# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001752724-25-158568
**Filing Date:** 2025-6
**Character Count:** 102411
**Document Hash:** 91457b11403e700b7bf7c9465dfd1ae8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158568.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158568

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07436
- **FILM NUMBER:** 251077980

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1485430126.31

**Total Liabilities:** $29862072.56

**Net Assets:** $1455568053.75

**Cash Not Reported:** $2984820.43

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002756 | -0.70%               | -0.70%               | 7.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $18653925.08             | $-30169860.93                              |
| Month 2  | $5847936.82              | $-18952351.54                              |
| Month 3  | $-9530537.85             | $95557567.12                               |

### Schedule of Portfolio Investments

| Name                                     | Title                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Serica Energy PLC                        | Serica Energy PLC                          | CUSIP: 000000000<br>LEI: 213800EZZOKA815VC426 | Long             | EC               | CORP              | GB        |    442623 | NS      | $751346.45    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                | DFA Short Term Investment Fund             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  14512069 | NS      | $14512068.78  | 1.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Vanquis Banking Group PLC                | Vanquis Banking Group PLC                  | CUSIP: 000000000<br>LEI: 213800U93SZC44VXN635 | Long             | EC               | CORP              | GB        |   1270872 | NS      | $1087929.54   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Balfour Beatty PLC                       | Balfour Beatty PLC                         | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |   3447741 | NS      | $21087673.73  | 1.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Mortgage Advice Bureau Holdings Ltd      | Mortgage Advice Bureau Holdings Ltd.       | CUSIP: 000000000<br>LEI: 2138008AY1RA61T6W960 | Long             | EC               | CORP              | GB        |      2813 | NS      | $30522.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| S4 Capital PLC                           | S4 Capital PLC                             | CUSIP: 000000000<br>LEI: 21380068SP9V65KPQN68 | Long             | EC               | CORP              | GB        |    576269 | NS      | $208889.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Premier Foods PLC                        | Premier Foods PLC                          | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |   4396319 | NS      | $11655579.47  | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| Chesnara PLC                             | Chesnara PLC                               | CUSIP: 000000000<br>LEI: 213800VFRMBRTSZ3SJ06 | Long             | EC               | CORP              | GB        |    830049 | NS      | $2849280.39   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Firstgroup PLC                           | Firstgroup PLC                             | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |   3407643 | NS      | $7860077.75   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| PayPoint PLC                             | PayPoint PLC                               | CUSIP: 000000000<br>LEI: 5493004YKWI8U0GDD138 | Long             | EC               | CORP              | GB        |    215571 | NS      | $1946265.49   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Watkin Jones PLC                         | Watkin Jones PLC                           | CUSIP: 000000000<br>LEI: 2138009X19O21NU5SG79 | Long             | EC               | CORP              | GB        |   1081806 | NS      | $456184.44    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Reach PLC                                | Reach PLC                                  | CUSIP: 000000000<br>LEI: 213800GNI5XF3XOATR61 | Long             | EC               | CORP              | GB        |   1803047 | NS      | $1827722.60   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Just Group PLC                           | Just Group PLC                             | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |   5884481 | NS      | $11099163.84  | 0.76%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingfisher PLC                           | Kingfisher PLC                             | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |   1897473 | NS      | $7292929.17   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| International Paper Co                   | International Paper Co.                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     74932 | NS      | $3408718.55   | 0.23%             |  |  |  | No            | 2                  | On Loan: —       |
| EnQuest PLC                              | EnQuest PLC                                | CUSIP: 000000000<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | EC               | CORP              | GB        |   9498249 | NS      | $1726380.13   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Central Asia Metals PLC                  | Central Asia Metals PLC                    | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |    902208 | NS      | $1851240.02   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Victrex PLC                              | Victrex PLC                                | CUSIP: 000000000<br>LEI: 213800UYNPHAUNHPXL67 | Long             | EC               | CORP              | GB        |    453660 | NS      | $5035617.77   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Jupiter Fund Management PLC              | Jupiter Fund Management PLC                | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |   2474185 | NS      | $2391573.24   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| dotdigital group plc                     | dotdigital group PLC                       | CUSIP: 000000000<br>LEI: 2138006LZ7HHQ6DWFD42 | Long             | EC               | CORP              | GB        |    581720 | NS      | $643507.34    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Rathbones Group PLC                      | Rathbones Group PLC                        | CUSIP: 000000000<br>LEI: 213800MBTHM6UE8ZQP29 | Long             | EC               | CORP              | GB        |    254551 | NS      | $5359147.74   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Conduit Holdings Ltd                     | Conduit Holdings Ltd.                      | CUSIP: 000000000<br>LEI: 21380085AE62D1BXSF19 | Long             | EC               | CORP              | BM        |      8032 | NS      | $36971.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PZ Cussons PLC                           | PZ Cussons PLC                             | CUSIP: 000000000<br>LEI: XB3CXKKKED7OMV80FY35 | Long             | EC               | CORP              | GB        |   1319689 | NS      | $1373304.51   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Oxford Nanopore Technologies PLC         | Oxford Nanopore Technologies PLC           | CUSIP: 000000000<br>LEI: 213800IRWQ2Q6M2CDW55 | Long             | EC               | CORP              | GB        |    337883 | NS      | $537197.48    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Harworth Group PLC                       | Harworth Group PLC                         | CUSIP: 000000000<br>LEI: 213800R8JSSGK2KPFG21 | Long             | EC               | CORP              | GB        |     35421 | NS      | $82977.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Paragon Banking Group PLC                | Paragon Banking Group PLC                  | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |   1869236 | NS      | $21116899.26  | 1.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Auction Technology Group PLC             | Auction Technology Group PLC               | CUSIP: 000000000<br>LEI: 213800U8Q9K2XI3WRE39 | Long             | EC               | CORP              | GB        |    271626 | NS      | $2115234.50   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| OSB Group PLC                            | OSB Group PLC                              | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |   1598404 | NS      | $10159852.60  | 0.70%             |  |  |  | No            | 2                  | On Loan: No      |
| Greggs PLC                               | Greggs PLC                                 | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |    585443 | NS      | $14574594.42  | 1.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Energean PLC                             | Energean PLC                               | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | EC               | CORP              | GB        |    701688 | NS      | $8312656.91   | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| Anglogold Ashanti Plc                    | Anglogold Ashanti PLC                      | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |     11524 | NS      | $485851.84    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Close Brothers Group PLC                 | Close Brothers Group PLC                   | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |   1026399 | NS      | $4463501.14   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| MONY Group PLC                           | MONY Group PLC                             | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |   2745545 | NS      | $7430742.49   | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| Ithaca Energy PLC                        | Ithaca Energy PLC                          | CUSIP: 000000000<br>LEI: 21380057TNFLXPXBIP34 | Long             | EC               | CORP              | GB        |     16603 | NS      | $29472.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Frasers Group PLC                        | Frasers Group PLC                          | CUSIP: 000000000<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |    826342 | NS      | $7306539.36   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| IQE PLC                                  | IQE PLC                                    | CUSIP: 000000000<br>LEI: 213800Y33WHD3ESJJP16 | Long             | EC               | CORP              | GB        |   3270990 | NS      | $396312.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Luceco PLC                               | Luceco PLC                                 | CUSIP: 000000000<br>LEI: 213800BBFZK4W4P98U76 | Long             | EC               | CORP              | GB        |    290173 | NS      | $536558.01    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Food Group PLC                    | Hilton Food Group PLC                      | CUSIP: 000000000<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |    388333 | NS      | $4619475.86   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Georgia Capital PLC                      | Georgia Capital PLC                        | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |     73525 | NS      | $1592962.95   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Travis Perkins PLC                       | Travis Perkins PLC                         | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |    978285 | NS      | $7302475.77   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| GB Group PLC                             | GB Group PLC                               | CUSIP: 000000000<br>LEI: 213800RBAFZIBCV7XR29 | Long             | EC               | CORP              | GB        |    570107 | NS      | $1868394.42   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Rightmove PLC                            | Rightmove PLC                              | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |    194843 | NS      | $1924299.63   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Norcros PLC                              | Norcros PLC                                | CUSIP: 000000000<br>LEI: 213800EIMJZZA1GBIE18 | Long             | EC               | CORP              | GB        |    184431 | NS      | $597675.97    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Severfield PLC                           | Severfield PLC                             | CUSIP: 000000000<br>LEI: 21380025AWPR781CY104 | Long             | EC               | CORP              | GB        |   1140644 | NS      | $365529.12    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Persimmon PLC                            | Persimmon PLC                              | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |   1291757 | NS      | $22355107.16  | 1.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Moonpig Group PLC                        | Moonpig Group PLC                          | CUSIP: 000000000<br>LEI: 213800VAYO5KCAXZHK83 | Long             | EC               | CORP              | GB        |   1093641 | NS      | $3347125.39   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| RS GROUP PLC                             | RS Group PLC                               | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |   2283075 | NS      | $15741809.37  | 1.08%             |  |  |  | No            | 2                  | On Loan: No      |
| IP Group PLC                             | IP Group PLC                               | CUSIP: 000000000<br>LEI: 213800HG22UM138WFG43 | Long             | EC               | CORP              | GB        |   5518298 | NS      | $3127537.58   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Alfa Financial Software Holdings PLC     | Alfa Financial Software Holdings PLC       | CUSIP: 000000000<br>LEI: 213800C5UOZHUTNUGA28 | Long             | EC               | CORP              | GB        |     42630 | NS      | $126743.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Treatt PLC                               | Treatt PLC                                 | CUSIP: 000000000<br>LEI: 213800G4OJM9F7G9LG39 | Long             | EC               | CORP              | GB        |     24863 | NS      | $84739.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bellway PLC                              | Bellway PLC                                | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |    621599 | NS      | $22316480.70  | 1.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Mears Group PLC                          | Mears Group PLC                            | CUSIP: 000000000<br>LEI: 213800DHCALLH8IRJV57 | Long             | EC               | CORP              | GB        |    801169 | NS      | $4147242.96   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Lion Finance Group PLC                   | Lion Finance Group PLC                     | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |    258093 | NS      | $20702384.28  | 1.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexxen International Ltd                 | Nexxen International Ltd.                  | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |     84836 | NS      | $911266.29    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| M&C Saatchi PLC                          | M&C Saatchi PLC                            | CUSIP: 000000000<br>LEI: 213800XBLFQZ1T1KBA87 | Long             | EC               | CORP              | GB        |      4260 | NS      | $8977.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AJ Bell PLC                              | AJ Bell PLC                                | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |   1435758 | NS      | $8171247.03   | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| Begbies Traynor Group PLC                | Begbies Traynor Group PLC                  | CUSIP: 000000000<br>LEI: 21380075TB4ROF7KWK30 | Long             | EC               | CORP              | GB        |     60262 | NS      | $73592.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Tate & Lyle PLC                          | Tate & Lyle PLC                            | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |   2022220 | NS      | $15071640.46  | 1.04%             |  |  |  | No            | 2                  | On Loan: No      |
| XP Power Ltd                             | XP Power Ltd.                              | CUSIP: 000000000<br>LEI: 213800I7RWQ3FV72EZ26 | Long             | EC               | CORP              | SG        |     58293 | NS      | $547621.44    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Speedy Hire PLC                          | Speedy Hire PLC                            | CUSIP: 000000000<br>LEI: 213800U78SIYAZDYXM61 | Long             | EC               | CORP              | GB        |   2593032 | NS      | $678931.11    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Spire Healthcare Group PLC               | Spire Healthcare Group PLC                 | CUSIP: 000000000<br>LEI: 213800IBJPW3SE2RA350 | Long             | EC               | CORP              | GB        |   1575914 | NS      | $4074732.65   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Watches of Switzerland Group PLC         | Watches of Switzerland Group PLC           | CUSIP: 000000000<br>LEI: 2138008ZOT5K9PJW7168 | Long             | EC               | CORP              | GB        |   1093815 | NS      | $5204157.71   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| M&G PLC                                  | M&G PLC                                    | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |    422513 | NS      | $1172425.21   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Chemring Group PLC                       | Chemring Group PLC                         | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |    900564 | NS      | $4810228.69   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| FDM Group Holdings PLC                   | FDM Group Holdings PLC                     | CUSIP: 000000000<br>LEI: 213800YR62D7GUZLMZ71 | Long             | EC               | CORP              | GB        |    481877 | NS      | $1441942.86   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| FD Technologies PLC                      | Fund Technologies PLC                      | CUSIP: 000000000<br>LEI: 213800MKQAJ5R7WIU633 | Long             | EC               | CORP              | GB        |     41353 | NS      | $984134.94    | 0.07%             |  |  |  | No            | 2                  | On Loan: —       |
| Porvair PLC                              | Porvair PLC                                | CUSIP: 000000000<br>LEI: 213800ECKHS8LAQO3C45 | Long             | EC               | CORP              | GB        |     18060 | NS      | $178656.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| iomart Group PLC                         | iomart Group PLC                           | CUSIP: 000000000<br>LEI: 213800MME6X5NGP7NC68 | Long             | EC               | CORP              | GB        |    355807 | NS      | $119453.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Castings PLC                             | Castings PLC                               | CUSIP: 000000000<br>LEI: 2138004LKVACAUE94W70 | Long             | EC               | CORP              | GB        |    172431 | NS      | $589224.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Oxford Instruments PLC                   | Oxford Instruments PLC                     | CUSIP: 000000000<br>LEI: 213800J364EZD6UCE231 | Long             | EC               | CORP              | GB        |    156698 | NS      | $3447564.41   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Xaar PLC                                 | Xaar PLC                                   | CUSIP: 000000000<br>LEI: 213800MXEC3KAOBBPO57 | Long             | EC               | CORP              | GB        |    546570 | NS      | $758562.59    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| International Personal Finance PLC       | International Personal Finance PLC         | CUSIP: 000000000<br>LEI: 213800II1O44IRKUZB59 | Long             | EC               | CORP              | GB        |   1176222 | NS      | $2192150.85   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Robert Walters PLC                       | Robert Walters PLC                         | CUSIP: 000000000<br>LEI: 213800LIE15BDEN3VW43 | Long             | EC               | CORP              | GB        |    375449 | NS      | $1136309.69   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Elementis PLC                            | Elementis PLC                              | CUSIP: 000000000<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |   3642556 | NS      | $6122498.59   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| C&C Group PLC                            | C&C Group PLC                              | CUSIP: 000000000<br>LEI: 635400LNUHA2LDXXV850 | Long             | EC               | CORP              | IE        |   2000518 | NS      | $3674583.72   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Funding Circle Holdings PLC              | Funding Circle Holdings PLC                | CUSIP: 000000000<br>LEI: 2138003EK6UAINBBUS19 | Long             | EC               | CORP              | GB        |    161380 | NS      | $245248.54    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Smiths News PLC                          | Smiths News PLC                            | CUSIP: 000000000<br>LEI: 2138004O33ONVOOQXB02 | Long             | EC               | CORP              | GB        |    230677 | NS      | $163773.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan African Resources PLC                | Pan African Resources PLC                  | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |   6395168 | NS      | $3793586.56   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| IntegraFin Holdings PLC                  | IntegraFin Holdings PLC                    | CUSIP: 000000000<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |    966102 | NS      | $3945529.79   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| J D Wetherspoon PLC                      | J D Wetherspoon PLC                        | CUSIP: 000000000<br>LEI: 213800CHWARFAAN7UB85 | Long             | EC               | CORP              | GB        |    573741 | NS      | $5017156.14   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Carr's Group PLC                         | Carr's Group PLC                           | CUSIP: 000000000<br>LEI: 213800HTIKPQV98RA653 | Long             | EC               | CORP              | GB        |    357844 | NS      | $609084.39    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Ceres Power Holdings PLC                 | Ceres Power Holdings PLC                   | CUSIP: 000000000<br>LEI: 213800N7AAHSXQUOA733 | Long             | EC               | CORP              | GB        |     16384 | NS      | $12788.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Foxtons Group PLC                        | Foxtons Group PLC                          | CUSIP: 000000000<br>LEI: 5493001HCMG6R1MYKC59 | Long             | EC               | CORP              | GB        |   1589941 | NS      | $1256264.77   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| SigmaRoc PLC                             | Sigmaroc PLC                               | CUSIP: 000000000<br>LEI: 213800Q3CJUERBGD1E44 | Long             | EC               | CORP              | GB        |    782403 | NS      | $947614.00    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Dunelm Group PLC                         | Dunelm Group PLC                           | CUSIP: 000000000<br>LEI: 213800WCOWEI3T5DUV19 | Long             | EC               | CORP              | GB        |    732209 | NS      | $10752634.70  | 0.74%             |  |  |  | No            | 2                  | On Loan: No      |
| Gamma Communications PLC                 | Gamma Communications PLC                   | CUSIP: 000000000<br>LEI: 213800LAQZXPRIZUEH50 | Long             | EC               | CORP              | GB        |    335788 | NS      | $5994424.14   | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexxen International Ltd                 | Nexxen International Ltd.                  | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |      2906 | NS      | $28856.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| boohoo Group PLC                         | boohoo Group PLC                           | CUSIP: 000000000<br>LEI: 213800SZF3KFCECWY243 | Long             | EC               | CORP              | JE        |   2284135 | NS      | $659256.94    | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| SIG PLC                                  | SIG PLC                                    | CUSIP: 000000000<br>LEI: 213800VDC1BKJEZ8PV53 | Long             | EC               | CORP              | GB        |   3980098 | NS      | $825817.99    | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| Serco Group PLC                          | Serco Group PLC                            | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |   5760619 | NS      | $13220428.52  | 0.91%             |  |  |  | No            | 2                  | On Loan: No      |
| Aston Martin Lagonda Global Holdings PLC | Aston Martin Lagonda Global Holdings PLC   | CUSIP: 000000000<br>LEI: 213800167WOVOK5ZC776 | Long             | EC               | CORP              | GB        |   1245659 | NS      | $1122873.72   | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| Brooks Macdonald Group PLC               | Brooks Macdonald Group PLC                 | CUSIP: 000000000<br>LEI: 213800WRDF8LB8MIEX37 | Long             | EC               | CORP              | GB        |      1612 | NS      | $31475.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Studio Retail Group PLC                  | Studio Retail Group PLC                    | CUSIP: 000000000<br>LEI: 2138006V9ZT2KO6PZY81 | Long             | EC               | CORP              | GB        |    220669 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: —       |
| The DFA Investment Trust Company         | DFA Investment Trust Co.                   | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   1309678 | NS      | $15146427.16  | 1.04%             |  |  |  | No            | 2                  | On Loan: No      |
| XPS Pensions Group PLC                   | XPS Pensions Group PLC                     | CUSIP: 000000000<br>LEI: 2138004Y8OBPJEAACJ11 | Long             | EC               | CORP              | GB        |    138684 | NS      | $711181.24    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuller Smith & Turner PLC                | Fuller Smith & Turner PLC                  | CUSIP: 000000000<br>LEI: 213800C7ACOFMRCQQW76 | Long             | EC               | CORP              | GB        |    169244 | NS      | $1270732.00   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Currys PLC                               | Currys PLC                                 | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |   5510650 | NS      | $8166999.28   | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| Greencore Group PLC                      | Greencore Group PLC                        | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               | CORP              | IE        |   2447152 | NS      | $6034448.87   | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Dowlais Group PLC                        | Dowlais Group PLC                          | CUSIP: 000000000<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |   6027958 | NS      | $4676640.97   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Matthey PLC                      | Johnson Matthey PLC                        | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |    895415 | NS      | $15416784.58  | 1.06%             |  |  |  | No            | 2                  | On Loan: No      |
| DFS Furniture PLC                        | DFS Furniture PLC                          | CUSIP: 000000000<br>LEI: 213800GDSOBNKS1U1P93 | Long             | EC               | CORP              | GB        |   1163644 | NS      | $2267018.12   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Vesuvius PLC                             | Vesuvius PLC                               | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |   1262345 | NS      | $5765883.54   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Tullow Oil PLC                           | Tullow Oil PLC                             | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | EC               | CORP              | GB        |   6556414 | NS      | $1119260.52   | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| ATALAYA MINING COPPER SA                 | Atalaya Mining Copper SA                   | CUSIP: 000000000<br>LEI: 549300QNQPXVRXGXOX56 | Long             | EC               | CORP              | CY        |     75695 | NS      | $369122.74    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Card Factory PLC                         | Card Factory PLC                           | CUSIP: 000000000<br>LEI: 213800TTSOPFVCKPFQ11 | Long             | EC               | CORP              | GB        |   1770646 | NS      | $2244080.89   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Zotefoams PLC                            | Zotefoams PLC                              | CUSIP: 000000000<br>LEI: 213800B6P256B5XN8D32 | Long             | EC               | CORP              | GB        |    111485 | NS      | $367333.12    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Record PLC                               | Record PLC                                 | CUSIP: 000000000<br>LEI: 5493000VJ55ZTYGX4322 | Long             | EC               | CORP              | GB        |     18948 | NS      | $13428.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Sindall Group PLC                 | Morgan Sindall Group PLC                   | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |    292134 | NS      | $13808972.85  | 0.95%             |  |  |  | No            | 2                  | On Loan: No      |
| H&T Group PLC                            | H&T Group PLC                              | CUSIP: 000000000<br>LEI: 2138006N2X1XSBSDSU74 | Long             | EC               | CORP              | GB        |      2590 | NS      | $14113.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ricardo PLC                              | Ricardo PLC                                | CUSIP: 000000000<br>LEI: 213800ZNYAY35F4XB814 | Long             | EC               | CORP              | GB        |    281762 | NS      | $924866.65    | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| INDUSTRIAL + COMME                       | Industrial & Commercial Bank of China Ltd. | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5000 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Mitchells & Butlers PLC                  | Mitchells & Butlers PLC                    | CUSIP: 000000000<br>LEI: 213800JHYNDNB1NS2W10 | Long             | EC               | CORP              | GB        |   1495268 | NS      | $4962300.80   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Genuit Group PLC                         | Genuit Group PLC                           | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |   1430710 | NS      | $7285602.90   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| LSL Property Services PLC                | LSL Property Services PLC                  | CUSIP: 000000000<br>LEI: 213800T4VM5VR3C7S706 | Long             | EC               | CORP              | GB        |    286886 | NS      | $1069600.42   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Rotork PLC                               | Rotork PLC                                 | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |   4411803 | NS      | $17963840.92  | 1.23%             |  |  |  | No            | 2                  | On Loan: No      |
| DiscoverIE Group PLC                     | DiscoverIE Group PLC                       | CUSIP: 000000000<br>LEI: 213800BMDLQU1VEEAN68 | Long             | EC               | CORP              | GB        |    516352 | NS      | $3913290.61   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Hochschild Mining PLC                    | Hochschild Mining PLC                      | CUSIP: 000000000<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | GB        |   2129463 | NS      | $8018908.64   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| On the Beach Group PLC                   | On the Beach Group PLC                     | CUSIP: 000000000<br>LEI: 213800K51Y9BZY7F9R69 | Long             | EC               | CORP              | GB        |    596364 | NS      | $2107553.47   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| ECORA RESOURCES PLC                      | Ecora Resources PLC                        | CUSIP: 000000000<br>LEI: 213800LXSV317746JZ71 | Long             | EC               | CORP              | GB        |   1149098 | NS      | $837541.57    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| VIDENDUM PLC                             | Videndum PLC                               | CUSIP: 000000000<br>LEI: 2138007H5DQ4X8YOCF14 | Long             | EC               | CORP              | GB        |    324226 | NS      | $346956.86    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pinewood Technologies Group PLC          | Pinewood Technologies Group PLC            | CUSIP: 000000000<br>LEI: 213800VRSPZFOGMMIS18 | Long             | EC               | CORP              | GB        |    284723 | NS      | $1374401.99   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Gulf Keystone Petroleum Ltd              | Gulf Keystone Petroleum Ltd.               | CUSIP: 000000000<br>LEI: 213800QTAQOSSTNTPO15 | Long             | EC               | CORP              | BM        |   1477716 | NS      | $3028303.98   | 0.21%             |  |  |  | No            | 2                  | On Loan: —       |
| Direct Line Insurance Group PLC          | Direct Line Insurance Group PLC            | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |   6960161 | NS      | $26288531.70  | 1.81%             |  |  |  | No            | 2                  | On Loan: No      |
| Gym Group PLC                            | Gym Group PLC                              | CUSIP: 000000000<br>LEI: 213800VCU9TBANZIN455 | Long             | EC               | CORP              | GB        |    906470 | NS      | $1747540.83   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Vp PLC                                   | Vp PLC                                     | CUSIP: 000000000<br>LEI: 213800TBQKKQR7UXZP80 | Long             | EC               | CORP              | GB        |    153784 | NS      | $1210435.29   | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| Capita PLC                               | Capita PLC                                 | CUSIP: 000000000<br>LEI: CMIGEWPLHL4M7ZV0IZ88 | Long             | EC               | CORP              | GB        |    549726 | NS      | $1348277.36   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| John Wood Group PLC                      | John Wood Group PLC                        | CUSIP: 000000000<br>LEI: 549300PLYY6I10B6S323 | Long             | EC               | CORP              | GB        |   2947172 | NS      | $725253.36    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Ocado Group PLC                          | Ocado Group PLC                            | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | EC               | CORP              | GB        |    971436 | NS      | $3670143.51   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Foresight Group Holdings Ltd             | Foresight Group Holdings Ltd.              | CUSIP: 000000000<br>LEI: 213800NNT42FFIZB1T09 | Long             | EC               | CORP              | GG        |     68412 | NS      | $339636.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertu Motors PLC                         | Vertu Motors PLC                           | CUSIP: 000000000<br>LEI: 213800GIKJEIUIGMI575 | Long             | EC               | CORP              | GB        |   1572903 | NS      | $1294784.28   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| De La Rue PLC                            | De La Rue PLC                              | CUSIP: 000000000<br>LEI: 213800DH741LZWIJXP78 | Long             | EC               | CORP              | GB        |    535815 | NS      | $924333.61    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Savannah Energy PLC                      | Savannah Energy PLC                        | CUSIP: 000000000<br>LEI: 2138002YCJORSFH5YR43 | Long             | EC               | CORP              | GB        |    388799 | NS      | $37566.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodwin PLC                              | Goodwin PLC                                | CUSIP: 000000000<br>LEI: 213800N4T1NMSJ57B322 | Long             | EC               | CORP              | GB        |       246 | NS      | $22261.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dr Martens PLC                           | Dr. Martens PLC                            | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |   1844788 | NS      | $1359669.30   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Centaur Media PLC                        | Centaur Media PLC                          | CUSIP: 000000000<br>LEI: 2138005WK87G7DQRQI62 | Long             | EC               | CORP              | GB        |    254249 | NS      | $82895.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkeley Group Holdings PLC              | Berkeley Group Holdings PLC                | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |    209980 | NS      | $11704975.44  | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| TT Electronics plc                       | TT Electronics PLC                         | CUSIP: 000000000<br>LEI: 213800TJGBW5VFHQEV54 | Long             | EC               | CORP              | GB        |   1030047 | NS      | $1003439.10   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitie Group PLC                          | Mitie Group PLC                            | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |   7919335 | NS      | $15271376.37  | 1.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Bridgepoint Group PLC                    | Bridgepoint Group PLC                      | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    377250 | NS      | $1352375.77   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Crest Nicholson Holdings plc             | Crest Nicholson Holdings PLC               | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |   1379801 | NS      | $3323319.80   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Kitwave Group Plc                        | Kitwave Group PLC                          | CUSIP: 000000000<br>LEI: 2138007DLCYPVY95UD40 | Long             | EC               | CORP              | GB        |     24361 | NS      | $96895.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Impax Asset Management Group PLC         | Impax Asset Management Group PLC           | CUSIP: 000000000<br>LEI: 213800AJDNW4S2B7E680 | Long             | EC               | CORP              | GB        |    324781 | NS      | $662257.94    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| THG PLC                                  | THG PLC                                    | CUSIP: 000000000<br>LEI: 21380066N3SV9O8IDP37 | Long             | EC               | CORP              | GB        |   3423877 | NS      | $1130255.95   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Renew Holdings PLC                       | Renew Holdings PLC                         | CUSIP: 000000000<br>LEI: 213800O3DC3V4WYA2E09 | Long             | EC               | CORP              | GB        |    163391 | NS      | $1653868.22   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Avon Technologies PLC                    | Avon Technologies PLC                      | CUSIP: 000000000<br>LEI: 213800JM1AN62REBWA71 | Long             | EC               | CORP              | GB        |     32440 | NS      | $589670.74    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Victorian Plumbing Group PLC             | Victorian Plumbing Group PLC               | CUSIP: 000000000<br>LEI: 894500R59II0S4WXGZ04 | Long             | EC               | CORP              | GB        |     25510 | NS      | $33284.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MJ Gleeson PLC                           | MJ Gleeson PLC                             | CUSIP: 000000000<br>LEI: 21380064K7N2W7FD6434 | Long             | EC               | CORP              | GB        |    277624 | NS      | $1878352.30   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| accesso Technology Group PLC             | Accesso Technology Group PLC               | CUSIP: 000000000<br>LEI: 213800VY7MXUO7STIN73 | Long             | EC               | CORP              | GB        |     16067 | NS      | $102057.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hikma Pharmaceuticals PLC                | Hikma Pharmaceuticals PLC                  | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |    576061 | NS      | $15265361.62  | 1.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Games Workshop Group PLC                 | Games Workshop Group PLC                   | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |    153145 | NS      | $31539044.25  | 2.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Hill & Smith PLC                         | Hill & Smith PLC                           | CUSIP: 000000000<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |    533904 | NS      | $12835182.89  | 0.88%             |  |  |  | No            | 2                  | On Loan: No      |
| SSP Group Plc                            | SSP Group PLC                              | CUSIP: 000000000<br>LEI: 213800QGNIWTXFMENJ24 | Long             | EC               | CORP              | GB        |   4478548 | NS      | $8870069.31   | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| Burford Capital Ltd                      | Burford Capital Ltd.                       | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |   1014326 | NS      | $13882078.87  | 0.95%             |  |  |  | No            | 2                  | On Loan: No      |
| Kier Group PLC                           | Kier Group PLC                             | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | EC               | CORP              | GB        |   2102101 | NS      | $4086943.61   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Bytes Technology Group PLC               | Bytes Technology Group PLC                 | CUSIP: 000000000<br>LEI: 213800LA4DZLFBAC9O33 | Long             | EC               | CORP              | GB        |    935167 | NS      | $6359270.45   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Gulf Marine Services PLC                 | Gulf Marine Services PLC                   | CUSIP: 000000000<br>LEI: 213800IGS2QE89SAJF77 | Long             | EC               | CORP              | GB        |    363413 | NS      | $82888.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| QinetiQ Group PLC                        | QinetiQ Group PLC                          | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |   3125466 | NS      | $16451157.68  | 1.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Grainger PLC                             | Grainger PLC                               | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               | CORP              | GB        |   4100358 | NS      | $11763712.00  | 0.81%             |  |  |  | No            | 2                  | On Loan: No      |
| Topps Tiles PLC                          | Topps Tiles PLC                            | CUSIP: 000000000<br>LEI: 2138009NA4K1NTLN7Q97 | Long             | EC               | CORP              | GB        |    701061 | NS      | $293672.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Accsys Technologies PLC                  | Accsys Technologies PLC                    | CUSIP: 000000000<br>LEI: 213800HKRFK8PNUNV581 | Long             | EC               | CORP              | GB        |      9505 | NS      | $5603.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| McBride PLC                              | McBride PLC                                | CUSIP: 000000000<br>LEI: 213800HX7FMPA2CIEF02 | Long             | EC               | CORP              | GB        |    955999 | NS      | $1837729.18   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Plus PLC                         | Telecom Plus PLC                           | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |    409607 | NS      | $10356301.90  | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| 4imprint Group PLC                       | 4imprint Group PLC                         | CUSIP: 000000000<br>LEI: 213800G95T751RN2CT94 | Long             | EC               | CORP              | GB        |    164812 | NS      | $7549004.43   | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| Pets at Home Group Plc                   | Pets at Home Group PLC                     | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |   2756736 | NS      | $8730886.18   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| JD Sports Fashion PLC                    | JD Sports Fashion PLC                      | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |   2832617 | NS      | $2982195.05   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Volution Group PLC                       | Volution Group PLC                         | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |    919192 | NS      | $6960883.01   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| easyJet PLC                              | easyJet PLC                                | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |    966101 | NS      | $6405293.05   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Inchcape PLC                             | Inchcape PLC                               | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |   2097728 | NS      | $18796867.97  | 1.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Genel Energy Plc                         | Genel Energy PLC                           | CUSIP: 000000000<br>LEI: 549300IVCJDWC3LR8F94 | Long             | EC               | CORP              | JE        |    886443 | NS      | $651287.92    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Mobico Group PLC                         | Mobico Group PLC                           | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | EC               | CORP              | GB        |   2765582 | NS      | $1148377.22   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Taylor Wimpey PLC                        | Taylor Wimpey PLC                          | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |   5369038 | NS      | $8436409.60   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| Halfords Group PLC                       | Halfords Group PLC                         | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |   1125137 | NS      | $2329006.72   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Integrated Diagnostics Holdings PLC      | Integrated Diagnostics Holdings PLC        | CUSIP: 000000000<br>LEI: 2138007JN9NUWKKTS790 | Long             | EC               | CORP              | JE        |   1249693 | NS      | $430379.27    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Trifast PLC                              | Trifast PLC                                | CUSIP: 000000000<br>LEI: 213800WFIVE6RWK3CR22 | Long             | EC               | CORP              | GB        |    620962 | NS      | $553840.55    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Forterra PLC                             | Forterra PLC                               | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |   1132758 | NS      | $2823958.89   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| IMI PLC                                  | IMI PLC                                    | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |    415888 | NS      | $9870190.67   | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| Grafton Group PLC                        | Grafton Group PLC                          | CUSIP: 000000000<br>LEI: 635400BE9SBAG61DJ963 | Long             | EC               | CORP              | IE        |   1441958 | NS      | $17454995.03  | 1.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Tatton Asset Management PLC              | Tatton Asset Management PLC                | CUSIP: 000000000<br>LEI: 213800G2F8I1N7HTVP88 | Long             | EC               | CORP              | GB        |      1575 | NS      | $13031.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistry Group PLC                         | Vistry Group PLC                           | CUSIP: 000000000<br>LEI: 2138001KOWN7CG9SLK53 | Long             | EC               | CORP              | GB        |   1748011 | NS      | $14737381.88  | 1.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Babcock International Group PLC          | Babcock International Group PLC            | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |   1906120 | NS      | $20534221.29  | 1.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Helios Towers PLC                        | Helios Towers PLC                          | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |   2677089 | NS      | $3851420.29   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Marshalls PLC                            | Marshalls PLC                              | CUSIP: 000000000<br>LEI: 213800S21IFC367J5V62 | Long             | EC               | CORP              | GB        |    686419 | NS      | $2574426.18   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Strix Group PLC                          | Strix Group PLC                            | CUSIP: 000000000<br>LEI: 213800KZEW5W6BZMNT62 | Long             | EC               | CORP              | IM        |    378903 | NS      | $234916.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wilmington PLC                           | Wilmington PLC                             | CUSIP: 000000000<br>LEI: 213800PFUQT4HHFYZJ63 | Long             | EC               | CORP              | GB        |    343827 | NS      | $1693064.65   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| IG Group Holdings PLC                    | IG Group Holdings PLC                      | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |   1805965 | NS      | $25740370.85  | 1.77%             |  |  |  | No            | 2                  | On Loan: No      |
| Young & Co's Brewery PLC                 | Young & Co.'s Brewery PLC                  | CUSIP: 000000000<br>LEI: 213800JMZDORXCMKFW06 | Long             | EC               | CORP              | GB        |      1621 | NS      | $12689.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Service Group PLC                | Johnson Service Group PLC                  | CUSIP: 000000000<br>LEI: 2138004WZUPWV53KWV11 | Long             | EC               | CORP              | GB        |   1098510 | NS      | $2057133.29   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Dialight PLC                             | Dialight PLC                               | CUSIP: 000000000<br>LEI: 2138001AD31KKD29Z495 | Long             | EC               | CORP              | GB        |     89929 | NS      | $128121.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Polar Capital Holdings PLC               | Polar Capital Holdings PLC                 | CUSIP: 000000000<br>LEI: 549300OXX7YE1947B825 | Long             | EC               | CORP              | GB        |    357439 | NS      | $1875045.65   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| ITV PLC                                  | ITV PLC                                    | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |  16551529 | NS      | $17839112.30  | 1.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Essentra PLC                             | Essentra PLC                               | CUSIP: 000000000<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |   1605583 | NS      | $1929910.95   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Saga PLC                                 | Saga PLC                                   | CUSIP: 000000000<br>LEI: 2138004WWUJN94K2LH95 | Long             | EC               | CORP              | GB        |    569450 | NS      | $994728.21    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| RWS Holdings PLC                         | RWS Holdings PLC                           | CUSIP: 000000000<br>LEI: 213800YGBGTTSKUVK111 | Long             | EC               | CORP              | GB        |    915982 | NS      | $818482.31    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Bakkavor Group PLC                       | Bakkavor Group PLC                         | CUSIP: 000000000<br>LEI: 213800COL7AD54YU9949 | Long             | EC               | CORP              | GB        |    796156 | NS      | $1829015.72   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Domino's Pizza Group PLC                 | Domino's Pizza Group PLC                   | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |   2930614 | NS      | $10541857.81  | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| ME GROUP INTERNATIONAL PLC               | Me Group International PLC                 | CUSIP: 000000000<br>LEI: 2138006YJ65EKBYYYX41 | Long             | EC               | CORP              | GB        |   1618258 | NS      | $4372164.52   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashtead Technology Holdings plc          | Ashtead Technology Holdings PLC            | CUSIP: 000000000<br>LEI: 213800LHEWVY66RPGR58 | Long             | EC               | CORP              | GB        |    113506 | NS      | $756935.19    | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| Diversified Energy Co PLC                | Diversified Energy Co. PLC                 | CUSIP: 000000000<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | GB        |    202068 | NS      | $2545460.33   | 0.17%             |  |  |  | No            | 2                  | On Loan: —       |
| Burberry Group PLC                       | Burberry Group PLC                         | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |    324399 | NS      | $3159249.20   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| BRAEMAR PLC                              | Braemar PLC                                | CUSIP: 000000000<br>LEI: 213800EV6IKTTHJ83C19 | Long             | EC               | CORP              | GB        |     83994 | NS      | $253416.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Liontrust Asset Management PLC           | Liontrust Asset Management PLC             | CUSIP: 000000000<br>LEI: 549300XVXU6S7PLCL855 | Long             | EC               | CORP              | GB        |    225292 | NS      | $991904.99    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| EKF Diagnostics Holdings PLC             | EKF Diagnostics Holdings PLC               | CUSIP: 000000000<br>LEI: 213800DXTF3EAUK1AR05 | Long             | EC               | CORP              | GB        |     79384 | NS      | $22783.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SolGold PLC                              | SolGold PLC                                | CUSIP: 000000000<br>LEI: 213800HGFADQBMIEVI76 | Long             | EC               | CORP              | GB        |   1987580 | NS      | $179843.62    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hollywood Bowl Group PLC                 | Hollywood Bowl Group PLC                   | CUSIP: 000000000<br>LEI: 213800XB8YZNGJYDEZ97 | Long             | EC               | CORP              | GB        |    781790 | NS      | $3053088.76   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| WATERLOO INVESTMENT HOLDINGS             | Waterloo Investment Holdings Ltd.          | CUSIP: 000000000<br>LEI: 213800TZIK14GMV2YL02 | Long             | EC               | CORP              | VG        |      4000 | NS      | $1400.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Man Group PLC/Jersey                     | Man Group PLC                              | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |   7151308 | NS      | $15608864.13  | 1.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Harbour Energy PLC                       | Harbour Energy PLC                         | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |   2674182 | NS      | $5465316.42   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| RHI Magnesita NV                         | RHI Magnesita NV                           | CUSIP: 000000000<br>LEI: 724500UWG6A61XNA3Y36 | Long             | EC               | CORP              | NL        |     15059 | NS      | $628955.91    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Softcat PLC                              | Softcat PLC                                | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |    677804 | NS      | $15138473.88  | 1.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Ibstock PLC                              | Ibstock PLC                                | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |   2214060 | NS      | $5318162.94   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Trainline PLC                            | Trainline PLC                              | CUSIP: 000000000<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |    991881 | NS      | $3885235.61   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| PureTech Health PLC                      | PureTech Health PLC                        | CUSIP: 000000000<br>LEI: 213800LVPDNO2Z9T9I39 | Long             | EC               | CORP              | GB        |    552422 | NS      | $902153.46    | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| Morgan Advanced Materials PLC            | Morgan Advanced Materials PLC              | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |   1583217 | NS      | $4156890.94   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Aberdeen Group PLC                       | Aberdeen Group PLC                         | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |   9337922 | NS      | $18442456.93  | 1.27%             |  |  |  | No            | 2                  | On Loan: No      |
| CMC Markets PLC                          | CMC Markets PLC                            | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |    633366 | NS      | $2056237.28   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Hiscox Ltd                               | Hiscox Ltd.                                | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |   1568860 | NS      | $23089948.93  | 1.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Cranswick PLC                            | Cranswick PLC                              | CUSIP: 000000000<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |    354250 | NS      | $24517937.21  | 1.68%             |  |  |  | No            | 2                  | On Loan: No      |
| Plus500 Ltd                              | Plus500 Ltd.                               | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |    549753 | NS      | $22535638.98  | 1.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Phoenix Spree Deutschland Ltd            | Phoenix Spree Deutschland Ltd.             | CUSIP: 000000000<br>LEI: 213800OR6IIJPG98AG39 | Long             | EC               | CORP              | JE        |     15813 | NS      | $36374.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Next 15 Group PLC                        | Next 15 Group PLC                          | CUSIP: 000000000<br>LEI: 213800BK9MBUZUUPMZ63 | Long             | EC               | CORP              | GB        |    233903 | NS      | $811242.74    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Savills PLC                              | Savills PLC                                | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |    875253 | NS      | $10853975.41  | 0.75%             |  |  |  | No            | 2                  | On Loan: No      |
| Airtel Africa PLC                        | Airtel Africa PLC                          | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |    732214 | NS      | $1675668.12   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Renewi PLC                               | Renewi PLC                                 | CUSIP: 000000000<br>LEI: 213800CNEIDZBL17KU22 | Long             | EC               | CORP              | GB        |    423747 | NS      | $4863603.04   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| International Workplace Group PLC        | International Workplace Group PLC          | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Long             | EC               | CORP              | JE        |   3909117 | NS      | $9678919.22   | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| Headlam Group PLC                        | Headlam Group PLC                          | CUSIP: 000000000<br>LEI: 213800I4AZZUJEYX9O90 | Long             | EC               | CORP              | GB        |    452553 | NS      | $474735.06    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Volex PLC                                | Volex PLC                                  | CUSIP: 000000000<br>LEI: 213800HBLQNH5FXXGE63 | Long             | EC               | CORP              | GB        |    625841 | NS      | $2129402.07   | 0.15%             |  |  |  | No            | 2                  | On Loan: —       |
| NCC Group PLC                            | NCC Group PLC                              | CUSIP: 000000000<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |   1553643 | NS      | $3039850.54   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Ninety One PLC                           | Ninety One PLC                             | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |   1562102 | NS      | $3092008.78   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| B&M European Value Retail SA             | B&M European Value Retail SA               | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |   2674313 | NS      | $12027401.57  | 0.83%             |  |  |  | No            | 2                  | On Loan: No      |
| Quilter PLC                              | Quilter PLC                                | CUSIP: 000000000<br>LEI: 54930092XIVK28RZGM95 | Long             | EC               | CORP              | GB        |   7491134 | NS      | $13479111.64  | 0.93%             |  |  |  | No            | 2                  | On Loan: No      |
| WH Smith PLC                             | WH Smith PLC                               | CUSIP: 000000000<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |    663698 | NS      | $8031481.04   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Kainos Group PLC                         | Kainos Group PLC                           | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |    455715 | NS      | $4436158.58   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Helical PLC                              | Helical PLC                                | CUSIP: 000000000<br>LEI: 2138003SBD2Z7WV2MP70 | Long             | EC               |  | GB        |     35807 | NS      | $103149.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SThree PLC                               | SThree PLC                                 | CUSIP: 000000000<br>LEI: 2138003NEBX5VRP3EX50 | Long             | EC               | CORP              | GB        |    731207 | NS      | $2377221.83   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Hunting PLC                              | Hunting PLC                                | CUSIP: 000000000<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |    785716 | NS      | $2711018.37   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| James Halstead PLC                       | James Halstead PLC                         | CUSIP: 000000000<br>LEI: 213800C8FFBYVO6UL498 | Long             | EC               | CORP              | GB        |    226958 | NS      | $465007.46    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Gooch & Housego PLC                      | Gooch & Housego PLC                        | CUSIP: 000000000<br>LEI: 213800DO3DOOKYOPA952 | Long             | EC               | CORP              | GB        |      6822 | NS      | $34271.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rank Group PLC                           | Rank Group PLC                             | CUSIP: 000000000<br>LEI: 213800TXKD6XZWOFTE12 | Long             | EC               | CORP              | GB        |   1060885 | NS      | $1210113.23   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Hostelworld Group Plc                    | Hostelworld Group PLC                      | CUSIP: 000000000<br>LEI: 213800OC94PF2D675H41 | Long             | EC               | CORP              | GB        |     94092 | NS      | $134741.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| S&U PLC                                  | S&U PLC                                    | CUSIP: 000000000<br>LEI: 213800QZ1X2A7J64SQ31 | Long             | EC               | CORP              | GB        |     30579 | NS      | $584586.54    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Henry Boot PLC                           | Henry Boot PLC                             | CUSIP: 000000000<br>LEI: 213800H5873O9TC3XT22 | Long             | EC               | CORP              | GB        |    519628 | NS      | $1510023.36   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Group PLC                            | CVS Group PLC                              | CUSIP: 000000000<br>LEI: 213800J41XDQ2NX48O05 | Long             | EC               | CORP              | GB        |    389403 | NS      | $5596386.04   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| AO World PLC                             | AO World PLC                               | CUSIP: 000000000<br>LEI: 2138005FFOAJIUZY4375 | Long             | EC               | CORP              | GB        |    485805 | NS      | $637674.58    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Galliford Try Holdings PLC               | Galliford Try Holdings PLC                 | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |    612561 | NS      | $3186599.39   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Clarkson PLC                             | Clarkson PLC                               | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |    215527 | NS      | $9473157.54   | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| Anglo-Eastern Plantations PLC            | Anglo-Eastern Plantations PLC              | CUSIP: 000000000<br>LEI: 2138009ROZICGP42QP19 | Long             | EC               | CORP              | GB        |    126037 | NS      | $1280869.17   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| IDOX PLC                                 | IDOX PLC                                   | CUSIP: 000000000<br>LEI: 213800Z3FE6PWVSUGE70 | Long             | EC               | CORP              | GB        |    140149 | NS      | $102580.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Coats Group PLC                          | Coats Group PLC                            | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |   7422788 | NS      | $7188418.32   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| STV Group PLC                            | STV Group PLC                              | CUSIP: 000000000<br>LEI: 21380075GOOTTBDNDJ58 | Long             | EC               | CORP              | GB        |      4918 | NS      | $10678.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wickes Group PLC                         | Wickes Group PLC                           | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |   1469747 | NS      | $3735885.42   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| TBC Bank Group PLC                       | TBC Bank Group PLC                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |    183767 | NS      | $11622254.48  | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| Lancashire Holdings Ltd                  | Lancashire Holdings Ltd.                   | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | BM        |   1302770 | NS      | $9806078.94   | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| PPHE Hotel Group Ltd                     | PPHE Hotel Group Ltd.                      | CUSIP: 000000000<br>LEI: 2138003H1BZGR6KM5823 | Long             | EC               | CORP              | GG        |     34700 | NS      | $577760.81    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Bodycote PLC                             | Bodycote PLC                               | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |   1168905 | NS      | $7434039.18   | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| Drax Group PLC                           | Drax Group PLC                             | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |   1749386 | NS      | $14430602.01  | 0.99%             |  |  |  | No            | 2                  | On Loan: No      |
| Synthomer PLC                            | Synthomer PLC                              | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | EC               | CORP              | GB        |    704995 | NS      | $775326.54    | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| JET2 PLC                                 | JET2 PLC                                   | CUSIP: 000000000<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |    813756 | NS      | $17220282.96  | 1.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashmore Group PLC                        | Ashmore Group PLC                          | CUSIP: 000000000<br>LEI: 549300U3L59WB4YI2X12 | Long             | EC               | CORP              | GB        |   2597913 | NS      | $5020325.02   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Indivior PLC                             | Indivior PLC                               | CUSIP: 000000000<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |     18731 | NS      | $212553.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| International Distribution Services PLC  | International Distribution Services PLC    | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | EC               | CORP              | GB        |   3658794 | NS      | $17880405.49  | 1.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Bloomsbury Publishing PLC                | Bloomsbury Publishing PLC                  | CUSIP: 000000000<br>LEI: 213800ZL2PEC4C6UOQ53 | Long             | EC               | CORP              | GB        |    484253 | NS      | $3853222.62   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Genus PLC                                | Genus PLC                                  | CUSIP: 000000000<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |     18819 | NS      | $462461.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TP ICAP Group PLC                        | TP ICAP Group PLC                          | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |   4000385 | NS      | $13737084.82  | 0.94%             |  |  |  | No            | 2                  | On Loan: No      |
| Zigup PLC                                | Zigup PLC                                  | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |   1528686 | NS      | $6383018.15   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Diversified Energy Co PLC                | Diversified Energy Co. PLC                 | CUSIP: 000000000<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | GB        |      2192 | NS      | $27202.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pollen Street Group Ltd                  | Pollen Street Group Ltd.                   | CUSIP: 000000000<br>LEI: 894500LP94M98N8CY487 | Long             | EC               | CORP              | GG        |      5172 | NS      | $50495.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Marston's PLC                            | Marston's PLC                              | CUSIP: 000000000<br>LEI: 213800Q6RP3ZJ2CZR962 | Long             | EC               | CORP              | GB        |   3590335 | NS      | $1727739.50   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Spirent Communications PLC               | Spirent Communications PLC                 | CUSIP: 000000000<br>LEI: 213800HKCUNWP1916L38 | Long             | EC               | CORP              | GB        |   3744181 | NS      | $9231464.29   | 0.63%             |  |  |  | No            | 2                  | On Loan: No      |
| Computacenter PLC                        | Computacenter PLC                          | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |    464553 | NS      | $15025311.25  | 1.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Spectris PLC                             | Spectris PLC                               | CUSIP: 000000000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |    206593 | NS      | $5530557.91   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Costain Group PLC                        | Costain Group PLC                          | CUSIP: 000000000<br>LEI: 213800PKIJBZ2EDTKC88 | Long             | EC               | CORP              | GB        |    445507 | NS      | $652538.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Young & Co's Brewery PLC                 | Young & Co.'s Brewery PLC                  | CUSIP: 000000000<br>LEI: 213800JMZDORXCMKFW06 | Long             | EC               | CORP              | GB        |     56287 | NS      | $661769.23    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Cohort PLC                               | Cohort PLC                                 | CUSIP: 000000000<br>LEI: 213800WE61C73LZZNW11 | Long             | EC               | CORP              | GB        |      1446 | NS      | $26622.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Senior PLC                               | Senior PLC                                 | CUSIP: 000000000<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |   2111986 | NS      | $3900332.83   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Alliance Pharma PLC                      | Alliance Pharma PLC                        | CUSIP: 000000000<br>LEI: 213800RYIWZA4Q5WPZ13 | Long             | EC               | CORP              | GB        |   2444861 | NS      | $2107890.92   | 0.14%             |  |  |  | No            | 2                  | On Loan: —       |
| Capital Ltd                              | Capital Ltd.                               | CUSIP: 000000000<br>LEI: 213800XG175G91JW8W37 | Long             | EC               | CORP              | BM        |     59308 | NS      | $53324.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Entain PLC                               | Entain PLC                                 | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |    838228 | NS      | $7165936.94   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Sabre Insurance Group PLC                | Sabre Insurance Group PLC                  | CUSIP: 000000000<br>LEI: 2138006RXRQ8P8VKGV98 | Long             | EC               | CORP              | GB        |    601285 | NS      | $1013723.87   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Investec PLC                             | Investec PLC                               | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |     36612 | NS      | $229892.34    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Croda International PLC                  | Croda International PLC                    | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |     13217 | NS      | $521724.01    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| James Fisher & Sons PLC                  | James Fisher & Sons PLC                    | CUSIP: 000000000<br>LEI: 213800J975E5OYR6S216 | Long             | EC               | CORP              | GB        |    205009 | NS      | $828290.38    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Keller Group PLC                         | Keller Group PLC                           | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |    521948 | NS      | $9939043.76   | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| Breedon Group PLC                        | Breedon Group PLC                          | CUSIP: 000000000<br>LEI: 213800DQGNQE3X76WS92 | Long             | EC               | CORP              | GB        |   1152003 | NS      | $6627738.75   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Metro Bank Holdings PLC                  | Metro Bank Holdings PLC                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | EC               | CORP              | GB        |    164184 | NS      | $220392.09    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pagegroup PLC                            | Pagegroup PLC                              | CUSIP: 000000000<br>LEI: 213800JK5ZEQW4AB8G71 | Long             | EC               | CORP              | GB        |   1740482 | NS      | $6277322.24   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Howden Joinery Group PLC                 | Howden Joinery Group PLC                   | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |   1665728 | NS      | $17129509.61  | 1.18%             |  |  |  | No            | 2                  | On Loan: No      |
| MP Evans Group PLC                       | MP Evans Group PLC                         | CUSIP: 000000000<br>LEI: 2138003IBXJUCR4SZG26 | Long             | EC               | CORP              | GB        |      8835 | NS      | $119248.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Team Internet Group PLC                  | Team Internet Group PLC                    | CUSIP: 000000000<br>LEI: 213800M4IINBWMXEKV82 | Long             | EC               | CORP              | GB        |    419614 | NS      | $318471.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pharos Energy PLC                        | Pharos Energy PLC                          | CUSIP: 000000000<br>LEI: 549300DDKLXYLLO4N524 | Long             | EC               | CORP              | GB        |   1476522 | NS      | $375035.76    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Capricorn Energy PLC                     | Capricorn Energy PLC                       | CUSIP: 000000000<br>LEI: 213800ZJEUQ8ZOC9AL24 | Long             | EC               | CORP              | GB        |    432380 | NS      | $1431250.78   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| AG Barr PLC                              | AG Barr PLC                                | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |    738508 | NS      | $6833611.30   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Pennon Group PLC                         | Pennon Group PLC                           | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |   2218461 | NS      | $14851127.76  | 1.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Future PLC                               | Future PLC                                 | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |    377837 | NS      | $3593268.36   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| ASOS PLC                                 | ASOS PLC                                   | CUSIP: 000000000<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |     68338 | NS      | $262451.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Advanced Medical Solutions Group PLC     | Advanced Medical Solutions Group PLC       | CUSIP: 000000000<br>LEI: 213800HJP6OWOSZI1L74 | Long             | EC               | CORP              | GB        |    629489 | NS      | $1621933.58   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Whitbread PLC                            | Whitbread PLC                              | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |     38584 | NS      | $1340061.97   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Playtech Plc                             | Playtech PLC                               | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | EC               | CORP              | IM        |   1406988 | NS      | $14278615.46  | 0.98%             |  |  |  | No            | 2                  | On Loan: No      |
| Hays PLC                                 | Hays PLC                                   | CUSIP: 000000000<br>LEI: 213800QC8AWD4BO8TH08 | Long             | EC               | CORP              | GB        |   7686661 | NS      | $7343076.61   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-16

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President