000000<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |      9400 | NS      | $270797.55    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingenia Communities Group                            | Ingenia Communities Group                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    116347 | NS      | $352069.31    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Daihen Corp                                          | Daihen Corp                                           | CUSIP: 000000000<br>LEI: 353800VGTLA3QRNG5478 | Long             | EC               | CORP              | JP        |      5000 | NS      | $146294.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Centuria Office REIT                                 | Centuria Office REIT                                  | CUSIP: 000000000<br>LEI: 984500D9D1RFE9AF4796 | Long             | EC               |  | AU        |    146871 | NS      | $152620.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyokuto Kaihatsu Kogyo Co Ltd                        | Kyokuto Kaihatsu Kogyo Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $109058.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Torex Gold Resources Inc                             | Torex Gold Resources Inc                              | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |     22200 | NS      | $254955.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bravida Holding AB                                   | Bravida Holding AB                                    | CUSIP: 000000000<br>LEI: 549300H88IJGPNNL3T61 | Long             | EC               | CORP              | SE        |     60950 | NS      | $653280.83    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Nachi-Fujikoshi Corp                                 | Nachi-Fujikoshi Corp                                  | CUSIP: 000000000<br>LEI: 353800VMZ8DPGXDO5U37 | Long             | EC               | CORP              | JP        |      5000 | NS      | $135993.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                        | Banco BPM SpA                                         | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |    458300 | NS      | $1633825.94   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tanso Co Ltd                                    | Toyo Tanso Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900YTFHZ3XYGL3R93 | Long             | EC               | CORP              | JP        |      5000 | NS      | $141907.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Centrepoint Trust                            | Frasers Centrepoint Trust                             | CUSIP: 000000000<br>LEI: 5493002RGQ266FKERZ83 | Long             | EC               |  | SG        |    320000 | NS      | $501951.80    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Link Administration Holdings Ltd                     | Link Administration Holdings Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    156154 | NS      | $209810.19    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hibiya Engineering Ltd                               | Hibiya Engineering Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $72350.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyobo Co Ltd                                        | Toyobo Co Ltd                                         | CUSIP: 000000000<br>LEI: 5299005EWBCNUAZ4PM62 | Long             | EC               | CORP              | JP        |     30000 | NS      | $226712.18    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Onex Corp                                            | Onex Corp                                             | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |     23400 | NS      | $1128350.07   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Metsa Board Oyj                                      | Metsa Board Oyj                                       | CUSIP: 000000000<br>LEI: 743700KKB8Q035K38488 | Long             | EC               | CORP              | FI        |     52228 | NS      | $490664.24    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Bega Cheese Ltd                                      | Bega Cheese Ltd                                       | CUSIP: 000000000<br>LEI: 549300P1H1GM5BXPB476 | Long             | EC               | CORP              | AU        |     91050 | NS      | $240408.74    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus Industria REIT                                 | Dexus Industria REIT                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     64937 | NS      | $127684.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Interroll Holding AG                                 | Interroll Holding AG                                  | CUSIP: 000000000<br>LEI: 529900MU4QAEI94TB543 | Long             | EC               | CORP              | CH        |       154 | NS      | $391422.65    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Coats Group PLC                                      | Coats Group PLC                                       | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |    440250 | NS      | $353285.13    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Chemical Industries Ltd                        | Sanyo Chemical Industries Ltd                         | CUSIP: 000000000<br>LEI: 529900STCFY6RXOR2I79 | Long             | EC               | CORP              | JP        |      5000 | NS      | $153474.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties REIT                   | Canadian Apartment Properties REIT                    | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               |  | CA        |     52247 | NS      | $1646899.53   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage REIT                                | National Storage REIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    347000 | NS      | $546820.23    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Topre Corp                                           | Topre Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $85374.46     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Warehouse Co Ltd/The                        | Sumitomo Warehouse Co Ltd/The                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $222827.58    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Marusan Securities Co Ltd                            | Marusan Securities Co Ltd                             | CUSIP: 000000000<br>LEI: 353800JHV8QLA94CQ930 | Long             | EC               | CORP              | JP        |     20000 | NS      | $60627.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosiden Corp                                         | Hosiden Corp                                          | CUSIP: 000000000<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |     15000 | NS      | $179232.17    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kelsian Group Ltd                                    | Kelsian Group Ltd                                     | CUSIP: 000000000<br>LEI: 984500FAK68AD2A97558 | Long             | EC               | CORP              | AU        |     41350 | NS      | $159806.92    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Burckhardt Compression Holding AG                    | Burckhardt Compression Holding AG                     | CUSIP: 000000000<br>LEI: 5067004N56DLX7GY3E95 | Long             | EC               | CORP              | CH        |      1000 | NS      | $595670.53    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                   | TBC Bank Group PLC                                    | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |     10800 | NS      | $296386.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancashire Holdings Ltd                              | Lancashire Holdings Ltd                               | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | BM        |     73350 | NS      | $576736.10    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                      | Yamana Gold Inc                                       | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |    300350 | NS      | $1668118.17   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Trading Corp                            | Nippon Steel Trading Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $350299.78    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hodogaya Chemical Co Ltd                             | Hodogaya Chemical Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $34058.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bodycote PLC                                         | Bodycote PLC                                          | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |     59743 | NS      | $410606.55    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                                       | Drax Group PLC                                        | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |    120650 | NS      | $1023405.21   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| VT Holdings Co Ltd                                   | VT Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25000 | NS      | $89581.37     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Siegfried Holding AG                                 | Siegfried Holding AG                                  | CUSIP: 000000000<br>LEI: 506700J9QD6IF3937W06 | Long             | EC               | CORP              | CH        |      1150 | NS      | $763888.28    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropole Television SA                              | Metropole Television SA                               | CUSIP: 000000000<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |     19950 | NS      | $327841.81    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Kogyo Corp                                     | Nitto Kogyo Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $178672.91    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Migdal Insurance & Financial Holdings Ltd            | Migdal Insurance & Financial Holdings Ltd             | CUSIP: 000000000<br>LEI: 549300W4Y1WPXVCYYE42 | Long             | EC               | CORP              | IL        |    100950 | NS      | $115191.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group PLC                                    | TP ICAP Group PLC                                     | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |    239800 | NS      | $505886.38    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Redde Northgate PLC                                  | Redde Northgate PLC                                   | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |     79045 | NS      | $393713.22    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DCM Holdings Co Ltd                                  | DCM Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30000 | NS      | $273742.77    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Glass Co Ltd                                 | Central Glass Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $212611.06    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Takkt AG                                             | Takkt AG                                              | CUSIP: 000000000<br>LEI: 549300AZ0JTVTW3IZY37 | Long             | EC               | CORP              | DE        |     11100 | NS      | $160323.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Pencil Co Ltd                             | Mitsubishi Pencil Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $108597.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nittetsu Mining Co Ltd                               | Nittetsu Mining Co Ltd                                | CUSIP: 000000000<br>LEI: 213800HBRWZK44PCU381 | Long             | EC               | CORP              | JP        |      5000 | NS      | $120983.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TietoEVRY Oyj                                        | TietoEVRY Oyj                                         | CUSIP: 000000000<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |     28000 | NS      | $796319.63    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Granges AB                                           | Granges AB                                            | CUSIP: 000000000<br>LEI: 5493006UG44TYSIXOB13 | Long             | EC               | CORP              | SE        |     29450 | NS      | $241193.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                           | Aurubis AG                                            | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |     10716 | NS      | $872294.41    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Clas Ohlson AB                                       | Clas Ohlson AB                                        | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |     11792 | NS      | $81357.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuno Corp                                          | Mizuno Corp                                           | CUSIP: 000000000<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |      5000 | NS      | $107061.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaki Electric Co Ltd                                | Osaki Electric Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $39763.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Forbo Holding AG                                     | Forbo Holding AG                                      | CUSIP: 000000000<br>LEI: 506700HR073894C16243 | Long             | EC               | CORP              | CH        |       321 | NS      | $377227.12    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| North West Co Inc/The                                | North West Co Inc/The                                 | CUSIP: 663278208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13250 | NS      | $348081.61    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandinavian Tobacco Group A/S                       | Scandinavian Tobacco Group A/S                        | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |     19307 | NS      | $339353.38    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Corp                                            | Life Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $100359.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Obara Group Inc                                      | Obara Group Inc                                       | CUSIP: 000000000<br>LEI: 3538003M0UGWDBTV2318 | Long             | EC               | CORP              | JP        |      5000 | NS      | $136743.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinmaywa Industries Ltd                             | Shinmaywa Industries Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $119593.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec PLC                                         | Investec PLC                                          | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |    203200 | NS      | $1242215.27   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Glory Ltd                                            | Glory Ltd                                             | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |     15000 | NS      | $249183.92    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Gruppo SpA                                    | Unipol Gruppo SpA                                     | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |    155550 | NS      | $757340.90    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                | iA Financial Corp Inc                                 | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |     32600 | NS      | $1908568.69   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiyo Bank Ltd/The                                    | Kiyo Bank Ltd/The                                     | CUSIP: 000000000<br>LEI: 3538002347FGLMNPVY63 | Long             | EC               | CORP              | JP        |     20000 | NS      | $237785.69    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Ancora                                           | KBC Ancora                                            | CUSIP: 000000000<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |     11022 | NS      | $496710.06    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Procrea Holdings Inc                                 | Procrea Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $83751.19     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bossard Holding AG                                   | Bossard Holding AG                                    | CUSIP: 000000000<br>LEI: 5067001959OEPG6X8016 | Long             | EC               | CORP              | CH        |       873 | NS      | $188648.43    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Aida Engineering Ltd                                 | Aida Engineering Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $88282.38     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Schouw & Co A/S                                      | Schouw & Co A/S                                       | CUSIP: 000000000<br>LEI: 213800V2R9WMMZASKK57 | Long             | EC               | CORP              | DK        |      4002 | NS      | $301303.79    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Cawachi Ltd                                          | Cawachi Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $84725.18     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Anest Iwata Corp                                     | Anest Iwata Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $65262.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Viva Energy Group Ltd                                | Viva Energy Group Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    244100 | NS      | $451853.54    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Veidekke ASA                                         | Veidekke ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |     35468 | NS      | $348931.50    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Rieter Holding AG                                    | Rieter Holding AG                                     | CUSIP: 000000000<br>LEI: 529900SNR4JQCSACBN29 | Long             | EC               | CORP              | CH        |       650 | NS      | $73528.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosokawa Micron Corp                                 | Hosokawa Micron Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $101335.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Oyo Corp                                             | Oyo Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $86196.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LEC Inc                                              | LEC Inc                                               | CUSIP: 000000000<br>LEI: 353800QEG7G3CQSZEA52 | Long             | EC               | CORP              | JP        |      5000 | NS      | $34383.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Konecranes Oyj                                       | Konecranes Oyj                                        | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |     22957 | NS      | $707743.74    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiken Corp                                          | Daiken Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $79277.32     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutz AG                                             | Deutz AG                                              | CUSIP: 000000000<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |     36800 | NS      | $158369.95    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Social Infrastructure REIT              | Charter Hall Social Infrastructure REIT               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    102843 | NS      | $237320.08    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AG Barr PLC                                          | AG Barr PLC                                           | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |     23004 | NS      | $147310.61    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Takasago Thermal Engineering Co Ltd                  | Takasago Thermal Engineering Co Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $270116.62    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Montea NV                                            | Montea NV                                             | CUSIP: 000000000<br>LEI: 5493006K5LQDD0GK1T60 | Long             | EC               |  | BE        |      4194 | NS      | $300537.32    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Duskin Co Ltd                                        | Duskin Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $227155.36    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Comet Holding AG                                     | Comet Holding AG                                      | CUSIP: 000000000<br>LEI: 506700PGOL747J76WC96 | Long             | EC               | CORP              | CH        |      2300 | NS      | $489028.86    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwado Co Ltd                                       | Heiwado Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $162624.05    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Quadient SA                                          | Quadient SA                                           | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |     10750 | NS      | $158668.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** iShares Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer