# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001004726-26-000809
**Filing Date:** 2026-2
**Character Count:** 199320
**Document Hash:** a4589315d10f6cba3117ed725804867b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-000809.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0001004726-26-000809

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 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:** 26663870

**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            |

## 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:** 2026-03-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $82414265.09

**Total Liabilities:** $1658633.30

**Net Assets:** $80755631.79

**Cash Not Reported:** $6719.53

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000224636 | -0.46%               | 3.46%                | 3.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $264239.24               | $-744050.47                                |
| Month 2  | $92874.57                | $2176307.17                                |
| Month 3  | $27601.55                | $2523014.89                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| TAKARA STANDARD CO.,LTD.                                                   | TAKARA STANDARD CO LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $95085.96     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| STARTS CORPORATION INC.                                                    | STARTS CORP INC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $104014.93    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Huhtamaki Oyj                                                              | HUHTAMAKI OYJ                                      | CUSIP: N/A<br>LEI: 5493007050SJVMXN6L29       | Long             | EC               | CORP              | FI        |     10149 | NS      | $353365.96    | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Sodick Co., Ltd.                                                           | SODICK CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $31315.95     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| freenet AG                                                                 | FREENET AG                                         | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |     14450 | NS      | $497763.50    | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| Lindab International AB                                                    | LINDAB INTERNATIONAL AB                            | CUSIP: N/A<br>LEI: 54930085MH6IRQ1JP227       | Long             | EC               | CORP              | SE        |      8721 | NS      | $196008.72    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| UNIQA Insurance Group AG                                                   | UNIQA INSURANCE GROUP AG                           | CUSIP: N/A<br>LEI: 529900OOW8ELHOXWZP82       | Long             | EC               | CORP              | AT        |     13073 | NS      | $236267.94    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| MARUDAI FOOD CO.,LTD.                                                      | MARUDAI FOOD CO LTD                                | CUSIP: J39831128<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $23856.15     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| KATO SANGYO CO., LTD.                                                      | KATO SANGYO CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $139374.60    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Hakuto Co.,Ltd.                                                            | HAKUTO CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $42473.72     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Hiab Oyj                                                                   | HIAB OYJ                                           | CUSIP: X10788184<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |      4284 | NS      | $247621.67    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| EDION Corporation                                                          | EDION CORP                                         | CUSIP: N/A<br>LEI: 353800697NBCW7EAHZ97       | Long             | EC               | CORP              | JP        |      8500 | NS      | $114986.59    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| NIHON PARKERIZING CO., LTD.                                                | NIHON PARKERIZING CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11900 | NS      | $108289.30    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| MITCHELLS & BUTLERS PLC                                                    | MITCHELLS BUTLERS PLC                              | CUSIP: N/A<br>LEI: 213800JHYNDNB1NS2W10       | Long             | EC               | CORP              | GB        |     30039 | NS      | $105884.19    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| NACHI-FUJIKOSHI CORP.                                                      | NACHI FUJIKOSHI CORP                               | CUSIP: N/A<br>LEI: 353800VMZ8DPGXDO5U37       | Long             | EC               | CORP              | JP        |      1700 | NS      | $47217.29     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CHARTER HALL RETAIL REIT                                                   | CHARTER HALL RETAIL REIT                           | CUSIP: N/A<br>LEI: 254900SH49MQ8WY4NO45       | Long             |  | CORP              | AU        |     68425 | NS      | $185586.23    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Hall Long WALE REIT                                                | CHARTER HALL LONG WALE REIT                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |     80393 | NS      | $218331.87    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Catena AB                                                                  | CATENA AB                                          | CUSIP: N/A<br>LEI: 549300EMLM7AH5LDLY65       | Long             | EC               | CORP              | SE        |      5134 | NS      | $251388.39    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| BODYCOTE PLC                                                               | BODYCOTE PLC                                       | CUSIP: N/A<br>LEI: 213800V93QFW53NB7Y29       | Long             | EC               | CORP              | GB        |     20536 | NS      | $193216.95    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Asahi Diamond Industrial Co., Ltd.                                         | ASAHI DIAMOND INDUSTRIAL CO LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $27069.50     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of The Ryukyus, Limited                                               | BANK OF THE RYUKYUS LTD                            | CUSIP: N/A<br>LEI: 353800OWJBJ7G9TXED62       | Long             | EC               | CORP              | JP        |      5100 | NS      | $60307.08     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| VIENNA INSURANCE GROUP AG Wiener Versicherung Gruppe                       | VIENNA INSURANCE GROUP AG WIENER VERSICHERUNG GRUP | CUSIP: N/A<br>LEI: 549300JCRU23I1THU176       | Long             | EC               | CORP              | AT        |      4216 | NS      | $332036.74    | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| DAINICHISEIKA COLOR & CHEMICALS MFG. CO., LTD.                             | DAINICHISEIKA COLOR CHEMICALS MANUFACTURING CO L   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $45083.07     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| MEKO AB                                                                    | MEKO AB                                            | CUSIP: N/A<br>LEI: 529900R809HC1RFRQA91       | Long             | EC               | CORP              | SE        |      4573 | NS      | $36033.73     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Seika Chemicals Company, Limited.                                 | SUMITOMO SEIKA CHEMICALS CO LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $58616.74     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Kalmar Oyj                                                                 | KALMAR OYJ                                         | CUSIP: N/A<br>LEI: 636700Z25ZQXLMZ3CY73       | Long             | EC               | CORP              | FI        |      4403 | NS      | $208458.70    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| IntegraFin Holdings plc                                                    | INTEGRAFIN HOLDINGS PLC                            | CUSIP: N/A<br>LEI: 213800CYIZKXK9PQYE87       | Long             | EC               | CORP              | GB        |     30005 | NS      | $145055.30    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Rathbones Group Plc                                                        | RATHBONES GROUP PLC                                | CUSIP: N/A<br>LEI: 213800MBTHM6UE8ZQP29       | Long             | EC               | CORP              | GB        |      6783 | NS      | $175675.56    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Soda Co., Ltd.                                                      | NIPPON SODA CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $117976.00    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Colruyt Group NV                                                           | COLRUYT GROUP N V                                  | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               | CORP              | BE        |      3213 | NS      | $118941.40    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| H&R Real Estate Investment Trust                                           | H R REAL ESTATE INVESTMENT TRUST                   | CUSIP: 403925407<br>LEI: 549300TGNP6B6GUVGW10 | Long             |  | CORP              | CA        |     31076 | NS      | $231618.14    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| GREENCORE GROUP PUBLIC LIMITED COMPANY                                     | GREENCORE GROUP PLC                                | CUSIP: N/A<br>LEI: 635400GGBEWULJXM5868       | Long             | EC               | CORP              | IE        |     51901 | NS      | $177698.35    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| SINGAPORE POST LIMITED                                                     | SINGAPORE POST LTD                                 | CUSIP: N/A<br>LEI: 2549001SP50468BWD892       | Long             | EC               | CORP              | SG        |    171700 | NS      | $54070.37     | 0.07%             |  |  |  | No            | 2                  | On Loan: —       |
| PERENTI LIMITED                                                            | PERENTI LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     97359 | NS      | $180706.34    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| MIRAIT ONE Corporation                                                     | MIRAIT ONE CORP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10200 | NS      | $228358.60    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| TAMBURI INVESTMENT PARTNERS S.P.A.                                         | TAMBURI INVESTMENT PARTNERS SPA                    | CUSIP: N/A<br>LEI: 81560017CF8066680595       | Long             | EC               | CORP              | IT        |     12937 | NS      | $139198.60    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| EAGLE INDUSTRY CO.,LTD.                                                    | EAGLE INDUSTRY CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $62017.81     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| K+S Aktiengesellschaft                                                     | K S AG                                             | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | EC               | CORP              | DE        |     21148 | NS      | $307856.33    | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| TOKAI Holdings Corporation                                                 | TOKAI HOLDINGS CORP                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13600 | NS      | $93870.33     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Nisshinbo Holdings Inc.                                                    | NISSHINBO HOLDINGS INC                             | CUSIP: N/A<br>LEI: 353800YAM89GL5GPHB47       | Long             | EC               | CORP              | JP        |     17000 | NS      | $142606.21    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Daishi Hokuetsu Financial Group, Inc.                                      | DAISHI HOKUETSU FINANCIAL GROUP INC                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     27200 | NS      | $282663.83    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Autoneum Holding AG                                                        | AUTONEUM HOLDING AG                                | CUSIP: N/A<br>LEI: 549300FL07XZC5MNXS47       | Long             | EC               | CORP              | CH        |       272 | NS      | $57394.98     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| UACJ Corporation                                                           | UACJ CORP                                          | CUSIP: N/A<br>LEI: 353800GO7FBE4RSRH831       | Long             | EC               | CORP              | JP        |     17000 | NS      | $230268.14    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST RESOURCES LIMITED                                                    | FIRST RESOURCES LTD                                | CUSIP: N/A<br>LEI: 5493007RRD817HUP4O49       | Long             | EC               | CORP              | SG        |     49300 | NS      | $80149.39     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCA GENERALI - SOCIETA PER AZIONI                                        | BANCA GENERALI SPA                                 | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |      6596 | NS      | $440307.49    | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| PILLAR Corporation                                                         | PILLAR CORP JAPAN                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $52051.58     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CANON ELECTRONICS INC.                                                     | CANON ELECTRONICS INC                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $39517.36     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrotec Corporation                                                       | FERROTEC CORP                                      | CUSIP: N/A<br>LEI: 3538005N4KWZD4R07U97       | Long             | EC               | CORP              | JP        |      5100 | NS      | $163760.11    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| OSG Corporation                                                            | OSG CORP                                           | CUSIP: N/A<br>LEI: 353800IWJAOVAFO6X450       | Long             | EC               | CORP              | JP        |      8500 | NS      | $124081.65    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| North Atlantic Energies                                                    | NORTH ATLANTIC ENERGIES                            | CUSIP: N/A<br>LEI: 969500NI2T909ECQHX32       | Long             | EC               | CORP              | FR        |       272 | NS      | $13834.38     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                              | DREAM INDUSTRIAL REAL ESTATE INVESTMENT TRUST      | CUSIP: 26153W109<br>LEI: 549300QOI0TM3CBYUH79 | Long             |  | CORP              | CA        |     34255 | NS      | $313961.53    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT CORP GROUP LIMITED                                                  | CREDIT CORP GROUP LTD                              | CUSIP: N/A<br>LEI: 549300JCSY6XG1L4WB90       | Long             | EC               | CORP              | AU        |      7667 | NS      | $71692.48     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Frasers Centrepoint Trust                                                  | FRASERS CENTREPOINT TRUST                          | CUSIP: N/A<br>LEI: 5493002RGQ266FKERZ83       | Long             |  | RF                | SG        |    151332 | NS      | $273970.28    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| USHIO INC.                                                                 | USHIO INC                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8500 | NS      | $136024.87    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| IINO KAIUN KAISHA, LTD.                                                    | IINO KAIUN KAISHA LTD                              | CUSIP: N/A<br>LEI: 353800VWL98SRNE0NX81       | Long             | EC               | CORP              | JP        |     10200 | NS      | $92437.58     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| HIRATA Corporation                                                         | HIRATA CORP                                        | CUSIP: N/A<br>LEI: 35380029GYVBXAH9T342       | Long             | EC               | CORP              | JP        |      3400 | NS      | $51105.91     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Alleima AB                                                                 | ALLEIMA AB                                         | CUSIP: N/A<br>LEI: 529900EBHTYGLA6PGP77       | Long             | EC               | CORP              | SE        |     23120 | NS      | $203721.71    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| MEIDENSHA CORPORATION                                                      | MEIDENSHA CORP                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $121081.82    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| DAIHEN Corporation                                                         | DAIHEN CORP                                        | CUSIP: N/A<br>LEI: 353800VGTLA3QRNG5478       | Long             | EC               | CORP              | JP        |      1700 | NS      | $108481.08    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Hall Social Infrastructure REIT                                    | CHARTER HALL SOCIAL INFRASTRUCTURE REIT            | CUSIP: N/A<br>LEI: 254900W31UGIMDQW3W98       | Long             |  | CORP              | AU        |     42772 | NS      | $87806.27     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Konoike Transport Co.,Ltd.                                                 | KONOIKE TRANSPORT CO LTD                           | CUSIP: J3S43H105<br>LEI: 3538004PLQ2IF2DMNC61 | Long             | EC               | CORP              | JP        |      3400 | NS      | $71341.98     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ARCS COMPANY,LIMITED                                                       | ARCS CO LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $110211.31    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| FORMULA SYSTEMS (1985) LTD                                                 | FORMULA SYSTEMS 1985 LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1139 | NS      | $192374.83    | 0.24%             |  |  |  | No            | 2                  | On Loan: —       |
| DIGITAL CORE REIT                                                          | DIGITAL CORE REIT MANAGEMENT PTE LTD               | CUSIP: Y2076L101<br>LEI: 549300IIGO612K0POE26 | Long             |  | RF                | SG        |    100300 | NS      | $51094.53     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| EIZO Corporation                                                           | EIZO CORP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $48631.52     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ShinMaywa Industries, Ltd.                                                 | SHINMAYWA INDUSTRIES LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $62381.29     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| OSB GROUP PLC                                                              | OSB GROUP PLC                                      | CUSIP: N/A<br>LEI: 213800ZBKL9BHSL2K459       | Long             | EC               | CORP              | GB        |     42925 | NS      | $367611.26    | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| SATO CORPORATION                                                           | SATO CORP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $52122.04     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| IGM FINANCIAL INC.                                                         | IGM FINANCIAL INC                                  | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |      9571 | NS      | $431010.54    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Kanamoto Co., Ltd.                                                         | KANAMOTO CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $85044.24     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| KAWADA TECHNOLOGIES,INC.                                                   | KAWADA TECHNOLOGIES INC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $47460.83     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| DIGITAL HOLDINGS, INC.                                                     | DIGITAL HOLDINGS INC                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $21790.51     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Okinawa Financial Group, Inc.                                              | OKINAWA FINANCIAL GROUP INC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $51648.91     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| NCC Aktiebolag                                                             | NCC AB                                             | CUSIP: N/A<br>LEI: 213800WRGLW3CY4MHW53       | Long             | EC               | CORP              | SE        |     10081 | NS      | $240055.52    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| KAROON ENERGY LTD                                                          | KAROON ENERGY LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     84830 | NS      | $87104.07     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Maxell, Ltd.                                                               | MAXELL LTD                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $78193.71     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Yakin Kogyo Co.,Ltd.                                                | NIPPON YAKIN KOGYO CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $49064.63     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| NIKKISO CO.,LTD.                                                           | NIKKISO CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $69073.16     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Isracard Ltd.                                                              | ISRACARD LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     21760 | NS      | $106669.38    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| ISRAELI SHEKEL                                                             | ISRAELI SHEKEL                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | IL        |      5590 | NS      | $1755.21      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Boardwalk Real Estate Investment Trust                                     | BOARDWALK REAL ESTATE INVESTMENT TRUST             | CUSIP: 096631106<br>LEI: N/A                  | Long             |  | CORP              | CA        |      4828 | NS      | $226811.00    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Ninety One PLC                                                             | NINETY ONE PLC                                     | CUSIP: N/A<br>LEI: 549300G0TJCT3K15ZG14       | Long             | EC               | CORP              | GB        |     30583 | NS      | $89105.88     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| FINNING INTERNATIONAL INC.                                                 | FINNING INTERNATIONAL INC                          | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |     16065 | NS      | $870463.04    | 1.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Wacker Neuson SE                                                           | WACKER NEUSON SE                                   | CUSIP: N/A<br>LEI: 529900RJL86244E1I652       | Long             | EC               | CORP              | DE        |      3281 | NS      | $94082.75     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| YELLOW HAT LTD.                                                            | YELLOW HAT LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $71198.73     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| YAMAE GROUP HOLDINGS CO.,LTD.                                              | YAMAE GROUP HOLDINGS CO LTD                        | CUSIP: J9558N106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $27503.87     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LINTEC Corporation                                                         | LINTEC CORP                                        | CUSIP: N/A<br>LEI: 3538002YOJO0IAM1PD28       | Long             | EC               | CORP              | JP        |      5100 | NS      | $143894.92    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| YAMAZEN CORPORATION                                                        | YAMAZEN CORP                                       | CUSIP: N/A<br>LEI: 353800VADDW91MPELT42       | Long             | EC               | CORP              | JP        |      5100 | NS      | $48402.52     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| The Sumitomo Warehouse Co., Ltd.                                           | SUMITOMO WAREHOUSE CO LTD THE                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $154282.25    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Implenia AG                                                                | IMPLENIA AG                                        | CUSIP: N/A<br>LEI: 52990006TKCUQQJ79B11       | Long             | EC               | CORP              | CH        |      1768 | NS      | $169557.10    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| The Keiyo Bank, Ltd.                                                       | KEIYO BANK LTD THE                                 | CUSIP: N/A<br>LEI: 353800HBJ702X2J5OX58       | Long             | EC               | CORP              | JP        |     13600 | NS      | $144689.36    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDITO EMILIANO S.P.A.                                                    | CREDITO EMILIANO SPA                               | CUSIP: N/A<br>LEI: 8156004B244AA70DE787       | Long             | EC               | CORP              | IT        |      7276 | NS      | $129993.50    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| TOENEC CORPORATION                                                         | TOENEC CORP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $63000.45     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuso Chemical Co Ltd                                                       | FUSO CHEMICAL CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $69297.58     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| KUREHA CORPORATION                                                         | KUREHA CORP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $88580.23     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| OYO Corporation                                                            | OYO CORP                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $30453.86     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| AEDIFICA NV                                                                | AEDIFICA SA                                        | CUSIP: N/A<br>LEI: 529900DTKNXL0AXQFN28       | Long             | EC               | CORP              | BE        |      5712 | NS      | $452132.29    | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| HI-LEX CORPORATION                                                         | HI LEX CORP                                        | CUSIP: J20749107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $33971.11     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| VICAT SA                                                                   | VICAT SACA                                         | CUSIP: N/A<br>LEI: 9695009YI1863TOVDP79       | Long             | EC               | CORP              | FR        |      1836 | NS      | $163386.14    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Wakita & Co.,LTD.                                                          | WAKITA CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $62821.13     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| FONDS DE PLACEMENT IMMOBILIER D'IMMEUBLES RESIDENTIELS CANADIEN            | CANADIAN APARTMENT PROPERTIES REIT                 | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             |  | CORP              | CA        |     18632 | NS      | $500500.41    | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| YAMABIKO CORPORATION                                                       | YAMABIKO CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $96881.15     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| IMERYS SA                                                                  | IMERYS SA                                          | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | EC               | CORP              | FR        |      3808 | NS      | $106827.47    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| North Pacific Bank,Ltd.                                                    | NORTH PACIFIC BANK LTD                             | CUSIP: N/A<br>LEI: 549300A1ZLTL4KX3DZ92       | Long             | EC               | CORP              | JP        |     39100 | NS      | $211513.04    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| The Bank of Nagoya, Ltd.                                                   | BANK OF NAGOYA LTD THE                             | CUSIP: N/A<br>LEI: 353800P9H4582TP8FA91       | Long             | EC               | CORP              | JP        |      5100 | NS      | $141534.51    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| GLORY LTD.                                                                 | GLORY LTD                                          | CUSIP: N/A<br>LEI: 3538003FKID28TGG5U64       | Long             | EC               | CORP              | JP        |      5100 | NS      | $129127.13    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinnevik AB                                                                | KINNEVIK AB                                        | CUSIP: N/A<br>LEI: 2138006PZH76JOS6MN27       | Long             | EC               | CORP              | SE        |     28628 | NS      | $258095.43    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| CIE AUTOMOTIVE SOCIEDAD ANONIMA                                            | CIE AUTOMOTIVE SA                                  | CUSIP: N/A<br>LEI: 95980020140005381252       | Long             | EC               | CORP              | ES        |      6885 | NS      | $240078.29    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Atresmedia Corporacion de Medios de Comunicacion, S.A.                     | ATRESMEDIA CORP DE MEDIOS DE COMUNICACION SA       | CUSIP: N/A<br>LEI: 95980020140005491929       | Long             | EC               | CORP              | ES        |     10421 | NS      | $59608.49     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| AMOTIV LIMITED                                                             | AMOTIV LTD                                         | CUSIP: N/A<br>LEI: 254900KHH5GGEGUIZS22       | Long             | EC               | CORP              | AU        |     15131 | NS      | $90240.45     | 0.11%             |  |  |  | No            | 2                  | On Loan: —       |
| BW LPG Limited                                                             | BW LPG LTD                                         | CUSIP: N/A<br>LEI: 5493006WBEME88YFDW23       | Long             | EC               | CORP              | SG        |     10727 | NS      | $139702.27    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| LION FINANCE GROUP PLC                                                     | LION FINANCE GROUP PLC                             | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |      3859 | NS      | $482465.91    | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| DOUTOR NICHIRES Holdings Co., Ltd.                                         | DOUTOR NICHIRES HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $56404.25     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| SWISS FRANC                                                                | SWISS FRANC                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CH        |      1329 | NS      | $1677.97      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| The Hyakujushi Bank, Ltd.                                                  | HYAKUJUSHI BANK LTD THE                            | CUSIP: N/A<br>LEI: 5493009ZQOZS8JYRQN62       | Long             | EC               | CORP              | JP        |      3400 | NS      | $144575.09    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| TOKYU CONSTRUCTION CO., LTD.                                               | TOKYU CONSTRUCTION CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10200 | NS      | $85257.77     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Komax Holding AG                                                           | KOMAX HOLDING AG                                   | CUSIP: N/A<br>LEI: 529900UID9PCQXLG9479       | Long             | EC               | CORP              | CH        |       476 | NS      | $38182.96     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Vitec Software Group AB (publ)                                             | VITEC SOFTWARE GROUP AB                            | CUSIP: N/A<br>LEI: 5493005EB5RV1QHE6H94       | Long             | EC               | CORP              | SE        |      3995 | NS      | $133686.15    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| SHIKOKU KASEI HOLDINGS CORPORATION                                         | SHIKOKU KASEI HOLDINGS CORP                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $59703.97     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| HOSOKAWA MICRON CORPORATION                                                | HOSOKAWA MICRON CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $61176.69     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| ISEKI&CO., LTD.                                                            | ISEKI CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $20184.68     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KUMIAI CHEMICAL INDUSTRY Co., Ltd.                                         | KUMIAI CHEMICAL INDUSTRY CO LTD                    | CUSIP: J36834117<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10200 | NS      | $45864.24     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| MAN GROUP PLC                                                              | MAN GROUP PLC JERSEY                               | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | JE        |    138822 | NS      | $426322.82    | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Vontobel Holding AG                                                        | VONTOBEL HOLDING AG                                | CUSIP: N/A<br>LEI: 529900G69W5VR3DDPW23       | Long             | EC               | CORP              | CH        |      3162 | NS      | $255453.02    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| KOHNAN SHOJI CO., LTD.                                                     | KOHNAN SHOJI CO LTD                                | CUSIP: N/A<br>LEI: 353800Z44MNXZ33L2N11       | Long             | EC               | CORP              | JP        |      1700 | NS      | $43564.50     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| THE FIRST BANK OF TOYAMA,LTD.                                              | FIRST BANK OF TOYAMA LTD THE                       | CUSIP: J13485107<br>LEI: 98450054D3B87A37C666 | Long             | EC               | CORP              | JP        |      6800 | NS      | $78933.09     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| CHIYODA CO., LTD.                                                          | CHIYODA CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $23677.00     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Create SD Holdings Co Ltd                                                  | CREATE SD HOLDINGS CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $72468.23     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIC Telecom International Holdings Limited                               | CITIC TELECOM INTERNATIONAL HOLDINGS LTD           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    204000 | NS      | $64755.32     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| SPAREBANK 1 SMN                                                            | SPAREBANK 1 SMN                                    | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | EC               | CORP              | NO        |     14178 | NS      | $289560.91    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| MATSUDA SANGYO Co.,Ltd.                                                    | MATSUDA SANGYO CO LTD                              | CUSIP: N/A<br>LEI: 3538005JX81V3H77VM68       | Long             | EC               | CORP              | JP        |      1700 | NS      | $57220.91     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| DANISH KRONER                                                              | DANISH KRONER                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | DK        |     12592 | NS      | $1981.30      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| AIR CANADA                                                                 | AIR CANADA                                         | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |     17476 | NS      | $245610.03    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| TOPY INDUSTRIES, LIMITED                                                   | TOPY INDUSTRIES LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $33634.94     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| United Internet AG                                                         | UNITED INTERNET AG                                 | CUSIP: N/A<br>LEI: 3VEKWPJHTD4NKMBVG947       | Long             | EC               | CORP              | DE        |      9656 | NS      | $311644.81    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Signify N.V.                                                               | SIGNIFY NV                                         | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |     14654 | NS      | $360363.47    | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| ARENA REIT NO. 1                                                           | ARENA REIT                                         | CUSIP: N/A<br>LEI: 984500FEAC9A1C1FC967       | Long             |  | RF                | AU        |     47515 | NS      | $112673.54    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| PGE POLSKA GRUPA ENERGETYCZNA SPOLKA AKCYJNA                               | PGE POLSKA GRUPA ENERGETYCZNA SA                   | CUSIP: N/A<br>LEI: 259400MP9VXR0E69MJ89       | Long             | EC               | CORP              | PL        |    103479 | NS      | $252898.89    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| PREMIER INVESTMENTS LIMITED                                                | PREMIER INVESTMENTS LTD                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     11611 | NS      | $106522.39    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| NRW HOLDINGS LIMITED                                                       | NRW HOLDINGS LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     50813 | NS      | $174035.69    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| NORITZ CORPORATION                                                         | NORITZ CORP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $43228.42     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Kloeckner & Co SE                                                          | KLOECKNER CO SE                                    | CUSIP: N/A<br>LEI: 529900CQ31CN6GV5LL52       | Long             | EC               | CORP              | DE        |      6664 | NS      | $63015.59     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Senshu Ikeda Holdings, Inc.                                                | SENSHU IKEDA HOLDINGS INC                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     27200 | NS      | $137440.84    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Husqvarna AB                                                               | HUSQVARNA AB                                       | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |     40120 | NS      | $201121.82    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| PARTNER COMMUNICATIONS COMPANY LTD.                                        | PARTNER COMMUNICATIONS CO LTD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     15081 | NS      | $182272.92    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| VENTIA SERVICES GROUP LIMITED                                              | VENTIA SERVICES GROUP PTY LTD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     95744 | NS      | $379636.65    | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| TAKASAGO INTERNATIONAL CORPORATION                                         | TAKASAGO INTERNATIONAL CORP                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10200 | NS      | $96115.60     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Ai Holdings Corporation                                                    | AI HOLDINGS CORP                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $92063.39     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| AL Sydbank A/S                                                             | AL SYDBANK                                         | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |      5916 | NS      | $528405.71    | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| PIOLAX,INC.                                                                | PIOLAX INC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $18817.92     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GREGGS PLC                                                                 | GREGGS PLC                                         | CUSIP: N/A<br>LEI: 213800I71QMUFJ64IW20       | Long             | EC               | CORP              | GB        |     11526 | NS      | $259807.98    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| AOKI Holdings Inc.                                                         | AOKI HOLDINGS INC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $39314.24     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MEGMILK SNOW BRAND Co.,Ltd.                                                | MEGMILK SNOW BRAND CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $105236.29    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| ORANGE POLSKA SPOLKA AKCYJNA                                               | ORANGE POLSKA SA                                   | CUSIP: N/A<br>LEI: 259400TOMPUOLS65II22       | Long             | EC               | CORP              | PL        |     75718 | NS      | $214523.40    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| FUKUYAMA TRANSPORTING CO., LTD.                                            | FUKUYAMA TRANSPORTING CO LTD                       | CUSIP: N/A<br>LEI: 529900Z7D20PNX4HSO85       | Long             | EC               | CORP              | JP        |      3400 | NS      | $95922.18     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| DERWENT LONDON PLC                                                         | DERWENT LONDON PLC                                 | CUSIP: N/A<br>LEI: 213800BXKQ9KZNUR1M61       | Long             | EC               | CORP              | GB        |     12631 | NS      | $294673.33    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| RIKEN VITAMIN CO.,LTD.                                                     | RIKEN VITAMIN CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $32170.12     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GLANBIA PUBLIC LIMITED COMPANY                                             | GLANBIA PLC                                        | CUSIP: N/A<br>LEI: 635400SRMCBHVMSKJS84       | Long             | EC               | CORP              | IE        |     22763 | NS      | $390298.22    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| SEIKA CORPORATION                                                          | SEIKA CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $51574.72     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Daido Metal Co., Ltd.                                                      | DAIDO METAL CO LTD                                 | CUSIP: N/A<br>LEI: 3538008B818OTAF32670       | Long             | EC               | CORP              | JP        |      5100 | NS      | $31908.08     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DE ' LONGHI S.P.A.                                                         | DE LONGHI SPA                                      | CUSIP: N/A<br>LEI: 8156000E09A52C4F8A38       | Long             | EC               | CORP              | IT        |      8262 | NS      | $351713.70    | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| SUPERMARKET INCOME REIT PLC                                                | SUPERMARKET INCOME REIT PLC                        | CUSIP: N/A<br>LEI: 2138007FOINJKAM7L537       | Long             | EC               | RF                | GB        |    152320 | NS      | $167090.34    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanoh Industrial Co.,Ltd.                                                  | SANOH INDUSTRIAL CO LTD                            | CUSIP: J68080100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $18622.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HOEGH AUTOLINERS ASA                                                       | HOEGH AUTOLINERS ASA                               | CUSIP: N/A<br>LEI: 549300D7GNMPKTA4HD46       | Long             | EC               | CORP              | NO        |     12155 | NS      | $117642.38    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| CCI Group, Inc.                                                            | CCI GROUP INC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     22100 | NS      | $114150.03    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| The Yamanashi Chuo Bank,Ltd.                                               | YAMANASHI CHUO BANK LTD THE                        | CUSIP: J96128103<br>LEI: 353800DUD9B4IAIADJ68 | Long             | EC               | CORP              | JP        |      3400 | NS      | $87635.66     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| KURABO INDUSTRIES LTD.                                                     | KURABO INDUSTRIES LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $92072.35     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| LES ALIMENTS MAPLE LEAF INC.                                               | MAPLE LEAF FOODS INC                               | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |      9095 | NS      | $165194.97    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaki Electric Co., Ltd.                                                   | OSAKI ELECTRIC CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $26991.55     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SUMMIT REAL ESTATE HOLDINGS LTD                                            | SUMMIT REAL ESTATE HOLDINGS LTD                    | CUSIP: M8705C134<br>LEI: 254900R2MAR4ZEW3DO03 | Long             | EC               | CORP              | IL        |      4522 | NS      | $87965.47     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| HORNBACH Holding AG & Co. KGaA                                             | HORNBACH HOLDING AG CO KGAA                        | CUSIP: N/A<br>LEI: 529900EGQZ79V21LBL44       | Long             | EC               | CORP              | DE        |      1224 | NS      | $119932.46    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| LUK FOOK HOLDINGS (INTERNATIONAL) LIMITED                                  | LUK FOOK HOLDINGS INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     34000 | NS      | $102660.21    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| 1&1 AG                                                                     | 1 1 DRILLISCH AG                                   | CUSIP: N/A<br>LEI: 5299003VKVDCUPSS5X23       | Long             | EC               | CORP              | DE        |      2142 | NS      | $62012.87     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| ANIMA HOLDING S.P.A.                                                       | ANIMA HOLDING SPA                                  | CUSIP: N/A<br>LEI: 549300T1EREIRH8ICX03       | Long             | EC               | CORP              | IT        |      3000 | NS      | $21359.07     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Okura Industrial Co., Ltd.                                                 | OKURA INDUSTRIAL CO LTD                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $6215.97      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SUMIDA CORPORATION                                                         | SUMIDA CORP                                        | CUSIP: N/A<br>LEI: 529900YR9T4HZ9236N62       | Long             | EC               | CORP              | JP        |      3400 | NS      | $24870.10     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hanwa Co., Ltd.                                                            | HANWA CO LTD                                       | CUSIP: N/A<br>LEI: 8EUP1TJYZFX3T1E5AJ33       | Long             | EC               | CORP              | JP        |      3400 | NS      | $155780.93    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| KANEMATSU CORPORATION                                                      | KANEMATSU CORP                                     | CUSIP: N/A<br>LEI: 353800N574WR0FX80I71       | Long             | EC               | CORP              | JP        |     20400 | NS      | $234728.20    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| NIPPON SEIKI CO.,LTD.                                                      | NIPPON SEIKI CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $71078.23     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEX CORPORATION                                                           | ONEX CORP                                          | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |      6851 | NS      | $563832.98    | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| F.C.C. Co Ltd                                                              | FCC CO LTD                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $80825.59     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Bure Equity AB                                                             | BURE EQUITY AB                                     | CUSIP: N/A<br>LEI: 5493000EHCBQ7QQBGX32       | Long             | EC               | CORP              | SE        |      6392 | NS      | $169974.99    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| KENON HOLDINGS LTD.                                                        | KENON HOLDINGS LTD SINGAPORE                       | CUSIP: N/A<br>LEI: 254900N5LVBX92GMVN72       | Long             | EC               | CORP              | SG        |      2346 | NS      | $154643.15    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| The Musashino Bank, Ltd.                                                   | MUSASHINO BANK LTD THE                             | CUSIP: N/A<br>LEI: 353800L8RJMVN2OOS612       | Long             | EC               | CORP              | JP        |      3400 | NS      | $105633.02    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Gestamp Automocion, S.A.                                                   | GESTAMP AUTOMOCION SA                              | CUSIP: N/A<br>LEI: 95980020140005484363       | Long             | EC               | CORP              | ES        |     15793 | NS      | $56213.89     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Modern Times Group MTG AB                                                  | MODERN TIMES GROUP MTG AB                          | CUSIP: N/A<br>LEI: 549300E8NDODRSX29339       | Long             | EC               | CORP              | SE        |     11237 | NS      | $139591.59    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Funds III: BlackRock Cash Funds: Institutional; SL Agency Shares | BLACKROCK CASH FUNDS INSTITUTIONAL FUND SL AGENCY  | CUSIP: 066922519<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1596038 | NS      | $1596835.74   | 1.98%             |  |  |  | No            | 1                  | On Loan: No      |
| JOYFUL HONDA CO.,LTD.                                                      | JOYFUL HONDA CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $69350.80     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Shindengen Electric Manufacturing Co.,Ltd.                                 | SHINDENGEN ELECTRIC MANUFACTURING CO LTD           | CUSIP: J72724107<br>LEI: 353800ZRD3NQDG2I7X35 | Long             | EC               | CORP              | JP        |      1700 | NS      | $36548.81     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TV Tokyo Holdings Corp                                                     | TV TOKYO HOLDINGS CORP                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $2932.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LIFE CORPORATION                                                           | LIFE CORP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $83220.12     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| IRESS LIMITED                                                              | IRESS LTD                                          | CUSIP: N/A<br>LEI: 5493006KZJMJI8PQXA35       | Long             | EC               | CORP              | AU        |     21471 | NS      | $121274.53    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| MINI TPX IDX FUT MAR26                                                     | MINI TPX IDX FUT MAR26                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         6 | NC      | $788.63       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PROXIMUS NV                                                                | PROXIMUS SADP                                      | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |     14807 | NS      | $122967.99    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| KOMERI CO.,LTD.                                                            | KOMERI CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $74323.81     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Topre Corporation                                                          | TOPRE CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $77225.36     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| KOMORI CORPORATION                                                         | KOMORI CORP                                        | CUSIP: N/A<br>LEI: 529900N2ORUZJBR1SB21       | Long             | EC               | CORP              | JP        |      5100 | NS      | $51668.93     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| TRE HOLDINGS CORPORATION                                                   | TRE HOLDINGS CORP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $52479.10     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Fudo Tetra Corporation                                                     | FUDO TETRA CORP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $28799.37     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| NIPPN CORPORATION                                                          | NIPPN CORP                                         | CUSIP: N/A<br>LEI: 353800V7HRZ1HQGJCW63       | Long             | EC               | CORP              | JP        |      6800 | NS      | $103361.78    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJI CO., LTD.                                                             | FUJI CO LTD EHIME                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $46361.91     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Nittetsu Mining Co., Ltd.                                                  | NITTETSU MINING CO LTD                             | CUSIP: N/A<br>LEI: 213800HBRWZK44PCU381       | Long             | EC               | CORP              | JP        |      6800 | NS      | $97150.59     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Prima Meat Packers, Ltd.                                                   | PRIMA MEAT PACKERS LTD                             | CUSIP: J64040132<br>LEI: 353800FLEUUL20RKCU14 | Long             | EC               | CORP              | JP        |      3400 | NS      | $57835.60     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Bekaert NV                                                                 | BEKAERT SA                                         | CUSIP: N/A<br>LEI: 5493008SR6XZECH6BN71       | Long             | EC               | CORP              | BE        |      3672 | NS      | $162573.63    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| TOKAI RIKA CO.,LTD.                                                        | TOKAI RIKA CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $135628.76    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| MAIRE S.P.A.                                                               | MAIRE SPA                                          | CUSIP: N/A<br>LEI: 815600D85A61200A1B83       | Long             | EC               | CORP              | IT        |     16762 | NS      | $254605.09    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Oki Electric Industry Company, Limited                                     | OKI ELECTRIC INDUSTRY CO LTD                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10200 | NS      | $129752.32    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| ISHIHARA SANGYO KAISHA,LTD.                                                | ISHIHARA SANGYO KAISHA LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $59596.05     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| AOYAMA TRADING Co., Ltd.                                                   | AOYAMA TRADING CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $82583.24     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| AZIMUT HOLDING S.P.A.                                                      | AZIMUT HOLDING SPA                                 | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |     12954 | NS      | $539634.89    | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| KELLER GROUP PLC                                                           | KELLER GROUP PLC                                   | CUSIP: N/A<br>LEI: 549300QO4MBL43UHSN10       | Long             | EC               | CORP              | GB        |      8007 | NS      | $179812.04    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| NITTO KOGYO CORPORATION                                                    | NITTO KOGYO CORP                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $89397.79     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurubis AG                                                                 | AURUBIS AG                                         | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |      3604 | NS      | $521684.18    | 0.65%             |  |  |  | No            | 2                  | On Loan: —       |
| TUI AG                                                                     | TUI AG                                             | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |     53108 | NS      | $555052.56    | 0.69%             |  |  |  | No            | 2                  | On Loan: —       |
| PARAGON BANKING GROUP PLC                                                  | PARAGON BANKING GROUP PLC                          | CUSIP: N/A<br>LEI: 213800S1TDKIB1IUTS72       | Long             | EC               | CORP              | GB        |     22780 | NS      | $262385.44    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| HEXPOL AB                                                                  | HEXPOL AB                                          | CUSIP: N/A<br>LEI: 549300MN30TBRLYN3465       | Long             | EC               | CORP              | SE        |     31178 | NS      | $296541.40    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| ITV PLC                                                                    | ITV PLC                                            | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |    397851 | NS      | $438816.69    | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Denko Co.,Ltd.                                                      | NIPPON DENKO CO LTD                                | CUSIP: N/A<br>LEI: 3538004G9RTDJWY4O927       | Long             | EC               | CORP              | JP        |     11900 | NS      | $27212.46     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SAIPEM S.P.A.                                                              | SAIPEM SPA                                         | CUSIP: N/A<br>LEI: 549300PHV8MBDHWB8X12       | Long             | EC               | CORP              | IT        |    153544 | NS      | $434682.56    | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Godo Steel, Ltd.                                                           | GODO STEEL LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $42814.56     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TSUBAKIMOTO CHAIN CO.                                                      | TSUBAKIMOTO CHAIN CO                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10200 | NS      | $150613.39    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| SERCO GROUP PLC                                                            | SERCO GROUP PLC                                    | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               | CORP              | GB        |    119340 | NS      | $448603.01    | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| Chiyoda Corporation                                                        | CHIYODA CORP                                       | CUSIP: N/A<br>LEI: 549300QKY84OVLK4L190       | Long             | EC               | CORP              | JP        |     18700 | NS      | $87659.62     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Joshin Denki Co.,Ltd.                                                      | JOSHIN DENKI CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $29458.14     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| TRANSCONTINENTAL INC.                                                      | TRANSCONTINENTAL INC                               | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |      8789 | NS      | $145485.47    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| PALFINGER AG                                                               | PALFINGER AG                                       | CUSIP: N/A<br>LEI: 529900IFAV83BX8O1O91       | Long             | EC               | CORP              | AT        |      1598 | NS      | $62177.72     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| DOWLAIS GROUP PLC                                                          | DOWLAIS GROUP PLC                                  | CUSIP: G2823M105<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |    149668 | NS      | $169151.65    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| The San-in Godo Bank,Ltd.                                                  | SAN IN GODO BANK LTD THE                           | CUSIP: N/A<br>LEI: 353800I3C5900CEME762       | Long             | EC               | CORP              | JP        |     17000 | NS      | $161588.86    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Dominion Access, S.A.                                               | GLOBAL DOMINION ACCESS SA                          | CUSIP: N/A<br>LEI: 95980020140005225955       | Long             | EC               | CORP              | ES        |     11084 | NS      | $42970.01     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| GMO Financial Holdings, Inc.                                               | GMO FINANCIAL HOLDINGS INC                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $18920.16     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke BAM Groep N.V.                                                 | KONINKLIJKE BAM GROEP NV                           | CUSIP: N/A<br>LEI: 724500V38C5KTDY5BS93       | Long             | EC               | CORP              | NL        |     30294 | NS      | $330373.57    | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| transcosmos inc.                                                           | TRANSCOSMOS INC                                    | CUSIP: N/A<br>LEI: 353800AAR1GYRFDRTV97       | Long             | EC               | CORP              | JP        |      3400 | NS      | $84213.96     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| The Nanto Bank, Ltd.                                                       | NANTO BANK LTD THE                                 | CUSIP: N/A<br>LEI: 353800923E4YW3IDES52       | Long             | EC               | CORP              | JP        |      3400 | NS      | $129183.13    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| AddLife AB                                                                 | ADDLIFE AB                                         | CUSIP: N/A<br>LEI: 5493005T3M7CD7XWE013       | Long             | EC               | CORP              | SE        |     13158 | NS      | $226166.32    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| BALFOUR BEATTY PLC                                                         | BALFOUR BEATTY PLC                                 | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |     59466 | NS      | $567179.41    | 0.70%             |  |  |  | No            | 2                  | On Loan: No      |
| BAVARIAN NORDIC A/S                                                        | BAVARIAN NORDIC A S                                | CUSIP: N/A<br>LEI: 2138006JCDVYIN6INP51       | Long             | EC               | CORP              | DK        |      9248 | NS      | $275818.15    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| SINGAPORE DOLLARS                                                          | SINGAPORE DOLLARS                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | SG        |      2734 | NS      | $2126.62      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Subsea 7 S.A.                                                              | SUBSEA 7 SA                                        | CUSIP: N/A<br>LEI: 222100AIF0CBCY80AH62       | Long             | EC               | CORP              | LU        |     26860 | NS      | $539080.51    | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| Eldorado Gold Corporation                                                  | ELDORADO GOLD CORP                                 | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |     24310 | NS      | $873711.19    | 1.08%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFIC INDUSTRIAL CO., LTD.                                               | PACIFIC INDUSTRIAL CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $140208.46    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| NORWEGIAN KRONE                                                            | NORWEGIAN KRONE                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | NO        |     48975 | NS      | $4858.64      | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Rengo Co., Ltd.                                                            | RENGO CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25500 | NS      | $197858.88    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| TOEI COMPANY, LTD.                                                         | TOEI CO LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $118616.90    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| SBS Holdings,Inc.                                                          | SBS HOLDINGS INC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $40964.19     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Peab AB                                                                    | PEAB AB                                            | CUSIP: N/A<br>LEI: 549300FQS4VD3153I854       | Long             | EC               | CORP              | SE        |     19431 | NS      | $179198.44    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Maruzen Showa Unyu Co.,Ltd.                                                | MARUZEN SHOWA UNYU CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $89096.93     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| REGIS HEALTHCARE LIMITED                                                   | REGIS HEALTHCARE LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     21318 | NS      | $98787.24     | 0.12%             |  |  |  | No            | 2                  | On Loan: —       |
| NINE ENTERTAINMENT CO. HOLDINGS LIMITED                                    | NINE ENTERTAINMENT CO HOLDINGS LTD                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    148410 | NS      | $109628.15    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| KYOEI STEEL LTD.                                                           | KYOEI STEEL LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $26577.80     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE STREAM LIMITED                                                     | SERVICE STREAM LTD                                 | CUSIP: N/A<br>LEI: 254900BGR8Y25CRN1892       | Long             | EC               | CORP              | AU        |     69411 | NS      | $103644.84    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Burckhardt Compression Holding AG                                          | BURCKHARDT COMPRESSION HOLDING AG                  | CUSIP: N/A<br>LEI: 5067004N56DLX7GY3E95       | Long             | EC               | CORP              | CH        |       374 | NS      | $256249.89    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| SIIX Corp.                                                                 | SIIX CORP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $28424.20     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| MPC CONTAINER SHIPS ASA                                                    | MPC CONTAINER SHIPS ASA                            | CUSIP: N/A<br>LEI: 213800MXS7CXYJ2Q1805       | Long             | EC               | CORP              | NO        |     41055 | NS      | $71553.40     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| PORR AG                                                                    | PORR AG                                            | CUSIP: N/A<br>LEI: 529900ARBU9SBJFNX419       | Long             | EC               | CORP              | AT        |      2091 | NS      | $78642.54     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Acerinox, S.A.                                                             | ACERINOX SA                                        | CUSIP: N/A<br>LEI: 95980020140005582721       | Long             | EC               | CORP              | ES        |     28288 | NS      | $418722.49    | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissui Corporation                                                         | NISSUI CORP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     34000 | NS      | $247978.89    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Corporate Travel Management Ltd                                            | CORPORATE TRAVEL MANAGEMENT LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      7590 | NS      | $71548.25     | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| EURO                                                                       | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |    138354 | NS      | $162593.17    | 0.20%             |  |  |  | No            | N/A                | On Loan: No      |
| ZIGUP PLC                                                                  | ZIGUP PLC                                          | CUSIP: N/A<br>LEI: 213800B3ZUTDOZYVJB41       | Long             | EC               | CORP              | GB        |     25355 | NS      | $131069.90    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| MONADELPHOUS GROUP LIMITED                                                 | MONADELPHOUS GROUP LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     11254 | NS      | $198702.36    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW ZEALAND DOLLAR                                                         | NEW ZEALAND DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | NZ        |      1525 | NS      | $877.85       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SANDFIRE RESOURCES LIMITED                                                 | SANDFIRE RESOURCES LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     54247 | NS      | $644362.01    | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| KAGA ELECTRONICS CO.,LTD.                                                  | KAGA ELECTRONICS CO LTD                            | CUSIP: N/A<br>LEI: 3538005V2HARHWLTPJ42       | Long             | EC               | CORP              | JP        |      5100 | NS      | $126304.12    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| dormakaba Holding AG                                                       | DORMAKABA HOLDING CHF1                             | CUSIP: N/A<br>LEI: 529900QMU5ZH99KMQK13       | Long             | EC               | CORP              | CH        |      3570 | NS      | $288821.16    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| YODOKO, Ltd.                                                               | YODOKO LTD                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13600 | NS      | $118192.73    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| DAMPSKIBSSELSKABET NORDEN A/S                                              | D S NORDEN A S                                     | CUSIP: N/A<br>LEI: 529900RGXD3CBR3BRU63       | Long             | EC               | CORP              | DK        |      2176 | NS      | $85946.14     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Landis+Gyr Group AG                                                        | LANDIS GYR GROUP AG                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      3094 | NS      | $198944.10    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Clas Ohlson Aktiebolag                                                     | CLAS OHLSON AB                                     | CUSIP: N/A<br>LEI: 549300MH8OETHBBKJU80       | Long             | EC               | CORP              | SE        |      4420 | NS      | $145322.92    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| ELKEM ASA                                                                  | ELKEM ASA                                          | CUSIP: N/A<br>LEI: 549300CVBE06T0SH6T76       | Long             | EC               | CORP              | NO        |     32351 | NS      | $97554.25     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Zehnder Group AG                                                           | ZEHNDER GROUP AG                                   | CUSIP: N/A<br>LEI: 8945000LUWFSSFRPU761       | Long             | EC               | CORP              | CH        |      1071 | NS      | $109305.79    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| HEIWADO CO.,LTD.                                                           | HEIWADO CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $62642.78     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| C & C GROUP PUBLIC LIMITED COMPANY                                         | C C GROUP PLC                                      | CUSIP: N/A<br>LEI: 635400LNUHA2LDXXV850       | Long             | EC               | CORP              | IE        |     44200 | NS      | $80432.21     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Fujibo Holdings, Inc.                                                      | FUJIBO HOLDINGS INC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $89928.78     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| YONDOSHI HOLDINGS INC.                                                     | YONDOSHI HOLDINGS INC                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $19396.08     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DELTA GALIL INDUSTRIES LTD.                                                | DELTA GALIL LTD                                    | CUSIP: N/A<br>LEI: 213800THWVY4MIDWYH93       | Long             | EC               | CORP              | IL        |      1292 | NS      | $70552.76     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| NS UNITED KAIUN KAISHA, LTD.                                               | NS UNITED KAIUN KAISHA LTD                         | CUSIP: N/A<br>LEI: 353800MK2Y7X2PZGXN23       | Long             | EC               | CORP              | JP        |      1700 | NS      | $66204.68     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| NORITAKE CO., LIMITED                                                      | NORITAKE CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $124132.23    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Juroku Financial Group, Inc.                                               | JUROKU FINANCIAL GROUP INC                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $156370.53    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Vitrolife AB                                                               | VITROLIFE AB                                       | CUSIP: N/A<br>LEI: 5493001WDZMONMSPPR49       | Long             | EC               | CORP              | SE        |      8908 | NS      | $131865.87    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsuboshi Belting Ltd                                                     | MITSUBOSHI BELTING LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $85231.82     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| PARAMOUNT RESOURCES LTD.                                                   | PARAMOUNT RESOURCES LTD                            | CUSIP: 699320206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8942 | NS      | $157594.97    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| YAMAICHI ELECTRONICS CO., LTD.                                             | YAMAICHI ELECTRONICS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $63402.87     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| ABERDEEN GROUP PLC                                                         | ABERDEEN GROUP PLC                                 | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | EC               | CORP              | GB        |    214557 | NS      | $591954.04    | 0.73%             |  |  |  | No            | 2                  | On Loan: No      |
| GRAFTON GROUP PUBLIC LIMITED COMPANY                                       | GRAFTON GROUP PLC                                  | CUSIP: N/A<br>LEI: 635400BE9SBAG61DJ963       | Long             | EC               | CORP              | IE        |     20740 | NS      | $260717.68    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| TPR CO., LTD.                                                              | TPR CO LTD                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $56072.12     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| IFAST CORPORATION LTD.                                                     | IFAST CORP LTD                                     | CUSIP: N/A<br>LEI: 254900R8J6BPHWK23Z14       | Long             | EC               | CORP              | SG        |     18700 | NS      | $138324.82    | 0.17%             |  |  |  | No            | 2                  | On Loan: —       |
| CHUO SPRING CO.,LTD.                                                       | CHUO SPRING CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $38203.31     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Arisawa Mfg. Co., Ltd.                                                     | ARISAWA MANUFACTURING CO LTD                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $37388.40     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Signal Co., Ltd.                                                    | NIPPON SIGNAL CO LTD                               | CUSIP: N/A<br>LEI: 353800WH3SH4B0OO8074       | Long             | EC               | CORP              | JP        |      5100 | NS      | $42638.42     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Nishi-Nippon Financial Holdings, Inc.                                      | NISHI NIPPON FINANCIAL HOLDINGS INC                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15300 | NS      | $313865.98    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDEN AGRI-RESOURCES LTD                                                  | GOLDEN AGRI RESOURCES LTD                          | CUSIP: N/A<br>LEI: 529900GAK9LTNC3IFY40       | Long             | EC               | CORP              | MU        |    770100 | NS      | $170549.85    | 0.21%             |  |  |  | No            | 2                  | On Loan: —       |
| CROMWELL PROPERTY GROUP                                                    | CROMWELL PROPERTY GROUP                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |    192780 | NS      | $59179.80     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTEN SA                                                                   | ALTEN SA                                           | CUSIP: N/A<br>LEI: 969500Y7G9TY7Y24GN07       | Long             | EC               | CORP              | FR        |      3434 | NS      | $290045.16    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| OceanaGold Corporation                                                     | OCEANAGOLD CORP                                    | CUSIP: 675222400<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |     27693 | NS      | $784858.62    | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| Construcciones y Auxiliar de Ferrocarriles, S.A.                           | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES SA      | CUSIP: N/A<br>LEI: 95980020140005275134       | Long             | EC               | CORP              | ES        |      2023 | NS      | $139681.65    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Sligro Food Group N.V.                                                     | SLIGRO FOOD GROUP NV                               | CUSIP: N/A<br>LEI: 724500YLB8OA6WK5CH48       | Long             | EC               | CORP              | NL        |      2771 | NS      | $32852.72     | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| TOSHIBA TEC CORPORATION                                                    | TOSHIBA TEC CORP                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $59649.88     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Light Metal Holdings Company, Ltd.                                  | NIPPON LIGHT METAL HOLDINGS CO LTD                 | CUSIP: N/A<br>LEI: 353800J9KCFJSF2CGT47       | Long             | EC               | CORP              | JP        |      6800 | NS      | $110664.38    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| The Awa Bank, Ltd.                                                         | AWA BANK LTD THE                                   | CUSIP: N/A<br>LEI: 353800YH8XWV0XAHXR13       | Long             | EC               | CORP              | JP        |      3400 | NS      | $95109.31     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| SAKAI CHEMICAL INDUSTRY CO.,LTD.                                           | SAKAI CHEMICAL INDUSTRY CO LTD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $34554.36     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| TACHI-S CO.,LTD.                                                           | TACHI S CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $45249.81     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| TAMURA CORPORATION                                                         | TAMURA CORP                                        | CUSIP: N/A<br>LEI: 353800W98D8AI066OC02       | Long             | EC               | CORP              | JP        |      8500 | NS      | $32955.48     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sulzer AG                                                                  | SULZER AG                                          | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |      2023 | NS      | $373503.08    | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| IMDEX LTD                                                                  | IMDEX LTD                                          | CUSIP: N/A<br>LEI: 529900H31NX5KRKXB865       | Long             | EC               | CORP              | AU        |     59092 | NS      | $135072.83    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| STOXX EUROPE 600 MAR26                                                     | STOXX EUROPE 600 MAR26                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         9 | NC      | $5539.21      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| POLISH ZLOTY                                                               | POLISH ZLOTY                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | PL        |     11992 | NS      | $3340.49      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| BWP TRUST                                                                  | BWP PROPERTY GROUP LTD                             | CUSIP: N/A<br>LEI: 529900PNX10I8B4V0N76       | Long             |  | CORP              | AU        |     65569 | NS      | $172047.57    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Arjo AB (publ)                                                             | ARJO AB                                            | CUSIP: N/A<br>LEI: 549300OWGJPYKC6JF790       | Long             | EC               | CORP              | SE        |     23545 | NS      | $81513.60     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| TAURON POLSKA ENERGIA SPOLKA AKCYJNA                                       | TAURON POLSKA ENERGIA SA                           | CUSIP: N/A<br>LEI: 259400NAPDFBOTNCRL54       | Long             | EC               | CORP              | PL        |    124661 | NS      | $299376.82    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| San ju San Financial Group,Inc.                                            | SAN JU SAN FINANCIAL GROUP INC                     | CUSIP: J67264101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $47789.48     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| The Nisshin OilliO Group,Ltd.                                              | NISSHIN OILLIO GROUP LTD THE                       | CUSIP: N/A<br>LEI: 549300DMFXTY70ZEGQ59       | Long             | EC               | CORP              | JP        |      3400 | NS      | $113942.58    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| AIRPORT FACILITIES Co.,LTD.                                                | AIRPORT FACILITIES CO LTD                          | CUSIP: J00641100<br>LEI: 3538003U8FJWNCO7VZ82 | Long             | EC               | CORP              | JP        |      1700 | NS      | $10997.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| INABA DENKI SANGYO CO.,LTD.                                                | INABA DENKI SANGYO CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11900 | NS      | $194141.64    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| ITOCHU ENEX CO., LTD.                                                      | ITOCHU ENEX CO LTD                                 | CUSIP: N/A<br>LEI: 549300WO21DGCU3JY132       | Long             | EC               | CORP              | JP        |      5100 | NS      | $61769.66     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| SEIKO GROUP CORPORATION                                                    | SEIKO GROUP CORP                                   | CUSIP: N/A<br>LEI: 529900UXKCNCMYX20S74       | Long             | EC               | CORP              | JP        |      3400 | NS      | $158174.67    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| TAKAOKA TOKO CO., LTD.                                                     | TAKAOKA TOKO CO LTD                                | CUSIP: J80551104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $42169.40     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Avanza Bank Holding AB                                                     | AVANZA BANK HOLDING AB                             | CUSIP: N/A<br>LEI: 549300MBWR5H8SIJLE03       | Long             | EC               | CORP              | SE        |     15521 | NS      | $589435.88    | 0.73%             |  |  |  | No            | 2                  | On Loan: No      |
| Tecan Group AG                                                             | TECAN GROUP AG                                     | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Long             | EC               | CORP              | CH        |      1513 | NS      | $242914.44    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| KITZ CORPORATION                                                           | KITZ CORP                                          | CUSIP: N/A<br>LEI: 52990071D57KBWPS6S92       | Long             | EC               | CORP              | JP        |      8500 | NS      | $94714.75     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| MONTEA NV                                                                  | MONTEA NV                                          | CUSIP: N/A<br>LEI: 5493006K5LQDD0GK1T60       | Long             | EC               | CORP              | BE        |      2465 | NS      | $211673.29    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| MERSEN SA                                                                  | MERSEN SA                                          | CUSIP: N/A<br>LEI: OQXDLNM5DTBULYMF5U27       | Long             | EC               | CORP              | FR        |      2516 | NS      | $70170.19     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Cloetta AB                                                                 | CLOETTA AB                                         | CUSIP: N/A<br>LEI: 549300CSLHPO6Y1AZN37       | Long             | EC               | CORP              | SE        |     21318 | NS      | $93686.66     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| NICHICON CORPORATION                                                       | NICHICON CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $71195.81     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| TELEVISION FRANCAISE 1 S.A.                                                | TELEVISION FRANCAISE 1 SA                          | CUSIP: N/A<br>LEI: 969500WQFC6OAQYG7E65       | Long             | EC               | CORP              | FR        |     10863 | NS      | $106086.14    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| TSUGAMI CORPORATION                                                        | TSUGAMI CORP                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $93717.75     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| HAMAKYOREX CO., LTD.                                                       | HAMAKYOREX CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $76984.08     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| AISAN INDUSTRY CO., LTD.                                                   | AISAN INDUSTRY CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $48632.10     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| FUTABA INDUSTRIAL CO., LTD.                                                | FUTABA INDUSTRIAL CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $45480.31     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Nolato Aktiebolag                                                          | NOLATO AB                                          | CUSIP: N/A<br>LEI: 213800T7T7I7WAOX8Y72       | Long             | EC               | CORP              | SE        |     22644 | NS      | $151582.30    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| VALOR HOLDINGS CO.,LTD.                                                    | VALOR HOLDINGS CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $109728.64    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| PEXA Group Ltd                                                             | PEXA GROUP LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     16303 | NS      | $145930.98    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| RETAIL PARTNERS CO., LTD.                                                  | RETAIL PARTNERS CO LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $29139.81     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| RIDLEY CORPORATION LIMITED                                                 | RIDLEY CORP LTD                                    | CUSIP: N/A<br>LEI: 549300UQM21UZW8DVW82       | Long             | EC               | CORP              | AU        |     37077 | NS      | $65569.84     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Loomis AB                                                                  | LOOMIS AB                                          | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |      8211 | NS      | $346837.82    | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| KYB Corporation                                                            | KYB CORP                                           | CUSIP: N/A<br>LEI: 353800TNYJJSI69KPE33       | Long             | EC               | CORP              | JP        |      3400 | NS      | $97018.84     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Westshore Terminals Investment Corporation                                 | WESTSHORE TERMINALS INVESTMENT CORP                | CUSIP: 96145A200<br>LEI: 549300IERWRM7D8GK487 | Long             | EC               | CORP              | CA        |      3842 | NS      | $72890.37     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Aussie Broadband Ltd                                                       | AUSSIE BROADBAND LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     26639 | NS      | $89460.18     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| MCJ Co.,Ltd.                                                               | MCJ CO LTD                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $69995.81     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| GENUIT GROUP PLC                                                           | GENUIT GROUP PLC                                   | CUSIP: N/A<br>LEI: 2138005IF1N2RKJ6KO18       | Long             | EC               | CORP              | GB        |     29869 | NS      | $130961.90    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Abacus Storage King                                                        | ABACUS STORAGE KING                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |     47549 | NS      | $48232.38     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LANCASHIRE HOLDINGS LIMITED                                                | LANCASHIRE HOLDINGS LTD                            | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | BM        |     29019 | NS      | $250308.18    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| INGENIA COMMUNITIES GROUP                                                  | INGENIA COMMUNITIES GROUP                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |     48297 | NS      | $166014.08    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| HAFNIA LIMITED                                                             | HAFNIA LTD                                         | CUSIP: N/A<br>LEI: 5493001KCFT0SCGJ2647       | Long             | EC               | CORP              | SG        |     31892 | NS      | $171786.64    | 0.21%             |  |  |  | No            | 2                  | On Loan: —       |
| SAKATA INX CORPORATION                                                     | SAKATA INX CORP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $77182.62     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| The Kiyo Bank, Ltd.                                                        | KIYO BANK LTD THE                                  | CUSIP: N/A<br>LEI: 3538002347FGLMNPVY63       | Long             | EC               | CORP              | JP        |      6800 | NS      | $141872.79    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Kanadevia Corporation                                                      | KANADEVIA CORP                                     | CUSIP: N/A<br>LEI: 5493006MPD0OCAMCE046       | Long             | EC               | CORP              | JP        |     18700 | NS      | $113307.34    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| DERICHEBOURG SA                                                            | DERICHEBOURG SA                                    | CUSIP: N/A<br>LEI: 969500QOO4C4IPGID263       | Long             | EC               | CORP              | FR        |     10914 | NS      | $86771.49     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                                            | CANADIAN DOLLAR                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CA        |     15280 | NS      | $11132.59     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Citizen Watch Co., Ltd.                                                    | CITIZEN WATCH CO LTD                               | CUSIP: N/A<br>LEI: 529900DUZBKERKGQ2628       | Long             | EC               | CORP              | JP        |     25500 | NS      | $207465.90    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| TBC BANK GROUP PLC                                                         | TBC BANK GROUP PLC                                 | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |      5304 | NS      | $289864.23    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Montana Aerospace AG                                                       | MONTANA AEROSPACE AG                               | CUSIP: N/A<br>LEI: 506700YRG9330Q97U450       | Long             | EC               | CORP              | CH        |      3264 | NS      | $116081.13    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| BFF BANK S.P.A.                                                            | BFF BANK SPA                                       | CUSIP: N/A<br>LEI: 815600522538355AE429       | Long             | EC               | CORP              | IT        |     21318 | NS      | $236253.36    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| BEGA CHEESE LIMITED                                                        | BEGA CHEESE LTD                                    | CUSIP: N/A<br>LEI: 549300P1H1GM5BXPB476       | Long             | EC               | CORP              | AU        |     30856 | NS      | $124516.61    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Granite Real Estate Investment Trust                                       | GRANITE REAL ESTATE INVESTMENT TRUST               | CUSIP: 387437205<br>LEI: 549300A6I7CLE0ZC0396 | Long             |  | CORP              | CA        |      7310 | NS      | $435175.48    | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| JAPANESE YEN                                                               | JAPANESE YEN                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | JP        |  21040678 | NS      | $134325.06    | 0.17%             |  |  |  | No            | N/A                | On Loan: No      |
| Electrolux Professional AB (publ)                                          | ELECTROLUX PROFESSIONAL AB                         | CUSIP: N/A<br>LEI: 254900KI62Q46ZWD8084       | Long             | EC               | CORP              | SE        |     25857 | NS      | $181728.74    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Mandatum Oyj                                                               | MANDATUM OYJ                                       | CUSIP: N/A<br>LEI: 743700OAJK6L28Y2NN56       | Long             | EC               | CORP              | FI        |     51425 | NS      | $414150.07    | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| Stadler Rail AG                                                            | STADLER RAIL AG                                    | CUSIP: N/A<br>LEI: 506700781XDET0A89669       | Long             | EC               | CORP              | CH        |      6477 | NS      | $163736.02    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| SUPER RETAIL GROUP LIMITED                                                 | SUPER RETAIL GROUP LTD                             | CUSIP: N/A<br>LEI: 9845001C5140A8CK7D81       | Long             | EC               | CORP              | AU        |     18955 | NS      | $202347.78    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL STORAGE REIT                                                      | NATIONAL STORAGE REIT                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |    145707 | NS      | $264794.39    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| KOA Corp                                                                   | KOA CORP                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $29701.32     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| IG GROUP HOLDINGS PLC                                                      | IG GROUP HOLDINGS PLC                              | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |     39882 | NS      | $706055.17    | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| JAFCO Group Co., Ltd.                                                      | JAFCO GROUP CO LTD                                 | CUSIP: N/A<br>LEI: 353800R7EWCVA2488G32       | Long             | EC               | CORP              | JP        |      6800 | NS      | $104620.49    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| PILOT CORPORATION                                                          | PILOT CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $105982.22    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| SHIBAURA MACHINE CO., LTD.                                                 | SHIBAURA MACHINE CO LTD                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $93025.26     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| DNO ASA                                                                    | DNO ASA                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZXH3K072       | Long             | EC               | CORP              | NO        |     94554 | NS      | $149221.21    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| And ST HD Co Ltd                                                           | AND ST HD CO LTD                                   | CUSIP: N/A<br>LEI: 353800DZZIJ399PIWU03       | Long             | EC               | CORP              | JP        |      3400 | NS      | $62459.09     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Sakai Moving Service Co Ltd                                                | SAKAI MOVING SERVICE CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $31088.53     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| OIL REFINERIES LTD.                                                        | OIL REFINERIES LTD                                 | CUSIP: N/A<br>LEI: 213800CWUC7NV7VR3D03       | Long             | EC               | CORP              | IL        |    260899 | NS      | $81189.15     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| GREAT PORTLAND ESTATES P L C                                               | GREAT PORTLAND ESTATES PLC                         | CUSIP: N/A<br>LEI: 213800JMEDD2Q4N1MC42       | Long             | EC               | CORP              | GB        |     46580 | NS      | $199433.55    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Galenica AG                                                                | GALENICA AG                                        | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Long             | EC               | CORP              | CH        |      6001 | NS      | $740181.42    | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| OPMOBILITY SE                                                              | OPMOBILITY                                         | CUSIP: N/A<br>LEI: 9695001VLC2KYXX0DW73       | Long             | EC               | CORP              | FR        |      6392 | NS      | $119337.40    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| JOHNSON MATTHEY PLC                                                        | JOHNSON MATTHEY PLC                                | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |     19958 | NS      | $572538.15    | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| Axial Retailing Inc.                                                       | AXIAL RETAILING INC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8500 | NS      | $62567.03     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NIB HOLDINGS LTD                                                           | NIB HOLDINGS LTD AUSTRALIA                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     57647 | NS      | $263424.13    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| PREMIER FOODS PLC                                                          | PREMIER FOODS PLC                                  | CUSIP: N/A<br>LEI: 213800ZD5I8XHNMCJA67       | Long             | EC               | CORP              | GB        |     78982 | NS      | $183756.56    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ARCLANDS CORPORATION                                                       | ARCLANDS CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $62944.61     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| DRAX GROUP PLC                                                             | DRAX GROUP PLC                                     | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |     41259 | NS      | $465498.30    | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Doshisha Co Ltd                                                            | DOSHISHA CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $35876.64     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SANSHIN ELECTRONICS CO., LTD.                                              | SANSHIN ELECTRONICS CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $33944.92     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| West Fraser Timber Co. Ltd.                                                | WEST FRASER TIMBER CO LTD                          | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      6222 | NS      | $380650.13    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Carbon Co., Ltd.                                                    | NIPPON CARBON CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $47921.21     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| WARABEYA NICHIYO HOLDINGS CO.,LTD.                                         | WARABEYA NICHIYO HOLDINGS CO LTD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $35610.42     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| NKT A/S                                                                    | NKT A S                                            | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |      6409 | NS      | $800336.05    | 0.99%             |  |  |  | No            | 2                  | On Loan: No      |
| Centerra Gold Inc.                                                         | CENTERRA GOLD INC                                  | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |     24106 | NS      | $347043.50    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| The Hyakugo Bank, Ltd.                                                     | HYAKUGO BANK LTD THE                               | CUSIP: N/A<br>LEI: 549300BYCCERC5EKUX15       | Long             | EC               | CORP              | JP        |     27200 | NS      | $199027.23    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                          | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | AU        |      2434 | NS      | $1624.01      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| CAFE DE CORAL HOLDINGS LIMITED                                             | CAFE DE CORAL HOLDINGS LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     34000 | NS      | $21492.71     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BAKKAVOR GROUP PLC                                                         | BAKKAVOR GROUP PLC                                 | CUSIP: G0R792105<br>LEI: 213800COL7AD54YU9949 | Long             | EC               | CORP              | GB        |     20587 | NS      | $66045.61     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NISHIO HOLDINGS CO., LTD.                                                  | NISHIO HOLDINGS CO LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $51401.90     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| DAIICHIKOSHO CO., LTD.                                                     | DAIICHIKOSHO CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8500 | NS      | $91447.30     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Thule Group AB                                                             | THULE GROUP AB                                     | CUSIP: N/A<br>LEI: 549300XHHOGBOERKU333       | Long             | EC               | CORP              | SE        |     12716 | NS      | $328435.41    | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| ARATA CORPORATION                                                          | ARATA CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $66798.17     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| METROPOLE TELEVISION SA                                                    | METROPOLE TELEVISION SA                            | CUSIP: N/A<br>LEI: 96950018NOMJX5XRH047       | Long             | EC               | CORP              | FR        |      5882 | NS      | $83992.84     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| SWEDISH KRONE                                                              | SWEDISH KRONE                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | SE        |     20444 | NS      | $2220.63      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| ENAV S.P.A.                                                                | ENAV SPA                                           | CUSIP: N/A<br>LEI: 81560048ECF8D2059980       | Long             | EC               | CORP              | IT        |     29835 | NS      | $164879.57    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Centuria Capital Group                                                     | CENTURIA CAPITAL GROUP                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |     80393 | NS      | $107915.35    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Kardex Holding AG                                                          | KARDEX HOLDING AG                                  | CUSIP: N/A<br>LEI: 529900JKKMQ07D6QZ480       | Long             | EC               | CORP              | CH        |       714 | NS      | $247278.46    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| HONG KONG DOLLAR                                                           | HONG KONG DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | HK        |     31727 | NS      | $4076.56      | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Aichi Financial Group, Inc.                                                | AICHI FINANCIAL GROUP INC                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $149926.09    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| TOKYO ELECTRON DEVICE LIMITED                                              | TOKYO ELECTRON DEVICE LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $36927.14     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| THE RANK GROUP PLC                                                         | RANK GROUP PLC                                     | CUSIP: N/A<br>LEI: 213800TXKD6XZWOFTE12       | Long             | EC               | CORP              | GB        |     21760 | NS      | $29126.08     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DCM Holdings Co., Ltd.                                                     | DCM HOLDINGS CO LTD                                | CUSIP: N/A<br>LEI: 353800S1QF5V2DN70A36       | Long             | EC               | CORP              | JP        |     11900 | NS      | $123524.21    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Inabata & Co.,Ltd.                                                         | INABATA CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $122005.98    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Valiant Holding AG                                                         | VALIANT HOLDING AG                                 | CUSIP: N/A<br>LEI: 529900R30EKFHO09CN42       | Long             | EC               | CORP              | CH        |      1870 | NS      | $355725.96    | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| SHIP HEALTHCARE HOLDINGS, INC.                                             | SHIP HEALTHCARE HOLDINGS INC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8500 | NS      | $142420.60    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| EL.EN. - S.P.A.                                                            | EL EN SPA                                          | CUSIP: N/A<br>LEI: 81560012F663E89E7085       | Long             | EC               | CORP              | IT        |      5627 | NS      | $91517.08     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CENTURIA INDUSTRIAL REIT                                                   | CENTURIA INDUSTRIAL REIT                           | CUSIP: N/A<br>LEI: 984500D6B1D6BC3F7B08       | Long             |  | CORP              | AU        |     75922 | NS      | $167443.65    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRSTGROUP PLC                                                             | FIRSTGROUP PLC                                     | CUSIP: N/A<br>LEI: 549300DEJZCPWA4HKM93       | Long             | EC               | CORP              | GB        |     65416 | NS      | $168066.38    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| TOYO KANETSU K.K.                                                          | TOYO KANETSU KK                                    | CUSIP: J91601104<br>LEI: 353800EG0O6LMB2WP165 | Long             | EC               | CORP              | JP        |      3400 | NS      | $53897.92     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| CLARKSON PLC                                                               | CLARKSON PLC                                       | CUSIP: N/A<br>LEI: 2138007G6BGTEHI3OT22       | Long             | EC               | CORP              | GB        |      3247 | NS      | $166593.54    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| TOKYOTOKEIBA CO.,LTD.                                                      | TOKYOTOKEIBA CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $61652.43     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| RUBIS SCA                                                                  | RUBIS SCA                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      8534 | NS      | $320429.65    | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Riverstone Holdings Ltd                                                    | RIVERSTONE HOLDINGS LTD                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     61200 | NS      | $41390.15     | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| Basilea Pharmaceutica AG, Allschwil                                        | BASILEA PHARMACEUTICA AG ALLSCHWIL                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      1479 | NS      | $101944.33    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Granges AB                                                                 | GRANGES AB                                         | CUSIP: N/A<br>LEI: 5493006UG44TYSIXOB13       | Long             | EC               | CORP              | SE        |     12002 | NS      | $189212.15    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| IRISO ELECTRONICS CO., LTD.                                                | IRISO ELECTRONICS CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $34900.24     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| TOMONY Holdings, Inc.                                                      | TOMONY HOLDINGS INC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18700 | NS      | $93602.90     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| THE JAPAN WOOL TEXTILE CO., LTD.                                           | JAPAN WOOL TEXTILE CO LTD THE                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $77126.48     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| flatexDEGIRO AG                                                            | FLATEXDEGIRO SE                                    | CUSIP: N/A<br>LEI: 529900IRBZTADXJB6757       | Long             | EC               | CORP              | DE        |      9826 | NS      | $420964.76    | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| KAMEDA SEIKA CO.,LTD.                                                      | KAMEDA SEIKA CO LTD                                | CUSIP: N/A<br>LEI: 3538008WA35ECYUGYB62       | Long             | EC               | CORP              | JP        |      1700 | NS      | $42273.87     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Hokuetsu Corporation                                                       | HOKUETSU CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13600 | NS      | $77714.54     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| CELLCOM ISRAEL LTD.                                                        | CELLCOM ISRAEL LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     13192 | NS      | $155368.93    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Cembra Money Bank AG                                                       | CEMBRA MONEY BANK AG                               | CUSIP: N/A<br>LEI: 549300ZDHOETLAIVTE82       | Long             | EC               | CORP              | CH        |      3519 | NS      | $440731.30    | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Bufab AB (publ)                                                            | BUFAB AB                                           | CUSIP: N/A<br>LEI: 5493002TF62S16D67T17       | Long             | EC               | CORP              | SE        |     15878 | NS      | $172604.17    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| OSAKA ORGANIC CHEMICAL INDUSTRY LTD.                                       | OSAKA ORGANIC CHEMICAL INDUSTRY LTD                | CUSIP: N/A<br>LEI: 353800BMJFOXMOVADX91       | Long             | EC               | CORP              | JP        |      1700 | NS      | $43549.82     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| DyDo GROUP HOLDINGS, INC.                                                  | DYDO GROUP HOLDINGS INC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $27469.98     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                                        | GREAT BRITISH POUND                                | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |      4258 | NS      | $5739.16      | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| BREEDON GROUP PLC                                                          | BREEDON GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800DQGNQE3X76WS92       | Long             | EC               | CORP              | GB        |     33082 | NS      | $146799.82    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Noritsu Koki Co., Ltd.                                                     | NORITSU KOKI CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $80722.96     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| ALCONIX CORPORATION                                                        | ALCONIX CORP                                       | CUSIP: N/A<br>LEI: 353800I6G1YH2ATQZK47       | Long             | EC               | CORP              | JP        |      3400 | NS      | $54561.71     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF SAGA LTD.                                                      | BANK OF SAGA LTD THE                               | CUSIP: J04116109<br>LEI: 353800F5W4TG8U8OOA26 | Long             | EC               | CORP              | JP        |      1700 | NS      | $43900.80     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CYFROWY POLSAT SPOLKA AKCYJNA                                              | CYFROWY POLSAT SA                                  | CUSIP: N/A<br>LEI: 259400EM1ITR201TTX36       | Long             | EC               | CORP              | PL        |     18394 | NS      | $62363.46     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Nojima Corporation                                                         | NOJIMA CORP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     20400 | NS      | $154964.07    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| TADANO LTD.                                                                | TADANO LTD                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13600 | NS      | $92334.06     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| AirTrip Corp.                                                              | AIRTRIP CORP                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $8236.57      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AKER SOLUTIONS ASA                                                         | AKER SOLUTIONS ASA                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |     30124 | NS      | $92096.10     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| FRASERS GROUP PLC                                                          | FRASERS GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800JEGHHEAXIJDX34       | Long             | EC               | CORP              | GB        |     12869 | NS      | $117035.55    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| SHAFTESBURY CAPITAL PLC                                                    | SHAFTESBURY CAPITAL PLC                            | CUSIP: N/A<br>LEI: 549300TTXXZ1SHUI0D54       | Long             | EC               | CORP              | GB        |    176120 | NS      | $343556.82    | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| WAYPOINT REIT LIMITED                                                      | WAYPOINT REIT LTD                                  | CUSIP: N/A<br>LEI: 5493003CS5K82RREKA54       | Long             |  | CORP              | AU        |     74749 | NS      | $126941.01    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Neinor Homes, S.A.                                                         | NEINOR HOMES SA                                    | CUSIP: N/A<br>LEI: 959800FW4JL65YWSQ217       | Long             | EC               | CORP              | ES        |      5967 | NS      | $132964.68    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Sonae, SGPS, SA                                                            | SONAE SGPS SA                                      | CUSIP: N/A<br>LEI: 549300847SOBT7HY7R50       | Long             | EC               | CORP              | PT        |     92361 | NS      | $174970.74    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| THE SHIGA BANK, LTD.                                                       | SHIGA BANK LTD THE                                 | CUSIP: N/A<br>LEI: 3538002NUIQ8JFEJNS94       | Long             | EC               | CORP              | JP        |      5100 | NS      | $233679.83    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| EXEDY Corporation                                                          | EXEDY CORP                                         | CUSIP: N/A<br>LEI: 35380047PHY08BBD5M18       | Long             | EC               | CORP              | JP        |      3400 | NS      | $121940.39    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| COSMO Pharmaceuticals N.V.                                                 | COSMO PHARMACEUTICALS NV                           | CUSIP: N/A<br>LEI: 724500OX0EBQRYTVV639       | Long             | EC               | CORP              | NL        |      1054 | NS      | $138822.46    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRYS PLC                                                                 | CURRYS PLC                                         | CUSIP: N/A<br>LEI: 2138001E12GWLLDQQF16       | Long             | EC               | CORP              | GB        |    124406 | NS      | $210723.90    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| The 77 Bank, Ltd.                                                          | 77 BANK LTD THE                                    | CUSIP: N/A<br>LEI: 549300U6CT3EHB9XS980       | Long             | EC               | CORP              | JP        |      8500 | NS      | $409315.00    | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| Belc Co Ltd                                                                | BELC CO LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $81841.16     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| GUNZE LIMITED                                                              | GUNZE LTD                                          | CUSIP: N/A<br>LEI: 353800VSSDM5IY8UNW44       | Long             | EC               | CORP              | JP        |      3400 | NS      | $93001.92     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| CHUBUSHIRYO CO., LTD.                                                      | CHUBU SHIRYO CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $37552.76     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SEIREN CO.,LTD.                                                            | SEIREN CO LTD                                      | CUSIP: N/A<br>LEI: 353800O8K6NWOIT8Q636       | Long             | EC               | CORP              | JP        |      5100 | NS      | $99488.05     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| The Toho Bank, Ltd.                                                        | TOHO BANK LTD THE                                  | CUSIP: N/A<br>LEI: 35380078ABDFHIKLTV03       | Long             | EC               | CORP              | JP        |     25500 | NS      | $88098.59     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Bucher Industries AG                                                       | BUCHER INDUSTRIES AG                               | CUSIP: N/A<br>LEI: 52990014AQ91A29HPB27       | Long             | EC               | CORP              | CH        |       799 | NS      | $368754.17    | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurocommercial Properties N.V.                                             | EUROCOMMERCIAL PROPERTIES NV                       | CUSIP: N/A<br>LEI: 724500SFK53FPNM68L95       | Long             | EC               | CORP              | NL        |      4913 | NS      | $150320.21    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| TSUKISHIMA HOLDINGS CO., LTD.                                              | TSUKISHIMA HOLDINGS CO LTD                         | CUSIP: N/A<br>LEI: 353800K8E7URAH6LTR26       | Long             | EC               | CORP              | JP        |      3400 | NS      | $61280.19     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Hokuhoku Financial Group, Inc.                                             | HOKUHOKU FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13600 | NS      | $398245.91    | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| KAKEN PHARMACEUTICAL CO.,LTD.                                              | KAKEN PHARMACEUTICAL CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $87220.77     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| SANYO CHEMICAL INDUSTRIES, LTD.                                            | SANYO CHEMICAL INDUSTRIES LTD                      | CUSIP: N/A<br>LEI: 529900STCFY6RXOR2I79       | Long             | EC               | CORP              | JP        |      1700 | NS      | $56675.31     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Qol Holdings Co.,Ltd.                                                      | QOL HOLDINGS CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $23224.82     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| FUTURE PLC                                                                 | FUTURE PLC                                         | CUSIP: N/A<br>LEI: 213800K2581YRLEXV353       | Long             | EC               | CORP              | GB        |     11424 | NS      | $81075.66     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Unicaja Banco, S.A.                                                        | UNICAJA BANCO SA                                   | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |    133042 | NS      | $432918.75    | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| JUPITER FUND MANAGEMENT PLC                                                | JUPITER FUND MANAGEMENT PLC                        | CUSIP: N/A<br>LEI: 5493003DJ1G01IMQ7S28       | Long             | EC               | CORP              | GB        |     49776 | NS      | $106365.49    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| St.Galler Kantonalbank AG                                                  | ST GALLER KANTONALBANK AG                          | CUSIP: N/A<br>LEI: 549300GFRG6OK00RG957       | Long             | EC               | CORP              | CH        |       323 | NS      | $232579.78    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| RYOBI LIMITED                                                              | RYOBI LTD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $59537.30     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| TP ICAP GROUP PLC                                                          | TP ICAP GROUP PLC                                  | CUSIP: N/A<br>LEI: 2138006YAA7IRVKKGE63       | Long             | EC               | CORP              | JE        |     89794 | NS      | $313553.97    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| PLAYTECH PLC                                                               | PLAYTECH PLC                                       | CUSIP: N/A<br>LEI: 21380068TTB6Z9ZEU548       | Long             | EC               | CORP              | IM        |     26350 | NS      | $100190.45    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Betsson AB                                                                 | BETSSON AB                                         | CUSIP: W1556V193<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |     12682 | NS      | $202413.55    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| CARMILA SA                                                                 | CARMILA SA                                         | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | EC               | CORP              | FR        |      7650 | NS      | $152611.17    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordnet AB (publ)                                                          | NORDNET AB PUBL                                    | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |     23698 | NS      | $691263.18    | 0.86%             |  |  |  | No            | 2                  | On Loan: No      |
| PERSEUS MINING LIMITED                                                     | PERSEUS MINING LTD                                 | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |    162945 | NS      | $612571.93    | 0.76%             |  |  |  | No            | 2                  | On Loan: No      |
| United Super Markets Holdings Inc.                                         | UNITED SUPER MARKETS HOLDINGS INC                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8566 | NS      | $49436.06     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| I.D.I. INSURANCE COMPANY LTD                                               | IDI INSURANCE CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       986 | NS      | $74805.27     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Konecranes Abp                                                             | KONECRANES OYJ                                     | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |      7718 | NS      | $845162.96    | 1.05%             |  |  |  | No            | 2                  | On Loan: No      |
| THE PACK CORPORATION                                                       | PACK CORP THE                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $42049.04     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| AUB GROUP LIMITED                                                          | AUB GROUP LTD                                      | CUSIP: N/A<br>LEI: 5493005X7SUBQF3OEG82       | Long             | EC               | CORP              | AU        |     13906 | NS      | $285829.22    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Colonial SFL, SOCIMI, S.A.                                                 | Colonial SFL Socimi SA                             | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | EC               | CORP              | ES        |     42483 | NS      | $272101.93    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| PRESS KOGYO CO.,LTD.                                                       | PRESS KOGYO CO LTD                                 | CUSIP: N/A<br>LEI: 353800Z8ABLQL0MHSA16       | Long             | EC               | CORP              | JP        |      8500 | NS      | $44091.02     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MINI S P TSX 60 MAR26                                                      | MINI S P TSX 60 MAR26                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         2 | NC      | $331.68       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HomeCo Daily Needs REIT                                                    | HOMECO DAILY NEEDS REIT                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |    205275 | NS      | $186579.22    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Optorun Co Ltd                                                             | OPTORUN CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $41452.65     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Bravida Holding AB                                                         | BRAVIDA HOLDING AB                                 | CUSIP: N/A<br>LEI: 549300H88IJGPNNL3T61       | Long             | EC               | CORP              | SE        |     23987 | NS      | $233010.61    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Denka Company Limited                                                      | DENKA CO LTD                                       | CUSIP: N/A<br>LEI: 353800Y94EKQEH8MVD43       | Long             | EC               | CORP              | JP        |     10200 | NS      | $179394.38    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Befesa S.A.                                                                | BEFESA SA                                          | CUSIP: N/A<br>LEI: 222100VXGA8L6J4ZWG61       | Long             | EC               | CORP              | LU        |      4539 | NS      | $156863.87    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokuyama Corporation                                                       | TOKUYAMA CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8500 | NS      | $223693.16    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| PIA CORPORATION                                                            | PIA CORP                                           | CUSIP: J6370J107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $28815.14     | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| NPR-RIKEN CORPORATION                                                      | NPR RIKEN CORP                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $78501.93     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Kiraboshi Financial Group, Inc.                                      | TOKYO KIRABOSHI FINANCIAL GROUP INC                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $188915.62    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| KPP GROUP HOLDINGS CO.,LTD.                                                | KPP GROUP HOLDINGS CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $26773.05     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Almirall, S.A.                                                             | ALMIRALL SA                                        | CUSIP: N/A<br>LEI: 95980020140005007996       | Long             | EC               | CORP              | ES        |      9061 | NS      | $136196.08    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| voestalpine AG                                                             | VOESTALPINE AG                                     | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |     14263 | NS      | $628149.49    | 0.78%             |  |  |  | No            | 2                  | On Loan: No      |
| EVN AG                                                                     | EVN AG                                             | CUSIP: N/A<br>LEI: 529900P4JZBFEVNEAE60       | Long             | EC               | CORP              | AT        |      4182 | NS      | $132854.36    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| OPTEX GROUP Company, Limited                                               | OPTEX GROUP CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $55546.67     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCA POPOLARE DI SONDRIO SOCIETA PER AZIONI                               | BANCA POPOLARE DI SONDRIO SPA                      | CUSIP: N/A<br>LEI: J48C8PCSJVUBR8KCW529       | Long             | EC               | CORP              | IT        |     10506 | NS      | $204229.36    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| KISSEI PHARMACEUTICAL CO.,LTD.                                             | KISSEI PHARMACEUTICAL CO LTD                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $100827.61    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Estate Logistics REIT Investment Corporation                    | MITSUBISHI ESTATE LOGISTICS REIT INVESTMENT CORP   | CUSIP: N/A<br>LEI: 353800YYSGZU31ICQK38       | Long             | EC               | CORP              | JP        |       153 | NS      | $129770.26    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| ADEKA CORPORATION                                                          | ADEKA CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10200 | NS      | $252940.23    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| PAREX RESOURCES INCORPORATED                                               | PAREX RESOURCES INC                                | CUSIP: 69946Q104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11322 | NS      | $152191.83    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| VESUVIUS PLC                                                               | VESUVIUS PLC                                       | CUSIP: N/A<br>LEI: 213800ORZ521W585SY02       | Long             | EC               | CORP              | GB        |     22253 | NS      | $118692.89    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Kojima Co.,Ltd.                                                            | KOJIMA CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $25850.03     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Cementir Holding N.V.                                                      | CEMENTIR HOLDING NV                                | CUSIP: N/A<br>LEI: 8156008B101B97A43B02       | Long             | EC               | CORP              | NL        |      4828 | NS      | $105923.96    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| VALLOUREC SA                                                               | VALLOUREC SACA                                     | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |     19363 | NS      | $355656.90    | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| S Foods Inc.                                                               | S FOODS INC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $29521.48     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE BIC S.A.                                                           | SOCIETE BIC SA                                     | CUSIP: N/A<br>LEI: 969500UR00DF63I0VH67       | Long             | EC               | CORP              | FR        |      2346 | NS      | $141747.10    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| BUMITAMA AGRI LTD.                                                         | BUMITAMA AGRI LTD                                  | CUSIP: Y0926Z106<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     30600 | NS      | $32137.86     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| KRONES Aktiengesellschaft                                                  | KRONES AG                                          | CUSIP: N/A<br>LEI: 529900NY2GSZWWUBW049       | Long             | EC               | CORP              | DE        |      1581 | NS      | $250464.98    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuji Seal International, Inc.                                              | FUJI SEAL INTERNATIONAL INC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $102326.60    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| BELLSYSTEM24 HOLDINGS, INC.                                                | BELL SYSTEM24 HOLDINGS INC                         | CUSIP: N/A<br>LEI: 353800JZJDPUWIH3M649       | Long             | EC               | CORP              | JP        |      3400 | NS      | $31238.77     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| H2O RETAILING CORPORATION                                                  | H2O RETAILING CORP                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10200 | NS      | $134099.43    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Pasona Group Inc.                                                          | PASONA GROUP INC                                   | CUSIP: N/A<br>LEI: 3538002LRFQSFLGGLX89       | Long             | EC               | CORP              | JP        |      1700 | NS      | $21928.73     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NIHON NOHYAKU CO.,LTD.                                                     | NIHON NOHYAKU CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $33031.36     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Linamar Corporation                                                        | LINAMAR CORP                                       | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |      4675 | NS      | $282567.48    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Mars Group Holdings Corporation                                            | MARS GROUP HOLDINGS CORP                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $34721.36     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DEME GROUP NV                                                              | DEME GROUP NV                                      | CUSIP: N/A<br>LEI: 549300FPFPQPKI3PJV37       | Long             | EC               | CORP              | BE        |       782 | NS      | $127700.19    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Judo Capital Holdings Ltd                                                  | JUDO CAPITAL HOLDINGS LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    112948 | NS      | $129424.32    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| FURUKAWA CO.,LTD.                                                          | FURUKAWA CO LTD                                    | CUSIP: N/A<br>LEI: 353800PX0BWY7U1VKE72       | Long             | EC               | CORP              | JP        |      3400 | NS      | $83519.48     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| WEBUILD S.P.A.                                                             | WEBUILD SPA                                        | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |     55641 | NS      | $221612.74    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Smartgroup Corporation Ltd                                                 | SMARTGROUP CORP LTD                                | CUSIP: N/A<br>LEI: 254900GHFZAMQGOYO431       | Long             | EC               | CORP              | AU        |     15640 | NS      | $95093.77     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| DANIELI & C. OFFICINE MECCANICHE S.P.A.                                    | DANIELI C OFFICINE MECCANICHE SPA                  | CUSIP: N/A<br>LEI: 815600B4B8C6A353E566       | Long             | EC               | CORP              | IT        |      1411 | NS      | $83118.25     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| SANYO DENKI CO., LTD.                                                      | SANYO DENKI CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $91127.67     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Alpen Co.,Ltd.                                                             | ALPEN CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $24948.67     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Navigator Global Investments Ltd                                           | NAVIGATOR GLOBAL INVESTMENTS LTD                   | CUSIP: N/A<br>LEI: 9845000577CDA8B2C946       | Long             | EC               | CORP              | AU        |     26588 | NS      | $52475.02     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ALSO Holding AG                                                            | ALSO HOLDING AG                                    | CUSIP: N/A<br>LEI: 529900ACS8A6PTQI6141       | Long             | EC               | CORP              | CH        |       663 | NS      | $178944.45    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| TRUSCO NAKAYAMA CORPORATION                                                | TRUSCO NAKAYAMA CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $78378.19     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| COMPUTACENTER PLC                                                          | COMPUTACENTER PLC                                  | CUSIP: N/A<br>LEI: 549300XSXUZ1I19DB105       | Long             | EC               | CORP              | GB        |      6664 | NS      | $261912.59    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Yurtec Corp                                                                | YURTEC CORP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $59791.09     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Funds III: BlackRock Cash Funds: Treasury; SL Agency Shares      | BLACKROCK CASH FUNDS TREASURY                      | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     20464 | NS      | $20463.75     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer