# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-26-000376
**Filing Date:** 2026-3
**Character Count:** 171647
**Document Hash:** 6e63a54233c52caed801bc1b74b4de54
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-26-000376.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0001084380-26-000376

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 26788885

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### Nuveen Quant International Small Cap Equity Fund (Series ID: S000055721)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000175453 | Class I          | TAISX           |
| C000175454 | Class R6         | TIISX           |
| C000175455 | Premier Class    | TPISX           |
| C000175456 | Class A          | TLISX           |
| C000175457 | Retirement Class | TTISX           |
| C000202770 | Class W          | TAIWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

- **a. Name of Series:** Nuveen Quant International Small Cap Equity Fund

- **b. EDGAR series identifier (if any):** S000055721

- **c. LEI of Series:** 549300RSIV79MF5GGQ29

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

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

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1476451751.00

**Total Liabilities:** $32080179.00

**Net Assets:** $1444371572.00

**Cash Not Reported:** $79497.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000175454 | 0.43%                | 2.35%                | 6.73%                |
| Class ID C000175457 | 0.43%                | 2.36%                | 6.66%                |
| Class ID C000175455 | 0.43%                | 2.36%                | 6.69%                |
| Class ID C000202770 | 0.50%                | 2.47%                | 6.79%                |
| Class ID C000175456 | 0.36%                | 2.37%                | 6.71%                |
| Class ID C000175453 | 0.43%                | 2.33%                | 6.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $17019772.02             | $-12399480.99                              |
| Month 2  | $13490199.21             | $15264624.49                               |
| Month 3  | $16581595.78             | $73458428.82                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bangkok Life Assurance PCL                                   | Bangkok Life Assurance PCL                                                  | CUSIP: N/A<br>LEI: 254900S8RTAA59ZF6T09       | Long             | EC               | CORP              | TH        |   2131620 | NS      | $1442661.18   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Kinzoku Co Ltd                                        | Mitsui Mining & Smelting Co Ltd                                             | CUSIP: J44948131<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |     10600 | NS      | $1383393.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Tokyo Financial Holdings Inc                           | Tokai Tokyo Securities Co Ltd                                               | CUSIP: J8609T104<br>LEI: 3538009U6UOURH99YH12 | Long             | EC               | CORP              | JP        |    588800 | NS      | $2820973.37   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiga Bank Ltd/The                                           | Shiga Bank Ltd                                                              | CUSIP: J71692107<br>LEI: 3538002NUIQ8JFEJNS94 | Long             | EC               | CORP              | JP        |     39375 | NS      | $2013756.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kalmar Oyj                                                   | Kalmar Oyj                                                                  | CUSIP: X4S8SE108<br>LEI: 636700Z25ZQXLMZ3CY73 | Long             | EC               | CORP              | FI        |     14274 | NS      | $729798.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Gas Negara Tbk PT                                 | PT Perusahaan Gas Negara Persero Tbk                                        | CUSIP: Y7136Y118<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |  35062625 | NS      | $4438744.42   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Gland Pharma Ltd                                             | Gland Pharma Ltd                                                            | CUSIP: Y270BD119<br>LEI: 335800JJVDY5R6KF5K34 | Long             | EC               | CORP              | IN        |     95212 | NS      | $1911330.12   | 0.13%             |  |  |  | Yes           |                  1 | On Loan: No      |
| United Plantations BHD                                       | United Plantations BHD                                                      | CUSIP: Y92490104<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    287500 | NS      | $2202019.02   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Greatek Electronics Inc                                      | Greatek Electronics, Inc                                                    | CUSIP: Y2858G106<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1405000 | NS      | $3987752.84   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Huber + Suhner AG                                            | Huber & Suhner AG.                                                          | CUSIP: H44229187<br>LEI: 5067007PRZ9OSX7A6787 | Long             | EC               | CORP              | CH        |     11385 | NS      | $2302668.62   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corp/Aichi                                              | Fuji Machine Manufacturing Co Ltd                                           | CUSIP: J1R541101<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |    178600 | NS      | $4400140.46   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Triveni Turbine Ltd                                          | Triveni Turbine Ltd                                                         | CUSIP: Y89735107<br>LEI: 335800CN8OF2ECX4NK89 | Long             | EC               | CORP              | IN        |    648480 | NS      | $3551431.82   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung E&A Co Ltd                                           | Samsung Engineering Co Ltd                                                  | CUSIP: Y7472L100<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |    110525 | NS      | $2352668.38   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group PLC                                              | Serco Group plc                                                             | CUSIP: G80400107<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |   2090323 | NS      | $8582727.40   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Depository Services India Ltd                        | Central Depository Services India Ltd                                       | CUSIP: Y1R465106<br>LEI: 335800YRV56TH7RQVH27 | Long             | EC               | CORP              | IN        |    251252 | NS      | $3609926.30   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fukuda Denshi Co Ltd                                         | Fukuda Denshi Co Ltd                                                        | CUSIP: J15918105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $137084.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SimilarWeb Ltd                                               | SimilarWeb Ltd                                                              | CUSIP: M84137104<br>LEI: 254900GWO7PNBAYCPJ12 | Long             | EC               | CORP              | US        |    508987 | NS      | $2651822.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morita Holdings Corp                                         | Morita Holdings Corp                                                        | CUSIP: J46604104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     67300 | NS      | $1220830.87   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp                                          | Fortuna Silver Mines, Inc                                                   | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |    814918 | NS      | $7971731.18   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Sigurd Microelectronics Corp                                 | Sigurd Microelectronics Corp                                                | CUSIP: Y79355106<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2467000 | NS      | $10113941.95  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Finolex Cables Ltd                                           | Finolex Cables Ltd                                                          | CUSIP: Y24953146<br>LEI: 335800KAEKSMUCIH3795 | Long             | EC               | CORP              | IN        |    124356 | NS      | $980227.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegean Airlines SA                                           | Aegean Airlines S.A.                                                        | CUSIP: X18035109<br>LEI: 213800VI8OH5EJM18L21 | Long             | EC               | CORP              | GR        |      9447 | NS      | $167522.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Aviation Electronics Industry Ltd                      | Japan Aviation Electronics Industry Ltd                                     | CUSIP: J26273102<br>LEI: 353800OSHAMOO6TCTF61 | Long             | EC               | CORP              | JP        |    301400 | NS      | $4708855.79   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Intellect Design Arena Ltd                                   | Intellect Design Arena Ltd                                                  | CUSIP: Y4R932109<br>LEI: 3358004QZC2VU3T3ZI04 | Long             | EC               | CORP              | IN        |    145155 | NS      | $1443132.40   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Creades AB                                                   | Creades AB                                                                  | CUSIP: W24211208<br>LEI: 549300MYLGD0VKNGTJ47 | Long             | EC               | CORP              | SE        |    121697 | NS      | $947252.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Bendigo & Adelaide Bank Ltd                                  | Bendigo Bank Ltd                                                            | CUSIP: Q1458B102<br>LEI: 549300Y9URD6W70K0360 | Long             | EC               | CORP              | AU        |    437252 | NS      | $3329586.20   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ASROCK Inc                                                   | ASROCK, Inc                                                                 | CUSIP: Y04080118<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    138000 | NS      | $938098.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Momentum Group Ltd                                           | Momentum Metropolitan Holdings                                              | CUSIP: S5S757103<br>LEI: 98450051AABCKEC84814 | Long             | EC               | CORP              | ZA        |   3604659 | NS      | $8405943.17   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hochschild Mining PLC                                        | Hochschild Mining plc                                                       | CUSIP: G4611M107<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | GB        |    663411 | NS      | $5986985.46   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Micronics Japan Co Ltd                                       | Micronics Japan Co Ltd                                                      | CUSIP: J4238M107<br>LEI: 353800FFW2OP7ZVXBO86 | Long             | EC               | CORP              | JP        |    155400 | NS      | $8985012.71   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co Ltd                                  | Square Enix Co Ltd                                                          | CUSIP: J7659R109<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |    399800 | NS      | $6907890.93   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MOIL Ltd                                                     | MOIL Ltd                                                                    | CUSIP: Y6131H104<br>LEI: 335800KIMZB1TBYBFI12 | Long             | EC               | CORP              | IN        |    353804 | NS      | $1404044.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Radware Ltd                                                  | Radware Ltd                                                                 | CUSIP: M81873107<br>LEI: 254900LYRZOTBQ99ZG59 | Long             | EC               | CORP              | US        |    115655 | NS      | $2793068.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Densetsu Kogyo Co Ltd                                 | Nippon Densetsu Kogyo Co Ltd                                                | CUSIP: J52989100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38300 | NS      | $863903.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                                   | Suzuken Co Ltd                                                              | CUSIP: J78454105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45900 | NS      | $1850212.45   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Data Patterns India Ltd                                      | Data Patterns India Ltd                                                     | CUSIP: Y2000Q101<br>LEI: 894500IFAYOMBFJ0QB53 | Long             | EC               | CORP              | IN        |    120194 | NS      | $3500134.65   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corp Ltd                                           | Lend Lease Corp Ltd                                                         | CUSIP: Q55368114<br>LEI: 549300MQ0F0TIIEK5592 | Long             | EC               | CORP              | AU        |    317538 | NS      | $1062645.02   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                  | Hensoldt AG.                                                                | CUSIP: D3R14P109<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |     90217 | NS      | $8962390.09   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| China Bills Finance Corp                                     | China Bills Finance Corp                                                    | CUSIP: Y1391N107<br>LEI: 254900P27RRO3L1J9C83 | Long             | EC               | CORP              | TW        |    526000 | NS      | $271607.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova T&D India Ltd                                     | GE T&D India Ltd                                                            | CUSIP: Y2683R111<br>LEI: 549300NMRD6VZDFLN355 | Long             | EC               | CORP              | IN        |    312956 | NS      | $10989990.67  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Doshisha Co Ltd                                              | Doshisha Co Ltd                                                             | CUSIP: J1235R105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     86500 | NS      | $1808290.08   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bure Equity AB                                               | Bure Equity AB                                                              | CUSIP: W72479103<br>LEI: 5493000EHCBQ7QQBGX32 | Long             | EC               | CORP              | SE        |     96190 | NS      | $2375063.91   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Vault Minerals Ltd                                           | Vault Minerals Ltd                                                          | CUSIP: N/A<br>LEI: 5299008TF8KHQ8CIQG34       | Long             | EC               | CORP              | AU        |   2352446 | NS      | $9002275.51   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Koei Tecmo Holdings Co Ltd                                   | Koei Tecmo Holdings Co Ltd                                                  | CUSIP: J8239A103<br>LEI: 353800RQ25FIYLPYXP11 | Long             | EC               | CORP              | JP        |    475400 | NS      | $5273188.67   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| IntegraFin Holdings PLC                                      | IntegraFin Holdings plc                                                     | CUSIP: G4796T109<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |    176266 | NS      | $848556.86    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Septeni Holdings Co Ltd                                      | Septeni Holdings Co Ltd                                                     | CUSIP: J7113C102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    265900 | NS      | $750133.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Justsystems Corp                                             | Justsystems Corp                                                            | CUSIP: J28783108<br>LEI: 5299006DS4ZV570NR192 | Long             | EC               | CORP              | JP        |    108500 | NS      | $3351215.75   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbin Electric Co Ltd                                       | Harbin Power Equipment                                                      | CUSIP: Y30683109<br>LEI: 529900QH6Y4U07RU0U61 | Long             | EC               | CORP              | HK        |    604000 | NS      | $1534259.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Indie Games Holding AB                                       | Indie Games Holding AB                                                      | CUSIP: W2214K108<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    678069 | NS      | $1411327.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Liontown Ltd                                                 | Liontown Resources Ltd                                                      | CUSIP: Q5569M105<br>LEI: 529900LT0V2IEL7WZY56 | Long             | EC               | CORP              | AU        |    303678 | NS      | $385525.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Ituran Location and Control Ltd                              | Ituran Location and Control Ltd                                             | CUSIP: M6158M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72579 | NS      | $3239200.77   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Marine & Fire Insurance Co Ltd                       | Hyundai Marine & Fire Insurance Co Ltd                                      | CUSIP: Y3842K104<br>LEI: 988400SYR92543UITC37 | Long             | EC               | CORP              | KR        |    228634 | NS      | $4457537.18   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co Ltd                                             | Shimamura Co Ltd                                                            | CUSIP: J72208101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    108900 | NS      | $7299023.29   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunka Shutter Co Ltd                                         | Bunka Shutter Co Ltd                                                        | CUSIP: J04788105<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |     53714 | NS      | $702319.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC Corp                                                     | TKC                                                                         | CUSIP: J83560102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     74900 | NS      | $1969354.04   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TechMatrix Corp                                              | TechMatrix Corp                                                             | CUSIP: J82271107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    104350 | NS      | $1427262.31   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Altus Group Ltd/Canada                                       | Altus Group Ltd                                                             | CUSIP: 02215R107<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |    170670 | NS      | $5790734.77   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Tong Hsing Electronic Industries Ltd                         | Tong Hsing Electronic Industries Ltd                                        | CUSIP: Y8862W102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1259000 | NS      | $5576330.47   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Humansoft Holding Co KSC                                     | Humansoft Holding Co KSC                                                    | CUSIP: M5299Z107<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |    424861 | NS      | $3660638.91   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Noritsu Koki Co Ltd                                          | Noritsu Koki Co Ltd                                                         | CUSIP: J59117101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    312900 | NS      | $4459990.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Loomis AB                                                    | Loomis AB                                                                   | CUSIP: W5S50Y116<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |     77825 | NS      | $3229444.55   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Inversiones Aguas Metropolitanas SA                          | Inversiones Aguas Metropolitanas S.A.                                       | CUSIP: P58595102<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |    360105 | NS      | $457224.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| King Yuan Electronics Co Ltd                                 | King Yuan Electronics Co Ltd                                                | CUSIP: Y4801V107<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    478000 | NS      | $4428749.74   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Chudenko Corp                                                | Chudenko Corp                                                               | CUSIP: J07056104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     84500 | NS      | $2410205.63   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co Ltd                            | Electric Power Development Co                                               | CUSIP: J12915104<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |    254400 | NS      | $5403004.15   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Luk Fook Holdings International Ltd                          | Luk Fook Holdings International Ltd                                         | CUSIP: G5695X125<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | HK        |     90800 | NS      | $373018.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suruga Bank Ltd                                              | Suruga Bank Ltd                                                             | CUSIP: J78400108<br>LEI: 3538003A9JIMKE5G3M02 | Long             | EC               | CORP              | JP        |    169800 | NS      | $2132681.46   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Peugeot Invest SA                                            | Societe Fonciere Financiere et de Participations FFP                        | CUSIP: F7300Q108<br>LEI: 969500Z8LOO0H8JY2E60 | Long             | EC               | CORP              | FR        |      5556 | NS      | $480225.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Financial Holding Ltd                            | Yangzijiang Financial Holding Ltd                                           | CUSIP: Y972TH104<br>LEI: 984500E58A4F80AFB647 | Long             | EC               | CORP              | SG        |  18653600 | NS      | $5195059.13   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group PLC                                            | TP ICAP Group plc                                                           | CUSIP: G8963N100<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | GB        |   1763364 | NS      | $6151335.54   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Coronation Fund Managers Ltd                                 | Coronation Fund Managers Ltd                                                | CUSIP: S19537109<br>LEI: 3789001BC9A294E6FF77 | Long             | EC               | CORP              | ZA        |      5295 | NS      | $16626.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                     | Ubisoft Entertainment                                                       | CUSIP: F9396N106<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |    576221 | NS      | $2972835.71   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Nine Entertainment Co Holdings Ltd                           | Nine Entertainment Co Holdings Ltd                                          | CUSIP: Q6813N105<br>LEI: 529900WLXD3X7TFOAI42 | Long             | EC               | CORP              | AU        |   7215678 | NS      | $5722114.12   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Santam Ltd                                                   | Santam Ltd                                                                  | CUSIP: S73323115<br>LEI: 37890092DC55C7D94B35 | Long             | EC               | CORP              | ZA        |    108036 | NS      | $2877838.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Savaria Corp                                                 | Savaria Corp                                                                | CUSIP: 805112109<br>LEI: 549300OFRDMCLTX90G87 | Long             | EC               | CORP              | CA        |      1190 | NS      | $20712.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQA Insurance Group AG                                     | Uniqa Versicherungen AG.                                                    | CUSIP: A90015131<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |    205132 | NS      | $3802523.15   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Industri Jamu Dan Farmasi Sido Muncul Tbk PT                 | Industri Jamu Dan Farmasi Sido Muncul Tbk PT                                | CUSIP: Y712DF105<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  20640937 | NS      | $645605.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trisura Group Ltd                                            | Trisura Group Ltd                                                           | CUSIP: 89679A209<br>LEI: 549300S7H452RZFP8305 | Long             | EC               | CORP              | CA        |     56666 | NS      | $1728299.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Japan Securities Finance Co Ltd                              | Japan Securities Finance Co Ltd                                             | CUSIP: J27617109<br>LEI: 3538000FYEWEUFDCS891 | Long             | EC               | CORP              | JP        |    164200 | NS      | $2258581.86   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiznext Corp                                                | Shinko Plantech Co Ltd                                                      | CUSIP: J6425P108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51100 | NS      | $833352.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Badger Infrastructure Solutions Ltd                          | Badger Infrastructure Solutions Ltd                                         | CUSIP: 056533102<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |    133692 | NS      | $7559172.39   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GungHo Online Entertainment Inc                              | GungHo Online Entertainment, Inc                                            | CUSIP: J18912105<br>LEI: 529900TH7FB4RV6F5S47 | Long             | EC               | CORP              | JP        |    307600 | NS      | $5227951.79   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| XTB SA                                                       | XTB S.A.                                                                    | CUSIP: X98169117<br>LEI: 259400AVUPSABLEXNT19 | Long             | EC               | CORP              | PL        |    109762 | NS      | $2615968.28   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GMO Financial Holdings Inc                                   | GMO Financial Holdings, Inc                                                 | CUSIP: J1819K104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    236100 | NS      | $1358713.40   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| IRB Infrastructure Developers Ltd                            | IRB Infrastructure Developers Ltd                                           | CUSIP: Y41784128<br>LEI: 335800XGO3AITGW6AK27 | Long             | EC               | CORP              | IN        |   3314514 | NS      | $1500926.56   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Eo Technics Co Ltd                                           | Eo Technics Co Ltd                                                          | CUSIP: Y2297V102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       374 | NS      | $96481.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infomart Corp                                                | Infomart Corp                                                               | CUSIP: J24436107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1197800 | NS      | $3500360.72   | 0.24%             |  |  |  | No            |                  2 | On Loan: —       |
| Senior PLC                                                   | Senior plc                                                                  | CUSIP: G8031U102<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |   1159609 | NS      | $3880336.98   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Global One Real Estate Investment Corp                       | Global One Real Estate Investment Corp                                      | CUSIP: J1727U103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       763 | NS      | $673203.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cohort PLC                                                   | Cohort plc                                                                  | CUSIP: G2372R109<br>LEI: 213800WE61C73LZZNW11 | Long             | EC               | CORP              | GB        |     59684 | NS      | $945974.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| AEON Financial Service Co Ltd                                | AEON Financial Service Co Ltd                                               | CUSIP: J0021H107<br>LEI: 35380044PRFENBU7WT74 | Long             | EC               | CORP              | JP        |    282300 | NS      | $3081500.92   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Investment Management Group Ltd                     | Pinnacle Investment Management Group Ltd                                    | CUSIP: Q75485104<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    257900 | NS      | $3024475.21   | 0.21%             |  |  |  | No            |                  2 | On Loan: —       |
| Zuken Inc                                                    | Zuken, Inc                                                                  | CUSIP: J98974108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29400 | NS      | $916621.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Systena Corp                                                 | Systena Corp                                                                | CUSIP: J7864T106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1694700 | NS      | $5561159.36   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Noah Holdings Ltd                                            | Noah Holdings Ltd (ADR)                                                     | CUSIP: 65487X102<br>LEI: 3003008QW3IHPD3NTU41 | Long             | EC               | CORP              | CN        |    137584 | NS      | $1631746.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zigup PLC                                                    | Redde Northgate plc                                                         | CUSIP: G7331W115<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |     62257 | NS      | $325423.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos Inc                                        | Bausch Health Cos, Inc                                                      | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | CA        |   1027356 | NS      | $5892593.81   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Perseus Mining Ltd                                           | Perseus Mining Ltd                                                          | CUSIP: Q74174105<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |   1299818 | NS      | $5006240.66   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA Macquarie Mexico                                       | FIBRA Macquarie Mexico                                                      | CUSIP: BA5270166<br>LEI: 4469000001BRQKG5JK62 | Long             | EC               | CORP              | MX        |   1015242 | NS      | $2111117.78   | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Rasan Information Technology Co                              | Rasan Information Technology Co                                             | CUSIP: M8189E101<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     54464 | NS      | $2029757.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Namura Shipbuilding Co Ltd                                   | Namura Shipbuilding Co Ltd                                                  | CUSIP: J48345102<br>LEI: 353800L4EGBFKO3C4X44 | Long             | EC               | CORP              | JP        |    306000 | NS      | $8341609.04   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Nolato AB                                                    | Nolato AB                                                                   | CUSIP: N/A<br>LEI: 213800T7T7I7WAOX8Y72       | Long             | EC               | CORP              | SE        |    206484 | NS      | $1349497.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sistema AFK PAO                                              | Sistema PJSFC (GDR)                                                         | CUSIP: 48122U204<br>LEI: 213800JSZ2UUK4QQK694 | Long             | EC               | CORP              | RU        |     81310 | NS      | $813.10       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Tripod Technology Corp                                       | Tripod Technology Corp                                                      | CUSIP: Y8974X105<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    795000 | NS      | $9369324.54   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpargatas SA                                                | Alpargatas S.A.                                                             | CUSIP: P0246W106<br>LEI: 254900LU3422XPKEQJ79 | Long             | EC               | CORP              | BR        |    401523 | NS      | $1096363.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancashire Holdings Ltd                                      | Lancashire Holdings Ltd                                                     | CUSIP: G5361W104<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | GB        |    120044 | NS      | $1013812.29   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JOYY Inc                                                     | JOYY, Inc (ADR)                                                             | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | KY        |    142000 | NS      | $9137700.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Heiwa Real Estate Co Ltd                                     | Heiwa Real Estate Co Ltd                                                    | CUSIP: J19278100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54500 | NS      | $797512.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JNBY Design Ltd                                              | JNBY Design Ltd                                                             | CUSIP: G55044104<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    472000 | NS      | $1166966.09   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Alembic Pharmaceuticals Ltd                                  | Alembic Pharmaceuticals Ltd                                                 | CUSIP: Y0R76F109<br>LEI: 335800PM173KNG818V30 | Long             | EC               | CORP              | IN        |      3125 | NS      | $26632.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paradox Interactive AB                                       | Paradox Interactive AB                                                      | CUSIP: W7S83E109<br>LEI: 529900QNSZUY53R5WW95 | Long             | EC               | CORP              | SE        |     46321 | NS      | $675207.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tuya Inc                                                     | Tuya, Inc (ADR)                                                             | CUSIP: 90114C107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   1774051 | NS      | $3707766.59   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CStone Pharmaceuticals                                       | CStone Pharmaceuticals                                                      | CUSIP: G2588M100<br>LEI: 300300095A57F80T2461 | Long             | EC               | CORP              | HK        |   2303300 | NS      | $1580944.89   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wendel SE                                                    | Wendel                                                                      | CUSIP: F98370103<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |     75789 | NS      | $7321839.00   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris CR AS                                          | Philip Morris CR AS.                                                        | CUSIP: X6547B106<br>LEI: 315700LNPHNXCMNLQC73 | Long             | EC               | CORP              | CZ        |       538 | NS      | $527960.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netwealth Group Ltd                                          | Netwealth Group Ltd                                                         | CUSIP: Q6625S102<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    183883 | NS      | $3115681.83   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd                                               | AGL Energy Ltd                                                              | CUSIP: Q01630195<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |    216314 | NS      | $1360960.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                               | Scandinavian Tobacco Group A.S.                                             | CUSIP: K8553U105<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |    124682 | NS      | $1939078.44   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Oriental Holdings BHD                                        | Oriental Holdings BHD                                                       | CUSIP: Y65053103<br>LEI: 549300WBMDZXMUQT2I82 | Long             | EC               | CORP              | MY        |     15000 | NS      | $26179.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| La Comer SAB de CV                                           | La Comer SAB de C.V.                                                        | CUSIP: P6125F114<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    524031 | NS      | $1126264.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| STATE STR NAVIGATOR SECS L TR                                | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  20153198 | NS      | $20153197.90  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Canada ETF                                      | iShares MSCI Canada ETF                                                     | CUSIP: 464286509<br>LEI: 549300DXCD53F4JK3H45 | Long             | EC               | RF                | US        |     62609 | NS      | $3397164.34   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc                                            | Centerra Gold, Inc                                                          | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |    754494 | NS      | $12639083.57  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros     | Linea Directa Aseguradora S.A. Cia de Seguros y Reaseguros                  | CUSIP: E7S7AP108<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |     52794 | NS      | $73593.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Life Insurance PCL                                      | Thai Life Insurance PCL                                                     | CUSIP: N/A<br>LEI: 549300KV400XOCIS7Q68       | Long             | EC               | CORP              | TH        |   7692100 | NS      | $2901244.26   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Maharashtra Seamless Ltd                                     | Maharashtra Seamless Ltd                                                    | CUSIP: Y5405N144<br>LEI: 3358005CN9WUZJFMHV66 | Long             | EC               | CORP              | IN        |    187839 | NS      | $1063429.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                               | Jyske Bank                                                                  | CUSIP: K55633117<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |      1292 | NS      | $188020.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                                  | Aalberts Industries NV                                                      | CUSIP: N00089271<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |    232913 | NS      | $8943517.07   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Osaka Cement Co Ltd                                 | Sumitomo Osaka Cement Co Ltd                                                | CUSIP: J77734101<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |    216600 | NS      | $5837974.26   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                              | DKSH Holding AG.                                                            | CUSIP: H2012M121<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |     82222 | NS      | $6032800.39   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutz AG                                                     | Deutz AG.                                                                   | CUSIP: D39176108<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |    633927 | NS      | $8117881.15   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE Automotive India Ltd                                     | CIE Automotive India Ltd                                                    | CUSIP: Y53867100<br>LEI: 335800NSDTMUFCMTUP82 | Long             | EC               | CORP              | IN        |     30239 | NS      | $137568.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iM Financial Group Co Ltd                                    | DGB Financial Group, Inc                                                    | CUSIP: Y2058E109<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    633554 | NS      | $6812352.77   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Cybozu Inc                                                   | Cybozu, Inc                                                                 | CUSIP: J1146T109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    169600 | NS      | $2615669.94   | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| Max Financial Services Ltd                                   | Max Financial Services Ltd                                                  | CUSIP: Y5903C145<br>LEI: 335800Y9FX8XGFB64S40 | Long             | EC               | CORP              | IN        |    248596 | NS      | $4360750.16   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Austal Ltd                                                   | Austal Ltd                                                                  | CUSIP: Q07106109<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |    295412 | NS      | $1424605.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd                                                   | Worley Ltd                                                                  | CUSIP: Q9858A103<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |    446965 | NS      | $4157452.17   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BioGaia AB                                                   | BioGaia AB                                                                  | CUSIP: W2R76H103<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |    516645 | NS      | $6354609.09   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Hysan Development Co Ltd                                     | Hysan Development Co Ltd                                                    | CUSIP: Y38203124<br>LEI: 5299007BABFLKIH9HL03 | Long             | EC               | CORP              | HK        |    662000 | NS      | $1818101.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Boubyan Petrochemicals Co KSCP                               | Boubyan Petrochemicals Co KSCP                                              | CUSIP: M2033T109<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |    696434 | NS      | $1283506.77   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RR Kabel Ltd                                                 | RR Kabel Ltd                                                                | CUSIP: Y7S37D122<br>LEI: 3358009R2X3MLNJQ9B10 | Long             | EC               | CORP              | IN        |    196435 | NS      | $2927971.78   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Agility Global PLC                                           | Agility Global PLC                                                          | CUSIP: M0R82C101<br>LEI: 254900GCYJAY76VZD570 | Long             | EC               | CORP              | AE        |   1325854 | NS      | $487379.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spin Master Corp                                             | Spin Master Corp                                                            | CUSIP: 848510103<br>LEI: 254900ACUT127TXKWO71 | Long             | EC               | CORP              | CA        |     47560 | NS      | $650014.03    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Tokyo Kiraboshi Financial Group Inc                          | Tokyo Kiraboshi Financial Group, Inc                                        | CUSIP: J9370A100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64400 | NS      | $4204641.59   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                                    | Nordex AG.                                                                  | CUSIP: D5736K135<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |    182225 | NS      | $7295634.45   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd                           | HD Hyundai Heavy Industries Co Ltd                                          | CUSIP: Y3838M122<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |     13645 | NS      | $5431118.10   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| LIG Nex1 Co Ltd                                              | LIG Nex1 Co Ltd                                                             | CUSIP: Y5277W107<br>LEI: 988400VTP0QVY3OIY652 | Long             | EC               | CORP              | KR        |     17590 | NS      | $5867161.73   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco del Bajio SA                                           | Banco del Bajio S.A.                                                        | CUSIP: P1R2ZN117<br>LEI: 4469000001BD95FFLY16 | Long             | EC               | CORP              | MX        |   1337365 | NS      | $3928834.92   | 0.27%             |  |  |  | Yes           |                  1 | On Loan: No      |
| IG Group Holdings PLC                                        | IG Group Holdings plc                                                       | CUSIP: G4753Q106<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |    552571 | NS      | $10251321.80  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosiden Corp                                                 | Hosiden Corp                                                                | CUSIP: J22470108<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |     48220 | NS      | $803297.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Co Ltd                                                | Nomura Co Ltd                                                               | CUSIP: J58988106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    299200 | NS      | $2644588.58   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin Nippon Air Technologies Co Ltd                          | Shin Nippon Air Technologies Co Ltd                                         | CUSIP: J7366Q105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25800 | NS      | $548556.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                                | Technogym S.p.A                                                             | CUSIP: T9200L101<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |    242859 | NS      | $5071598.61   | 0.35%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tips Music Ltd                                               | Tips Industries Ltd                                                         | CUSIP: Y8841V142<br>LEI: 894500VNJRDRQC3GJX49 | Long             | EC               | CORP              | IN        |     13164 | NS      | $77973.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Garage Inc                                           | Digital Garage, Inc                                                         | CUSIP: J1229F109<br>LEI: 353800XMG9BC18FQ8862 | Long             | EC               | CORP              | JP        |     60000 | NS      | $979091.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SanBio Co Ltd                                                | SanBio Co Ltd                                                               | CUSIP: J67006106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70600 | NS      | $844259.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Vivendi SE                                                   | Vivendi Universal S.A.                                                      | CUSIP: F97982106<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |   2432905 | NS      | $6787654.79   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Tisco Financial Group PCL                                    | Tisco Bank PCL                                                              | CUSIP: N/A<br>LEI: 529900OOUQI3OWX2WU06       | Long             | EC               | CORP              | TH        |   1768000 | NS      | $6314905.88   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| HomeCo Daily Needs REIT                                      | HomeCo Daily Needs REIT                                                     | CUSIP: Q46596104<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   3259335 | NS      | $2924615.50   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fortune Real Estate Investment Trust                         | Fortune Real Estate Investment Trust                                        | CUSIP: Y2616W104<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    588000 | NS      | $382156.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacom Co Ltd                                                 | Wacom Co Ltd                                                                | CUSIP: J9467Z109<br>LEI: 353800R3B771OQOQPT02 | Long             | EC               | CORP              | JP        |    155700 | NS      | $754527.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DiscoverIE Group PLC                                         | DiscoverIE Group plc                                                        | CUSIP: G2887F103<br>LEI: 213800BMDLQU1VEEAN68 | Long             | EC               | CORP              | GB        |    156689 | NS      | $1359330.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Maharashtra Scooters Ltd                                     | Maharashtra Scooters Ltd                                                    | CUSIP: Y54045110<br>LEI: 335800ROTYSJXSJL9M31 | Long             | EC               | CORP              | IN        |     10343 | NS      | $1513212.97   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PALTAC Corp                                                  | PALTAC Corp                                                                 | CUSIP: J6349W106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39300 | NS      | $1229858.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrical Industries Co                                     | Electrical Industries Co                                                    | CUSIP: M3046D107<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |   2731525 | NS      | $9943923.52   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Netmarble Corp                                               | Netmarble Corp                                                              | CUSIP: Y6S5CG100<br>LEI: 988400T1LQCQT8H5EO27 | Long             | EC               | CORP              | KR        |    156736 | NS      | $5733450.70   | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| First Majestic Silver Corp                                   | First Majestic Silver Corp                                                  | CUSIP: 32076V103<br>LEI: 529900PWCU5DUH1DYR51 | Long             | EC               | CORP              | CA        |    160449 | NS      | $3340600.85   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                                | Persimmon plc                                                               | CUSIP: G70202109<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |    523904 | NS      | $10088936.61  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Pigeon Corp                                                  | Pigeon Corp                                                                 | CUSIP: J63739106<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |    503100 | NS      | $5243121.57   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohsho Food Service Corp                                      | Ohsho Food Service Corp                                                     | CUSIP: J6012K108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $38686.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Embracer Group AB                                            | Embracer Group AB                                                           | CUSIP: N/A<br>LEI: 549300RFXXKT652HB549       | Long             | EC               | CORP              | SE        |    645358 | NS      | $3534953.06   | 0.24%             |  |  |  | No            |                  2 | On Loan: —       |
| Hornbach Holding AG & Co KGaA                                | Hornbach Holding AG. & Co KGaA                                              | CUSIP: D33875119<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |     10759 | NS      | $1028070.80   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamilnad Mercantile Bank Ltd                                 | Tamilnad Mercantile Bank Ltd                                                | CUSIP: Y8T6KQ102<br>LEI: 335800AYAN6LJY14L887 | Long             | EC               | CORP              | IN        |    139388 | NS      | $924452.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                        | MFE-MediaForEurope NV                                                       | CUSIP: N5673Q128<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | IT        |    638938 | NS      | $2383439.37   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bursa Malaysia Bhd                                           | Bursa Malaysia BHD                                                          | CUSIP: Y1028U102<br>LEI: 254900CXCSGW8M52ZU27 | Long             | EC               | CORP              | MY        |    955340 | NS      | $2186821.73   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kalbe Farma Tbk PT                                           | Kalbe Farma Tbk PT                                                          | CUSIP: Y71287208<br>LEI: 529900PRQI8S32HOE387 | Long             | EC               | CORP              | ID        |  35869900 | NS      | $2446576.01   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Action Construction Equipment Ltd                            | Action Construction Equipment Ltd                                           | CUSIP: Y0010V102<br>LEI: 335800E2SPJUKN6OTB20 | Long             | EC               | CORP              | IN        |     10450 | NS      | $96432.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC Business Consultants Co Ltd                             | OBIC Business Consultants Ltd                                               | CUSIP: J59469106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     57600 | NS      | $2551568.51   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| WNC Corp /Taiwan                                             | Wistron NeWeb Corp                                                          | CUSIP: Y96739100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    393000 | NS      | $2291907.88   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                                 | Bilfinger Berger AG.                                                        | CUSIP: D11648108<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |     63432 | NS      | $8887374.31   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| KEPCO Plant Service & Engineering Co Ltd                     | KEPCO Plant Service & Engineering Co Ltd                                    | CUSIP: Y7076A104<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    162081 | NS      | $6283032.47   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| iQIYI Inc                                                    | iQIYI, Inc (ADR)                                                            | CUSIP: 46267X108<br>LEI: 222100XL8T2Q5B8MS302 | Long             | EC               | CORP              | KY        |    467804 | NS      | $973032.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Glass Co Ltd                                         | Central Glass Co Ltd                                                        | CUSIP: J05502109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     94600 | NS      | $2230079.08   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Emami Ltd                                                    | Emami Ltd                                                                   | CUSIP: Y22891132<br>LEI: 335800CCQHJCDEUS7G90 | Long             | EC               | CORP              | IN        |    227646 | NS      | $1198415.14   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Chemical Industries Ltd                                | Sanyo Chemical Industries Ltd                                               | CUSIP: J68682103<br>LEI: 529900STCFY6RXOR2I79 | Long             | EC               | CORP              | JP        |     42800 | NS      | $1529059.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellebrite DI Ltd                                            | Cellebrite DI Ltd                                                           | CUSIP: M2197Q107<br>LEI: 254900G03462YGP1IO36 | Long             | EC               | CORP              | US        |     18627 | NS      | $274003.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiatnakin Phatra Bank PCL                                    | Kiatnakin Phatra Bank PCL                                                   | CUSIP: N/A<br>LEI: 254900UPQE3MNOEDXK30       | Long             | EC               | CORP              | TH        |     28100 | NS      | $64270.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonking Holdings Ltd                                         | Lonking Holdings Ltd                                                        | CUSIP: G5636C107<br>LEI: 5299004M92ACMGS3QI84 | Long             | EC               | CORP              | HK        |  13860000 | NS      | $5685316.26   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| MIXI Inc                                                     | Mixi Inc                                                                    | CUSIP: J45993110<br>LEI: 529900IL3THMH0SFYQ49 | Long             | EC               | CORP              | JP        |    213400 | NS      | $3756574.59   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Mining Ltd                                          | Resolute Mining Ltd                                                         | CUSIP: Q81068100<br>LEI: 254900MP8JONT590XY28 | Long             | EC               | CORP              | AU        |  12598501 | NS      | $11286003.44  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| C&D Property Management Group Co Ltd                         | C&D Property Management Group Co Ltd                                        | CUSIP: G3165E107<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    189000 | NS      | $65098.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokmanni Group Corp                                          | Tokmanni Group Corp                                                         | CUSIP: X9078R102<br>LEI: 743700VMG6KWF0FW1560 | Long             | EC               | CORP              | FI        |    276299 | NS      | $2522061.19   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanki Engineering Co Ltd                                     | Sanki Engineering Co Ltd                                                    | CUSIP: J67435107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    124800 | NS      | $5376429.40   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitta Corp                                                   | Nitta Corp                                                                  | CUSIP: J58246109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $126465.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Sigorta AS                                           | Turkiye Sigorta AS                                                          | CUSIP: M5246Z101<br>LEI: 789000O7DB1JKMXK2Q45 | Long             | EC               | CORP              | TR        |   8448340 | NS      | $2370127.81   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wowprime Corp                                                | Wowprime Corp                                                               | CUSIP: Y969B9107<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     33000 | NS      | $223355.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcadyan Technology Corp                                     | Arcadyan Technology Corp                                                    | CUSIP: Y02020116<br>LEI: 254900R5W61G3GO1Q067 | Long             | EC               | CORP              | TW        |    729000 | NS      | $4140060.93   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Coats Group PLC                                              | Coats Group plc                                                             | CUSIP: G22429115<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |   5160872 | NS      | $6005868.42   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesdome Gold Mines Ltd                                       | Wesdome Gold Mines Ltd                                                      | CUSIP: 95083R100<br>LEI: 254900D63U62QS84H719 | Long             | EC               | CORP              | CA        |     43554 | NS      | $712972.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Heavy Industries Ltd                                | Sumitomo Heavy Industries Ltd                                               | CUSIP: J77497170<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |     35200 | NS      | $1095938.57   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Metalurgica Gerdau SA                                        | Metalurgica Gerdau S.A.                                                     | CUSIP: P4834C118<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   2150232 | NS      | $4032642.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ams-OSRAM AG                                                 | ams-OSRAM AG.                                                               | CUSIP: A0400Q156<br>LEI: 5299001JPPT2QFTV5D76 | Long             | EC               | CORP              | CH        |     43118 | NS      | $448631.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oki Electric Industry Co Ltd                                 | Oki Electric Industry Co Ltd                                                | CUSIP: J60772100<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |    354200 | NS      | $4673674.35   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Tate & Lyle PLC                                              | Tate & Lyle plc                                                             | CUSIP: G86838151<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |    549981 | NS      | $2845411.73   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Retail Properties Ltd                                  | Orion Retail Properties Ltd                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      2730 | NS      | $2366.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dah Sing Banking Group Ltd                                   | Dah Sing Banking Group Ltd                                                  | CUSIP: Y1923F101<br>LEI: 529900DXBMKJOLLQOM66 | Long             | EC               | CORP              | HK        |    779600 | NS      | $1110504.53   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United Integrated Services Co Ltd                            | United Integrated Services Co Ltd                                           | CUSIP: Y9210Q102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    291000 | NS      | $8298203.34   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                           | NGK Insulators Ltd                                                          | CUSIP: J49076110<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |    270800 | NS      | $6487820.01   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Chemicals & Pharmaceuticals Ltd                           | JB Chemicals & Pharmaceuticals Ltd                                          | CUSIP: Y4429J114<br>LEI: 335800EZQUJ9BB5YBV04 | Long             | EC               | CORP              | IN        |    163971 | NS      | $3336162.79   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Healthcare Group Holdings Ltd                           | Life Healthcare Group Holdings Ltd                                          | CUSIP: S4682C100<br>LEI: 529900NEEWARTDD80135 | Long             | EC               | CORP              | ZA        |   1669829 | NS      | $1149485.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yurtec Corp                                                  | Yurtec Corp                                                                 | CUSIP: J85087104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    101400 | NS      | $1782827.89   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                                | Proximus plc                                                                | CUSIP: B6951K109<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |    409647 | NS      | $3737568.49   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Primaris Real Estate Investment Trust                        | Primaris REIT                                                               | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |    124434 | NS      | $1512417.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SK REITs Co Ltd                                              | SK REITs Co Ltd                                                             | CUSIP: Y806SW102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    135250 | NS      | $522432.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishio Holdings Co Ltd                                       | Nishio Rent All Co Ltd                                                      | CUSIP: J56902109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40700 | NS      | $1264357.65   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandic Hotels Group AB                                      | Scandic Hotels Group AB                                                     | CUSIP: W7T14N102<br>LEI: 529900JY9ZBGUXGRKQ86 | Long             | EC               | CORP              | SE        |    667028 | NS      | $6665443.48   | 0.46%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Plus500 Ltd                                                  | Plus500 Ltd                                                                 | CUSIP: M7S2CK109<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | GB        |    160476 | NS      | $9237233.98   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| China Zhongwang Holdings Ltd                                 | China Zhongwang Holdings Ltd                                                | CUSIP: N/A<br>LEI: 529900J21TD2P9K4YC63       | Long             | EC               | CORP              | HK        |   4565760 | NS      | $5844.47      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| KPIT Technologies Ltd                                        | KPIT Technologies Ltd                                                       | CUSIP: Y4984V106<br>LEI: 3358009MOTWWU66WMV49 | Long             | EC               | CORP              | IN        |    188452 | NS      | $2136660.50   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Crompton Greaves Consumer Electricals Ltd                    | Crompton Greaves Consumer Electricals Ltd                                   | CUSIP: Y1786D102<br>LEI: 335800DIIEEWMH3UDH51 | Long             | EC               | CORP              | IN        |    116364 | NS      | $280504.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropole Television SA                                      | M6-Metropole Television                                                     | CUSIP: F62379114<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |    253313 | NS      | $3628554.77   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Cia de Seguridad SA                                 | Prosegur Cia de Seguridad S.A.                                              | CUSIP: E83453188<br>LEI: 549300N94L4D5NDBFG97 | Long             | EC               | CORP              | ES        |    295992 | NS      | $985310.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cafe24 Corp                                                  | Cafe24 Corp                                                                 | CUSIP: Y7T37J102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     66419 | NS      | $1743474.58   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                        | Yangzijiang Shipbuilding Holdings Ltd                                       | CUSIP: Y9728A102<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |   2987300 | NS      | $7845580.68   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| E-Finance for Digital & Financial Investments                | E-Finance for Digital & Financial Investments                               | CUSIP: M8S03A103<br>LEI: N/A                  | Long             | EC               | CORP              | EG        |   1127467 | NS      | $520129.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Attendo AB                                                   | Attendo AB                                                                  | CUSIP: W1R94Z285<br>LEI: 549300KEJDL2FNITUW65 | Long             | EC               | CORP              | SE        |    617864 | NS      | $6167826.98   | 0.43%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NSK Ltd                                                      | NSK Ltd                                                                     | CUSIP: J55505101<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |    806200 | NS      | $5606760.23   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| DoubleUGames Co Ltd                                          | DoubleUGames Co Ltd                                                         | CUSIP: Y2106F108<br>LEI: 549300YX1GSB0NJDFU35 | Long             | EC               | CORP              | KR        |     57116 | NS      | $2119297.91   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Rotork PLC                                                   | Rotork plc                                                                  | CUSIP: G76717134<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |   1708485 | NS      | $8290851.36   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Data#3 Ltd                                                   | Data#3 Ltd                                                                  | CUSIP: Q3118R105<br>LEI: 529900WW6OYX86LFDA80 | Long             | EC               | CORP              | AU        |     14662 | NS      | $99313.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoei Co Ltd                                                 | Shoei Co Ltd                                                                | CUSIP: J74530114<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    192200 | NS      | $2211811.30   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co Ltd                                       | Hirose Electric Co Ltd                                                      | CUSIP: J19782101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58800 | NS      | $6348150.82   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Burkhalter Holding AG                                        | Burkhalter Holding AG.                                                      | CUSIP: H1145M115<br>LEI: 3912002Q7RGEIHPQ0J90 | Long             | EC               | CORP              | CH        |     16891 | NS      | $3069717.33   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| LEENO Industrial Inc                                         | LEENO Industrial, Inc                                                       | CUSIP: Y5254W104<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    125924 | NS      | $9168234.88   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys PLC                                                   | Currys plc                                                                  | CUSIP: G2601D103<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |    548900 | NS      | $1100025.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Materials Corp                                    | Mitsubishi Materials Corp                                                   | CUSIP: J44024107<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |    410000 | NS      | $11793279.93  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagron                                                       | Fagron NV                                                                   | CUSIP: B3921R108<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |     81342 | NS      | $2138427.14   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowa Holdings Co Ltd                                         | DOWA HOLDINGS CO Ltd                                                        | CUSIP: J12432225<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |     71200 | NS      | $4217033.04   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Yodogawa Steel Works Ltd                                     | Yodogawa Steel Works Ltd                                                    | CUSIP: J97140115<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    303700 | NS      | $2751457.59   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Weibo Corp                                                   | Weibo Corp                                                                  | CUSIP: G9515T108<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | HK        |    516240 | NS      | $5512416.81   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Slate Grocery REIT                                           | Slate Grocery REIT                                                          | CUSIP: 831062203<br>LEI: 5493007WH5UCZ7KXH140 | Long             | EC               | CORP              | CA        |    185694 | NS      | $2111073.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Modern Times Group MTG AB                                    | Modern Times Group MTG AB                                                   | CUSIP: W56523231<br>LEI: 549300E8NDODRSX29339 | Long             | EC               | CORP              | SE        |     77424 | NS      | $903803.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale Indonesia Tbk PT                                        | PT Vale Indonesia Tbk                                                       | CUSIP: Y7150Y101<br>LEI: 5299002HHYBH7C6WBQ62 | Long             | EC               | CORP              | ID        |   3974440 | NS      | $1532348.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LuxNet Corp                                                  | LuxNet Corp                                                                 | CUSIP: Y5346Y100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    434000 | NS      | $4311232.99   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                 | B&M European Value Retail S.A.                                              | CUSIP: L1175H106<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | GB        |   3280324 | NS      | $7919348.06   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| G City Ltd                                                   | Gazit Globe Ltd                                                             | CUSIP: M4793C102<br>LEI: 213800EO12XXGZSQ2A73 | Long             | EC               | CORP              | IL        |    795737 | NS      | $2450577.05   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd                 | Bezeq Israeli Telecommunication Corp Ltd                                    | CUSIP: M2012Q100<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |    983203 | NS      | $2525046.04   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Tabungan Negara Persero Tbk PT                          | Bank Tabungan Negara Persero Tbk PT                                         | CUSIP: Y71197100<br>LEI: 2549009BLYOGL9ZLAW17 | Long             | EC               | CORP              | ID        |   9472400 | NS      | $695825.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Frontier Fudousan Co Ltd                                 | Sun Frontier Fudousan Co Ltd                                                | CUSIP: J7808L102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     85600 | NS      | $1357800.94   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Wia Corp                                             | Hyundai Wia Corp                                                            | CUSIP: Y3R394104<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     17608 | NS      | $1051333.66   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ESAB India Ltd                                               | ESAB India Ltd                                                              | CUSIP: Y2296R110<br>LEI: 3358001SJHTOXOICND66 | Long             | EC               | CORP              | IN        |      8843 | NS      | $536289.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                      | British Land Co plc                                                         | CUSIP: G15540118<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |    171513 | NS      | $978297.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Visual Photonics Epitaxy Co Ltd                              | Visual Photonics Epitaxy Co Ltd                                             | CUSIP: Y9379U100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    785000 | NS      | $4152325.82   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Yixin Group Ltd                                              | Yixin Group Ltd                                                             | CUSIP: G9T43R102<br>LEI: 529900YTV0F6LHZT7H57 | Long             | EC               | CORP              | HK        |   5469250 | NS      | $1984619.24   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Triple Flag Precious Metals Corp                             | Triple Flag Precious Metals Corp                                            | CUSIP: 89679M104<br>LEI: 254900R7NJ1TEYIM4E61 | Long             | EC               | CORP              | CA        |    287700 | NS      | $9700221.79   | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| AcadeMedia AB                                                | AcadeMedia AB                                                               | CUSIP: W1202M266<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |    158264 | NS      | $1676968.83   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Orient Corp                                                  | Orient Corp                                                                 | CUSIP: J61890109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    314200 | NS      | $2233695.22   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group PLC                                             | Keller Group plc                                                            | CUSIP: G5222K109<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |    139873 | NS      | $3391524.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaguchi Financial Group Inc                                | Yamaguchi Financial Group, Inc                                              | CUSIP: J9579M103<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |      8900 | NS      | $141767.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raito Kogyo Co Ltd                                           | Raito Kogyo Co Ltd                                                          | CUSIP: J64253107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36000 | NS      | $814041.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bradespar SA                                                 | Bradespar S.A.                                                              | CUSIP: P1808W104<br>LEI: 9598001UD1DHEH3PZ471 | Long             | EC               | CORP              | BR        |   1069866 | NS      | $4840341.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Magellan Financial Group Ltd                                 | Magellan Financial Group Ltd                                                | CUSIP: Q5713S107<br>LEI: 549300X5WFW6USQQ9U26 | Long             | EC               | CORP              | AU        |    919416 | NS      | $5558218.87   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Cewe Stiftung & Co KGAA                                      | Cewe Stiftung & Co KGAA                                                     | CUSIP: D1499B107<br>LEI: 529900IDFHN9MQ3WUD64 | Long             | EC               | CORP              | DE        |      6627 | NS      | $793756.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Anritsu Corp                                                 | Anritsu Corp                                                                | CUSIP: J01554104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    396700 | NS      | $5497056.31   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Boursa Kuwait Securities Co KPSC                             | Boursa Kuwait Securities Co KPSC                                            | CUSIP: M2033U106<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |    140713 | NS      | $1443327.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                                     | Nova Measuring Instruments Ltd                                              | CUSIP: M7516K103<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |     27289 | NS      | $13320994.28  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Sterlite Technologies Ltd                                    | Sterlite Technologies Ltd                                                   | CUSIP: Y8170C137<br>LEI: 2549009PLGZR1CDA6F81 | Long             | EC               | CORP              | IN        |   3518003 | NS      | $4079684.67   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Elecom Co Ltd                                                | Elecom Co Ltd                                                               | CUSIP: J12884102<br>LEI: 353800BXFUVR7EPC0G35 | Long             | EC               | CORP              | JP        |    159700 | NS      | $1706726.24   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                                       | TUI AG.                                                                     | CUSIP: D8484K455<br>LEI: 529900SL2WSPV293B552 | Long             | EC               | CORP              | DE        |    687987 | NS      | $7335329.59   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                             | Venture Corp Ltd                                                            | CUSIP: Y9361F111<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |    728400 | NS      | $9353470.23   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Food Group PLC                                        | Hilton Food Group plc                                                       | CUSIP: G4586W106<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |    396607 | NS      | $2565300.39   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                                        | Lynas Corp Ltd                                                              | CUSIP: Q5683J210<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |    745912 | NS      | $7508442.18   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Region Group                                                 | Region RE Ltd                                                               | CUSIP: N/A<br>LEI: 549300MS6NZV0B7K7D28       | Long             | EC               | CORP              | AU        |    357211 | NS      | $572946.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury NZ Ltd                                               | Mercury NZ Ltd                                                              | CUSIP: Q5971Q108<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |    126513 | NS      | $482648.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanamoto Co Ltd                                              | Kanamoto Co Ltd                                                             | CUSIP: J29557105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29200 | NS      | $704274.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenkoku Hosho Co Ltd                                         | Zenkoku Hosho Co Ltd                                                        | CUSIP: J98829104<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |    287400 | NS      | $5713969.31   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Power Systems Ltd                                         | TD Power Systems Ltd                                                        | CUSIP: Y854B8111<br>LEI: 335800X4CR12E4TJMM03 | Long             | EC               | CORP              | IN        |    646949 | NS      | $5124259.86   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group PLC/Jersey                                         | Man Group plc                                                               | CUSIP: G57991104<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | GB        |    431397 | NS      | $1557085.04   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmila SA                                                   | Carmila S.A.                                                                | CUSIP: F1387K266<br>LEI: 222100P6D3QKU33LZQ72 | Long             | EC               | CORP              | FR        |     65529 | NS      | $1268013.14   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheng Siong Group Ltd                                        | Sheng Siong Group Ltd                                                       | CUSIP: Y7709X109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    450400 | NS      | $963350.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rusta AB                                                     | Rusta AB                                                                    | CUSIP: W7S5WK109<br>LEI: 549300V512S3QMRNO618 | Long             | EC               | CORP              | SE        |     86800 | NS      | $798017.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JOST Werke SE                                                | JOST Werke SE                                                               | CUSIP: D3S57J100<br>LEI: 529900G977BSS7DATK68 | Long             | EC               | CORP              | DE        |      9171 | NS      | $680225.55    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ALS Ltd                                                      | ALS Ltd                                                                     | CUSIP: Q0266A116<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |     50596 | NS      | $862735.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Storskogen Group AB                                          | Storskogen Group AB                                                         | CUSIP: W91106117<br>LEI: 549300DL3K4HLJ41KD24 | Long             | EC               | CORP              | SE        |   1007595 | NS      | $1223320.89   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Ancora                                                   | KBC Ancora                                                                  | CUSIP: B5341G109<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |     51149 | NS      | $4700459.92   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Atoss Software SE                                            | Atoss Software AG.                                                          | CUSIP: D0426N101<br>LEI: 529900Q9G9280ADNOA39 | Long             | EC               | CORP              | DE        |     20931 | NS      | $2412274.84   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Masane Al Kobra Mining Co                                 | Al Masane Al Kobra Mining Co                                                | CUSIP: M08569101<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    184066 | NS      | $5706877.77   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                               | Storebrand ASA                                                              | CUSIP: R85746106<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |    549735 | NS      | $9620282.70   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Daishin Securities Co Ltd                                    | Daishin Securities Co Ltd PF                                                | CUSIP: Y19538118<br>LEI: 549300A0MNIZNJBONO78 | Long             | EC               | CORP              | KR        |     44983 | NS      | $718177.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Westgold Resources Ltd                                       | Westgold Resources Ltd                                                      | CUSIP: Q97159232<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |   2721276 | NS      | $12985105.62  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Elekta AB                                                    | Elekta AB (B Shares)                                                        | CUSIP: W2479G107<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |    791091 | NS      | $5085292.10   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SOSiLA Logistics REIT Inc                                    | SOSiLA Logistics REIT, Inc                                                  | CUSIP: J7645P100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        11 | NS      | $9106.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exedy Corp                                                   | Exedy Corp                                                                  | CUSIP: J1326T101<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |     88600 | NS      | $3264956.26   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Light Metal Holdings Co Ltd                           | Nippon Light Metal Holdings Co Ltd                                          | CUSIP: J5470A107<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |    138100 | NS      | $2436377.43   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| National Aluminium Co Ltd                                    | National Aluminium Co Ltd                                                   | CUSIP: Y6211M130<br>LEI: 335800OM1V78CX7SSC72 | Long             | EC               | CORP              | IN        |   1436637 | NS      | $5986261.64   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Inaba Denki Sangyo Co Ltd                                    | Inaba Denki Sangyo Co Ltd                                                   | CUSIP: J23683105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    211900 | NS      | $3529459.66   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemring Group PLC                                           | Chemring Group plc                                                          | CUSIP: G20860139<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |    252426 | NS      | $1725673.71   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KCE Electronics PCL                                          | KCE Electronics PCL                                                         | CUSIP: N/A<br>LEI: 529900LNPH5MFQ9L6T25       | Long             | EC               | CORP              | TH        |   5206500 | NS      | $3105483.40   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&S Austria Technologie & Systemtechnik AG                  | AT&S Austria Technologie & Systemtechnik AG.                                | CUSIP: A05345110<br>LEI: 529900EVOKN4LCCD9321 | Long             | EC               | CORP              | AT        |     76855 | NS      | $3455129.26   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Abacus Group                                                 | Abacus Property Group                                                       | CUSIP: N/A<br>LEI: 2138009R3Y4TK4IZDW59       | Long             | EC               | CORP              | AU        |    670379 | NS      | $538936.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Corp                                                   | Aichi Corp                                                                  | CUSIP: J00284109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    115900 | NS      | $1021834.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                          | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   3250000 | PA      | $3250000.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                                   | Hiscox Ltd                                                                  | CUSIP: G4593F138<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | GB        |    471962 | NS      | $9599396.20   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichigo Office REIT Investment Corp                           | Ichigo Office REIT Investment Corp                                          | CUSIP: J2382Z106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       762 | NS      | $478494.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunting PLC                                                  | Hunting plc                                                                 | CUSIP: G46648104<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |    368837 | NS      | $2244021.08   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Retail REIT                                     | Macquarie CountryWide Trust                                                 | CUSIP: Q2308D108<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1983186 | NS      | $5400460.38   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1 SA                                    | Societe Television Francaise 1                                              | CUSIP: F91255103<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |    140636 | NS      | $1359291.46   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fleury SA                                                    | Fleury S.A.                                                                 | CUSIP: P418BW104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   2232745 | NS      | $7051108.62   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Alm Brand A/S                                                | Alm Brand AS                                                                | CUSIP: K0302B157<br>LEI: 549300H4TGLJVZ6VTA48 | Long             | EC               | CORP              | DK        |   1343888 | NS      | $3722149.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Garden Reach Shipbuilders & Engineers Ltd                    | Garden Reach Shipbuilders & Engineers Ltd                                   | CUSIP: Y2R8XK102<br>LEI: 3358005FGUY6TG2A8459 | Long             | EC               | CORP              | IN        |     88568 | NS      | $2667371.97   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corp/Republic of Korea                                 | Orion Corp/Republic of Korea                                                | CUSIP: Y6S90M128<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7910 | NS      | $643878.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Channel Well Technology Co Ltd                               | Channel Well Technology Co Ltd                                              | CUSIP: Y1296B109<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2602000 | NS      | $5161017.80   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuburaya Fields Holdings Inc                                | Fields Corp                                                                 | CUSIP: J1348C102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40000 | NS      | $473913.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Norconsult Norge AS                                          | Norconsult Norge AS.                                                        | CUSIP: R48884101<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      1090 | NS      | $5140.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinmaywa Industries Ltd                                     | Shinmaywa Industries Ltd                                                    | CUSIP: J73434102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     98100 | NS      | $1386150.07   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JAFCO Group Co ltd                                           | Jafco Co Ltd                                                                | CUSIP: J25832106<br>LEI: 353800R7EWCVA2488G32 | Long             | EC               | CORP              | JP        |    400000 | NS      | $6314473.72   | 0.44%             |  |  |  | No            |                  2 | On Loan: —       |
| iShares Core MSCI Emerging Markets ETF                       | iShares Core MSCI Emerging Markets ETF                                      | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |    197142 | NS      | $14304623.52  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiyo Holdings Co Ltd                                        | Taiyo Ink Manufacturing Co Ltd                                              | CUSIP: J80013105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     72400 | NS      | $2343362.88   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ChipMOS Technologies Inc                                     | ChipMOS Technologies, Inc                                                   | CUSIP: Y1566L100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2037000 | NS      | $3833460.33   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                                | Rightmove plc                                                               | CUSIP: G7565D106<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |   1145308 | NS      | $7753054.39   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co Ltd                                          | Asahi Intecc Co Ltd                                                         | CUSIP: J0279C107<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |    122300 | NS      | $2038760.55   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Arjo AB                                                      | Arjo AB                                                                     | CUSIP: W0634J115<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |    688124 | NS      | $2062839.16   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankey Engineering Co Ltd                                    | Yankey Engineering Co Ltd                                                   | CUSIP: Y973A5108<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    457000 | NS      | $8566042.79   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Syngene International Ltd                                    | Syngene International Ltd                                                   | CUSIP: Y8T288113<br>LEI: 335800FFAWRC77Z2EY68 | Long             | EC               | CORP              | IN        |    269003 | NS      | $1386031.01   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fincantieri SpA                                              | Fincantieri S.p.A                                                           | CUSIP: T4R92H129<br>LEI: 8156005BDF49128B6239 | Long             | EC               | CORP              | IT        |    417680 | NS      | $7928234.61   | 0.55%             |  |  |  | No            |                  2 | On Loan: —       |
| Mota-Engil SGPS SA                                           | Mota Engil SGPS S.A.                                                        | CUSIP: X5588N110<br>LEI: 549300L6RR1203WN9F57 | Long             | EC               | CORP              | PT        |   1322508 | NS      | $6985069.47   | 0.48%             |  |  |  | No            |                  2 | On Loan: —       |
| iShares MSCI EAFE Small-Cap ETF                              | iShares MSCI EAFE Small-Cap ETF                                             | CUSIP: 464288273<br>LEI: 549300MJV5OZGVS4LX86 | Long             | EC               | RF                | US        |    373197 | NS      | $30516318.69  | 2.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Maple Leaf Foods Inc                                         | Maple Leaf Foods, Inc                                                       | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |    103342 | NS      | $1914822.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ISC Co Ltd                                                   | ISC Co Ltd                                                                  | CUSIP: Y4177K107<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     68497 | NS      | $7088086.54   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Glanbia PLC                                                  | Glanbia plc                                                                 | CUSIP: G39021103<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |     55630 | NS      | $1070222.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| C Uyemura & Co Ltd                                           | C Uyemura & Co Ltd                                                          | CUSIP: J0845U102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30000 | NS      | $3469401.94   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco di Desio e della Brianza SpA                           | Banco di Desio e della Brianza S.p.A.                                       | CUSIP: T1719F105<br>LEI: 81560026D234790EB288 | Long             | EC               | CORP              | IT        |     32297 | NS      | $357159.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaken Pharmaceutical Co Ltd                                  | Kaken Pharmaceutical Co Ltd                                                 | CUSIP: J29266103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    142900 | NS      | $3755919.34   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Inmode Ltd                                                   | Inmode Ltd                                                                  | CUSIP: M5425M103<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | US        |     23292 | NS      | $365917.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                                      | SPIE S.A.                                                                   | CUSIP: F8691R101<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |    174256 | NS      | $9548160.84   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Sangetsu Corp                                                | Sangetsu Co Ltd                                                             | CUSIP: J67177105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    127100 | NS      | $2594687.78   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                                       | NCC AB (B Shares)                                                           | CUSIP: W5691F104<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |     55452 | NS      | $1419945.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Gas Co Ltd                                          | Shizuoka Gas Co Ltd                                                         | CUSIP: J7444M100<br>LEI: 353800FKNOC1V6FE8T28 | Long             | EC               | CORP              | JP        |    106600 | NS      | $843785.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Air Shuttle ASA                                    | Norwegian Air Shuttle AS                                                    | CUSIP: R63179247<br>LEI: 549300IEUH2FEM2Y6B51 | Long             | EC               | CORP              | NO        |   4400247 | NS      | $7427458.85   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| SOITEC                                                       | SOITEC                                                                      | CUSIP: F8582K389<br>LEI: 969500ZR92SQCU9TST26 | Long             | EC               | CORP              | FR        |     16251 | NS      | $506096.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony Ltd                                                 | Symphony Ltd                                                                | CUSIP: Y8320B104<br>LEI: 3358004KHBEOQRZCFM37 | Long             | EC               | CORP              | IN        |    125654 | NS      | $1261013.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Investment Corp Ltd                                     | Tata Investment Corp Ltd                                                    | CUSIP: Y8T33Y127<br>LEI: 335800HMCCX6FK2I1449 | Long             | EC               | CORP              | IN        |    167155 | NS      | $1134596.08   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                                     | Accelleron Industries AG.                                                   | CUSIP: H0029X106<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |    139607 | NS      | $13372531.13  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Shin Kong Security Co Ltd                             | Taiwan-Sogo Shinkong Security Corp                                          | CUSIP: Y8462M108<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     37000 | NS      | $47910.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riskified Ltd                                                | Riskified Ltd                                                               | CUSIP: M8216R109<br>LEI: 894500GU19M0O0BYWM49 | Long             | EC               | CORP              | US        |    484480 | NS      | $2063884.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom SA SOC Ltd                                            | Telkom S.A. Ltd                                                             | CUSIP: S84197102<br>LEI: 529900GES0BUVJEDKF90 | Long             | EC               | CORP              | ZA        |    961780 | NS      | $3518761.77   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RioCan Real Estate Investment Trust                          | RioCan Real Estate Investment Trust                                         | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |    412479 | NS      | $5910083.57   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentradora Fibra Danhos SA de CV                          | Concentradora Fibra Danhos S.A. de C.V.                                     | CUSIP: P2825H138<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    426523 | NS      | $664581.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| City Cement Co                                               | City Cement Co                                                              | CUSIP: M2057L115<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    182196 | NS      | $657726.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allreal Holding AG                                           | Allreal Holding AG.                                                         | CUSIP: H0151D100<br>LEI: 5067006XH174LA44H658 | Long             | EC               | CORP              | CH        |     11718 | NS      | $3427664.87   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                             | Unicaja Banco S.A.                                                          | CUSIP: E92589105<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |   3520048 | NS      | $12062798.55  | 0.84%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SmarTone Telecommunications Holdings Ltd                     | SmarTone Telecommunications Holding Ltd                                     | CUSIP: G8219Z105<br>LEI: 529900CT7EGMVQRYNQ45 | Long             | EC               | CORP              | HK        |    320000 | NS      | $200304.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Torunlar Gayrimenkul Yatirim Ortakligi AS                    | Torunlar Gayrimenkul Yatirim Ortakligi AS                                   | CUSIP: M8820E106<br>LEI: 789000AZI3NB7PA5A670 | Long             | EC               | CORP              | TR        |    342340 | NS      | $656971.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Pharmaceuticals Ltd                          | GlaxoSmithKline Pharmaceuticals Ltd                                         | CUSIP: Y2709V112<br>LEI: 3358002TNSC1U2DWNY52 | Long             | EC               | CORP              | IN        |     81857 | NS      | $2140238.43   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CS Wind Corp                                                 | CS Wind Corp                                                                | CUSIP: Y1R23X102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    127596 | NS      | $3596583.66   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| China Lesso Group Holdings Ltd                               | China Lesso Group Holdings Ltd                                              | CUSIP: G2157Q102<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1722000 | NS      | $1322886.42   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-Dan Co Ltd                                               | Dai-Dan Co Ltd                                                              | CUSIP: J62234109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    504600 | NS      | $8752609.57   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinox Gold Corp                                            | Equinox Gold Corp                                                           | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |    974745 | NS      | $13944870.27  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Research Institute Inc                            | Mitsubishi Research Institute, Inc                                          | CUSIP: J44906105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14880 | NS      | $467331.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LT Group Inc                                                 | LT Group, Inc                                                               | CUSIP: Y5342M100<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |   1893400 | NS      | $513220.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arabian Cement Co/Saudi Arabia                               | Arabian Cement Co                                                           | CUSIP: M1R20A108<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    140278 | NS      | $815330.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| China Foods Ltd                                              | China Foods Ltd                                                             | CUSIP: G2154F109<br>LEI: 529900SKC2U9O25M2019 | Long             | EC               | CORP              | HK        |   1590000 | NS      | $881286.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arabian Centres Co                                           | Arabian Centres Co                                                          | CUSIP: M0000Y101<br>LEI: 8945006MT4ZZ5EBVCI56 | Long             | EC               | CORP              | SA        |    970635 | NS      | $5058521.74   | 0.35%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Semirara Mining & Power Corp                                 | Semirara Mining & Power Corp                                                | CUSIP: Y7628G112<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     83060 | NS      | $44858.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axial Retailing Inc                                          | Axial Retailing, Inc                                                        | CUSIP: J0392L109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33000 | NS      | $247808.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compeq Manufacturing Co Ltd                                  | Compeq Manufacturing Co Ltd                                                 | CUSIP: Y1690B101<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2670000 | NS      | $14235840.50  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Miura Co Ltd                                                 | Miura Co Ltd                                                                | CUSIP: J45593100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    121700 | NS      | $2502402.13   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaftesbury Capital PLC                                      | Shaftesbury Capital plc                                                     | CUSIP: G19406100<br>LEI: 549300TTXXZ1SHUI0D54 | Long             | EC               | CORP              | GB        |   3394532 | NS      | $6677967.07   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                                     | Ambea AB                                                                    | CUSIP: W0R88P139<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |    432689 | NS      | $6606309.74   | 0.46%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Matsui Securities Co Ltd                                     | Matsui Securities Co Ltd                                                    | CUSIP: J4086C102<br>LEI: 3538007PRKOSDN175V58 | Long             | EC               | CORP              | JP        |    175500 | NS      | $1032553.30   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Financial Market PJSC                                  | Dubai Financial Market PJSC                                                 | CUSIP: M28814107<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |    368857 | NS      | $166726.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Borosil Renewables Ltd                                       | Borosil Renewables Ltd                                                      | CUSIP: Y0931J139<br>LEI: 984500FB99E48CBAC192 | Long             | EC               | CORP              | IN        |     81191 | NS      | $436748.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co Ltd                                 | Hanwha Life Insurance Co Ltd                                                | CUSIP: Y306AX100<br>LEI: 988400ZKCI3R9DQHR320 | Long             | EC               | CORP              | KR        |    149591 | NS      | $361674.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dios Fastigheter AB                                          | Dios Fastigheter AB                                                         | CUSIP: W2592B100<br>LEI: 549300G3VF7LZQ9IW435 | Long             | EC               | CORP              | SE        |     59349 | NS      | $429829.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co Ltd                                              | Kandenko Co Ltd                                                             | CUSIP: J29653102<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |     62900 | NS      | $2264549.71   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Camurus AB                                                   | Camurus AB                                                                  | CUSIP: W1970K104<br>LEI: 5493003S6Z6VI7WYFQ06 | Long             | EC               | CORP              | SE        |     24356 | NS      | $1828330.42   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Truecaller AB                                                | Truecaller AB                                                               | CUSIP: W9679Z116<br>LEI: 549300TEYF1FA5G5GK26 | Long             | EC               | CORP              | SE        |     41649 | NS      | $72119.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rathbones Group PLC                                          | Rathbone Brothers                                                           | CUSIP: G73904107<br>LEI: 213800MBTHM6UE8ZQP29 | Long             | EC               | CORP              | GB        |     16684 | NS      | $504999.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EBOS Group Ltd                                               | EBOS Group Ltd                                                              | CUSIP: Q33853112<br>LEI: 254900KJ40C7HBYTWC21 | Long             | EC               | CORP              | NZ        |    170428 | NS      | $2638223.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinnihon Corp                                               | Shinnihon Corp                                                              | CUSIP: J73606105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    106400 | NS      | $1373595.88   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Elxsi Ltd                                               | Tata Elxsi Ltd                                                              | CUSIP: Y8560N107<br>LEI: 335800OWLDKWXSI48N33 | Long             | EC               | CORP              | IN        |    119240 | NS      | $6903699.69   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Legend Holdings Corp                                         | Legend Holdings Corp                                                        | CUSIP: Y52237107<br>LEI: 5299003ONUYCE70HZ185 | Long             | EC               | CORP              | HK        |   1212525 | NS      | $1338095.01   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Intershop Holding AG                                         | Intershop Holding AG.                                                       | CUSIP: H42507279<br>LEI: 506700CGX4K77JX3R725 | Long             | EC               | CORP              | CH        |      5962 | NS      | $1292003.53   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bukit Asam Tbk PT                                            | PT Tambang Batubara Bukit Asam Tbk                                          | CUSIP: Y8520P101<br>LEI: 529900XX13TXG5L4CN33 | Long             | EC               | CORP              | ID        |   1983700 | NS      | $293747.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OR Royalties Inc                                             | OR Royalties, Inc                                                           | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |    221016 | NS      | $8714683.69   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Farm Medical And Health Industry Inc                  | Beauty Farm Medical And Health Industry, Inc                                | CUSIP: G0929L104<br>LEI: 836800NPUXBHR3C81J44 | Long             | EC               | CORP              | HK        |     98000 | NS      | $333185.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                                 | Santen Pharmaceutical Co Ltd                                                | CUSIP: J68467109<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |    567900 | NS      | $6388665.23   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Toenec Corp                                                  | Toenec Corp                                                                 | CUSIP: J85624112<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    155600 | NS      | $2061320.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MDA Space Ltd                                                | MDA Ltd                                                                     | CUSIP: 55293N109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    294944 | NS      | $8324237.45   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Shougang Fushan Resources Group Ltd                          | Shougang Fushan Resources Group Ltd                                         | CUSIP: Y7760F104<br>LEI: 529900OPUNJYLOX4OL37 | Long             | EC               | CORP              | HK        |  10648000 | NS      | $4487221.30   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                              | Adecco S.A.                                                                 | CUSIP: H00392318<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     38637 | NS      | $1135402.11   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Camtek Ltd/Israel                                            | Camtek Ltd                                                                  | CUSIP: M20791105<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |     55967 | NS      | $8364936.01   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                       | SES S.A.                                                                    | CUSIP: L8300G135<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |    253522 | NS      | $2076480.93   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Killam Apartment Real Estate Investment Trust                | Killam Apartment REIT                                                       | CUSIP: 49410M102<br>LEI: 2549001RZSL75H60JE41 | Long             | EC               | CORP              | CA        |      1897 | NS      | $24436.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Softcat PLC                                                  | Softcat plc                                                                 | CUSIP: G8251T108<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |     71192 | NS      | $1394231.21   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisarua Mountain Dairy PT TBK                                | Cisarua Mountain Dairy PT TBK                                               | CUSIP: Y163EZ106<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    354000 | NS      | $107560.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allos SA                                                     | Aliansce Sonae Shopping Centers sa                                          | CUSIP: P0R6A1107<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     83500 | NS      | $490266.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Securities Corp                                      | Capital Securities Corp                                                     | CUSIP: Y11003103<br>LEI: 5493004ZN3KE1X17MG42 | Long             | EC               | CORP              | TW        |   1658000 | NS      | $1556508.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc                                      | Sega Sammy Holdings, Inc                                                    | CUSIP: J7028D104<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |    285000 | NS      | $4470202.58   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                               | H Lundbeck A.S.                                                             | CUSIP: K4406L129<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |    476567 | NS      | $3195071.62   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Noevir Holdings Co Ltd                                       | Noevir Holdings Co Ltd                                                      | CUSIP: J5877N108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52600 | NS      | $1588169.44   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                                            | PT Aneka Tambang Tbk                                                        | CUSIP: Y7116R158<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |  38679600 | NS      | $9522310.10   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Material Co Ltd                                        | Japan Material Co Ltd                                                       | CUSIP: J2789V104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    544080 | NS      | $6309496.63   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| JAC Recruitment Co Ltd                                       | JAC Recruitment Co Ltd                                                      | CUSIP: J2615R103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    216600 | NS      | $1386103.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Corp                                                   | Heiwa Corp                                                                  | CUSIP: J19194109<br>LEI: 529900N1BTC5X6TU7W19 | Long             | EC               | CORP              | JP        |    278000 | NS      | $3641569.17   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Technologies Ltd                                        | Tata Technologies Ltd                                                       | CUSIP: Y8T42X110<br>LEI: 335800C73TP3LSSF2S14 | Long             | EC               | CORP              | IN        |    812889 | NS      | $5712703.53   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Foods PLC                                            | Premier Foods plc                                                           | CUSIP: G7S17N124<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |    850059 | NS      | $2196081.03   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Happinet Corp                                                | Happinet Corp                                                               | CUSIP: J1877M109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64900 | NS      | $1162579.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cafe de Coral Holdings Ltd                                   | Cafe de Coral Holdings Ltd                                                  | CUSIP: G1744V103<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1746000 | NS      | $1050447.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Powertech Technology Inc                                     | Powertech Technology, Inc                                                   | CUSIP: Y7083Y103<br>LEI: 254900O6KNZXH2RI9Q14 | Long             | EC               | CORP              | TW        |    261000 | NS      | $2066742.31   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenius Wilhelmsen ASA                                     | Wallenius Wilhelmsen ASA                                                    | CUSIP: R9820L103<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |    103892 | NS      | $1207090.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingboard Holdings Ltd                                       | Kingboard Chemical Holdings Ltd                                             | CUSIP: G52562140<br>LEI: 529900G89MY26MMSDR76 | Long             | EC               | CORP              | HK        |   1037800 | NS      | $4205542.32   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| China XLX Fertiliser Ltd                                     | China XLX Fertiliser Ltd                                                    | CUSIP: Y1564X106<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     35750 | NS      | $51291.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wakita & Co Ltd                                              | Wakita & Co Ltd                                                             | CUSIP: J94852100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    124300 | NS      | $1619745.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mavi Giyim Sanayi Ve Ticaret AS                              | Mavi Giyim Sanayi Ve Ticaret AS.                                            | CUSIP: M68551114<br>LEI: 7890004V7753Z4N1L403 | Long             | EC               | CORP              | TR        |   3660006 | NS      | $4074573.07   | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| 3M India Ltd                                                 | 3M India Ltd                                                                | CUSIP: Y0904K113<br>LEI: 25490097AWWG536G0N08 | Long             | EC               | CORP              | IN        |      1795 | NS      | $671790.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Newborn Town Inc                                             | Newborn Town, Inc                                                           | CUSIP: G6464H101<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1780000 | NS      | $2617519.15   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NSD Co Ltd                                                   | Nippon System Development Co Ltd                                            | CUSIP: J56107105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $113336.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Growthpoint Properties Australia Ltd                         | Growthpoint Properties Australia Ltd                                        | CUSIP: Q4359J133<br>LEI: 529900VCPJ9IEDF4TJ03 | Long             | EC               | CORP              | AU        |    133743 | NS      | $212949.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alef Education Holding PLC                                   | Alef Education Holding plc                                                  | CUSIP: M223A6109<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |    454357 | NS      | $127430.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pets at Home Group Plc                                       | Pets at Home Group PLC                                                      | CUSIP: G7041J107<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |     11406 | NS      | $31944.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UACJ Corp                                                    | UACJ Corp                                                                   | CUSIP: J9138T110<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |    601200 | NS      | $9515503.57   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuwait Telecommunications Co                                 | Kuwait Telecommunications Co                                                | CUSIP: M6S17J102<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |   1334069 | NS      | $2862753.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Estado do Rio Grande do Sul SA                      | Banco do Estado do Rio Grande do Sul                                        | CUSIP: P12553247<br>LEI: 254900W2BN097WLYIM20 | Long             | EC               | CORP              | BR        |   1121237 | NS      | $3837058.26   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke BAM Groep NV                                     | Koninklijke BAM Groep NV                                                    | CUSIP: N0157T177<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |    727654 | NS      | $7631417.01   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMONY Holdings Inc                                          | TOMONY Holdings, Inc                                                        | CUSIP: J8912M101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23200 | NS      | $131300.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwest Healthcare Properties Real Estate Investment Trust | NorthWest Healthcare Properties Real Estate Investment Trust                | CUSIP: 667495105<br>LEI: 254900P6YIXMWDQDD912 | Long             | EC               | CORP              | CA        |    264701 | NS      | $1086680.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Formula Systems 1985 Ltd                                     | Formula Systems 1985 Ltd                                                    | CUSIP: M46518102<br>LEI: 5299007HN634606FI520 | Long             | EC               | CORP              | IL        |      8999 | NS      | $1436190.41   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Engine                                                | HSD Engine Co Ltd                                                           | CUSIP: Y2170N102<br>LEI: 9884003YHS5XI9WJAL96 | Long             | EC               | CORP              | KR        |    196946 | NS      | $7407965.21   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Hutchison Port Holdings Trust                                | Hutchison Port Holdings Trust                                               | CUSIP: Y3780D104<br>LEI: 529900E8LS83XV4W6889 | Long             | EC               | CORP              | SG        |   2237800 | NS      | $514694.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prima Meat Packers Ltd                                       | Prima Meat Packers Ltd                                                      | CUSIP: J64040132<br>LEI: 353800FLEUUL20RKCU14 | Long             | EC               | CORP              | JP        |     50800 | NS      | $906627.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Galapagos NV                                                 | Galapagos NV                                                                | CUSIP: B44170106<br>LEI: 549300QKJ78IY0IOV655 | Long             | EC               | CORP              | NL        |    121891 | NS      | $4123963.44   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| JSE Ltd                                                      | JSE Ltd                                                                     | CUSIP: S4254A102<br>LEI: 213800MZ1VUQEBWRFO39 | Long             | EC               | CORP              | ZA        |    199080 | NS      | $1828522.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Riyadh Cement Co                                             | Riyadh Cement Co                                                            | CUSIP: M82164100<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    240235 | NS      | $1587981.08   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxvalu Tokai Co Ltd                                         | Maxvalu Tokai Co Ltd                                                        | CUSIP: J4165R103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15700 | NS      | $380357.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** TIAA-CREF Funds

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting