# EDGAR Filing Document

**Accession Number:** 0000744822
**File Stem:** 0001752724-23-067585
**Filing Date:** 2023-3
**Character Count:** 120965
**Document Hash:** 9a542e027bd352b42210fa3b866ace77
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067585.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067585

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000744822
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04008
- **FILM NUMBER:** 23763699

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY OVERSEAS FUND
- **DATE OF NAME CHANGE:** 19861228

## Series and Classes Contracts Data

### Fidelity Series International Small Cap Fund (Series ID: S000026868)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000080866 | Fidelity Series International Small Cap Fund | FSTSX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Series International Small Cap Fund**

**January 31, 2023**

SCF-S-NPRT1-0423

1.907961.113 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 97.4%** | &nbsp;&nbsp;**Common Stocks - 97.4%** | &nbsp;&nbsp;**Common Stocks - 97.4%** |
|  | Shares | Value ($)<br>|
| Australia - 1.1%  |  |  |
| Imdex Ltd.  | 10444033 | 18545198 |
| Steadfast Group Ltd.  | 5846015 | 21719052 |
| TOTAL AUSTRALIA |  | 40264250 |
| Austria - 0.2%  |  |  |
| Mayr-Melnhof Karton AG  | 24700 | 4129931 |
| Wienerberger AG  | 130000 | 3886561 |
| TOTAL AUSTRIA |  | 8016492 |
| Bailiwick of Jersey - 0.2%  |  |  |
| Integrated Diagnostics Holdings PLC (a) | 16028734 | 8655516 |
| Belgium - 1.6%  |  |  |
| Azelis Group NV  | 743287 | 20023837 |
| Econocom Group SA  | 500000 | 1549189 |
| Fagron NV  | 497500 | 7339431 |
| KBC Ancora  | 654579 | 32008918 |
| TOTAL BELGIUM |  | 60921375 |
| Bermuda - 0.3%  |  |  |
| Lancashire Holdings Ltd.  | 1321168 | 10180012 |
| Brazil - 0.1%  |  |  |
| LOG Commercial Properties e Participacoes SA  | 1100000 | 3943817 |
| Canada - 3.7%  |  |  |
| CAE, Inc. (b) | 1100500 | 24854402 |
| Cogeco Communications, Inc. (c) | 70000 | 3616925 |
| ECN Capital Corp.  | 983550 | 2158480 |
| McCoy Global, Inc. (b) | 1106750 | 898343 |
| MTY Food Group, Inc. (c) | 72200 | 3734941 |
| North West Co., Inc.  | 130000 | 3540791 |
| Onex Corp. (sub. vtg.)  | 30000 | 1550562 |
| Osisko Gold Royalties Ltd.  | 874700 | 11708246 |
| Parkland Corp.  | 182500 | 4287663 |
| Pason Systems, Inc.  | 1235700 | 14655102 |
| Real Matters, Inc. (b)(c) | 830000 | 3306152 |
| Richelieu Hardware Ltd.  | 1236605 | 36776115 |
| Summit Industrial Income REIT (c) | 1408100 | 24213542 |
| Total Energy Services, Inc.  | 325900 | 2270560 |
| TOTAL CANADA |  | 137571824 |
| Cayman Islands - 0.6%  |  |  |
| ASMPT Ltd.  | 200000 | 1651925 |
| Chlitina Holding Ltd.  | 2142000 | 15951697 |
| Kindstar Globalgene Technology, Inc. (a)(b) | 3750500 | 1102303 |
| SITC International Holdings Co. Ltd.  | 600000 | 1310760 |
| WH Group Ltd. (a) | 3500000 | 2155526 |
| TOTAL CAYMAN ISLANDS |  | 22172211 |
| Denmark - 0.7%  |  |  |
| Cadeler A/S (b) | 1000000 | 4155646 |
| Spar Nord Bank A/S  | 1442327 | 22933225 |
| TOTAL DENMARK |  | 27088871 |
| Finland - 0.6%  |  |  |
| Huhtamaki Oyj  | 115489 | 4309009 |
| Musti Group OYJ  | 758878 | 12820721 |
| Nanoform Finland PLC (b) | 425000 | 1339912 |
| Olvi Oyj (A Shares)  | 74900 | 2634181 |
| TOTAL FINLAND |  | 21103823 |
| France - 4.0%  |  |  |
| Altarea SCA  | 21100 | 2871946 |
| ARGAN SA  | 75600 | 6418925 |
| Elis SA  | 285000 | 4988388 |
| Exail Technologies SA (b) | 114000 | 2478702 |
| Exclusive Networks SA  | 370000 | 7666799 |
| Laurent-Perrier Group SA  | 117531 | 15716181 |
| Lectra  | 1045745 | 43485724 |
| LISI  | 861095 | 19097244 |
| Maisons du Monde SA (a) | 356753 | 4371002 |
| Stef SA  | 51700 | 5440707 |
| Teleperformance  | 9000 | 2495009 |
| Thermador Groupe SA  | 33900 | 3405345 |
| Vallourec SA (b) | 180000 | 2615357 |
| Vetoquinol SA  | 295648 | 27416591 |
| Vicat SA  | 22775 | 635090 |
| TOTAL FRANCE |  | 149103010 |
| Germany - 6.1%  |  |  |
| CTS Eventim AG (b) | 1456070 | 101784746 |
| DIC Asset AG  | 189456 | 1816630 |
| Instone Real Estate Group BV (a) | 150000 | 1524728 |
| Nexus AG  | 618016 | 34601619 |
| NORMA Group AG  | 98900 | 2121353 |
| Rheinmetall AG  | 143900 | 33478349 |
| Scout24 AG (a) | 330500 | 19179598 |
| Stabilus Se  | 393800 | 27057163 |
| Talanx AG  | 75200 | 3708347 |
| Wacker Chemie AG  | 31800 | 4786406 |
| TOTAL GERMANY |  | 230058939 |
| Greece - 0.1%  |  |  |
| Mytilineos SA  | 204700 | 5274189 |
| Hong Kong - 0.1%  |  |  |
| Chervon Holdings Ltd.  | 460000 | 2309603 |
| Hungary - 0.2%  |  |  |
| Richter Gedeon PLC  | 352100 | 7936571 |
| India - 0.7%  |  |  |
| Embassy Office Parks (REIT)  | 4461800 | 17924865 |
| Indian Energy Exchange Ltd. (a) | 5917508 | 10086334 |
| TOTAL INDIA |  | 28011199 |
| Indonesia - 0.1%  |  |  |
| PT Selamat Sempurna Tbk  | 42315700 | 4462040 |
| Ireland - 1.1%  |  |  |
| Adient PLC (b) | 47100 | 2120442 |
| Bank of Ireland Group PLC  | 350000 | 3723597 |
| Cairn Homes PLC  | 11532634 | 12284359 |
| DCC PLC (United Kingdom)  | 46000 | 2612113 |
| Greencore Group PLC (b) | 2500000 | 2461077 |
| Irish Residential Properties REIT PLC  | 11318900 | 14052701 |
| Mincon Group PLC  | 3905000 | 4839666 |
| TOTAL IRELAND |  | 42093955 |
| Israel - 1.4%  |  |  |
| Ituran Location & Control Ltd.  | 968735 | 21263733 |
| Maytronics Ltd.  | 874171 | 10586342 |
| Strauss Group Ltd.  | 333464 | 8505547 |
| Tel Aviv Stock Exchange Ltd.  | 1764857 | 10635211 |
| TOTAL ISRAEL |  | 50990833 |
| Italy - 2.6%  |  |  |
| Banca Generali SpA  | 53900 | 1980592 |
| BFF Bank SpA (a) | 525000 | 4842846 |
| Intercos SpA (b) | 269000 | 3880723 |
| Interpump Group SpA  | 1615037 | 83891525 |
| MARR SpA  | 131400 | 1722789 |
| TOTAL ITALY |  | 96318475 |
| Japan - 31.9%  |  |  |
| ABC-MART, Inc.  | 50700 | 2732431 |
| Ai Holdings Corp.  | 482392 | 8149160 |
| Aoki Super Co. Ltd.  | 309187 | 5333518 |
| Arcland Sakamoto Co. Ltd.  | 193700 | 2182408 |
| Artnature, Inc.  | 1189900 | 6930405 |
| ASKUL Corp.  | 400000 | 5287387 |
| Aucnet, Inc.  | 757060 | 11009712 |
| Azbil Corp.  | 3466025 | 97736627 |
| Bank of Kyoto Ltd.  | 156153 | 7265515 |
| BayCurrent Consulting, Inc.  | 119000 | 5058639 |
| Broadleaf Co. Ltd. (d) | 5982673 | 21122708 |
| Central Automotive Products Ltd.  | 183879 | 3433648 |
| CKD Corp.  | 149900 | 2321528 |
| Curves Holdings Co. Ltd. (d) | 5137359 | 32844452 |
| Daiichikosho Co. Ltd.  | 1115714 | 34691210 |
| Daikokutenbussan Co. Ltd.  | 204300 | 8556494 |
| Dexerials Corp.  | 70000 | 1496312 |
| Digital Hearts Holdings Co. Ltd. (d) | 1330250 | 19716448 |
| Dip Corp.  | 121200 | 3597271 |
| Dowa Holdings Co. Ltd.  | 115000 | 4015015 |
| Food & Life Companies Ltd.  | 164300 | 3656742 |
| Fujitec Co. Ltd.  | 475300 | 11776602 |
| Funai Soken Holdings, Inc.  | 1276757 | 27632346 |
| GMO Internet, Inc.  | 150000 | 2951981 |
| Goldcrest Co. Ltd. (d) | 1832300 | 22986707 |
| i-mobile Co. Ltd.  | 220000 | 2128970 |
| Inaba Denki Sangyo Co. Ltd.  | 396300 | 8609953 |
| Invincible Investment Corp.  | 7000 | 2985299 |
| Iwatani Corp.  | 55000 | 2370567 |
| Iwatsuka Confectionary Co. Ltd.  | 105800 | 3481792 |
| JEOL Ltd.  | 869500 | 25532032 |
| JINS Holdings, Inc.  | 88300 | 2659180 |
| JTOWER, Inc. (b) | 132000 | 6322464 |
| Kamigumi Co. Ltd.  | 370800 | 7585274 |
| Kansai Electric Power Co., Inc.  | 480000 | 4616206 |
| Katitas Co. Ltd.  | 100000 | 2452044 |
| Kobayashi Pharmaceutical Co. Ltd.  | 411800 | 29563992 |
| Kobe Bussan Co. Ltd.  | 82300 | 2376146 |
| Koshidaka Holdings Co. Ltd.  | 4048759 | 29316216 |
| Kusuri No Aoki Holdings Co. Ltd.  | 245658 | 13841384 |
| Kyoritsu Maintenance Co. Ltd.  | 86500 | 3950798 |
| Kyushu Railway Co.  | 130000 | 2914166 |
| Lasertec Corp.  | 266360 | 50428048 |
| Maruwa Ceramic Co. Ltd.  | 54300 | 6941141 |
| MCJ Co. Ltd.  | 530000 | 4122450 |
| Mebuki Financial Group, Inc.  | 1700000 | 4428189 |
| Medikit Co. Ltd.  | 695300 | 13186545 |
| Meitec Corp.  | 201000 | 3781152 |
| Miroku Jyoho Service Co., Ltd.  | 864291 | 10832325 |
| Misumi Group, Inc.  | 1487970 | 37448451 |
| Mitsuboshi Belting Ltd.  | 292952 | 8359069 |
| Miura Co. Ltd.  | 166600 | 4168885 |
| Monex Group, Inc.  | 380000 | 1340551 |
| Nagaileben Co. Ltd.  | 1513000 | 22921532 |
| Net One Systems Co. Ltd.  | 381400 | 10335930 |
| Nihon Parkerizing Co. Ltd.  | 5643468 | 41667836 |
| Nitto Kohki Co. Ltd.  | 270000 | 3192824 |
| NOF Corp.  | 217800 | 9277674 |
| NS Tool Co. Ltd. (d) | 1434000 | 11834456 |
| NSD Co. Ltd.  | 1338780 | 24052357 |
| OBIC Co. Ltd.  | 509600 | 81702468 |
| OSG Corp.  | 2120875 | 33286921 |
| PALTAC Corp.  | 122000 | 4417264 |
| Paramount Bed Holdings Co. Ltd.  | 616612 | 11842867 |
| ProNexus, Inc.  | 1319577 | 9900702 |
| Qol Holdings Co. Ltd.  | 240000 | 2169360 |
| Raccoon Holdings, Inc.  | 220000 | 2002342 |
| Relo Group, Inc.  | 273600 | 4636538 |
| Renesas Electronics Corp. (b) | 281200 | 2892452 |
| Roland Corp.  | 82800 | 2472223 |
| San-Ai Obbli Co. Ltd.  | 1576710 | 16404469 |
| Sekisui Jushi Corp.  | 175000 | 2656109 |
| SHO-BOND Holdings Co. Ltd.  | 1322000 | 56404636 |
| Shoei Co. Ltd.  | 802500 | 30900745 |
| SK Kaken Co. Ltd.  | 97904 | 32768863 |
| Software Service, Inc.  | 181500 | 12308377 |
| Sumco Corp.  | 395500 | 5860033 |
| Techno Medica Co. Ltd.  | 283000 | 3790042 |
| The Monogatari Corp.  | 245096 | 12280609 |
| TIS, Inc.  | 887836 | 25601063 |
| Tocalo Co. Ltd.  | 1515849 | 14521001 |
| Toyo Suisan Kaisha Ltd.  | 85000 | 3512269 |
| Tsuruha Holdings, Inc.  | 124635 | 9176574 |
| USS Co. Ltd.  | 1408300 | 23163963 |
| Welcia Holdings Co. Ltd.  | 84270 | 1883491 |
| YAKUODO Holdings Co. Ltd.  | 695300 | 13883303 |
| Yamato Holdings Co. Ltd.  | 215000 | 3761844 |
| Zuken, Inc.  | 96000 | 2342784 |
| TOTAL JAPAN |  | 1198054476 |
| Kenya - 0.1%  |  |  |
| Safaricom Ltd.  | 10459846 | 1965947 |
| Korea (South) - 0.6%  |  |  |
| BGF Retail Co. Ltd.  | 110318 | 16700519 |
| Hansol Chemical Co. Ltd.  | 18660 | 3213535 |
| Soulbrain Co. Ltd.  | 16000 | 3051386 |
| TOTAL KOREA (SOUTH) |  | 22965440 |
| Luxembourg - 0.3%  |  |  |
| B&M European Value Retail SA  | 1511031 | 8340089 |
| Novem Group SA  | 255000 | 2389664 |
| TOTAL LUXEMBOURG |  | 10729753 |
| Mexico - 0.1%  |  |  |
| Bolsa Mexicana de Valores S.A.B. de CV  | 1173400 | 2544896 |
| Netherlands - 5.7%  |  |  |
| Aalberts Industries NV  | 2235235 | 105099045 |
| AerCap Holdings NV (b) | 346000 | 21870660 |
| Arcadis NV  | 107100 | 4624749 |
| BE Semiconductor Industries NV  | 255000 | 18097134 |
| IMCD NV  | 308629 | 48668049 |
| RHI Magnesita NV  | 113100 | 3750810 |
| TKH Group NV (depositary receipt)  | 52609 | 2378121 |
| Van Lanschot Kempen NV (Bearer)  | 305761 | 8775573 |
| TOTAL NETHERLANDS |  | 213264141 |
| New Zealand - 0.1%  |  |  |
| EBOS Group Ltd.  | 100000 | 2787685 |
| Norway - 2.3%  |  |  |
| Europris ASA (a) | 1254800 | 8064380 |
| Kongsberg Gruppen ASA  | 1279702 | 50769615 |
| Medistim ASA  | 433545 | 9555572 |
| Selvaag Bolig ASA  | 840200 | 2710431 |
| Sparebanken Midt-Norge  | 77737 | 989080 |
| TGS ASA  | 300000 | 4938086 |
| Volue A/S (b) | 3465809 | 10538120 |
| TOTAL NORWAY |  | 87565284 |
| Singapore - 0.1%  |  |  |
| Boustead Singapore Ltd.  | 8000000 | 4935711 |
| South Africa - 0.5%  |  |  |
| Clicks Group Ltd. (c) | 1226731 | 18709763 |
| Spain - 1.1%  |  |  |
| Cie Automotive SA  | 291400 | 8629510 |
| Compania de Distribucion Integral Logista Holdings SA  | 473400 | 12804661 |
| Fluidra SA (c) | 1036320 | 18206426 |
| TOTAL SPAIN |  | 39640597 |
| Sweden - 8.8%  |  |  |
| Addlife AB  | 1875624 | 19675256 |
| AddTech AB (B Shares)  | 7276065 | 115775820 |
| Alligo AB (B Shares)  | 320000 | 2726438 |
| Arjo AB  | 370000 | 1431514 |
| Betsson AB (B Shares)  | 560000 | 4636322 |
| BHG Group AB (b) | 1203200 | 1762644 |
| Dometic Group AB (a) | 276500 | 1731827 |
| Hemnet Group AB  | 2145100 | 29865988 |
| HEXPOL AB (B Shares)  | 220700 | 2376341 |
| Instalco AB  | 551500 | 2126874 |
| INVISIO AB  | 1253434 | 21958108 |
| JM AB (B Shares)  | 112185 | 2083301 |
| John Mattson Fastighetsforetag (b) | 1057832 | 9063432 |
| Lagercrantz Group AB (B Shares)  | 10360623 | 108385495 |
| MIPS AB (c) | 36600 | 1392589 |
| Teqnion AB  | 431829 | 6441758 |
| TOTAL SWEDEN |  | 331433707 |
| Switzerland - 1.4%  |  |  |
| Coca-Cola HBC AG  | 110000 | 2660059 |
| Kardex AG  | 14990 | 2911220 |
| Tecan Group AG  | 109285 | 45600076 |
| VZ Holding AG  | 41172 | 3264978 |
| TOTAL SWITZERLAND |  | 54436333 |
| Taiwan - 0.6%  |  |  |
| Addcn Technology Co. Ltd.  | 2058764 | 13225314 |
| eMemory Technology, Inc.  | 63000 | 3451201 |
| International Games Systems Co. Ltd.  | 248000 | 4099344 |
| TOTAL TAIWAN |  | 20775859 |
| United Kingdom - 13.4%  |  |  |
| Alliance Pharma PLC  | 2244435 | 1743243 |
| Baltic Classifieds Group PLC  | 2665600 | 4995153 |
| Beazley PLC  | 775000 | 6353801 |
| Bodycote PLC  | 5240861 | 42062382 |
| Clarkson PLC  | 1009982 | 38288556 |
| Close Brothers Group PLC  | 1429 | 17071 |
| Dechra Pharmaceuticals PLC  | 1166013 | 41199298 |
| Direct Line Insurance Group PLC  | 1950000 | 4266000 |
| Domino's Pizza UK & IRL PLC  | 715100 | 2768259 |
| DP Poland PLC (b) | 32210430 | 3395259 |
| Dr. Martens Ltd.  | 1050000 | 2009052 |
| Energean PLC  | 250000 | 3590676 |
| Games Workshop Group PLC  | 23000 | 2659751 |
| Grainger Trust PLC  | 2206700 | 7062496 |
| H&T Group PLC  | 580000 | 3139083 |
| Harbour Energy PLC  | 875800 | 3383874 |
| Helios Towers PLC (b) | 5712516 | 7535663 |
| Hill & Smith Holdings PLC  | 225514 | 3503114 |
| Howden Joinery Group PLC  | 3887682 | 33090380 |
| InterContinental Hotel Group PLC ADR  | 190000 | 13442500 |
| J.D. Wetherspoon PLC (b) | 333500 | 1867468 |
| Jet2 PLC  | 150000 | 2246869 |
| John Wood Group PLC (b) | 1550000 | 2708726 |
| Londonmetric Properity PLC  | 816308 | 1895024 |
| LSL Property Services PLC  | 694900 | 2261708 |
| Mears Group PLC  | 1245152 | 3146926 |
| Mitie Group PLC  | 2200000 | 2115571 |
| On The Beach Group PLC (a)(b) | 1651900 | 3572100 |
| Petershill Partners PLC (a) | 1400000 | 2916923 |
| Pets At Home Group PLC  | 2401500 | 10433469 |
| Rightmove PLC  | 6244570 | 45372379 |
| S4 Capital PLC (b) | 1505936 | 4062226 |
| Sabre Insurance Group PLC (a) | 5096709 | 6471982 |
| Savills PLC  | 130000 | 1563439 |
| Softcat PLC  | 222845 | 3313298 |
| Spectris PLC  | 2988925 | 117916677 |
| Spirax-Sarco Engineering PLC  | 377897 | 53717153 |
| Synthomer PLC  | 731414 | 1405787 |
| Tate & Lyle PLC  | 809188 | 7511984 |
| Ten Entertainment Group PLC  | 887600 | 3151520 |
| Vistry Group PLC  | 270000 | 2478213 |
| TOTAL UNITED KINGDOM |  | 504635053 |
| United States of America - 4.9%  |  |  |
| Autoliv, Inc.  | 388900 | 35825468 |
| Concentrix Corp.  | 24600 | 3488526 |
| Morningstar, Inc.  | 224100 | 54429408 |
| NOV, Inc.  | 971900 | 23753236 |
| PriceSmart, Inc.  | 332588 | 24714614 |
| Ramaco Resources, Inc. (c) | 220000 | 2294600 |
| ResMed, Inc.  | 166300 | 37977931 |
| TOTAL UNITED STATES OF AMERICA |  | 182483783 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $2,805,733,875) |  | <br> **3653405433** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.8%** | &nbsp;&nbsp;**Money Market Funds - 2.8%** | &nbsp;&nbsp;**Money Market Funds - 2.8%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 4.38% (e) | 89903861 | 89921842 |
| Fidelity Securities Lending Cash Central Fund 4.38% (e)(f) | 17437559 | 17439303 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $107,360,185) |  | **107361145** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.2%**<br> (Cost $2,913,094,060)<br>| <br>**3760766578** |
| **NET OTHER ASSETS (LIABILITIES) - (0.2)%**  | **(8798981)** |
| **NET ASSETS - 100.0%** | **3751967597** |

---

Categorizations in the Schedule of Investments are based on country or territory of incorporation.

**Legend**

(a) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $74,675,065 or 2.0% of net assets.

(b) Non-income producing

(c) Security or a portion of the security is on loan at period end.

(d) Affiliated company

(e) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(f) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 121291715 | 173912315 | 205282188 | 1121233 | - | - | 89921842 | 0.2% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 18451075 | 33024292 | 34036064 | 22685 | - | - | 17439303 | 0.1% |
| Total | 139742790 | 206936607 | 239318252 | 1143918 | - | - | 107361145 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Other Affiliated Issuers**

An affiliated company is a company in which the Fund has ownership of at least 5% of the voting securities. Fiscal year to date transactions with companies which are or were affiliates are presented in the table below. Certain corporate actions, such as mergers, are excluded from the amounts in this table if applicable. A dash in the Value end of period ($) column means either the issuer is no longer held at period end, or the issuer is held at period end but is no longer an affiliate.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) |
| Broadleaf Co. Ltd. | 21927817 | - | - | 40486 | - | (805109) | 21122708 |
| Curves Holdings Co. Ltd. | 29217035 | 789120 | - | - | - | 2838297 | 32844452 |
| Digital Hearts Holdings Co. Ltd. | 18366423 | - | 69148 | - | (17568) | 1436741 | 19716448 |
| Goldcrest Co. Ltd. | 20638219 | 1026768 | - | - | - | 1321720 | 22986707 |
| NS Tool Co. Ltd. | 10526821 | 630551 | - | - | - | 677084 | 11834456 |
| Total | 100676315 | 2446439 | 69148 | 40486 | (17568) | 5468733 | 108504771 |

---

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Investment Trust

- **b. Investment Company Act file number:** 811-04008

- **c. CIK number of Registrant:** 0000744822

- **d. LEI of Registrant:** MXNTE4GH7BW81YELH558

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Series International Small Cap Fund

- **b. EDGAR series identifier (if any):** S000026868

- **c. LEI of Series:** 5493001Q4PW224NCMU39

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

- **a. Date of fiscal year-end:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3780295225.96

**Total Liabilities:** $27265327.73

**Net Assets:** $3753029898.23

**Cash Not Reported:** $297718.49

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000080866 | 11.88%               | -2.65%               | 7.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9276112.77             | $391405742.31                              |
| Month 2  | $2746250.28              | $-103045083.33                             |
| Month 3  | $14862.54                | $253540415.33                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOUSTEAD SINGAPORE LTD                           | BOUSTEAD SINGAPORE LTD                           | CUSIP: N/A<br>LEI: 254900VRXISFIBDS7X84       | Long             | EC               | CORP              | SG        |   8000000 | NS      | $4935711.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| EXCLUSIVE NETWORKS SA                            | EXCLUSIVE NETWORKS SAS                           | CUSIP: N/A<br>LEI: 969500GFM1C4M1KMPL74       | Long             | EC               | CORP              | FR        |    360000 | NS      | $7459588.43   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PALTAC CORPORATION                               | PALTAC CORPORATION                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    122000 | NS      | $4417263.89   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| OLVI OY                                          | OLVI OY CL A                                     | CUSIP: N/A<br>LEI: 7437003NX7WWVRT6AJ55       | Long             | EC               | CORP              | FI        |     74900 | NS      | $2634180.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLAND CORP                                      | ROLAND CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     82800 | NS      | $2472222.99   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES NV                   | BE SEMICOND INDUS NV (NETH)                      | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |    255000 | NS      | $18097133.74  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TGS ASA                                          | TGS ASA                                          | CUSIP: N/A<br>LEI: 549300NUPLAXPB0WYH90       | Long             | EC               | CORP              | NO        |    300000 | NS      | $4938086.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIAN ENERGY EXCHANGE LTD                       | INDIAN ENERGY EXCHANGE LTD                       | CUSIP: N/A<br>LEI: 335800JRG8ZOKN1KAE97       | Long             | EC               | CORP              | IN        |   5917508 | NS      | $10086333.82  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TATE and LYLE PLC                                | TATE and LYLE PLC                                | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Long             | EC               | CORP              | GB        |    809188 | NS      | $7511983.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CLICKS GROUP LTD                                 | CLICKS GROUP LTD                                 | CUSIP: N/A<br>LEI: 378900E967958A677472       | Long             | EC               | CORP              | ZA        |   1226731 | NS      | $18709762.80  | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| INVISIO AB                                       | INVISIO AB                                       | CUSIP: N/A<br>LEI: 54930054EB7KX3MY2Q11       | Long             | EC               | CORP              | SE        |   1253434 | NS      | $21958107.86  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| I-MOBILE CO LTD                                  | I-MOBILE CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    220000 | NS      | $2128970.19   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EBOS GROUP LTD                                   | EBOS GROUP LTD                                   | CUSIP: N/A<br>LEI: 254900KJ40C7HBYTWC21       | Long             | EC               | CORP              | NZ        |    100000 | NS      | $2787685.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                               | HARBOUR ENERGY PLC                               | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |    875800 | NS      | $3383873.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSHIDAKA HOLDINGS CO LTD                        | KOSHIDAKA HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   4048759 | NS      | $29316215.64  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| IWATANI CORP                                     | IWATANI CORP                                     | CUSIP: N/A<br>LEI: 353800TSKIDNENNV2L96       | Long             | EC               | CORP              | JP        |     55000 | NS      | $2370567.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITEC CO LTD                                   | FUJITEC CO LTD                                   | CUSIP: N/A<br>LEI: 353800YTI2P5MIZAV086       | Long             | EC               | CORP              | JP        |    475300 | NS      | $11776601.83  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| MIPS AB                                          | MIPS AB                                          | CUSIP: N/A<br>LEI: 549300LZSA4S0L54VQ25       | Long             | EC               | CORP              | SE        |     36600 | NS      | $1392589.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NAGAILEBEN CO LTD                                | NAGAILEBEN CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1513000 | NS      | $22921532.37  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| WACKER CHEMIE AG                                 | WACKER CHEMIE AG                                 | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Long             | EC               | CORP              | DE        |     31800 | NS      | $4786406.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNTHOMER PLC                                    | SYNTHOMER PLC                                    | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | EC               | CORP              | GB        |    481736 | NS      | $925902.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC ANCORA                                       | KBC ANCORA                                       | CUSIP: N/A<br>LEI: 549300I4XZ0RR3ZOSZ55       | Long             | EC               | CORP              | BE        |    654579 | NS      | $32008917.65  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRATED DIAGNOSTICS HLDGS PLC                 | INTEGRATED DIAGNOSTICS HOLDINGS PLC              | CUSIP: N/A<br>LEI: 2138007JN9NUWKKTS790       | Long             | EC               | CORP              | JE        |  16028734 | NS      | $8655516.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                        | BANK OF IRELAND GROUP PLC                        | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |    390000 | NS      | $4149151.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RICHTER GEDEON PLC                               | RICHTER GEDEON VEGYESZETI NY                     | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               | CORP              | HU        |    352100 | NS      | $7936570.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RICHELIEU HARDWARE LTD                           | RICHELIEU HARDWARE LTD                           | CUSIP: 76329W103<br>LEI: 5493007VPNETW465DN04 | Long             | EC               | CORP              | CA        |   1236605 | NS      | $36776115.03  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| SK KAKEN CO LTD                                  | SK KAKEN CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     97904 | NS      | $32768863.30  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAR NORD BANK A/S                               | SPAR NORD BANKAKTIELSKAB                         | CUSIP: N/A<br>LEI: 549300DHT635Q5P8J715       | Long             | EC               | CORP              | DK        |   1442327 | NS      | $22933224.84  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ASKUL CORP                                       | ASKUL CORP                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    400000 | NS      | $5287386.81   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TEL AVIV STOCK EXCHANGE LTD                      | TEL AVIV STOCK EXCHANGE LTD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |   1764857 | NS      | $10635210.87  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOEI CO LTD                                     | SHOEI CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    802500 | NS      | $30900745.44  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCADIS NV                                       | ARCADIS NV (NETH)                                | CUSIP: N/A<br>LEI: 7245000UZH70GO047N03       | Long             | EC               | CORP              | NL        |    107100 | NS      | $4624749.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HANSOL CHEMICAL CO LTD                           | HANSOL CHEMICAL CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     18660 | NS      | $3213534.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                          | LANCASHIRE HOLDINGS LTD                          | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | BM        |   1321168 | NS      | $10180012.25  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHERVON HOLDINGS LTD                             | CHERVON HOLDINGS LTD                             | CUSIP: N/A<br>LEI: 254900QZTJZRI14G4020       | Long             | EC               | CORP              | HK        |    460000 | NS      | $2309602.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HEXPOL AB                                        | HEXPOL AB B                                      | CUSIP: N/A<br>LEI: 549300MN30TBRLYN3465       | Long             | EC               | CORP              | SE        |    220700 | NS      | $2376340.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXAIL TECHNOLOGIES                               | EXAIL TECHNOLOGIES                               | CUSIP: N/A<br>LEI: 549300EWC06TYV07XE53       | Long             | EC               | CORP              | FR        |    114000 | NS      | $2478702.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOD and LIFE COMPANIES LTD                      | FOOD and LIFE COMPANIES LTD                      | CUSIP: N/A<br>LEI: 529900CWF7GCVZKS5M87       | Long             | EC               | CORP              | JP        |    164300 | NS      | $3656742.22   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AI HOLDINGS CORP                                 | AI HOLDINGS CORP                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    482392 | NS      | $8149159.65   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NET ONE SYSTEMS CO LTD                           | NET ONE SYSTEMS CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    381400 | NS      | $10335929.74  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MIURA CO LTD                                     | MIURA CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    166600 | NS      | $4168885.08   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ECN CAPITAL CORP                                 | ECN CAPITAL CORP                                 | CUSIP: 26829L107<br>LEI: 549300E2G773NN59KY61 | Long             | EC               | CORP              | CA        |    983550 | NS      | $2158480.33   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRY GROUP PLC                                 | VISTRY GROUP PLC                                 | CUSIP: N/A<br>LEI: 2138001KOWN7CG9SLK53       | Long             | EC               | CORP              | GB        |    270000 | NS      | $2478213.41   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL MATTERS INC                                 | REAL MATTERS INC                                 | CUSIP: 75601Y100<br>LEI: 54930038CQZBR1KZYE22 | Long             | EC               | CORP              | CA        |    830000 | NS      | $3306151.59   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF KYOTO LTD                                | BANK OF KYOTO                                    | CUSIP: N/A<br>LEI: 549300LRPVT8N6FNFC04       | Long             | EC               | CORP              | JP        |    156153 | NS      | $7265515.35   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SELVAAG BOLIG ASA                                | SELVAAG BOLIG ASA                                | CUSIP: N/A<br>LEI: 5967007LIEEXZXIHPK59       | Long             | EC               | CORP              | NO        |    840200 | NS      | $2710431.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIKOKUTENBUSSAN CO LTD                          | DAIKOKUTENBUSSAN CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    204300 | NS      | $8556493.68   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| RESMED INC                                       | RESMED INC                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |    166300 | NS      | $37977931.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAREA SCA                                      | ALTAREA                                          | CUSIP: N/A<br>LEI: 969500ICGCY1PD6OT783       | Long             | EC               | CORP              | FR        |     21100 | NS      | $2871945.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STEF TFE                                         | STEF TFE                                         | CUSIP: N/A<br>LEI: 9695008BIKG0E486UL47       | Long             | EC               | CORP              | FR        |     51700 | NS      | $5440707.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NITTO KOHKI CO LTD                               | NITTO KOHKI CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    270000 | NS      | $3192823.94   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MITIE GROUP PLC                                  | MITIE GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               | CORP              | GB        |   2200000 | NS      | $2115570.59   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOWA HOLDINGS CO LTD                             | DOWA HOLDINGS CO LTD                             | CUSIP: N/A<br>LEI: 353800ZSQZKFE140A689       | Long             | EC               | CORP              | JP        |    115000 | NS      | $4015014.83   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNO MEDICA CO LTD                             | TECHNO MEDICA CO LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    283000 | NS      | $3790041.69   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SHO-BOND HOLDINGS CO LTD                         | SHO-BOND HOLDINGS CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1322000 | NS      | $56404635.78  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| INSTONE REAL ESTATE GROUP SE                     | INSTONE REAL ESTATE GROUP                        | CUSIP: N/A<br>LEI: 391200DINUIRPDZQHX03       | Long             | EC               | CORP              | DE        |    150000 | NS      | $1524727.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUIDRA SA                                       | FLUIDRA SA                                       | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |   1036320 | NS      | $18206426.24  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMCO CORP                                       | SUMCO CORPORATION                                | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |    395500 | NS      | $5860032.89   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEX CORP (CANADA)                               | ONEX CORP SUB-VTG                                | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |     30000 | NS      | $1550561.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMACO RESOURCES INC                             | RAMACO RESOURCES INC                             | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |    220000 | NS      | $2294600.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMMIT INDUSTRIAL INCOME REIT                    | SUMMIT INDL INCOME REIT                          | CUSIP: 866120116<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | EC               | CORP              | CA        |   1408100 | NS      | $24213541.77  | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| DECHRA PHARMACEUTICALS PLC                       | DECHRA PHARMACEUTICALS PLC                       | CUSIP: N/A<br>LEI: 213800J4UVB5OWG8VX82       | Long             | EC               | CORP              | GB        |   1166013 | NS      | $41199297.96  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIRN HOMES PLC                                  | CAIRN HOMES PLC                                  | CUSIP: N/A<br>LEI: 635400DPX6WP2KKDOA83       | Long             | EC               | CORP              | IE        |  11532634 | NS      | $12284358.70  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCOS SPA                                     | INTERCOS SPA                                     | CUSIP: N/A<br>LEI: 8156004C3711C92F7648       | Long             | EC               | CORP              | IT        |    269000 | NS      | $3880723.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBASSY OFFICE PARKS REIT                        | EMBASSY OFFICE PARKS REIT                        | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |   4461800 | NS      | $17924864.78  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| RACCOON HOLDINGS INC                             | RACCOON HOLDINGS INC                             | CUSIP: N/A<br>LEI: 353800QDMZXWNVCHDQ90       | Long             | EC               | CORP              | JP        |    220000 | NS      | $2002342.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ITURAN LOCATION and CONTROL LTD                  | ITURAN LOC AND CON LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |    968735 | NS      | $21263733.25  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CHLITINA HOLDING LTD                             | CHLITINA HOLDING LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   2142000 | NS      | $15951696.68  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTAL ENERGY SVCS INC                            | TOTAL ENERGY SERVICES INC                        | CUSIP: 89154B102<br>LEI: 549300R3W0R3EV800D58 | Long             | EC               | CORP              | CA        |    325900 | NS      | $2270559.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDISTIM ASA                                     | MEDISTIM ASA                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXJOX483       | Long             | EC               | CORP              | NO        |    433545 | NS      | $9555572.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENCORE GROUP PLC                              | GREENCORE GROUP PLC                              | CUSIP: N/A<br>LEI: 635400GGBEWULJXM5868       | Long             | EC               | CORP              | IE        |   2500000 | NS      | $2461076.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JEOL LTD                                         | JEOL LTD                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    931600 | NS      | $27355538.72  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| HELIOS TOWERS PLC                                | HELIOS TOWERS PLC                                | CUSIP: N/A<br>LEI: 213800DGC7GS4XCHCU30       | Long             | EC               | CORP              | GB        |   5712516 | NS      | $7535662.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STRAUSS GROUP LTD                                | STRAUSS GROUP LTD                                | CUSIP: N/A<br>LEI: 254900GBA9EK5FGVQA80       | Long             | EC               | CORP              | IL        |    333464 | NS      | $8505546.78   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AUCNET INC                                       | AUCNET INC                                       | CUSIP: N/A<br>LEI: 2138008S9UYI8TYJ8H39       | Long             | EC               | CORP              | JP        |    757060 | NS      | $11009712.13  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ARJO AB                                          | ARJO AB - B SHARES                               | CUSIP: N/A<br>LEI: 549300OWGJPYKC6JF790       | Long             | EC               | CORP              | SE        |    370000 | NS      | $1431513.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRONEXUS INC                                     | PRONEXUS INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1319577 | NS      | $9900701.84   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MUSTI GROUP OYJ                                  | MUSTI GROUP HOLDING OY                           | CUSIP: N/A<br>LEI: 743700IE9NQGF9YZAI97       | Long             | EC               | CORP              | FI        |    758878 | NS      | $12820720.93  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STEADFAST GROUP LTD                              | STEADFAST GROUP LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   5696015 | NS      | $21161773.42  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA GENERALI SPA                               | BANCA GENERALI SPA                               | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |     53900 | NS      | $1980591.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOULBRAIN CO LTD                                 | SOULBRAIN                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     16000 | NS      | $3051385.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMETIC GROUP AB                                 | DOMETIC GROUP AB                                 | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | EC               | CORP              | SE        |    276500 | NS      | $1731826.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ HOLDING AG                                    | VZ HOLDING AG                                    | CUSIP: N/A<br>LEI: 529900JMJUZCFUVQ0Q82       | Long             | EC               | CORP              | CH        |     41172 | NS      | $3264977.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CKD CORP                                         | CKD CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    149900 | NS      | $2321528.12   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| USS CO LTD                                       | USS CO LTD                                       | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |   1408300 | NS      | $23163962.59  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| DIP CORPORATION                                  | DIP CORPORATION                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    121200 | NS      | $3597271.46   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| YAKUODO HOLDINGS CO LTD                          | YAKUODO HOLDINGS CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    695300 | NS      | $13883303.31  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| KOBAYASHI PHARMACEUTICAL CO LTD                  | KOBAYASHI PHARMAC CO LTD                         | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Long             | EC               | CORP              | JP        |    411800 | NS      | $29563991.95  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| SAVILLS PLC                                      | SAVILLS PLC                                      | CUSIP: N/A<br>LEI: 213800WXICGMBWHTA933       | Long             | EC               | CORP              | GB        |    130000 | NS      | $1563438.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                         | GAMES WORKSHOP GROUP CO PLC                      | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |     23000 | NS      | $2659750.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO SUISAN KAISHA LTD                           | TOYO SUISAN KAISHA LTD                           | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     85000 | NS      | $3512269.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| IWATSUKA CONFECTIONARY CO                        | IWATSUKA CONFECTIONARY CO                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    105800 | NS      | $3481791.62   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| H and T GROUP PLC                                | H and T GROUP PLC                                | CUSIP: N/A<br>LEI: 2138006N2X1XSBSDSU74       | Long             | EC               | CORP              | GB        |    580000 | NS      | $3139082.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                       | ADIENT PLC                                       | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     47100 | NS      | $2120442.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADLEAF CO LTD                                 | BROADLEAF CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   5982673 | NS      | $21122707.77  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| MCCOY GLOBAL INC                                 | MCCOY GLOBAL INC                                 | CUSIP: 57980Q106<br>LEI: 254900YGJXG62J21UW62 | Long             | EC               | CORP              | CA        |   1106750 | NS      | $898342.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER PLC                                     | GRAINGER PLC                                     | CUSIP: N/A<br>LEI: 2138007CEIRKZMNI2979       | Long             | EC               | CORP              | GB        |   2206700 | NS      | $7062496.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCLANDS CORP                                    | ARCLANDS CORP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    193700 | NS      | $2182408.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MAYTRONICS LTD                                   | MAYTRONICS LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |    874171 | NS      | $10586342.13  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FUNAI SOKEN HOLDINGS INC                         | FUNAI SOKEN HOLDINGS INC                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1276757 | NS      | $27632345.96  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| DR. MARTENS LTD                                  | DR. MARTENS LTD                                  | CUSIP: N/A<br>LEI: 213800QPT8YM6NQZPH28       | Long             | EC               | CORP              | GB        |   1050000 | NS      | $2009052.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STABILUS SE                                      | STABILUS SE                                      | CUSIP: N/A<br>LEI: 529900JOSL94HJN4VZ28       | Long             | EC               | CORP              | DE        |    393800 | NS      | $27057163.12  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TKH GROUP NV                                     | TKH GROUP NV DUTCH CERTIFICATE                   | CUSIP: N/A<br>LEI: 7245008G22FOV7TYYJ34       | Long             | EC               | CORP              | NL        |     48909 | NS      | $2210867.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                                  | MORNINGSTAR INC                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |    224100 | NS      | $54429408.00  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LIMITED      | SITC INTL HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |    600000 | NS      | $1310759.74   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITEC CORP                                      | MEITEC CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    201000 | NS      | $3781152.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BFF BANK SPA                                     | BFF BANK SPA                                     | CUSIP: N/A<br>LEI: 815600522538355AE429       | Long             | EC               | CORP              | IT        |    525000 | NS      | $4842845.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE AUTOMOTIVE SA                                | CIE AUTOMOTIVE SA                                | CUSIP: N/A<br>LEI: 95980020140005381252       | Long             | EC               | CORP              | ES        |    291400 | NS      | $8629509.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KATITAS CO LTD                                   | KATITAS CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    100000 | NS      | $2452044.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MINCON GROUP PLC                                 | MINCON GROUP PLC                                 | CUSIP: N/A<br>LEI: 635400LCBSV68KQHN886       | Long             | EC               | CORP              | IE        |   3905000 | NS      | $4839665.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEX GROUP INC                                  | MONEX GROUP INC                                  | CUSIP: N/A<br>LEI: 353800SGXKLYGPUJ4648       | Long             | EC               | CORP              | JP        |    380000 | NS      | $1340550.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZLEY PLC/UK                                   | BEAZLEY PLC/UK                                   | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |    775000 | NS      | $6353800.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KYORITSU MAINTENANCE CO LTD                      | KYORITSU MAINTENANCE CO LTD                      | CUSIP: N/A<br>LEI: 353800IO2MFHL1NA0986       | Long             | EC               | CORP              | JP        |     86500 | NS      | $3950798.01   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW            | INTERCONTINENTAL HL GR PLC ADR                   | CUSIP: 45857P806<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |    190000 | NS      | $13442500.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PETS AT HOME GROUP PLC                           | PETS AT HOME GROUP PLC                           | CUSIP: N/A<br>LEI: 2138003Y9ULD24PD3J93       | Long             | EC               | CORP              | GB        |   2401500 | NS      | $10433468.95  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MAYR MELNHOF KARTON AG                           | MAYR MELNHOF KARTON AG                           | CUSIP: N/A<br>LEI: 5299001AMHDLKUM80611       | Long             | EC               | CORP              | AT        |     24700 | NS      | $4129930.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN MATTSON FASTIGHETSFORETAGEN AB              | JOHN MATTSON FASTIGHETSFORETAGEN AB              | CUSIP: N/A<br>LEI: 549300UP4ZA93HCPRZ59       | Long             | EC               | CORP              | SE        |   1057832 | NS      | $9063432.07   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LSL PROPERTY SERVICES PLC                        | LSL PROPERTY SERVICES PLC                        | CUSIP: N/A<br>LEI: 213800T4VM5VR3C7S706       | Long             | EC               | CORP              | GB        |    694900 | NS      | $2261707.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGEAN PLC                                     | ENERGEAN PLC                                     | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | EC               | CORP              | GB        |    250000 | NS      | $3590675.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AZELIS GROUP NV                                  | AZELIS GROUP NV                                  | CUSIP: N/A<br>LEI: 699400M9RRMTV264FM70       | Long             | EC               | CORP              | BE        |    743287 | NS      | $20023837.35  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LAGERCRANTZ GROUP AB                             | LAGERCRANTZ GROUP AB CL B                        | CUSIP: N/A<br>LEI: 5493002L6I4YHANEYR87       | Long             | EC               | CORP              | SE        |  10360623 | NS      | $108385495.35 | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| MCJ CO LTD                                       | MCJ CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    530000 | NS      | $4122449.73   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI GROUP INC                                 | MISUMI GROUP INC                                 | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |   1487970 | NS      | $37448451.29  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDONMETRIC PROPERITY PLC                       | LONDONMETRIC PROPERITY PLC                       | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    816308 | NS      | $1895023.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COGECO COMMUNICATIONS INC                        | COGECO COMMUNICATIONS INC                        | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |     70000 | NS      | $3616925.33   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| MEARS GROUP PLC                                  | MEARS GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800DHCALLH8IRJV57       | Long             | EC               | CORP              | GB        |   1245152 | NS      | $3146925.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BGF RETAIL CO LTD                                | BGF RETAIL CO LTD/NEW                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    110318 | NS      | $16700519.35  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| KANSAI ELECTRIC POWER CO INC                     | KANSAI ELECTRIC POWER CO INC                     | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |    480000 | NS      | $4616205.51   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXERIALS CORP                                   | DEXERIALS CORP                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     70000 | NS      | $1496312.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WELCIA HOLDINGS CO LTD                           | WELCIA HOLDINGS CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    216170 | NS      | $4831545.53   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AZBIL CORP                                       | AZBIL CORPORATION                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   3466025 | NS      | $97736627.02  | 2.60%             |  |  |  | No            |                  2 | On Loan: No      |
| EMEMORY TECHNOLOGY INC                           | EMEMORY TECHNOLOGY INC                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     63000 | NS      | $3451201.47   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TOCALO CO LTD                                    | TOCALO CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1515849 | NS      | $14521001.18  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXUS AG                                         | NEXUS AG                                         | CUSIP: N/A<br>LEI: 529900IBXKVGR2ZZGT64       | Long             | EC               | CORP              | DE        |    618016 | NS      | $34601618.83  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA GROUP PLC                          | DOMINOS PIZZA GROUP PLC                          | CUSIP: N/A<br>LEI: 213800Q6ZKHAOV48JL75       | Long             | EC               | CORP              | GB        |    715100 | NS      | $2768258.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RHEINMETALL                                      | RHEINMETALL AG ORD                               | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |    143900 | NS      | $33478349.36  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| WOOD (JOHN) GROUP PLC                            | JOHN WOOD GROUP PLC                              | CUSIP: N/A<br>LEI: 549300PLYY6I10B6S323       | Long             | EC               | CORP              | GB        |   1550000 | NS      | $2708725.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                            | KONGSBERG GRUPPEN ASA                            | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |   1279702 | NS      | $50769615.29  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HILL and SMITH PLC                               | HILL and SMITH PLC                               | CUSIP: N/A<br>LEI: 2138003A3ISGQZBOWI83       | Long             | EC               | CORP              | GB        |    225514 | NS      | $3503114.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LECTRA                                           | LECTRA                                           | CUSIP: N/A<br>LEI: 9695000KWQEBUDT6IO19       | Long             | EC               | CORP              | FR        |   1045745 | NS      | $43485724.10  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JINS HOLDINGS INC                                | JINS HOLDINGS INC                                | CUSIP: N/A<br>LEI: 353800IG2NOMKC105309       | Long             | EC               | CORP              | JP        |     88300 | NS      | $2659180.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYCURRENT CONSULTING INC                        | BAYCURRENT CONSULTING INC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    119000 | NS      | $5058639.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NIHON PARKERIZING CO LTD                         | NIHON PARKERIZING CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   5679068 | NS      | $41930683.88  | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                  | TELEPERFORMANCE                                  | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |      9000 | NS      | $2495009.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORMA GROUP SE                                   | NORMA GROUP SE                                   | CUSIP: N/A<br>LEI: 5299000LM9HC76W5XD46       | Long             | EC               | CORP              | DE        |     98900 | NS      | $2121352.53   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE INC                                          | CAE INC                                          | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |   1100500 | NS      | $24854402.31  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TEQNION AB                                       | TEQNION AB                                       | CUSIP: N/A<br>LEI: 549300DRF7FY7VRFTX41       | Long             | EC               | CORP              | SE        |    431829 | NS      | $6441757.57   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PETERSHILL PARTNERS PLC                          | PETERSHILL PARTNERS PLC                          | CUSIP: N/A<br>LEI: 213800HTCF8A7XM22A32       | Long             | EC               | CORP              | GB        |   1400000 | NS      | $2916923.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WIENERBERGER AG                                  | WIENERBERGER AG                                  | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |    130000 | NS      | $3886561.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFTCAT PLC                                      | SOFTCAT PLC                                      | CUSIP: N/A<br>LEI: 213800N42YZLR9GLVC42       | Long             | EC               | CORP              | GB        |    222845 | NS      | $3313297.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPRIS ASA                                     | EUROPRIS ASA                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXGA8G28       | Long             | EC               | CORP              | NO        |   1254800 | NS      | $8064380.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE PHARMA PLC                              | ALLIANCE PHARMA PLC                              | CUSIP: N/A<br>LEI: 213800RYIWZA4Q5WPZ13       | Long             | EC               | CORP              | GB        |   2244435 | NS      | $1743242.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HEMNET SE                                        | HEMNET GROUP AB                                  | CUSIP: N/A<br>LEI: 5493008VIU67J3HUAR07       | Long             | EC               | CORP              | SE        |   2108500 | NS      | $29356410.65  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT BED HOLDINGS CO LTD                    | PARAMOUNT BED HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    616612 | NS      | $11842867.19  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                               | AERCAP HOLDINGS NV                               | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |    346000 | NS      | $21870660.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMIGUMI CO LTD                                  | KAMIGUMI CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    370800 | NS      | $7585274.33   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| RELO GROUP INC                                   | RELO GROUP INC                                   | CUSIP: N/A<br>LEI: 353800T595XRZDA8IB59       | Long             | EC               | CORP              | JP        |    273600 | NS      | $4636538.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHIKOSHO CO LTD                              | DAIICHIKOSHO CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1115714 | NS      | $34691209.96  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOUT24 SE                                       | SCOUT24 SE                                       | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |    330500 | NS      | $19179598.13  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| KARDEX HOLDING AG                                | KARDEX AG REG                                    | CUSIP: N/A<br>LEI: 529900JKKMQ07D6QZ480       | Long             | EC               | CORP              | CH        |     14990 | NS      | $2911220.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL HEARTS HOLDINGS CO LTD                   | DIGITAL HEARTS HOLDINGS CO LTD                   | CUSIP: N/A<br>LEI: 353800YFGI3U64VW0H08       | Long             | EC               | CORP              | JP        |   1330250 | NS      | $19716448.44  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BALTIC CLASSIFIEDS GROUP PLC                     | BALTIC CLASSIFIEDS GROUP PLC                     | CUSIP: N/A<br>LEI: 213800I1RPHCFSSQS969       | Long             | EC               | CORP              | GB        |   2665600 | NS      | $4995153.11   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MTY FOOD GROUP INC                               | MTY FOOD GROUP INC                               | CUSIP: 55378N107<br>LEI: 5493004BLYNZ8OWF5Z08 | Long             | EC               | CORP              | CA        |     72200 | NS      | $3734941.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| JTOWER INC                                       | JTOWER INC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    132000 | NS      | $6322463.55   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRIS PLC                                     | SPECTRIS PLC                                     | CUSIP: N/A<br>LEI: 213800Z4CO2CZO3M3T10       | Long             | EC               | CORP              | GB        |   2988925 | NS      | $117916677.32 | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SELAMAT SEMPURNA TBK PT                          | SELAMAT SEMPURNA TBK PT                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |  42315700 | NS      | $4462040.30   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUWA CERAMIC CO LTD                            | MARUWA CO LTD                                    | CUSIP: N/A<br>LEI: 3538009BXGIG8PFXNI29       | Long             | EC               | CORP              | JP        |     54300 | NS      | $6941140.86   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                     | WH GROUP LTD                                     | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   3500000 | NS      | $2155526.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRAX-SARCO ENGINEERING PLC                     | SPIRAX-SARCO ENGINEERING PLC                     | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |    377897 | NS      | $53717153.19  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDCREST CO LTD                                 | GOLDCREST CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1832300 | NS      | $22986707.14  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                       | NOV INC                                          | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    971900 | NS      | $23753236.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ON THE BEACH GROUP PLC                           | ON THE BEACH GROUP PLC                           | CUSIP: N/A<br>LEI: 213800K51Y9BZY7F9R69       | Long             | EC               | CORP              | GB        |   1651900 | NS      | $3572099.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBE BUSSAN CO LTD                               | KOBE BUSSAN CO LTD                               | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |     82300 | NS      | $2376145.99   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARKSON PLC                                     | CLARKSON PLC                                     | CUSIP: N/A<br>LEI: 2138007G6BGTEHI3OT22       | Long             | EC               | CORP              | GB        |   1009982 | NS      | $38288556.28  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUHTAMAKI OY                                     | HUHTAMAKI OYJ                                    | CUSIP: N/A<br>LEI: 5493007050SJVMXN6L29       | Long             | EC               | CORP              | FI        |    115489 | NS      | $4309008.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TECAN GROUP AG                                   | TECAN GROUP AG                                   | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Long             | EC               | CORP              | CH        |    109285 | NS      | $45600076.46  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA | CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |    473400 | NS      | $12804661.42  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| QOL HOLDINGS CO LTD                              | QOL HOLDINGS CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    240000 | NS      | $2169360.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                    | PARKLAND CORP                                    | CUSIP: 70137W108<br>LEI: 549300XHQS1JYWBNK868 | Long             | EC               | CORP              | CA        |    182500 | NS      | $4287663.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDCN TECHNOLOGY CO LTD                          | ADDCN TECHNOLOGY CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   2058764 | NS      | $13225313.99  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECT LINE INSURANCE GROUP PL C                 | DIRECT LINE INSURANCE GRP PLC                    | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |   1950000 | NS      | $4266000.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                     | Fidelity Cash Central Fund                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  89903861 | NS      | $89921842.25  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MYTILINEOS SA                                    | MYTILINEOS SA                                    | CUSIP: N/A<br>LEI: 213800KT8MEUJEJ2KW41       | Long             | EC               | CORP              | GR        |    204700 | NS      | $5274188.63   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ABC-MART INC                                     | ABC-MART INC                                     | CUSIP: N/A<br>LEI: 353800AXWW4CMTSJWL33       | Long             | EC               | CORP              | JP        |     50700 | NS      | $2732430.61   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CURVES HOLDINGS CO LTD                           | CURVES HOLDINGS CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   5137359 | NS      | $32844451.67  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| IRISH RESIDENTIAL PROPERTIES REIT PLC            | IRISH RESIDENTIAL PROPERTIES REIT PLC            | CUSIP: N/A<br>LEI: 635400EOPACLULRENY18       | Long             | EC               | CORP              | IE        |  11318900 | NS      | $14052700.71  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MEBUKI FINANCIAL GROUP INC                       | MEBUKI FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800K1RXV3E3JAE812       | Long             | EC               | CORP              | JP        |   1700000 | NS      | $4428189.01   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                          | DCC PLC                                          | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |     46000 | NS      | $2612113.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LASERTEC CORP                                    | LASERTEC CORP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    266360 | NS      | $50428047.99  | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| KUSURI NO AOKI HOLDINGS CO LTD                   | KUSURI NO AOKI HOLDINGS CO LTD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    245658 | NS      | $13841383.79  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| MONOGATARI CORPORATION (THE)                     | MONOGATARI CORPORATION (THE)                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    245096 | NS      | $12280608.56  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC CO LTD                                      | OBIC CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    509600 | NS      | $81702468.39  | 2.18%             |  |  |  | No            |                  2 | On Loan: No      |
| INSTALCO AB                                      | INSTALCO AB                                      | CUSIP: N/A<br>LEI: 549300DZ9ONT2AXY4029       | Long             | EC               | CORP              | SE        |    551500 | NS      | $2126873.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                                  | CONCENTRIX CORP                                  | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24600 | NS      | $3488526.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PASON SYSTEMS INC                                | PASON SYSTEMS INC                                | CUSIP: 702925108<br>LEI: 984500DC6T2FLR969F65 | Long             | EC               | CORP              | CA        |   1235700 | NS      | $14655102.03  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DIC ASSET AG                                     | DIC ASSET AG                                     | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | EC               | CORP              | DE        |    224733 | NS      | $2154889.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NANOFORM FINLAND PLC                             | NANOFORM FINLAND PLC                             | CUSIP: N/A<br>LEI: 743700JJO2NU8LBS1592       | Long             | EC               | CORP              | FI        |    425000 | NS      | $1339912.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVEM GROUP SA                                   | NOVEM GROUP SA                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    255000 | NS      | $2389664.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLUE AS                                         | VOLUE ASA                                        | CUSIP: N/A<br>LEI: 549300WCI347SOTFJB71       | Long             | EC               | CORP              | NO        |   3465809 | NS      | $10538120.46  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| SABRE INSURANCE GROUP PLC                        | SABRE INSURANCE GROUP PLC                        | CUSIP: N/A<br>LEI: 2138006RXRQ8P8VKGV98       | Long             | EC               | CORP              | GB        |   5096709 | NS      | $6471981.99   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| B and M EUROPEAN VALUE RETAIL S.A.               | B and M EUROPEAN VALUE RETAIL S.A.               | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |   1511031 | NS      | $8340089.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NSD CO LTD                                       | NSD CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1338780 | NS      | $24052357.26  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| ZUKEN INC                                        | ZUKEN INC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     96000 | NS      | $2342783.61   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RHI MAGNESITA NV                                 | RHI MAGNESITA NV                                 | CUSIP: N/A<br>LEI: 724500UWG6A61XNA3Y36       | Long             | EC               | CORP              | NL        |    113100 | NS      | $3750810.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ECONOCOM GROUP SA                                | ECONOCOM GROUP                                   | CUSIP: N/A<br>LEI: 5493006G5O9JP185PU76       | Long             | EC               | CORP              | BE        |    500000 | NS      | $1549188.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JM AB                                            | JM AB                                            | CUSIP: N/A<br>LEI: 529900X0UEM9DOM6FK12       | Long             | EC               | CORP              | SE        |    112185 | NS      | $2083300.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGHTMOVE PLC                                    | RIGHTMOVE PLC                                    | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |   6244570 | NS      | $45372379.22  | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DP POLAND PLC                                    | DP POLAND PLC                                    | CUSIP: N/A<br>LEI: 213800LPZBU5RPY7A394       | Long             | EC               | CORP              | GB        |  32210430 | NS      | $3395258.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JET2 PLC                                         | JET2 PLC                                         | CUSIP: N/A<br>LEI: I72RQ3PNLDPW8R7JIJ56       | Long             | EC               | CORP              | GB        |    150000 | NS      | $2246869.11   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS INC                                          | TIS INC                                          | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |    887836 | NS      | $25601063.15  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMADOR GROUPE SA                              | THERMADOR HOLDINGS SA                            | CUSIP: N/A<br>LEI: 969500SSIGMAGT008F11       | Long             | EC               | CORP              | FR        |     33900 | NS      | $3405345.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IMDEX LIMITED                                    | IMDEX LIMITED                                    | CUSIP: N/A<br>LEI: 529900H31NX5KRKXB865       | Long             | EC               | CORP              | AU        |  10444033 | NS      | $18545198.10  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| MIROKU JYOHO SERVICE CO LTD                      | MIROKU JYOHO SERVICE CO LTD                      | CUSIP: N/A<br>LEI: 3538009FEB7DY7VJDQ12       | Long             | EC               | CORP              | JP        |    864291 | NS      | $10832325.11  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS EVENTIM AG and CO KGAA                       | CTS EVENTIM AG and CO KGAA                       | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |   1456070 | NS      | $101784745.89 | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIGO AB                                        | ALLIGO AB CL B                                   | CUSIP: N/A<br>LEI: 549300AZV2TAMUBEZS90       | Long             | EC               | CORP              | SE        |    320000 | NS      | $2726438.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMATO HLDGS CO LTD                              | YAMATO HOLDINGS CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    215000 | NS      | $3761844.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BOLSA MEXICANA DE VALORES SA                     | BOLSA MEXICANA DE VALORES SA                     | CUSIP: N/A<br>LEI: 894500CS2D6RLGW61A19       | Long             | EC               | CORP              | MX        |   1173400 | NS      | $2544895.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INABA DENKI SANGYO CO LTD                        | INABA DENKISANGYO CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    396300 | NS      | $8609952.87   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| FAGRON                                           | FAGRON                                           | CUSIP: N/A<br>LEI: 549300TRKRUFK2RRG779       | Long             | EC               | CORP              | BE        |    497500 | NS      | $7339431.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA HBC AG                                 | COCA COLA HBC AG                                 | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |    110000 | NS      | $2660058.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BHG GROUP AB                                     | BHG GROUP AB                                     | CUSIP: N/A<br>LEI: 549300ZVMRRF6O85O151       | Long             | EC               | CORP              | SE        |   1203200 | NS      | $1762643.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOSE BROTHERS GROUP PLC                         | CLOSE BROTHERS GROUP PLC                         | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | EC               | CORP              | GB        |      1429 | NS      | $17071.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIKIT CO LTD                                   | MEDIKIT CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    695300 | NS      | $13186544.99  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| TEN ENTERTAINMENT GROUP PLC                      | TEN ENTERTAINMENT GROUP PLC                      | CUSIP: N/A<br>LEI: 213800SL9HJUQ5BGPX17       | Long             | EC               | CORP              | GB        |    887600 | NS      | $3151519.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LOG COMMERCIAL PROPERTIES E PARTICIPACOES SA     | LOG COMMERCIAL PROPERTIES E PARTICIPACOES SA     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1079800 | NS      | $3871394.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANK 1 SMN                                  | SPAREBANK 1 SMN                                  | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | EC               | CORP              | NO        |     74437 | NS      | $947092.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                     | Fidelity Securities Lending Cash Central Fund    | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  17106880 | NS      | $17108590.72  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO INTERNET GROUP INC                           | GMO INTERNET GROUP INC                           | CUSIP: N/A<br>LEI: 529900BFZEY3BESHBW90       | Long             | EC               | CORP              | JP        |    150000 | NS      | $2951980.59   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN-AI OBBLI CO LTD                              | SAN-AI OBBLI CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1576710 | NS      | $16404468.93  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAMES SYSTEM CO LTD                | INTERNATIONAL GAMES SYS CO LTD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    248000 | NS      | $4099343.87   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PRICESMART INC                                   | PRICESMART INC                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |    332588 | NS      | $24714614.28  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFTWARE SERVICE INC                             | SOFTWARE SERVICE INC                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    181500 | NS      | $12308376.72  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| KERRY PROPERTIES LTD                             | KERRY PROPERTIES LTD                             | CUSIP: N/A<br>LEI: 5299006T5ULIIRZ7LK49       | Long             | EC               | CORP              | BM        |    300000 | NS      | $760622.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ADDLIFE AB                                       | ADDLIFE AB                                       | CUSIP: N/A<br>LEI: 5493005T3M7CD7XWE013       | Long             | EC               | CORP              | SE        |   1875624 | NS      | $19675255.58  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                          | IMCD GROUP BV                                    | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |    308629 | NS      | $48668048.77  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN JOINERY GROUP PLC                         | HOWDEN JOINERY GROUP PLC                         | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |   3887682 | NS      | $33090379.94  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| INVINCIBLE INVESTMENT CORP                       | INVINCIBLE INVESTMENT CORP                       | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |      7000 | NS      | $2985298.90   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VAN LANSCHOT KEMPEN NV                           | VAN LANSCHOT KEMPEN NV                           | CUSIP: N/A<br>LEI: 724500D8WOYCL1BUCB80       | Long             | EC               | CORP              | NL        |    305761 | NS      | $8775573.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AOKI SUPER CO LTD                                | AOKI SUPER CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    309187 | NS      | $5333517.82   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI JUSHI CORP                               | SEKISUI JUSHI CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    175000 | NS      | $2656109.02   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTNATURE INC                                    | ARTNATURE INC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1189900 | NS      | $6930405.44   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFARICOM LTD                                    | SAFARICOM LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KE        |  10459846 | NS      | $1965946.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAURENT PERRIER GROUP                            | LAURENT PERRIER GROUP                            | CUSIP: N/A<br>LEI: 96950036OIHAEGNGJ871       | Long             | EC               | CORP              | FR        |    117531 | NS      | $15716180.66  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| S4 CAPITAL PLC                                   | S4 CAPITAL PLC                                   | CUSIP: N/A<br>LEI: 21380068SP9V65KPQN68       | Long             | EC               | CORP              | GB        |   1598700 | NS      | $4312454.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JD WETHERSPOON PLC                               | WETHERSPOON (JD) PLC                             | CUSIP: N/A<br>LEI: 213800CHWARFAAN7UB85       | Long             | EC               | CORP              | GB        |    333500 | NS      | $1867468.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                                     | VALLOUREC SA                                     | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |    180000 | NS      | $2615356.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBOSHI BELTING LTD                           | MITSUBOSHI BELTING LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    292952 | NS      | $8359069.46   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGAN SA                                         | ARGAN                                            | CUSIP: N/A<br>LEI: 529900FXM41XSCUSGH04       | Long             | EC               | CORP              | FR        |     75600 | NS      | $6418924.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUMP GROUP SPA                              | INTERPUMP GROUP SPA                              | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |   1615037 | NS      | $83891525.46  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VICAT (SA DES CIMENTS)                           | VICAT (SA DES CIMENTS)                           | CUSIP: N/A<br>LEI: 9695009YI1863TOVDP79       | Long             | EC               | CORP              | FR        |     23475 | NS      | $654609.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RENESAS ELECTRONICS CORP                         | RENESAS ELECTRONICS CORP                         | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |    281200 | NS      | $2892451.72   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIS SA                                          | ELIS SA                                          | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               | CORP              | FR        |    285000 | NS      | $4988387.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTH WEST CO INC                                | NORTH WEST COMPANY INC                           | CUSIP: 663278208<br>LEI: 254900VT1HQAZR3IVM76 | Long             | EC               | CORP              | CA        |    130000 | NS      | $3540791.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TSURUHA HOLDINGS INC                             | TSURUHA HOLDINGS INC                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    124635 | NS      | $9176573.88   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| KYUSHU RAILWAY COMPANY                           | KYUSHU RAILWAY COMPANY                           | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Long             | EC               | CORP              | JP        |    130000 | NS      | $2914166.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NS TOOL CO LTD                                   | NS TOOL CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1434000 | NS      | $11834456.15  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| OSG CORP                                         | OSG CORP                                         | CUSIP: N/A<br>LEI: 353800IWJAOVAFO6X450       | Long             | EC               | CORP              | JP        |   2120875 | NS      | $33286920.51  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| ADDTECH AB                                       | ADDTECH AB CL B                                  | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |   7276065 | NS      | $115775820.07 | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TALANX AG                                        | TALANX AKTIENGESELLSCHAFT                        | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |     75200 | NS      | $3708346.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BETSSON AB                                       | BETSSON AB CL B                                  | CUSIP: N/A<br>LEI: 549300W61XW8OFGBG077       | Long             | EC               | CORP              | SE        |    560000 | NS      | $4636321.91   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OSISKO GOLD ROYALTIES LTD                        | OSISKO GOLD ROYALTIES LTD                        | CUSIP: 68827L101<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |    874700 | NS      | $11708246.21  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BODYCOTE PLC                                     | BODYCOTE PLC                                     | CUSIP: N/A<br>LEI: 213800V93QFW53NB7Y29       | Long             | EC               | CORP              | GB        |   5240861 | NS      | $42062382.37  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMPT LTD                                        | ASMPT LTD                                        | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |    200000 | NS      | $1651925.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NOF CORP                                         | NOF CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    217800 | NS      | $9277673.80   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| VETOQUINOL SA                                    | VETOQUINOL SA                                    | CUSIP: N/A<br>LEI: 969500YP0AETQIK48R39       | Long             | EC               | CORP              | FR        |    295648 | NS      | $27416590.56  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| LISI                                             | LISI                                             | CUSIP: N/A<br>LEI: 969500UU4O58BR802Y55       | Long             | EC               | CORP              | FR        |    861095 | NS      | $19097244.34  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MAISONS DU MONDE SA                              | MAISONS DU MONDE SA                              | CUSIP: N/A<br>LEI: 9695009DV2698O4ZBU71       | Long             | EC               | CORP              | FR        |    360800 | NS      | $4420586.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDSTAR GLOBALGENE TECHNOLOGY INC               | KINDSTAR GLOBALGENE TECHNOLOGY INC               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   3827000 | NS      | $1124786.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MARR SPA                                         | MARR SPA                                         | CUSIP: N/A<br>LEI: 815600576D5536AC7B34       | Long             | EC               | CORP              | IT        |    131400 | NS      | $1722789.21   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL AUTOMOTIVE PRODUCTS LTD                  | CENTRAL AUTOMOTIVE PRODS LTD                     | CUSIP: N/A<br>LEI: 353800X9460YZVHWB065       | Long             | EC               | CORP              | JP        |    183879 | NS      | $3433648.49   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AALBERTS NV                                      | AALBERTS NV                                      | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |   2235235 | NS      | $105099045.24 | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CADELER A/S                                      | CADELER A/S                                      | CUSIP: N/A<br>LEI: 9845008439EUED140282       | Long             | EC               | CORP              | DK        |   1000000 | NS      | $4155646.39   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                      | AUTOLIV INC                                      | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |    388900 | NS      | $35825468.00  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer