# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001752724-25-156128
**Filing Date:** 2025-6
**Character Count:** 161616
**Document Hash:** aefb9635c26d969e282bd02a76119817
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156128.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156128

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 251073209

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs International Small Cap Insights Fund (Series ID: S000018300)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000050449 | Institutional   | GICIX           |
| C000050450 | Class A         | GICAX           |
| C000050451 | Class C         | GICCX           |
| C000091961 | Investor Shares | GIRLX           |
| C000161506 | Class R6 Shares | GICUX           |
| C000201747 | Class P Shares  | GGDPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs Trust

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71 South Wacker Drive

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs International Small Cap Insights Fund

- **b. EDGAR series identifier (if any):** S000018300

- **c. LEI of Series:** 549300VMLASEOM8ZWE07

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4614303107.00

**Total Liabilities:** $151111505.83

**Net Assets:** $4463191601.17

**Cash Not Reported:** $71300127.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050449 | 2.54%                | 1.24%                | 5.80%                |
| Class ID C000050450 | 2.44%                | 1.23%                | 5.78%                |
| Class ID C000050451 | 2.43%                | 1.18%                | 5.69%                |
| Class ID C000091961 | 2.46%                | 1.24%                | 5.82%                |
| Class ID C000161506 | 2.53%                | 1.23%                | 5.78%                |
| Class ID C000201747 | 2.53%                | 1.23%                | 5.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20618395.07             | $74494337.47                               |
| Month 2  | $55377165.90             | $-29048243.48                              |
| Month 3  | $6995849.77              | $220611998.76                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HONG KONG FUTURES EXCHANGE                     | HANG SENG INDEX                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |        10 | NC      | $8951.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seria Co Ltd                                   | Seria Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    100600 | NS      | $2042397.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                    | NOS SGPS SA                                          | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |    213186 | NS      | $889714.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CKD Corp                                       | CKD Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    226200 | NS      | $3297133.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Temple & Webster Group Ltd                     | Temple & Webster Group Ltd                           | CUSIP: 000000000<br>LEI: 549300BZZ48T6HQ11E08 | Long             | EC               | CORP              | AU        |    471929 | NS      | $5385395.26   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Crayon Group Holding ASA                       | Crayon Group Holding ASA                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXI98043 | Long             | EC               | CORP              | NO        |     26751 | NS      | $320405.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Activia Properties Inc                         | Activia Properties Inc                               | CUSIP: 000000000<br>LEI: 353800RPGYN3ML8CXV54 | Long             | EC               | CORP              | JP        |      5129 | NS      | $12298598.31  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Storskogen Group AB                            | Storskogen Group AB                                  | CUSIP: 000000000<br>LEI: 549300DL3K4HLJ41KD24 | Long             | EC               | CORP              | SE        |    738986 | NS      | $973633.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                             | TBC Bank Group PLC                                   | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GE        |    212968 | NS      | $13469067.15  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Izumi Co Ltd                                   | Izumi Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     79100 | NS      | $1821116.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NOF Corp                                       | NOF Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     89300 | NS      | $1344220.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International                  | Raiffeisen Bank International AG                     | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     40764 | NS      | $1088859.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mycronic AB                                    | Mycronic AB                                          | CUSIP: 000000000<br>LEI: 549300S5CCFESE4C6Y07 | Long             | EC               | CORP              | SE        |    342234 | NS      | $13665749.27  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NOK Corp                                       | NOK Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    773300 | NS      | $10686097.50  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TechMatrix Corp                                | TechMatrix Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17700 | NS      | $252765.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd                                      | Orica Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    100218 | NS      | $1040248.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                  | Rightmove PLC                                        | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |    206164 | NS      | $2036109.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                 | Isetan Mitsukoshi Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |   3589200 | NS      | $46137279.00  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BoneSupport Holding AB                         | BoneSupport Holding AB                               | CUSIP: 000000000<br>LEI: 549300COLY053IGTLD63 | Long             | EC               | CORP              | SE        |    172212 | NS      | $5633813.96   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kewpie Corp                                    | Kewpie Corp                                          | CUSIP: 000000000<br>LEI: 529900LQQ53U4P4VZN24 | Long             | EC               | CORP              | JP        |    230900 | NS      | $5251896.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co Ltd                           | Credit Saison Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |    827700 | NS      | $19329232.21  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Aviation Electronics Ind                 | Japan Aviation Electronics Industry Ltd              | CUSIP: 000000000<br>LEI: 353800OSHAMOO6TCTF61 | Long             | EC               | CORP              | JP        |    829800 | NS      | $13292629.37  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| JET2 PLC                                       | JET2 PLC                                             | CUSIP: 000000000<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |   1099759 | NS      | $23272537.64  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Iino Kaiun Kaisha Ltd                          | Iino Kaiun Kaisha Ltd                                | CUSIP: 000000000<br>LEI: 353800VWL98SRNE0NX81 | Long             | EC               | CORP              | JP        |   1516200 | NS      | $11050555.93  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Austal Ltd                                     | Austal Ltd                                           | CUSIP: 000000000<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |    705950 | NS      | $2391781.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| De' Longhi SpA                                 | De' Longhi SpA                                       | CUSIP: 000000000<br>LEI: 8156000E09A52C4F8A38 | Long             | EC               | CORP              | IT        |    583412 | NS      | $18054751.79  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| United Internet AG                             | United Internet AG                                   | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |     35864 | NS      | $813281.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DeNA Co Ltd                                    | DeNA Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900T9JQP7I5LDY154 | Long             | EC               | CORP              | JP        |    808000 | NS      | $21844820.83  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Sohgo Security Services Co Ltd                 | Sohgo Security Services Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1360600 | NS      | $10753723.63  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ASKUL Corp                                     | ASKUL Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     78100 | NS      | $831256.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toda Corp                                      | Toda Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    903800 | NS      | $5758039.18   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kalmar Oyj                                     | Kalmar Oyj                                           | CUSIP: 000000000<br>LEI: 636700Z25ZQXLMZ3CY73 | Long             | EC               | CORP              | FI        |    265024 | NS      | $8396220.11   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Melisron Ltd                                   | Melisron Ltd                                         | CUSIP: 000000000<br>LEI: 213800B9SL62L9VLO604 | Long             | EC               | CORP              | IL        |     26140 | NS      | $2223921.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Takashimaya Co Ltd                             | Takashimaya Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800IFO566STDN4V78 | Long             | EC               | CORP              | JP        |   1402500 | NS      | $10813491.66  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Wizel Ltd                                  | Fox Wizel Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     16922 | NS      | $1423272.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagase & Co Ltd                                | Nagase & Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800VMIQIB0LSK1Q36 | Long             | EC               | CORP              | JP        |    160100 | NS      | $2819938.04   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SATS Ltd                                       | SATS Ltd                                             | CUSIP: 000000000<br>LEI: 529900SEP1R0K8049D51 | Long             | EC               | CORP              | SG        |   6429500 | NS      | $13865302.16  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui E&S Co Ltd                              | Mitsui E&S Co Ltd                                    | CUSIP: 000000000<br>LEI: 5493007T2YKKWF2NYN82 | Long             | EC               | CORP              | JP        |   1372100 | NS      | $17507070.17  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Corp                                    | Orient Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    782300 | NS      | $4294630.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Kayaku Co Ltd                           | Nippon Kayaku Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    713100 | NS      | $6718551.15   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishi-Nippon Railroad Co Ltd                   | Nishi-Nippon Railroad Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16400 | NS      | $252127.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hazama Ando Corp                               | Hazama Ando Corp                                     | CUSIP: 000000000<br>LEI: 353800YSSP5B2GMQ6E51 | Long             | EC               | CORP              | JP        |   2252300 | NS      | $22432036.73  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| DTS Corp                                       | DTS Corp                                             | CUSIP: 000000000<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |     39200 | NS      | $1114921.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunic                 | Bezeq The Israeli Telecommunication Corp Ltd         | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |  11766275 | NS      | $17892229.64  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                           | Evolution Mining Ltd                                 | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |   2801460 | NS      | $14049389.43  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                 | voestalpine AG                                       | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |    109754 | NS      | $2892244.66   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Master Fund                 | Nomura Real Estate Master Fund Inc                   | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               | CORP              | JP        |     37424 | NS      | $37257786.17  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Waypoint REIT Ltd                              | Waypoint REIT Ltd                                    | CUSIP: 000000000<br>LEI: 5493003CS5K82RREKA54 | Long             | EC               | CORP              | AU        |   2518781 | NS      | $4124963.35   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Ltd                             | Technology One Ltd                                   | CUSIP: 000000000<br>LEI: 875500YEWBJIM91P9N12 | Long             | EC               | CORP              | AU        |   2120228 | NS      | $40925009.29  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleanaway Waste Management Ltd                 | Cleanaway Waste Management Ltd                       | CUSIP: 000000000<br>LEI: 549300D5C72CV6CIBS66 | Long             | EC               | CORP              | AU        |    828392 | NS      | $1378615.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd                 | Sumitomo Rubber Industries Ltd                       | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |   2291300 | NS      | $28854967.81  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikoku Electric Power Co Inc                  | Shikoku Electric Power Co Inc                        | CUSIP: 000000000<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |   1384600 | NS      | $11378684.61  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Vault Minerals Ltd                             | Vault Minerals Ltd                                   | CUSIP: 000000000<br>LEI: 5299008TF8KHQ8CIQG34 | Long             | EC               | CORP              | AU        |  22138928 | NS      | $6091970.99   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                        | SSAB AB                                              | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |   1142158 | NS      | $7217110.23   | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| Tuas Ltd                                       | Tuas Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    390897 | NS      | $1411647.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| G City Ltd                                     | G City Ltd                                           | CUSIP: 000000000<br>LEI: 213800EO12XXGZSQ2A73 | Long             | EC               | CORP              | IL        |    211479 | NS      | $732869.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuruha Holdings Inc                           | Tsuruha Holdings Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    529100 | NS      | $42560361.74  | 0.95%             |  |  |  | No            |                  2 | On Loan: —       |
| NRW Holdings Ltd                               | NRW Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 5493003S2MORCH0HEL95 | Long             | EC               | CORP              | AU        |    295289 | NS      | $511818.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group AG                                 | Tecan Group AG                                       | CUSIP: 000000000<br>LEI: 529900CSN9R3BLETSL26 | Long             | EC               | CORP              | CH        |     88569 | NS      | $17249622.68  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd                          | Phoenix Financial Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    771366 | NS      | $15190558.40  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                   | Banco Comercial Portugues SA                         | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |  20072526 | NS      | $12838354.24  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumagai Gumi Co Ltd                            | Kumagai Gumi Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900M993KYZI2Q1Q47 | Long             | EC               | CORP              | JP        |     57900 | NS      | $1725441.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Osaka Cement Co Ltd                   | Sumitomo Osaka Cement Co Ltd                         | CUSIP: 000000000<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |    457700 | NS      | $12499138.71  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd                        | Lancashire Holdings Ltd                              | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | GB        |   1102083 | NS      | $8269044.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Burckhardt Compression Holding                 | Burckhardt Compression Holding AG                    | CUSIP: 000000000<br>LEI: 5067004N56DLX7GY3E95 | Long             | EC               | CORP              | CH        |     15962 | NS      | $10852419.68  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichikosho Co Ltd                            | Daiichikosho Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    183500 | NS      | $2146018.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Stroeer SE & Co KGaA                           | Stroeer SE & Co KGaA                                 | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |     94278 | NS      | $5629476.67   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Greencore Group PLC                            | Greencore Group PLC                                  | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               | CORP              | IE        |   1785645 | NS      | $4402501.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITEC Group Holdings Inc                      | MEITEC Group Holdings Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    252300 | NS      | $5178605.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                | Pirelli & C SpA                                      | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |   7037864 | NS      | $43511593.84  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Financial Holding                  | Yangzijiang Financial Holding Ltd                    | CUSIP: 000000000<br>LEI: 984500E58A4F80AFB647 | Long             | EC               | CORP              | SG        |   1250900 | NS      | $682015.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                   | Mirvac Group                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    602311 | NS      | $878562.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TGS ASA                                        | TGS ASA                                              | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |    200949 | NS      | $1498761.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Logistics RE                 | Mitsubishi Estate Logistics REIT Investment Corp     | CUSIP: 000000000<br>LEI: 353800YYSGZU31ICQK38 | Long             | EC               | CORP              | JP        |      5448 | NS      | $4448225.48   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shinyaku Co Ltd                         | Nippon Shinyaku Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    109100 | NS      | $2813076.98   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Canal+ SA                                      | Canal+ SA                                            | CUSIP: 000000000<br>LEI: 9695000537F9F73BXN18 | Long             | EC               | CORP              | FR        |    256377 | NS      | $582415.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntec REIT                                    | Suntec Real Estate Investment Trust                  | CUSIP: 000000000<br>LEI: 549300C46QFXSI2F4K13 | Long             | EC               | CORP              | SG        |   5373900 | NS      | $4737989.19   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Distribuidora Internacional de                 | Distribuidora Internacional de Alimentacion SA       | CUSIP: 000000000<br>LEI: 54930063C6K2TNFL6H10 | Long             | EC               | CORP              | ES        |      7934 | NS      | $204927.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com Inc                                 | Kakaku.com Inc                                       | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |    872000 | NS      | $15422084.49  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Lintec Corp                                    | Lintec Corp                                          | CUSIP: 000000000<br>LEI: 3538002YOJO0IAM1PD28 | Long             | EC               | CORP              | JP        |    741600 | NS      | $14185895.05  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Autobacs Seven Co Ltd                          | Autobacs Seven Co Ltd                                | CUSIP: 000000000<br>LEI: 5299006NCUSCPURTQB07 | Long             | EC               | CORP              | JP        |    155600 | NS      | $1614737.79   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                              | Belimo Holding AG                                    | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |     59547 | NS      | $50594827.61  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FLSmidth & Co A/S                              | FLSmidth & Co A/S                                    | CUSIP: 000000000<br>LEI: 213800MXXDGQ3ITPXI41 | Long             | EC               | CORP              | DK        |     37368 | NS      | $1769085.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Azbil Corp                                     | Azbil Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   3000700 | NS      | $25839907.26  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen Ltd                              | Stolt-Nielsen Ltd                                    | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | GB        |    110504 | NS      | $2481047.24   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| H2O Retailing Corp                             | H2O Retailing Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   2466900 | NS      | $33741578.40  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexans SA                                      | Nexans SA                                            | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |    179086 | NS      | $19674115.71  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Sectra AB                                      | Sectra AB                                            | CUSIP: 000000000<br>LEI: 549300R9ZBT8YSFFK266 | Long             | EC               | CORP              | SE        |    236091 | NS      | $7243440.59   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Socionext Inc                                  | Socionext Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     95100 | NS      | $1022855.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YUE YUEN IND                                   | Yue Yuen Industrial Holdings Ltd                     | CUSIP: 000000000<br>LEI: 254900YUFIBANZ1XU687 | Long             | EC               | CORP              | HK        |  15330500 | NS      | $22009983.19  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                 | Storebrand ASA                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |   1032654 | NS      | $12467864.41  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Loomis AB                                      | Loomis AB                                            | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |    320963 | NS      | $13358940.28  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Heijmans N.V                       | Koninklijke Heijmans N.V                             | CUSIP: 000000000<br>LEI: 724500OUE3PCA809DZ79 | Long             | EC               | CORP              | NL        |    380582 | NS      | $19493046.86  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Real Estate Co Ltd                       | Heiwa Real Estate Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19000 | NS      | $626122.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle AG                                     | Bechtle AG                                           | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |    158949 | NS      | $6781191.25   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulvac Inc                                      | Ulvac Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    387100 | NS      | $13128362.58  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Nojima Corp                                    | Nojima Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    230500 | NS      | $4144323.01   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuhoku Financial Group Inc                   | Hokuhoku Financial Group Inc                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    168600 | NS      | $3023712.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippn Corp                                     | Nippn Corp                                           | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |    649100 | NS      | $10231159.55  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                         | Safestore Holdings PLC                               | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               | CORP              | GB        |    226823 | NS      | $1909073.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co Ltd                         | Nippon Shokubai Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1452500 | NS      | $17022051.13  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshinbo Holdings Inc                         | Nisshinbo Holdings Inc                               | CUSIP: 000000000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |    871300 | NS      | $5208374.74   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fattal Holdings 1998 Ltd                       | Fattal Holdings 1998 Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     19701 | NS      | $2572862.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aryzta AG                                      | Aryzta AG                                            | CUSIP: 000000000<br>LEI: 549300W2PUDQQVRD8W85 | Long             | EC               | CORP              | CH        |   4299737 | NS      | $10784439.52  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                           | Kerry Properties Ltd                                 | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | HK        |   5359000 | NS      | $12585245.55  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Retail Group Ltd                         | Super Retail Group Ltd                               | CUSIP: 000000000<br>LEI: 9845001C5140A8CK7D81 | Long             | EC               | CORP              | AU        |     67056 | NS      | $575094.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape PLC                                   | Inchcape PLC                                         | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |   1482568 | NS      | $13284685.04  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                               | Venture Corp Ltd                                     | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |    299600 | NS      | $2659554.54   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TV Asahi Holdings Corp                         | TV Asahi Holdings Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    276800 | NS      | $5034671.03   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwado Co Ltd                                 | Heiwado Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47700 | NS      | $888083.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Smith PLC                                   | WH Smith PLC                                         | CUSIP: 000000000<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |    122958 | NS      | $1487929.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                     | MSCI SING IX ETS                                     | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |        42 | NC      | $7132.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO internet group Inc                         | GMO internet group Inc                               | CUSIP: 000000000<br>LEI: 529900BFZEY3BESHBW90 | Long             | EC               | CORP              | JP        |    110300 | NS      | $2593732.51   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| R&S Group Holding AG                           | R&S Group Holding AG                                 | CUSIP: 000000000<br>LEI: 549300BKHOM0Y2GJZJ41 | Long             | EC               | CORP              | CH        |     36896 | NS      | $887147.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                     | Hiscox Ltd                                           | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |   2108428 | NS      | $31031155.98  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Electric Co Ltd                       | Furukawa Electric Co Ltd                             | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |    807800 | NS      | $25511634.99  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Shokuhin Co Ltd                     | Mitsubishi Shokuhin Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     60600 | NS      | $2268663.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                       | Hera SpA                                             | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |   7018208 | NS      | $33225817.90  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                               | Unicaja Banco SA                                     | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |  14573633 | NS      | $27778096.12  | 0.62%             |  |  |  | No            |                  2 | On Loan: —       |
| Life Corp                                      | Life Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    198400 | NS      | $2873888.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                          | MFE-MediaForEurope NV                                | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | IT        |    236887 | NS      | $861625.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Logistics Fund Inc                       | Japan Logistics Fund Inc                             | CUSIP: 000000000<br>LEI: 3538004KZWISCQO70151 | Long             | EC               | CORP              | JP        |      1752 | NS      | $1145753.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gunma Bank Ltd/The                             | Gunma Bank Ltd/The                                   | CUSIP: 000000000<br>LEI: 54930054A69VC4I5BP89 | Long             | EC               | CORP              | JP        |    350000 | NS      | $2918915.29   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bakkafrost P/F                                 | Bakkafrost P/F                                       | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |     88344 | NS      | $4454808.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Tokyo Financial Holdings                 | Tokai Tokyo Financial Holdings Inc                   | CUSIP: 000000000<br>LEI: 3538009U6UOURH99YH12 | Long             | EC               | CORP              | JP        |   2345400 | NS      | $7746498.47   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Vidrala SA                                     | Vidrala SA                                           | CUSIP: 000000000<br>LEI: 95980020140005399488 | Long             | EC               | CORP              | ES        |      8489 | NS      | $925284.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| XPS Pensions Group PLC                         | XPS Pensions Group PLC                               | CUSIP: 000000000<br>LEI: 2138004Y8OBPJEAACJ11 | Long             | EC               | CORP              | GB        |     27128 | NS      | $139733.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bic Camera Inc                                 | Bic Camera Inc                                       | CUSIP: 000000000<br>LEI: 353800MQU1LJXY6N8N97 | Long             | EC               | CORP              | JP        |    587500 | NS      | $6300106.73   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group PLC/Jersey                           | Man Group PLC/Jersey                                 | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | GB        |   9223581 | NS      | $20131940.97  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| DCM Holdings Co Ltd                            | DCM Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800S1QF5V2DN70A36 | Long             | EC               | CORP              | JP        |     32200 | NS      | $306176.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shufersal Ltd                                  | Shufersal Ltd                                        | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |   1184656 | NS      | $11091779.12  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Toa Corp/Tokyo                                 | Toa Corp/Tokyo                                       | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |    923200 | NS      | $8919467.69   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Jungheinrich AG                                | Jungheinrich AG                                      | CUSIP: 000000000<br>LEI: 529900PHZORTU6FSXE73 | Long             | EP               | CORP              | DE        |    372156 | NS      | $13525193.81  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Welcia Holdings Co Ltd                         | Welcia Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70600 | NS      | $1244758.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LUK FOOK HOLD                                  | Luk Fook Holdings International Ltd                  | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | HK        |    428000 | NS      | $933944.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Queensland Ltd                         | Bank of Queensland Ltd                               | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | EC               | CORP              | AU        |    412821 | NS      | $1971990.18   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                     | Freenet AG                                           | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |    330366 | NS      | $13737654.66  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                  | Schibsted ASA                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |    211679 | NS      | $6441989.06   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Open House Group Co Ltd                        | Open House Group Co Ltd                              | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |    146600 | NS      | $6500529.12   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DFI Retail Group Holdings Ltd                  | DFI Retail Group Holdings Ltd                        | CUSIP: 000000000<br>LEI: 213800NOTG41PZVNNX48 | Long             | EC               | CORP              | HK        |    168000 | NS      | $424055.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clal Insurance Enterprises Hol                 | Clal Insurance Enterprises Holdings Ltd              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4079 | NS      | $111920.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd                             | Perseus Mining Ltd                                   | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |  18765668 | NS      | $40218798.12  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Computacenter PLC                              | Computacenter PLC                                    | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |    125982 | NS      | $4074710.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group PL                 | Babcock International Group PLC                      | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |   4244833 | NS      | $45728691.02  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bravida Holding AB                             | Bravida Holding AB                                   | CUSIP: 000000000<br>LEI: 549300H88IJGPNNL3T61 | Long             | EC               | CORP              | SE        |     20152 | NS      | $192024.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                      | Nordex SE                                            | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |    318708 | NS      | $5967277.09   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Harel Insurance Investments &                  | Harel Insurance Investments & Financial Services Ltd | CUSIP: 000000000<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |    662633 | NS      | $11014260.76  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Starts Corp Inc                                | Starts Corp Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10700 | NS      | $291020.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp                                   | Shimizu Corp                                         | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |   1028400 | NS      | $10986495.19  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Airport City Ltd                               | Airport City Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     99041 | NS      | $1472123.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Leasing Co Ltd                          | Mizuho Leasing Co Ltd                                | CUSIP: 000000000<br>LEI: 353800O6EEA5GK30Z659 | Long             | EC               | CORP              | JP        |    244500 | NS      | $1801477.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JGC Holdings Corp                              | JGC Holdings Corp                                    | CUSIP: 000000000<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |    713700 | NS      | $5708109.94   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Research Institute                  | Mitsubishi Research Institute Inc                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     55200 | NS      | $1733351.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley PLC                                    | Beazley PLC                                          | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |   4174667 | NS      | $49464259.28  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinden Corp                                    | Kinden Corp                                          | CUSIP: 000000000<br>LEI: 35380008T6JUN5TU9T34 | Long             | EC               | CORP              | JP        |    136300 | NS      | $3528022.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Namura Shipbuilding Co Ltd                     | Namura Shipbuilding Co Ltd                           | CUSIP: 000000000<br>LEI: 353800L4EGBFKO3C4X44 | Long             | EC               | CORP              | JP        |   2486400 | NS      | $35087047.71  | 0.79%             |  |  |  | No            |                  2 | On Loan: —       |
| Hysan Development Co Ltd                       | Hysan Development Co Ltd                             | CUSIP: 000000000<br>LEI: 5299007BABFLKIH9HL03 | Long             | EC               | CORP              | HK        |   1690000 | NS      | $2754862.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritsu Koki Co Ltd                            | Noritsu Koki Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26300 | NS      | $830476.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS SA                                       | IPSOS SA                                             | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |    247626 | NS      | $11723776.53  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                      | Coface SA                                            | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |    724687 | NS      | $14853742.53  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Towa Pharmaceutical Co Ltd                     | Towa Pharmaceutical Co Ltd                           | CUSIP: 000000000<br>LEI: 35380036BH1C3PNO2426 | Long             | EC               | CORP              | JP        |    184300 | NS      | $3419843.87   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                                     | Betsson AB                                           | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |   1590607 | NS      | $27818246.86  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Kainos Group PLC                               | Kainos Group PLC                                     | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |     44929 | NS      | $437361.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Riko Co Ltd                           | Sumitomo Riko Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18500 | NS      | $211570.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sansan Inc                                     | Sansan Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    347800 | NS      | $4751437.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NS Solutions Corp                              | NS Solutions Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1084400 | NS      | $25727167.49  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Iyogin Holdings Inc                            | Iyogin Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1369800 | NS      | $15888599.59  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Ship Healthcare Holdings Inc                   | Ship Healthcare Holdings Inc                         | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |    371500 | NS      | $5389526.61   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DIC Corp                                       | DIC Corp                                             | CUSIP: 000000000<br>LEI: 549300F1YB9ARLPUKB67 | Long             | EC               | CORP              | JP        |    490700 | NS      | $9575959.54   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Allfunds Group Plc                             | Allfunds Group Plc                                   | CUSIP: 000000000<br>LEI: 9598005U8TZQ8Q64SC71 | Long             | EC               | CORP              | GB        |    407357 | NS      | $2299705.53   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissui Corp                                    | Nissui Corp                                          | CUSIP: 000000000<br>LEI: 529900MPH5BMANQ3EC50 | Long             | EC               | CORP              | JP        |    976700 | NS      | $5940524.12   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadis NV                                     | Arcadis NV                                           | CUSIP: 000000000<br>LEI: 7245000UZH70GO047N03 | Long             | EC               | CORP              | NL        |    449008 | NS      | $21772900.88  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                       | Accelleron Industries AG                             | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |    302989 | NS      | $16265800.82  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec PLC                                   | Investec PLC                                         | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | ZA        |    233286 | NS      | $1464839.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Mechatronics Corp                     | Shibaura Mechatronics Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36300 | NS      | $1702552.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiheiyo Cement Corp                           | Taiheiyo Cement Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    470300 | NS      | $12662997.92  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| JM AB                                          | JM AB                                                | CUSIP: 000000000<br>LEI: 529900X0UEM9DOM6FK12 | Long             | EC               | CORP              | SE        |    164443 | NS      | $2623479.76   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Corp Ltd                                | Israel Corp Ltd                                      | CUSIP: 000000000<br>LEI: 213800VASRTF37M7LO42 | Long             | EC               | CORP              | IL        |     10822 | NS      | $3406701.59   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Balfour Beatty PLC                             | Balfour Beatty PLC                                   | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |    542986 | NS      | $3321108.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group PLC                                 | Drax Group PLC                                       | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |    669169 | NS      | $5519944.19   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LaSalle Logiport REIT                          | LaSalle Logiport REIT                                | CUSIP: 000000000<br>LEI: 353800II3DI1RPKBB314 | Long             | EC               | CORP              | JP        |      6948 | NS      | $6628024.84   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                     | Suzuken Co Ltd/Aichi Japan                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    275000 | NS      | $9935099.05   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                | thyssenkrupp AG                                      | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |    845578 | NS      | $9697312.49   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLA HOLDINGS                                | Stella International Holdings Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    106000 | NS      | $189978.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB24 Ltd                                      | HUB24 Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    280866 | NS      | $12975675.72  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ComfortDelGro Corp Ltd                         | ComfortDelGro Corp Ltd                               | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |  18853400 | NS      | $22118397.20  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| NSD Co Ltd                                     | NSD Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36000 | NS      | $847527.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                       | Valeo SE                                             | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |   3352490 | NS      | $33294137.62  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co Ltd                               | Shimamura Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     74700 | NS      | $4970462.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Itoham Yonekyu Holdings Inc                    | Itoham Yonekyu Holdings Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50000 | NS      | $1567018.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NS United Kaiun Kaisha Ltd                     | NS United Kaiun Kaisha Ltd                           | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |    760400 | NS      | $20118786.59  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Banking Group PLC                      | Paragon Banking Group PLC                            | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |   1620350 | NS      | $18305226.25  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-Reit                                     | GLP J-Reit                                           | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |      4044 | NS      | $3488140.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikokutenbussan Co Ltd                        | Daikokutenbussan Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32400 | NS      | $1719749.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Resources Ltd                            | Regis Resources Ltd                                  | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |   5756658 | NS      | $16643019.02  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaftesbury Capital PLC                        | Shaftesbury Capital PLC                              | CUSIP: 000000000<br>LEI: 549300TTXXZ1SHUI0D54 | Long             | EC               | CORP              | GB        |   5514629 | NS      | $10017245.13  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co Ltd                                  | Sankyo Co Ltd                                        | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |    244300 | NS      | $3718382.04   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Metals Ltd                           | Capricorn Metals Ltd                                 | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |   1401894 | NS      | $8294254.39   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| K's Holdings Corp                              | K's Holdings Corp                                    | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |    190000 | NS      | $1819635.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAIT ONE corp                                | MIRAIT ONE corp                                      | CUSIP: 000000000<br>LEI: 353800RI3EZVEIDAEL62 | Long             | EC               | CORP              | JP        |    273100 | NS      | $4294778.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Holdings Co Ltd                           | Toho Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800Z8BQ3ZHELA4J90 | Long             | EC               | CORP              | JP        |    296700 | NS      | $9699544.36   | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| Kyoritsu Maintenance Co Ltd                    | Kyoritsu Maintenance Co Ltd                          | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | EC               | CORP              | JP        |    611400 | NS      | $12976329.53  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| PKSHA Technology Inc                           | PKSHA Technology Inc                                 | CUSIP: 000000000<br>LEI: 353800LED6H4VAPG4K47 | Long             | EC               | CORP              | JP        |      5400 | NS      | $107422.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                     | Vivendi SE                                           | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |   9319815 | NS      | $29063480.03  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group PLC                         | Lion Finance Group PLC                               | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |    242962 | NS      | $19488698.66  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| 77 Bank Ltd/The                                | 77 Bank Ltd/The                                      | CUSIP: 000000000<br>LEI: 549300U6CT3EHB9XS980 | Long             | EC               | CORP              | JP        |     98500 | NS      | $3087072.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                              | Airtel Africa PLC                                    | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |   3545881 | NS      | $8114735.89   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sawai Group Holdings Co Ltd                    | Sawai Group Holdings Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   2356500 | NS      | $33955811.39  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp                          | Medipal Holdings Corp                                | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |    649000 | NS      | $10997746.35  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co Ltd                  | Japan Airport Terminal Co Ltd                        | CUSIP: 000000000<br>LEI: 353800W9WEQSGUY2EO26 | Long             | EC               | CORP              | JP        |    153000 | NS      | $4400731.91   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                            | UNITE Group PLC/The                                  | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |    131119 | NS      | $1506429.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                     | Signify NV                                           | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |   1694148 | NS      | $35118136.98  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Lixil Corp                                     | Lixil Corp                                           | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |    232400 | NS      | $2738512.62   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexpol AB                                      | Hexpol AB                                            | CUSIP: 000000000<br>LEI: 549300MN30TBRLYN3465 | Long             | EC               | CORP              | SE        |   1392215 | NS      | $12105961.42  | 0.27%             |  |  |  | No            |                  2 | On Loan: —       |
| Gaztransport Et Technigaz SA                   | Gaztransport Et Technigaz SA                         | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |     44414 | NS      | $7239605.77   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Mining Ltd                            | Resolute Mining Ltd                                  | CUSIP: 000000000<br>LEI: 254900MP8JONT590XY28 | Long             | EC               | CORP              | AU        |   2134578 | NS      | $696806.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alps Alpine Co Ltd                             | Alps Alpine Co Ltd                                   | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |    470800 | NS      | $4782502.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Rinnai Corp                                    | Rinnai Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18100 | NS      | $405412.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pigeon Corp                                    | Pigeon Corp                                          | CUSIP: 000000000<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |   1461200 | NS      | $17694942.04  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcat PLC                                    | Softcat PLC                                          | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |    335494 | NS      | $7493122.45   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Softwareone Holding AG                         | Softwareone Holding AG                               | CUSIP: 000000000<br>LEI: 529900GBI88JKWXLGI05 | Long             | EC               | CORP              | CH        |    897326 | NS      | $6211470.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Mori Trust Reit Inc                            | Mori Trust Reit Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1349 | NS      | $598778.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                             | TOPIX INDX                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |       109 | NC      | $43567.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRESS Ltd                                      | IRESS Ltd                                            | CUSIP: 000000000<br>LEI: 5493006KZJMJI8PQXA35 | Long             | EC               | CORP              | AU        |    394368 | NS      | $2008271.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontobel Holding AG                            | Vontobel Holding AG                                  | CUSIP: 000000000<br>LEI: 529900G69W5VR3DDPW23 | Long             | EC               | CORP              | CH        |     23185 | NS      | $1675432.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Light Metal Holdings Co                 | Nippon Light Metal Holdings Co Ltd                   | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |    202900 | NS      | $2115421.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                    | Aalberts NV                                          | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |    170003 | NS      | $5645229.75   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Strauss Group Ltd                              | Strauss Group Ltd                                    | CUSIP: 000000000<br>LEI: 254900GBA9EK5FGVQA80 | Long             | EC               | CORP              | IL        |     59210 | NS      | $1340081.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugin Financial Group Inc                     | Chugin Financial Group Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    438900 | NS      | $4930653.85   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group PLC                               | Keller Group PLC                                     | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |     67473 | NS      | $1284835.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaccs Co Ltd                                   | Jaccs Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $932275.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordic Semiconductor ASA                       | Nordic Semiconductor ASA                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJGFK95 | Long             | EC               | CORP              | NO        |    489310 | NS      | $4906501.02   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs PLC                                     | Greggs PLC                                           | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |    416505 | NS      | $10368889.97  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamViewer SE                                  | TeamViewer SE                                        | CUSIP: 000000000<br>LEI: 3912000FZ0R0KEK9JS42 | Long             | EC               | CORP              | DE        |   2122913 | NS      | $32613738.53  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Baltic Classifieds Group PLC                   | Baltic Classifieds Group PLC                         | CUSIP: 000000000<br>LEI: 213800I1RPHCFSSQS969 | Long             | EC               | CORP              | LT        |    146829 | NS      | $665973.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                          | IG Group Holdings PLC                                | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |   2217270 | NS      | $31602692.96  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| EDION Corp                                     | EDION Corp                                           | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |    144800 | NS      | $1932347.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                              | Indra Sistemas SA                                    | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |    677582 | NS      | $21603961.22  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstgroup PLC                                 | Firstgroup PLC                                       | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |    867665 | NS      | $1996995.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camtek Ltd/Israel                              | Camtek Ltd/Israel                                    | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |     11964 | NS      | $794464.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oki Electric Industry Co Ltd                   | Oki Electric Industry Co Ltd                         | CUSIP: 000000000<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |   1717100 | NS      | $11436349.74  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Seatrium Ltd                                   | Seatrium Ltd                                         | CUSIP: 000000000<br>LEI: 254900MQNHWMN6X1NV39 | Long             | EC               | CORP              | SG        |   8836500 | NS      | $12976854.56  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Europris ASA                                   | Europris ASA                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |   1215454 | NS      | $9011813.89   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Iveco Group NV                                 | Iveco Group NV                                       | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | IT        |    347965 | NS      | $5559122.14   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Judo Capital Holdings Ltd                      | Judo Capital Holdings Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     81994 | NS      | $93482.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subsea 7 SA                                    | Subsea 7 SA                                          | CUSIP: 000000000<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | GB        |    560597 | NS      | $8488016.72   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Canada T.R Ltd                          | Israel Canada T.R Ltd                                | CUSIP: 000000000<br>LEI: 984500FA8AEA2CE5RB18 | Long             | EC               | CORP              | IL        |     52712 | NS      | $171576.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Megmilk Snow Brand Co Ltd                      | Megmilk Snow Brand Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    250600 | NS      | $4607955.08   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                    | easyJet PLC                                          | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |   6356771 | NS      | $42145711.28  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweco AB                                       | Sweco AB                                             | CUSIP: 000000000<br>LEI: 549300Q4Y55VICYV6U90 | Long             | EC               | CORP              | SE        |    598981 | NS      | $10537246.30  | 0.24%             |  |  |  | No            |                  2 | On Loan: —       |
| TRE Holdings Corp                              | TRE Holdings Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    718000 | NS      | $7737742.41   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Teijin Ltd                                     | Teijin Ltd                                           | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |   1055200 | NS      | $8847516.46   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co Ltd                       | Sumitomo Forestry Co Ltd                             | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |    235900 | NS      | $6792560.85   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MPC Container Ships ASA                        | MPC Container Ships ASA                              | CUSIP: 000000000<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |   1876005 | NS      | $2758989.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund       | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        | 127319854 | NS      | $127319853.90 | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansell Ltd                                     | Ansell Ltd                                           | CUSIP: 000000000<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |    375924 | NS      | $7292758.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Big Shopping Centers Ltd                       | Big Shopping Centers Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     20819 | NS      | $3039812.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group PLC                              | QinetiQ Group PLC                                    | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |   7915523 | NS      | $41664064.14  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Keihan Holdings Co Ltd                         | Keihan Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 353800ADZSZ9AD39RL13 | Long             | EC               | CORP              | JP        |    114300 | NS      | $2799418.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First Pacific Co Ltd                           | First Pacific Co Ltd                                 | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | HK        |  20890000 | NS      | $14056212.36  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Corp                                     | Heiwa Corp                                           | CUSIP: 000000000<br>LEI: 529900N1BTC5X6TU7W19 | Long             | EC               | CORP              | JP        |    118200 | NS      | $1839881.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc                  | SKY Perfect JSAT Holdings Inc                        | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |   3552500 | NS      | $28718914.75  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                   | Santen Pharmaceutical Co Ltd                         | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |   2459000 | NS      | $24905712.88  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Exosens SAS                                    | Exosens SAS                                          | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |     49036 | NS      | $1908471.92   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allreal Holding AG                             | Allreal Holding AG                                   | CUSIP: 000000000<br>LEI: 5067006XH174LA44H658 | Long             | EC               | CORP              | CH        |     54022 | NS      | $11903212.98  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Meidensha Corp                                 | Meidensha Corp                                       | CUSIP: 000000000<br>LEI: 529900VFKHJPVURD7985 | Long             | EC               | CORP              | JP        |     19800 | NS      | $543955.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXEO Group Inc                                 | EXEO Group Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50000 | NS      | $583857.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GN Store Nord AS                               | GN Store Nord AS                                     | CUSIP: 000000000<br>LEI: 5493008U3H3W0NKPFL10 | Long             | EC               | CORP              | DK        |    131305 | NS      | $1982477.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheng Siong Group Ltd                          | Sheng Siong Group Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   1448400 | NS      | $1951471.98   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                        | SSAB AB                                              | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |   2795528 | NS      | $17376698.94  | 0.39%             |  |  |  | No            |                  2 | On Loan: —       |
| SUNeVision Holdings Ltd                        | SUNeVision Holdings Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    828000 | NS      | $692300.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co Inc/                 | Chugoku Electric Power Co Inc/The                    | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |    716900 | NS      | $3811090.84   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Galenica AG                                    | Galenica AG                                          | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |    208094 | NS      | $21796333.60  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Downer EDI Ltd                                 | Downer EDI Ltd                                       | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |    123725 | NS      | $451803.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hemnet Group AB                                | Hemnet Group AB                                      | CUSIP: 000000000<br>LEI: 5493008VIU67J3HUAR07 | Long             | EC               | CORP              | SE        |    695485 | NS      | $23873039.23  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Sydbank AS                                     | Sydbank AS                                           | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |    572323 | NS      | $36651775.82  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| J Front Retailing Co Ltd                       | J Front Retailing Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1148900 | NS      | $14062712.18  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT Inc                       | Nippon Prologis REIT Inc                             | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               | CORP              | JP        |      8181 | NS      | $13529945.17  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Resorttrust Inc                                | Resorttrust Inc                                      | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |   1905400 | NS      | $19609427.54  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiab Oyj                                       | Hiab Oyj                                             | CUSIP: 000000000<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |    472698 | NS      | $22492282.37  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Heavy Industries Ltd                  | Sumitomo Heavy Industries Ltd                        | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |   1093700 | NS      | $22772832.09  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| AMP Ltd                                        | AMP Ltd                                              | CUSIP: 000000000<br>LEI: 5299000D93LTLU0UJR35 | Long             | EC               | CORP              | AU        |  18645665 | NS      | $15400513.01  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Hachijuni Bank Ltd/The                         | Hachijuni Bank Ltd/The                               | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |   1229900 | NS      | $9283276.37   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Group Ltd                            | Hang Lung Group Ltd                                  | CUSIP: 000000000<br>LEI: 529900V2T2EPOQYH0981 | Long             | EC               | CORP              | HK        |    640000 | NS      | $918702.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Konoike Transport Co Ltd                       | Konoike Transport Co Ltd                             | CUSIP: 000000000<br>LEI: 3538004PLQ2IF2DMNC61 | Long             | EC               | CORP              | JP        |     76300 | NS      | $1400843.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                  | Schibsted ASA                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |     96793 | NS      | $2781889.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC                           | Endeavour Mining PLC                                 | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |    345258 | NS      | $9271127.64   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                      | Axfood AB                                            | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |    471576 | NS      | $13183550.20  | 0.30%             |  |  |  | No            |                  2 | On Loan: —       |
| United Super Markets Holdings                  | United Super Markets Holdings Inc                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27600 | NS      | $177512.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamigumi Co Ltd                                | Kamigumi Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    184400 | NS      | $4514029.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Porr Ag                                        | Porr Ag                                              | CUSIP: 000000000<br>LEI: 529900ARBU9SBJFNX419 | Long             | EC               | CORP              | AT        |     33652 | NS      | $1178348.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cembra Money Bank AG                           | Cembra Money Bank AG                                 | CUSIP: 000000000<br>LEI: 549300ZDHOETLAIVTE82 | Long             | EC               | CORP              | CH        |    170865 | NS      | $20624901.64  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                    | Merlin Properties Socimi SA                          | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               | CORP              | ES        |   1416331 | NS      | $16061594.88  | 0.36%             |  |  |  | No            |                  2 | On Loan: —       |
| Primary Health Properties PLC                  | Primary Health Properties PLC                        | CUSIP: 000000000<br>LEI: 213800Y5CJHXOATK7X11 | Long             | EC               | CORP              | GB        |    793891 | NS      | $1083411.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Retail REIT                       | Charter Hall Retail REIT                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   7230903 | NS      | $17271873.87  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                       | Ubisoft Entertainment SA                             | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |    278789 | NS      | $3284782.29   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VSTECS Holdings Ltd                            | VSTECS Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   6492000 | NS      | $4998501.82   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMONY Holdings Inc                            | TOMONY Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88700 | NS      | $339891.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hensoldt AG                                    | Hensoldt AG                                          | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |    351885 | NS      | $27260116.51  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Healthcare REIT PLC                     | Target Healthcare REIT PLC                           | CUSIP: 000000000<br>LEI: 213800RXPY9WULUSBC04 | Long             | EC               | CORP              | GB        |    139547 | NS      | $183382.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                   | Cofinimmo SA                                         | CUSIP: 000000000<br>LEI: 549300TM914CSF6KI389 | Long             | EC               | CORP              | BE        |    208742 | NS      | $16690860.91  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Sugi Holdings Co Ltd                           | Sugi Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900N86BFWB1FADG87 | Long             | EC               | CORP              | JP        |    706400 | NS      | $14838529.14  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| UT Group Co Ltd                                | UT Group Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14900 | NS      | $209440.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inwido AB                                      | Inwido AB                                            | CUSIP: 000000000<br>LEI: 529900A9NKQW5UTHBG13 | Long             | EC               | CORP              | SE        |    222120 | NS      | $4707322.18   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Westgold Resources Ltd                         | Westgold Resources Ltd                               | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |   8817924 | NS      | $16751659.58  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Logistics Corp                      | Mitsubishi Logistics Corp                            | CUSIP: 000000000<br>LEI: 529900GJKGNRLQBJUH32 | Long             | EC               | CORP              | JP        |    362200 | NS      | $2499684.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co Ltd                     | Iida Group Holdings Co Ltd                           | CUSIP: 000000000<br>LEI: 35380051BV8PV1I4S949 | Long             | EC               | CORP              | JP        |    233600 | NS      | $3697608.02   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ackermans & van Haaren NV                      | Ackermans & van Haaren NV                            | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |      9069 | NS      | $2218164.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Seikan Group Holdings Ltd                 | Toyo Seikan Group Holdings Ltd                       | CUSIP: 000000000<br>LEI: 5299004VWXGQPXR05T33 | Long             | EC               | CORP              | JP        |    578700 | NS      | $10103350.48  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Road Resources Ltd                        | Gold Road Resources Ltd                              | CUSIP: 000000000<br>LEI: 213800HJWH96TDEMNY83 | Long             | EC               | CORP              | AU        |  11741743 | NS      | $22780654.73  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Acom Co Ltd                                    | Acom Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    611900 | NS      | $1714606.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Krones AG                                      | Krones AG                                            | CUSIP: 000000000<br>LEI: 529900NY2GSZWWUBW049 | Long             | EC               | CORP              | DE        |    118618 | NS      | $17338178.33  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                    | Plus500 Ltd                                          | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |   1146477 | NS      | $46996740.96  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedifica SA                                    | Aedifica SA                                          | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               | CORP              | BE        |    341674 | NS      | $27390709.88  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Elco Ltd                                       | Elco Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9553 | NS      | $424009.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sapporo Holdings Ltd                           | Sapporo Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 353800ITDYV3AD2X5M34 | Long             | EC               | CORP              | JP        |     18000 | NS      | $999603.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Diploma PLC                                    | Diploma PLC                                          | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |     25081 | NS      | $1330836.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Healthcare Ltd                           | Regis Healthcare Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    306954 | NS      | $1342604.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Reit Inc                         | Sekisui House Reit Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11283 | NS      | $6086947.96   | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| Nankai Electric Railway Co Ltd                 | Nankai Electric Railway Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70900 | NS      | $1122557.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                       | Koninklijke BAM Groep NV                             | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |   1833030 | NS      | $12416570.93  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaguchi Financial Group Inc                  | Yamaguchi Financial Group Inc                        | CUSIP: 000000000<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |     45300 | NS      | $535189.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huhtamaki Oyj                                  | Huhtamaki Oyj                                        | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | EC               | CORP              | FI        |    196028 | NS      | $7217301.54   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd                        | Tower Semiconductor Ltd                              | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |    130566 | NS      | $4772021.56   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                      | Reply SpA                                            | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |     10679 | NS      | $1906516.98   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                 | BAWAG Group AG                                       | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |    331247 | NS      | $36307331.97  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Group Corp                               | Seiko Group Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    140300 | NS      | $3703457.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenon Holdings Ltd/Singapore                   | Kenon Holdings Ltd/Singapore                         | CUSIP: 000000000<br>LEI: 254900N5LVBX92GMVN72 | Long             | EC               | CORP              | SG        |     21909 | NS      | $674595.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                             | Aker Solutions ASA                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |   5574820 | NS      | $15130652.75  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Unibrew A/S                              | Royal Unibrew A/S                                    | CUSIP: 000000000<br>LEI: 529900D69KFL8IAP8Q63 | Long             | EC               | CORP              | DK        |    148136 | NS      | $11769494.01  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaga Electronics Co Ltd                        | Kaga Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |    311300 | NS      | $5575657.32   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                              | Taylor Wimpey PLC                                    | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |  12434451 | NS      | $19538379.09  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| DO & CO AG                                     | DO & CO AG                                           | CUSIP: 000000000<br>LEI: 5299002NFQKOBT1E8569 | Long             | EC               | CORP              | AT        |     11965 | NS      | $1911260.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO STOXX 50                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |       448 | NC      | $-128741.04   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fluidra SA                                     | Fluidra SA                                           | CUSIP: 000000000<br>LEI: 95980020140005026620 | Long             | EC               | CORP              | ES        |    571390 | NS      | $13228588.38  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| MIXI Inc                                       | MIXI Inc                                             | CUSIP: 000000000<br>LEI: 529900IL3THMH0SFYQ49 | Long             | EC               | CORP              | JP        |    997300 | NS      | $22159700.36  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Deliveroo PLC                                  | Deliveroo PLC                                        | CUSIP: 000000000<br>LEI: 984500F6537F74DDEE77 | Long             | EC               | CORP              | GB        |   1879825 | NS      | $4268735.65   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| H.U. Group Holdings Inc                        | H.U. Group Holdings Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    687700 | NS      | $13493681.55  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Truecaller AB                                  | Truecaller AB                                        | CUSIP: 000000000<br>LEI: 549300TEYF1FA5G5GK26 | Long             | EC               | CORP              | SE        |    990643 | NS      | $7455049.54   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum AB                                   | Castellum AB                                         | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |    214488 | NS      | $2610365.05   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Infomart Corp                                  | Infomart Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    194100 | NS      | $517362.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruha Nichiro Corp                            | Maruha Nichiro Corp                                  | CUSIP: 000000000<br>LEI: 529900HGXVKT576NWZ27 | Long             | EC               | CORP              | JP        |    490600 | NS      | $11209962.93  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| El Al Israel Airlines                          | El Al Israel Airlines                                | CUSIP: 000000000<br>LEI: 549300TW18OUVFDCDP95 | Long             | EC               | CORP              | IL        |    616339 | NS      | $1883849.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co Ltd                 | Kintetsu Group Holdings Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $178719.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Next Vision Stabilized Systems                 | Next Vision Stabilized Systems Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7045 | NS      | $185578.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                         | NCC AB                                               | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |    299773 | NS      | $5581012.93   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Amot Investments Ltd                           | Amot Investments Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    604625 | NS      | $3199403.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                   | B&M European Value Retail SA                         | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | GB        |   2266894 | NS      | $10195089.57  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HIS Co Ltd                                     | HIS Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800XDWLF35XVQNM38 | Long             | EC               | CORP              | JP        |   1561600 | NS      | $18611129.16  | 0.42%             |  |  |  | No            |                  2 | On Loan: —       |
| Toei Co Ltd                                    | Toei Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39900 | NS      | $1461805.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Ltd                            | First Resources Ltd                                  | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |   3915600 | NS      | $4530281.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Artience Co Ltd                                | Artience Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    238300 | NS      | $4917730.79   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Van Lanschot Kempen NV                         | Van Lanschot Kempen NV                               | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | EC               | CORP              | NL        |    284203 | NS      | $16593907.98  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Iren SpA                                       | Iren SpA                                             | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | EC               | CORP              | IT        |    372476 | NS      | $1063393.11   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daido Steel Co Ltd                             | Daido Steel Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |     73000 | NS      | $550049.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSB Group PLC                                  | OSB Group PLC                                        | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |    156587 | NS      | $995306.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Rubber Co Ltd/The                     | Yokohama Rubber Co Ltd/The                           | CUSIP: 000000000<br>LEI: 52990036XNWY2FMYWB76 | Long             | EC               | CORP              | JP        |    113900 | NS      | $2490403.67   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First International Bank Of Is                 | First International Bank Of Israel Ltd/The           | CUSIP: 000000000<br>LEI: 2138002RV6AUUX19F397 | Long             | EC               | CORP              | IL        |    152922 | NS      | $8399146.96   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                      | Rubis SCA                                            | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |     78673 | NS      | $2560867.12   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Saizeriya Co Ltd                               | Saizeriya Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    572600 | NS      | $18458389.95  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamura Corp                                   | Okamura Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    622500 | NS      | $8643502.83   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                  | Technogym SpA                                        | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |    220130 | NS      | $2974580.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Corp Ltd                              | New Hope Corp Ltd                                    | CUSIP: 000000000<br>LEI: 254900DHRUGXZSLSNZ83 | Long             | EC               | CORP              | AU        |    766578 | NS      | $1798279.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerald Resources NL                           | Emerald Resources NL                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   3310857 | NS      | $8501430.89   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| dormakaba Holding AG                           | dormakaba Holding AG                                 | CUSIP: 000000000<br>LEI: 529900QMU5ZH99KMQK13 | Long             | EC               | CORP              | CH        |      1834 | NS      | $1547084.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujita Kanko Inc                               | Fujita Kanko Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    210000 | NS      | $13264488.94  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd                                       | TOTO Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $395527.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arjo AB                                        | Arjo AB                                              | CUSIP: 000000000<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |   1210188 | NS      | $4054198.04   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Morinaga & Co Ltd/Japan                        | Morinaga & Co Ltd/Japan                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    555800 | NS      | $9909836.31   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| YH Dimri Construction & Develo                 | YH Dimri Construction & Development Ltd              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7176 | NS      | $605511.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corp                                     | Amano Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    188600 | NS      | $5491306.04   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobu Railway Co Ltd                            | Tobu Railway Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    429500 | NS      | $7837493.47   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Koshidaka Holdings Co Ltd                      | Koshidaka Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    149100 | NS      | $1061509.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanki Engineering Co Ltd                       | Sanki Engineering Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50400 | NS      | $1287769.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Residential Invest                 | Daiwa House REIT Investment Corp                     | CUSIP: 000000000<br>LEI: 3538001FWU534P8JMO05 | Long             | EC               | CORP              | JP        |     13636 | NS      | $22839938.26  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramelius Resources Ltd                         | Ramelius Resources Ltd                               | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |  17901330 | NS      | $30124487.90  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                       | Ambea AB                                             | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |     92206 | NS      | $1113898.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group PLC                              | TP ICAP Group PLC                                    | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | GB        |   3260477 | NS      | $11196288.99  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitrolife AB                                   | Vitrolife AB                                         | CUSIP: 000000000<br>LEI: 5493001WDZMONMSPPR49 | Long             | EC               | CORP              | SE        |    121914 | NS      | $1984289.71   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Group                             | Charter Hall Group                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   4347286 | NS      | $47002635.42  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                          | PSP Swiss Property AG                                | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |    217066 | NS      | $38653076.88  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| AAK AB                                         | AAK AB                                               | CUSIP: 000000000<br>LEI: 549300GK4LGIDDWJWL07 | Long             | EC               | CORP              | SE        |    307072 | NS      | $8030509.52   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaken Pharmaceutical Co Ltd                    | Kaken Pharmaceutical Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    598000 | NS      | $17026132.77  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                        | SPIE SA                                              | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |    494607 | NS      | $24241971.47  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsumura & Co                                   | Tsumura & Co                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    593900 | NS      | $17859201.95  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Glory Ltd                                      | Glory Ltd                                            | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |    399100 | NS      | $7027234.66   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuriku Electric Power Co                     | Hokuriku Electric Power Co                           | CUSIP: 000000000<br>LEI: 353800Z4ZNGBULYR8W57 | Long             | EC               | CORP              | JP        |   2211900 | NS      | $11367261.90  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanlord Land Group Ltd                         | Yanlord Land Group Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   2167500 | NS      | $780767.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bavarian Nordic A/S                            | Bavarian Nordic A/S                                  | CUSIP: 000000000<br>LEI: 2138006JCDVYIN6INP51 | Long             | EC               | CORP              | DK        |    148530 | NS      | $3531495.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sotetsu Holdings Inc                           | Sotetsu Holdings Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $272918.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West African Resources Ltd                     | West African Resources Ltd                           | CUSIP: 000000000<br>LEI: 529900XLO8GMJNTUL013 | Long             | EC               | CORP              | AU        |   3608753 | NS      | $5522881.35   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Alony Hetz Properties & Invest                 | Alony Hetz Properties & Investments Ltd              | CUSIP: 000000000<br>LEI: 213800PNXOBRJDRRDC27 | Long             | EC               | CORP              | IL        |    495905 | NS      | $4142058.76   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ADEKA Corp                                     | ADEKA Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17400 | NS      | $313668.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC Bus Consult                               | OBIC Business Consultants Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58100 | NS      | $2792960.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys PLC                                     | Currys PLC                                           | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |    696647 | NS      | $1032460.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfresa Holdings Corp                          | Alfresa Holdings Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    363800 | NS      | $5491973.32   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                        | A2A SpA                                              | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |  17933528 | NS      | $45609800.02  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24         | SPI 200                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |        47 | NC      | $76199.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Electric Holdings Ltd                  | Johnson Electric Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | HK        |   1848000 | NS      | $3366684.24   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Trainline PLC                                  | Trainline PLC                                        | CUSIP: 000000000<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |   2726286 | NS      | $10678973.25  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PL                 | Direct Line Insurance Group PLC                      | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |    170422 | NS      | $643684.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seino Holdings Co Ltd                          | Seino Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: 3538001D12EPCPYTTF24 | Long             | EC               | CORP              | JP        |   1779700 | NS      | $28009427.68  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                           | Big Yellow Group PLC                                 | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |    105818 | NS      | $1424615.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Ltd                                  | GrainCorp Ltd                                        | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |    112705 | NS      | $479846.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd                                 | AGL Energy Ltd                                       | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |   1391182 | NS      | $9480916.23   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                        | NKT A/S                                              | CUSIP: 000000000<br>LEI: 529900197LKWCEQ0NL18 | Long             | EC               | CORP              | DK        |    340508 | NS      | $27724809.82  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                        | British Land Co PLC/The                              | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |   1269087 | NS      | $6676489.27   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Investments Ltd                        | Premier Investments Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    969243 | NS      | $12910552.95  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                             | FTSE 100 INDEX                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |       104 | NC      | $32362.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Okasan Securities Group Inc                    | Okasan Securities Group Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   2297400 | NS      | $10257897.06  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd                                     | Worley Ltd                                           | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |   1343964 | NS      | $10707480.17  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd                             | VTech Holdings Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    893000 | NS      | $5999324.17   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VITASOY INT'L                                  | Vitasoy International Holdings Ltd                   | CUSIP: 000000000<br>LEI: 5493003LPGHN62KWIZ77 | Long             | EC               | CORP              | HK        |    534000 | NS      | $688013.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Marketing Japan Inc                      | Canon Marketing Japan Inc                            | CUSIP: 000000000<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |     10300 | NS      | $364618.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norconsult Norge AS                            | Norconsult Norge AS                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     99446 | NS      | $449418.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| San-In Godo Bank Ltd/The                       | San-In Godo Bank Ltd/The                             | CUSIP: 000000000<br>LEI: 353800I3C5900CEME762 | Long             | EC               | CORP              | JP        |    112500 | NS      | $999471.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                     | Umicore SA                                           | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |     16893 | NS      | $153558.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Glass Co Ltd                           | Central Glass Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     66800 | NS      | $1397596.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventia Services Group Pty Ltd                  | Ventia Services Group Pty Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   7394733 | NS      | $20021143.52  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co Ltd                          | Tokyo Tatemono Co Ltd                                | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |    225900 | NS      | $4050009.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Group Ltd                                | Delek Group Ltd                                      | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |     22595 | NS      | $3604686.53   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tate & Lyle PLC                                | Tate & Lyle PLC                                      | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |   2215909 | NS      | $16515213.29  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Real Estate Investmen                 | Frontier Real Estate Investment Corp                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1529 | NS      | $848827.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ariake Japan Co Ltd                            | Ariake Japan Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800PBX8D0J0H60M72 | Long             | EC               | CORP              | JP        |      9500 | NS      | $399158.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Mining & Smelting Co Lt                 | Mitsui Mining & Smelting Co Ltd                      | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |    150600 | NS      | $4094362.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp                                 | Toyo Tire Corp                                       | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |   1829600 | NS      | $34207655.90  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Gas Co Ltd                                | Toho Gas Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800BCVTE4F8012906 | Long             | EC               | CORP              | JP        |    139100 | NS      | $4160881.03   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group PLC                                | Serco Group PLC                                      | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |  11775550 | NS      | $27024525.98  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| ACEA SpA                                       | ACEA SpA                                             | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | EC               | CORP              | IT        |    111468 | NS      | $2618678.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                             | Banca Generali SpA                                   | CUSIP: 000000000<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |    741134 | NS      | $43969821.54  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Konecranes Oyj                                 | Konecranes Oyj                                       | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |    533888 | NS      | $35769458.75  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Corp                                      | Lion Corp                                            | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |   1152200 | NS      | $14122483.26  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                             | NGK Insulators Ltd                                   | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |   2911000 | NS      | $35921779.09  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyokuto Kaihatsu Kogyo Co Ltd                  | Kyokuto Kaihatsu Kogyo Co Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    458500 | NS      | $7701763.76   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Colruyt Group N.V                              | Colruyt Group N.V                                    | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |    229325 | NS      | $11027706.52  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardex Holding AG                              | Kardex Holding AG                                    | CUSIP: 000000000<br>LEI: 529900JKKMQ07D6QZ480 | Long             | EC               | CORP              | CH        |     28716 | NS      | $7234231.48   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                        | SCOR SE                                              | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |    549119 | NS      | $17302304.38  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi S                 | Inmobiliaria Colonial Socimi SA                      | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | EC               | CORP              | ES        |   1362724 | NS      | $8831952.18   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                  | Sonae SGPS SA                                        | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |   7426623 | NS      | $9431333.08   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercialys SA                                   | Mercialys SA                                         | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | EC               | CORP              | FR        |    320109 | NS      | $4285331.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Investment Management                 | Pinnacle Investment Management Group Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    402894 | NS      | $4646424.19   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosiden Corp                                   | Hosiden Corp                                         | CUSIP: 000000000<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |     59800 | NS      | $802886.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nine Entertainment Co Holdings                 | Nine Entertainment Co Holdings Ltd                   | CUSIP: 000000000<br>LEI: 529900WLXD3X7TFOAI42 | Long             | EC               | CORP              | AU        |    879557 | NS      | $806079.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitie Group PLC                                | Mitie Group PLC                                      | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |   6008505 | NS      | $11586612.78  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Industrial Trust                     | Mapletree Industrial Trust                           | CUSIP: 000000000<br>LEI: 549300R7WZFHXNKDJF41 | Long             | EC               | CORP              | SG        |   1043100 | NS      | $1613551.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                    | Berkeley Group Holdings PLC                          | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |     95267 | NS      | $5310499.94   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kureha Corp                                    | Kureha Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21100 | NS      | $369320.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Modec Inc                                      | Modec Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1576200 | NS      | $47834259.95  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd                                   | JB Hi-Fi Ltd                                         | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |    300232 | NS      | $19895707.76  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Mivne Real Estate KD Ltd                       | Mivne Real Estate KD Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |   2288750 | NS      | $6678068.15   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KDX Realty Investment Corp                     | KDX Realty Investment Corp                           | CUSIP: 000000000<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               | CORP              | JP        |     36037 | NS      | $37527762.64  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd                        | Daiwabo Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    203300 | NS      | $3442482.62   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-25

**Name of Applicant:** Goldman Sachs Trust

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President Assistant Treasurer