# EDGAR Filing Document

**Accession Number:** 0001350487
**File Stem:** 0000940400-26-023250
**Filing Date:** 2026-6
**Character Count:** 139368
**Document Hash:** a8dbfd6467f9f24265eec50b3d804052
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-023250.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-023250

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WisdomTree Trust
- **CENTRAL INDEX KEY:** 0001350487

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21864
- **FILM NUMBER:** 261049428

**BUSINESS ADDRESS:**
- **STREET 1:** 250 WEST 34TH STREET
- **STREET 2:** 3RD FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10119
- **BUSINESS PHONE:** 212.801.2080

**MAIL ADDRESS:**
- **STREET 1:** 250 WEST 34TH STREET
- **STREET 2:** 3RD FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10119

## Series and Classes Contracts Data

### WisdomTree Europe SmallCap Dividend Fund (Series ID: S000012398)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000033636 | WisdomTree Europe SmallCap Dividend Fund | DFE             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** WisdomTree Trust

- **b. Investment Company Act file number:** 811-21864

- **c. CIK number of Registrant:** 0001350487

- **d. LEI of Registrant:** 549300SEVJBU47TE8855

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

  - **Street Address 1:** 250 WEST 34TH STREET

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10119

  - **Telephone number:** 866-909-9473

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

- **a. Name of Series:** WisdomTree Europe SmallCap Dividend Fund

- **b. EDGAR series identifier (if any):** S000012398

- **c. LEI of Series:** 5493001M2D6JHT41R207

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $161406433.62

**Total Liabilities:** $5995363.76

**Net Assets:** $155411069.86

**Cash Not Reported:** $64710.76

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000033636 | 4.34%                | 3.60%                | -9.14%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1570258.20              | $5164171.88                                |
| Month 2  | $2741.25                 | $5904026.31                                |
| Month 3  | $11589.54                | $-16390535.06                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hoegh Autoliners ASA                              | Hoegh Autoliners ASA NOK1                               | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |    269988 | NS      | $3849864.05   | 2.48%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Befesa SA                                         | Befesa SA NPV                                           | CUSIP: 000000000<br>LEI: 222100VXGA8L6J4ZWG61 | Long             | EC               | CORP              | LU        |      7962 | NS      | $266774.54    | 0.17%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Garofalo Health Care Spa                          | Garofalo Health Care Spa NPV                            | CUSIP: 000000000<br>LEI: 815600C851C90CAE6438 | Long             | EC               | CORP              | IT        |     17420 | NS      | $92528.79     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kainos Group PLC                                  | Kainos Group PLC ORD GBP0.005                           | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |     33364 | NS      | $321178.71    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Veidekke ASA                                      | Veidekke ASA NOK0.50                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |     43523 | NS      | $841779.62    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Restore Plc                                       | Restore Plc GBP GBP0.05                                 | CUSIP: 000000000<br>LEI: 213800CE3EOGYML9AY08 | Long             | EC               | CORP              | GB        |     28187 | NS      | $89765.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Bouvet Asa                                        | Bouvet Asa NOK0.10                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFMBC26 | Long             | EC               | CORP              | NO        |     48993 | NS      | $253994.37    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Secure Trust Bank PLC                             | Secure Trust Bank PLC ORD GBP0.40                       | CUSIP: 000000000<br>LEI: 213800CXIBLC2TMIGI76 | Long             | EC               | CORP              | GB        |     10786 | NS      | $181349.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PostNL NV                                         | PostNL NV EUR0.08                                       | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | EC               | CORP              | NL        |    331588 | NS      | $411855.98    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bravida Holding AB                                | Bravida Holding AB NPV                                  | CUSIP: 000000000<br>LEI: 549300H88IJGPNNL3T61 | Long             | EC               | CORP              | SE        |     80018 | NS      | $826534.18    | 0.53%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Bonduelle SA                                      | Bonduelle SA EUR1.75                                    | CUSIP: 000000000<br>LEI: 969500QVHHN3NNVYRE94 | Long             | EC               | CORP              | FR        |      8146 | NS      | $79122.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| YouGov PLC                                        | YouGov PLC ORD GBP0.002                                 | CUSIP: 000000000<br>LEI: 213800MZGBGCJIPOBB41 | Long             | EC               | CORP              | GB        |     40847 | NS      | $91031.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sligro Food Group NV                              | Sligro Food Group NV EUR0.06                            | CUSIP: 000000000<br>LEI: 724500YLB8OA6WK5CH48 | Long             | EC               | CORP              | NL        |     20644 | NS      | $320635.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Clas Ohlson Ab                                    | Clas Ohlson Ab SER'B'NPV                                | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |     17798 | NS      | $695385.45    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Synsam AB                                         | Synsam AB NPV                                           | CUSIP: 000000000<br>LEI: 5493000TMEGW9DHNOQ70 | Long             | EC               | CORP              | SE        |     47714 | NS      | $344096.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaufman & Broad SA                                | Kaufman & Broad SA EUR0.26                              | CUSIP: 000000000<br>LEI: 969500CE0X343D8ALO86 | Long             | EC               | CORP              | FR        |     14249 | NS      | $464620.78    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinepolis Group NV                                | Kinepolis Group NV NPV                                  | CUSIP: 000000000<br>LEI: 5493002BJQRO0S06F161 | Long             | EC               | CORP              | BE        |      5027 | NS      | $150884.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlorenzo S.p.A.                                 | Sanlorenzo S.p.A. NPV                                   | CUSIP: 000000000<br>LEI: 8156006C71E895860132 | Long             | EC               | CORP              | IT        |     10507 | NS      | $372869.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Borussia Dortmund GmbH & Co . KGaA                | Borussia Dortmund GmbH & Co . KGaA NPV                  | CUSIP: 000000000<br>LEI: 529900XO0YTOOKCLQB44 | Long             | EC               | CORP              | DE        |     22264 | NS      | $77855.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Systemair AB                                      | Systemair AB NPV                                        | CUSIP: 000000000<br>LEI: 529900RK1R6HF8KKOI20 | Long             | EC               | CORP              | SE        |     34662 | NS      | $257975.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Quadient SA                                       | Quadient SA EUR1                                        | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |     18354 | NS      | $227969.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ChemoMetec A/S                                    | ChemoMetec A/S DKK1                                     | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |      1909 | NS      | $88541.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| James Halstead Plc                                | James Halstead Plc ORD GBP0.05                          | CUSIP: 000000000<br>LEI: 213800C8FFBYVO6UL498 | Long             | EC               | CORP              | GB        |    197431 | NS      | $313724.31    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Porr AG                                           | Porr AG NPV                                             | CUSIP: 000000000<br>LEI: 529900ARBU9SBJFNX419 | Long             | EC               | CORP              | AT        |     11091 | NS      | $457489.93    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmera Group ASA                                  | Elmera Group ASA NOK0.30                                | CUSIP: 000000000<br>LEI: 2138006BSHJVCD9SR489 | Long             | EC               | CORP              | NO        |     68225 | NS      | $246538.58    | 0.16%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sanoma OYJ                                        | Sanoma OYJ NPV                                          | CUSIP: 000000000<br>LEI: 743700XJC24THUPK0S03 | Long             | EC               | CORP              | FI        |     15408 | NS      | $158890.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CTT Correios de Portugal SA                       | CTT Correios de Portugal SA EUR0.17                     | CUSIP: 000000000<br>LEI: 529900G4A1IKOKC22K56 | Long             | EC               | CORP              | PT        |     30058 | NS      | $208835.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMG Critical Materials N.V.                       | AMG Critical Materials N.V. EUR0.02                     | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |      4438 | NS      | $173960.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wereldhave NV                                     | Wereldhave NV EUR1                                      | CUSIP: 000000000<br>LEI: 724500YRQCY3BD9RJZ92 | Long             | EC               | CORP              | NL        |     47195 | NS      | $1155534.02   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Corem Property Group AB                           | Corem Property Group AB SER'B'NPV                       | CUSIP: 000000000<br>LEI: 213800CHXQQD7TSS1T59 | Long             | EC               | CORP              | SE        |    312766 | NS      | $109527.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Immobiliare Grande Distribuzione S.p.a.           | Immobiliare Grande Distribuzione S.p.a. NPV             | CUSIP: 000000000<br>LEI: 815600CF8C0389D0E272 | Long             | EC               | CORP              | IT        |     48094 | NS      | $219161.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Antin Infrastructure Partners SA                  | Antin Infrastructure Partners SA EUR0.01                | CUSIP: 000000000<br>LEI: 2138008FABJXP4HUOK53 | Long             | EC               | CORP              | FR        |     32980 | NS      | $389115.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloomsbury Publish                                | Bloomsbury Publish ORD GBP0.0125                        | CUSIP: 000000000<br>LEI: 213800ZL2PEC4C6UOQ53 | Long             | EC               | CORP              | GB        |     27199 | NS      | $201932.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Metrovacesa SA                                    | Metrovacesa SA EUR7.2                                   | CUSIP: 000000000<br>LEI: 959800ZQW44V5U3SEZ73 | Long             | EC               | CORP              | ES        |     16266 | NS      | $208032.68    | 0.13%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Elecnor SA                                        | Elecnor SA EUR0.1                                       | CUSIP: 000000000<br>LEI: 95980020140005491250 | Long             | EC               | CORP              | ES        |     64564 | NS      | $2499525.18   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BioGaia AB                                        | BioGaia AB SER'B'NPV                                    | CUSIP: 000000000<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |     64593 | NS      | $809594.98    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Warpaint London Plc                               | Warpaint London Plc ORD GBP0.25                         | CUSIP: 000000000<br>LEI: 213800EBJ2CN6KIDCO78 | Long             | EC               | CORP              | GB        |     44177 | NS      | $107773.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Nolato AB                                         | Nolato AB SER'B'NPV                                     | CUSIP: 000000000<br>LEI: 213800T7T7I7WAOX8Y72 | Long             | EC               | CORP              | SE        |     58085 | NS      | $291088.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sparebanken Norge AS                              | Sparebanken Norge AS NOK25 GRUNNFONDSBEVIS              | CUSIP: 000000000<br>LEI: 213800M7T3CYVZ3ZRT12 | Long             | EC               | CORP              | NO        |     81910 | NS      | $1677729.91   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ME Group International PLC                        | ME Group International PLC ORD GBP0.005                 | CUSIP: 000000000<br>LEI: 2138006YJ65EKBYYYX41 | Long             | EC               | CORP              | GB        |    167110 | NS      | $298818.79    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharma Mar SA                                     | Pharma Mar SA EUR0.6 POST CONSOLIDATION                 | CUSIP: 000000000<br>LEI: 959800QWKZ45ZQC2AV58 | Long             | EC               | CORP              | ES        |      1731 | NS      | $174315.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr. Martens Plc                                   | Dr. Martens Plc ORD GBP0.01                             | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |    266859 | NS      | $221525.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Svedbergs Group AB                                | Svedbergs Group AB SER'B'NPV                            | CUSIP: 000000000<br>LEI: 549300233PQ1UWNYVK79 | Long             | EC               | CORP              | SE        |     19503 | NS      | $139829.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Television Francaise 1 SA                         | Television Francaise 1 SA EUR0.20                       | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |    113229 | NS      | $904757.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| NP3 Fastigheter AB (publ)                         | NP3 Fastigheter AB (publ) NPV                           | CUSIP: 000000000<br>LEI: 549300MGVITW8GYJHZ50 | Long             | EC               | CORP              | SE        |     12750 | NS      | $327909.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ElEn Spa                                          | ElEn Spa NPV (POST SPLIT)                               | CUSIP: 000000000<br>LEI: 81560012F663E89E7085 | Long             | EC               | CORP              | IT        |     15458 | NS      | $218893.57    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Brck Group PLC                                    | Brck Group PLC ORD GBP0.01                              | CUSIP: 000000000<br>LEI: 213800SK28MWXB3K3P26 | Long             | EC               | CORP              | GB        |    195016 | NS      | $130641.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Supreme Plc                                       | Supreme Plc ORD GBP0.10                                 | CUSIP: 000000000<br>LEI: 213800DBHCI5WQWECL16 | Long             | EC               | CORP              | GB        |     43759 | NS      | $75016.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Value Driller As                             | Deep Value Driller As NOK0.10                           | CUSIP: 000000000<br>LEI: 549300QEVW47ULJE4O08 | Long             | EC               | CORP              | NO        |    175837 | NS      | $381785.41    | 0.25%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Eckert & Ziegler SE                               | Eckert & Ziegler SE NPV (BR)                            | CUSIP: 000000000<br>LEI: 391200EUDABLUKXCKG48 | Long             | EC               | CORP              | DE        |      6571 | NS      | $110689.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Matas AS                                          | Matas AS DKK2.50                                        | CUSIP: 000000000<br>LEI: 2138004PXX8LWGHGL872 | Long             | EC               | CORP              | DK        |      6756 | NS      | $109797.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Stolt-Nielsen Ltd                                 | Stolt-Nielsen Ltd USD1                                  | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | BM        |     41215 | NS      | $1411074.13   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Puuilo Oyj                                        | Puuilo Oyj NPV                                          | CUSIP: 000000000<br>LEI: 743700UJUT6FWHBXPR69 | Long             | EC               | CORP              | FI        |     41240 | NS      | $598235.52    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuit Group PLC                                  | Genuit Group PLC ORD GBP0.001                           | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |     79910 | NS      | $301905.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ODFJELL DRILLING LTD                              | Odfjell Drilling Limited USD0.01                        | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | BM        |    192450 | NS      | $2007290.87   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Craneware Plc                                     | Craneware Plc ORD GBP0.01                               | CUSIP: 000000000<br>LEI: 213800O2CTJ1YFXNXG05 | Long             | EC               | CORP              | GB        |      7918 | NS      | $138871.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elementis PLC                                     | Elementis PLC ORD GBP0.05                               | CUSIP: 000000000<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |    111952 | NS      | $220856.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemring Group PLC                                | Chemring Group PLC ORD GBP0.01                          | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |     35329 | NS      | $236668.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Keystone Law Group Plc                            | Keystone Law Group Plc ORD GBP0.002                     | CUSIP: 000000000<br>LEI: 213800RTARHELL51S215 | Long             | EC               | CORP              | GB        |     12452 | NS      | $73892.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lisi SA                                           | Lisi SA EUR0.40                                         | CUSIP: 000000000<br>LEI: 969500UU4O58BR802Y55 | Long             | EC               | CORP              | FR        |      5351 | NS      | $323068.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GAS Plus Spa                                      | GAS Plus Spa NPV                                        | CUSIP: 000000000<br>LEI: 815600CF7B5169BBF109 | Long             | EC               | CORP              | IT        |     21305 | NS      | $179197.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftwareONE Holding AG                            | SoftwareONE Holding AG CHF0.01                          | CUSIP: 000000000<br>LEI: 529900GBI88JKWXLGI05 | Long             | EC               | CORP              | CH        |     80540 | NS      | $697602.39    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramsdens Holdings Plc                             | Ramsdens Holdings Plc ORD GBP0.01                       | CUSIP: 000000000<br>LEI: 2138004439PRUV6WB123 | Long             | EC               | CORP              | GB        |     19057 | NS      | $87956.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennon Group PLC                                  | Pennon Group PLC ORD GBP0.6105                          | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |    287444 | NS      | $2007081.39   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Bam Groep NV                          | Koninklijke Bam Groep NV EUR0.10                        | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |     78561 | NS      | $779812.33    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PZ Cussons PLC                                    | PZ Cussons PLC ORD GBP0.01                              | CUSIP: 000000000<br>LEI: XB3CXKKKED7OMV80FY35 | Long             | EC               | CORP              | GB        |    196494 | NS      | $207293.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coor Service Management Holding AB                | Coor Service Management Holding AB NPV                  | CUSIP: 000000000<br>LEI: 529900TMO6717OKBSU69 | Long             | EC               | CORP              | SE        |     25774 | NS      | $160170.14    | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Note Ab                                           | Note Ab NPV                                             | CUSIP: 000000000<br>LEI: 54930038JVQ3CMTEO084 | Long             | EC               | CORP              | SE        |     10407 | NS      | $184187.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kid ASA                                           | Kid ASA NOK1.20                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH53K17 | Long             | EC               | CORP              | NO        |     23763 | NS      | $307376.39    | 0.20%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Equita Group S                                    | Equita Group S NPV                                      | CUSIP: 000000000<br>LEI: 815600CF5C54AA9C0721 | Long             | EC               | CORP              | IT        |     29755 | NS      | $194731.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lsl Property Services PLC                         | Lsl Property Services PLC ORD GBP0.002                  | CUSIP: 000000000<br>LEI: 213800T4VM5VR3C7S706 | Long             | EC               | CORP              | GB        |     40138 | NS      | $118033.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco di Desio e della Brianza S.p.A.             | Banco di Desio e della Brianza S.p.A. EUR0.52           | CUSIP: 000000000<br>LEI: 81560026D234790EB288 | Long             | EC               | CORP              | IT        |     61171 | NS      | $606138.46    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Foods PLC                                 | Premier Foods PLC ORD GBP0.10                           | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |    136054 | NS      | $331557.65    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorian Plumbing Group Plc                      | Victorian Plumbing Group Plc ORD GBP0.001               | CUSIP: 000000000<br>LEI: 894500R59II0S4WXGZ04 | Long             | EC               | CORP              | GB        |     90209 | NS      | $76609.31     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altri, Sgps, S.A.                                 | Altri, Sgps, S.A. EUR0.125                              | CUSIP: 000000000<br>LEI: 213800AKSTYRLHY3X497 | Long             | EC               | CORP              | PT        |    126463 | NS      | $713253.63    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Bytes Technology Group PLC                        | Bytes Technology Group PLC ORD GBP0.01                  | CUSIP: 000000000<br>LEI: 213800LA4DZLFBAC9O33 | Long             | EC               | CORP              | GB        |    118730 | NS      | $432757.18    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| GPI S.p.A.                                        | GPI S.p.A. NPV                                          | CUSIP: 000000000<br>LEI: 815600320CCB55749A30 | Long             | EC               | CORP              | IT        |     12827 | NS      | $243266.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| CEMENTIR HOLDING NV                               | Cementir Holding N.V. EUR1                              | CUSIP: 000000000<br>LEI: 8156008B101B97A43B02 | Long             | EC               | CORP              | NL        |     29700 | NS      | $524255.53    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Louis Hachette Group                              | Louis Hachette Group EUR0.2                             | CUSIP: 000000000<br>LEI: 969500CV8XQ2XKU2DO25 | Long             | EC               | CORP              | FR        |     77519 | NS      | $139290.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alleima AB                                        | Alleima AB NPV                                          | CUSIP: 000000000<br>LEI: 529900EBHTYGLA6PGP77 | Long             | EC               | CORP              | SE        |     78571 | NS      | $609927.88    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TRSY OBLIG CASH M                         | DREYFUS TRSY OBLIG CASH M                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    217850 | NS      | $217849.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fevertree Drinks PLC                              | Fevertree Drinks PLC ORD GBP0.0025                      | CUSIP: 000000000<br>LEI: 2138007AJRLHRVQZLD07 | Long             | EC               | CORP              | GB        |     26351 | NS      | $264787.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Discoverie Group PLC                              | Discoverie Group PLC ORD GBP0.05                        | CUSIP: 000000000<br>LEI: 213800BMDLQU1VEEAN68 | Long             | EC               | CORP              | GB        |     17707 | NS      | $125624.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 SMN                                   | SpareBank 1 SMN NOK20 GRUNNFONDSBEVIS                   | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |     69846 | NS      | $1481752.39   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferronordic Ab                                    | Ferronordic Ab NPV                                      | CUSIP: 000000000<br>LEI: 549300ZWVSKHHDQPES93 | Long             | EC               | CORP              | SE        |     12821 | NS      | $56526.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Salzgitter AG                                     | Salzgitter AG ORD NPV                                   | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |      3878 | NS      | $163090.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PPHE HOTEL GROUP LTD                              | PPHE Hotel Group Ltd. ORD NPV                           | CUSIP: 000000000<br>LEI: 2138003H1BZGR6KM5823 | Long             | EC               | CORP              | GG        |     12306 | NS      | $258348.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Europris ASA                                      | Europris ASA NOK1                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |     59583 | NS      | $558459.69    | 0.36%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SkiStar AB                                        | SkiStar AB SER'B'NPV                                    | CUSIP: 000000000<br>LEI: 529900CD7HSJ1CZS7089 | Long             | EC               | CORP              | SE        |     13490 | NS      | $230680.59    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| F-Secure Oyj (New)                                | F-Secure Oyj (New) NPV                                  | CUSIP: 000000000<br>LEI: 9845006BFDJF0375E466 | Long             | EC               | CORP              | FI        |     51432 | NS      | $95408.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hunting PLC                                       | Hunting PLC ORD GBP0.25                                 | CUSIP: 000000000<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |     46835 | NS      | $306335.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Almirall SA                                       | Almirall SA EUR0.12                                     | CUSIP: 000000000<br>LEI: 95980020140005007996 | Long             | EC               | CORP              | ES        |     32798 | NS      | $459524.58    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamma Communications Plc                          | Gamma Communications Plc ORD GBP0.0025                  | CUSIP: 000000000<br>LEI: 213800LAQZXPRIZUEH50 | Long             | EC               | CORP              | GB        |     19851 | NS      | $185860.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Young & Co's Brewery PLC                          | Young & Co's Brewery PLC 'A'ORD GBP0.125                | CUSIP: 000000000<br>LEI: 213800JMZDORXCMKFW06 | Long             | EC               | CORP              | GB        |     12068 | NS      | $120310.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GB Group Plc                                      | GB Group Plc ORD GBP0.025                               | CUSIP: 000000000<br>LEI: 213800RBAFZIBCV7XR29 | Long             | EC               | CORP              | GB        |     45502 | NS      | $120606.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Construcciones Y Auxiliar De Ferrocarriles SA     | Construcciones Y Auxiliar De Ferrocarriles SA EUR0.301  | CUSIP: 000000000<br>LEI: 95980020140005275134 | Long             | EC               | CORP              | ES        |     12374 | NS      | $829776.07    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Tristel                                           | Tristel ORD GBP0.01                                     | CUSIP: 000000000<br>LEI: 2138009DZ4LH9CZGF662 | Long             | EC               | CORP              | GB        |     21294 | NS      | $101089.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Norbit Asa                                        | Norbit Asa NOK0.10                                      | CUSIP: 000000000<br>LEI: 254900C08RCMXVZYFY97 | Long             | EC               | CORP              | NO        |     15997 | NS      | $313011.38    | 0.20%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Pne Ag                                            | Pne Ag NPV (REGD)                                       | CUSIP: 000000000<br>LEI: 391200KEHI6OQSGGN373 | Long             | EC               | CORP              | DE        |      6051 | NS      | $58843.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fila S.p.A                                        | Fila S.p.A NPV                                          | CUSIP: 000000000<br>LEI: 81560094A389646CAF21 | Long             | EC               | CORP              | IT        |     16635 | NS      | $176334.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zehnder Group AG                                  | Zehnder Group AG CHF0.05 (REGD) 'A'                     | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |      1784 | NS      | $147195.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiconsult ASA                                  | Multiconsult ASA NOK0.50                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG9GO07 | Long             | EC               | CORP              | NO        |     14862 | NS      | $248692.99    | 0.16%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Deutz AG                                          | Deutz AG NPV                                            | CUSIP: 000000000<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |     26764 | NS      | $260268.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mortgage Advice Bureau (Hldgs) Ltd                | Mortgage Advice Bureau (Hldgs) Ltd ORD GBP0.001         | CUSIP: 000000000<br>LEI: 2138008AY1RA61T6W960 | Long             | EC               | CORP              | GB        |     18841 | NS      | $138141.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloetta Ab                                        | Cloetta Ab SER'B'NPV                                    | CUSIP: 000000000<br>LEI: 549300CSLHPO6Y1AZN37 | Long             | EC               | CORP              | SE        |    131469 | NS      | $732127.59    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AJ Bell PLC                                       | AJ Bell PLC ORD GBP0.000125                             | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |    137643 | NS      | $852732.69    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Zotefoams PLC                                     | Zotefoams PLC ORD GBP0.05                               | CUSIP: 000000000<br>LEI: 213800B6P256B5XN8D32 | Long             | EC               | CORP              | GB        |     15808 | NS      | $70667.93     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADV Med Solutions                                 | ADV Med Solutions ORD GBP0.05                           | CUSIP: 000000000<br>LEI: 213800HJP6OWOSZI1L74 | Long             | EC               | CORP              | GB        |     28529 | NS      | $72232.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Planisware SA                                     | Planisware SA EUR0.1                                    | CUSIP: 000000000<br>LEI: 969500356FAUM2X41Q59 | Long             | EC               | CORP              | FR        |     11438 | NS      | $189512.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Havas NV                                          | Havas NV EUR2 (POST CONS)                               | CUSIP: 000000000<br>LEI: 894500L53AVOFQK7T710 | Long             | EC               | CORP              | NL        |     55049 | NS      | $950777.46    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cairn Homes PLC                                   | Cairn Homes PLC ORD EUR0.001                            | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |    281249 | NS      | $680515.61    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Savills PLC                                       | Savills PLC ORD GBP0.025                                | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |     44114 | NS      | $479346.35    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS SGPS SA                                       | NOS SGPS SA EUR 0.50                                    | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |    413352 | NS      | $2590876.74   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Pareto Bank ASA                                   | Pareto Bank ASA NOK12.00                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX75J484 | Long             | EC               | CORP              | NO        |     25533 | NS      | $223850.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Forfarmers Nv                                     | Forfarmers Nv EUR0.01                                   | CUSIP: 000000000<br>LEI: 724500YEIHQKMHTXW058 | Long             | EC               | CORP              | NL        |     60015 | NS      | $433565.94    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| IntegraFin Holdings plc                           | IntegraFin Holdings plc ORD GBP0.01                     | CUSIP: 000000000<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |     96557 | NS      | $389628.72    | 0.25%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Digital Value Spa                                 | Digital Value Spa NPV                                   | CUSIP: 000000000<br>LEI: 81560096F26ACF910809 | Long             | EC               | CORP              | IT        |      2909 | NS      | $97200.73     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J D Wetherspoon PLC                               | J D Wetherspoon PLC ORD GBP0.02                         | CUSIP: 000000000<br>LEI: 213800CHWARFAAN7UB85 | Long             | EC               | CORP              | GB        |     29827 | NS      | $219477.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Smiths News Plc                                   | Smiths News Plc ORD GBP0.05                             | CUSIP: 000000000<br>LEI: 2138004O33ONVOOQXB02 | Long             | EC               | CORP              | GB        |    234602 | NS      | $197996.47    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rai Way S.p.A                                     | Rai Way S.p.A NPV                                       | CUSIP: 000000000<br>LEI: 815600303CCB3CFD2264 | Long             | EC               | CORP              | IT        |    137220 | NS      | $928075.54    | 0.60%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nagarro SE                                        | Nagarro SE NPV                                          | CUSIP: 000000000<br>LEI: 9845008396BA67DA9B37 | Long             | EC               | CORP              | DE        |      2769 | NS      | $150844.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Fuller Smith & Turner PLC                         | Fuller Smith & Turner PLC 'A'ORD GBP0.40                | CUSIP: 000000000<br>LEI: 213800C7ACOFMRCQQW76 | Long             | EC               | CORP              | GB        |     12230 | NS      | $104830.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovs S.P.A                                         | Ovs S.P.A NPV                                           | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |     65363 | NS      | $335285.64    | 0.22%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Hochschild Mining PLC                             | Hochschild Mining PLC ORD GBP0.01                       | CUSIP: 000000000<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | GB        |     44592 | NS      | $351056.53    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| S4 Capital PLC                                    | S4 Capital PLC ORD GBP0.25                              | CUSIP: 000000000<br>LEI: 21380068SP9V65KPQN68 | Long             | EC               | CORP              | GB        |    307922 | NS      | $112883.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| NCC AB                                            | NCC AB SER'B'NPV                                        | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |     57631 | NS      | $1251078.95   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandi Standard AB                                | Scandi Standard AB NPV                                  | CUSIP: 000000000<br>LEI: 5493006VHH78UQJVF844 | Long             | EC               | CORP              | SE        |     19221 | NS      | $298214.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosegur Compania de Seguridad SA                 | Prosegur Compania de Seguridad SA EUR0.06               | CUSIP: 000000000<br>LEI: 549300N94L4D5NDBFG97 | Long             | EC               | CORP              | ES        |    137446 | NS      | $409374.19    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Landis & Gyr Group AG                             | Landis & Gyr Group AG CHF10 (REGD)                      | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |      5430 | NS      | $341254.43    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arjo AB (Publ)                                    | Arjo AB (Publ) SER'B'NPV                                | CUSIP: 000000000<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |     83558 | NS      | $219108.13    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zinzino Ab                                        | Zinzino Ab SER'B'NPV                                    | CUSIP: 000000000<br>LEI: 549300Z20D1BP4MA0040 | Long             | EC               | CORP              | SE        |      9487 | NS      | $139024.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Orsero SPA                                        | Orsero SPA NPV                                          | CUSIP: 000000000<br>LEI: 8156001895E0F4E7A803 | Long             | EC               | CORP              | IT        |      7370 | NS      | $127036.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moltiply Group S.p.A                              | Moltiply Group S.p.A NPV                                | CUSIP: 000000000<br>LEI: 8156004E40D6A02C5046 | Long             | EC               | CORP              | IT        |      3241 | NS      | $118003.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BTG Consulting PLC                                | BTG Consulting PLC ORD GBP0.05                          | CUSIP: 000000000<br>LEI: 21380075TB4ROF7KWK30 | Long             | EC               | CORP              | GB        |     83736 | NS      | $132507.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Harworth Group Plc                                | Harworth Group Plc ORD GBP0.1                           | CUSIP: 000000000<br>LEI: 213800R8JSSGK2KPFG21 | Long             | EC               | CORP              | GB        |     36235 | NS      | $70002.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Esprinet S.p.A.                                   | Esprinet S.p.A. EUR0.15                                 | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |     35819 | NS      | $203464.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AddLife AB                                        | AddLife AB SER'B'NPV                                    | CUSIP: 000000000<br>LEI: 5493005T3M7CD7XWE013 | Long             | EC               | CORP              | SE        |      9273 | NS      | $135791.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontron AG                                        | Kontron AG NPV                                          | CUSIP: 000000000<br>LEI: 5299002PSXXMVHB26433 | Long             | EC               | CORP              | AT        |     15571 | NS      | $338544.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Terveystalo Oyj                                   | Terveystalo Oyj NPV                                     | CUSIP: 000000000<br>LEI: 7437001AEZHLL3UEX093 | Long             | EC               | CORP              | FI        |     63941 | NS      | $637269.80    | 0.41%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Datalogic Spa                                     | Datalogic Spa EUR0.52                                   | CUSIP: 000000000<br>LEI: 815600A033443037ED66 | Long             | EC               | CORP              | IT        |     18855 | NS      | $110361.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Per Aarsleff Holding A/S                          | Per Aarsleff Holding A/S SER'B'DKK2                     | CUSIP: 000000000<br>LEI: 5493008HS8STXVZXYZ63 | Long             | EC               | CORP              | DK        |      3945 | NS      | $451959.02    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Luceco Plc                                        | Luceco Plc ORD GBP0.0005                                | CUSIP: 000000000<br>LEI: 213800BBFZK4W4P98U76 | Long             | EC               | CORP              | GB        |     53248 | NS      | $121477.31    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| WIIT S.p.A.                                       | WIIT S.p.A. NPV                                         | CUSIP: 000000000<br>LEI: 815600AB2BDB42BC0E81 | Long             | EC               | CORP              | IT        |      4530 | NS      | $136489.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Johnson Service Group PLC                         | Johnson Service Group PLC ORD GBP0.10                   | CUSIP: 000000000<br>LEI: 2138004WZUPWV53KWV11 | Long             | EC               | CORP              | GB        |    111138 | NS      | $187007.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xps Pensions Group Plc                            | Xps Pensions Group Plc ORD GBP0.0005                    | CUSIP: 000000000<br>LEI: 2138004Y8OBPJEAACJ11 | Long             | EC               | CORP              | GB        |     72804 | NS      | $278419.09    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Safestore Holdings PLC                            | Safestore Holdings PLC ORD GBP0.01                      | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               | CORP              | GB        |     93599 | NS      | $783156.60    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambea Ab (Publ)                                   | Ambea Ab (Publ) NPV                                     | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |     15240 | NS      | $212132.16    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Avon Technologies PLC                             | Avon Technologies PLC ORD GBP1                          | CUSIP: 000000000<br>LEI: 213800JM1AN62REBWA71 | Long             | EC               | CORP              | GB        |      3251 | NS      | $71079.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cancom SE                                         | Cancom SE NPV                                           | CUSIP: 000000000<br>LEI: 391200T4AUN1BPBXAO14 | Long             | EC               | CORP              | DE        |     12629 | NS      | $351409.83    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmos Semiconductor Se                            | Elmos Semiconductor Se NPV                              | CUSIP: 000000000<br>LEI: 529900UMKKDCAP4P4H63 | Long             | EC               | CORP              | DE        |      3409 | NS      | $564824.72    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BW Offshore Ltd                                   | BW Offshore Ltd USD0.50                                 | CUSIP: 000000000<br>LEI: 2138008LFKH8V2EOA915 | Long             | EC               | CORP              | BM        |     66150 | NS      | $351769.59    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gestamp Automocion S A                            | Gestamp Automocion S A EUR0.5                           | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | EC               | CORP              | ES        |    187446 | NS      | $634967.24    | 0.41%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Beijer Alma AB                                    | Beijer Alma AB SER'B'NPV                                | CUSIP: 000000000<br>LEI: 549300HJX9BNG5055Z38 | Long             | EC               | CORP              | SE        |     12108 | NS      | $303772.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Galliford Try Holdings plc                        | Galliford Try Holdings plc ORD GBP0.5                   | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |     50990 | NS      | $322418.09    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuestenrot and Wuerttembergische AG               | Wuestenrot and Wuerttembergische AG NPV                 | CUSIP: 000000000<br>LEI: 5299003H07ZT0Z5ZNN35 | Long             | EC               | CORP              | DE        |     11057 | NS      | $173517.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tatton Asset Mgmt Plc                             | Tatton Asset Mgmt Plc ORD GBP0.20                       | CUSIP: 000000000<br>LEI: 213800G2F8I1N7HTVP88 | Long             | EC               | CORP              | GB        |     24706 | NS      | $189614.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Personal Group Hld                                | Personal Group Hld ORD GBP0.05                          | CUSIP: 000000000<br>LEI: 213800TN8BH2YYWAH345 | Long             | EC               | CORP              | GB        |     29993 | NS      | $139617.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Workspace Group PLC                               | Workspace Group PLC ORD GBP1                            | CUSIP: 000000000<br>LEI: 2138003GUZRFIN3UT430 | Long             | EC               | CORP              | GB        |    133215 | NS      | $599914.85    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Estates                                    | Retail Estates NPV                                      | CUSIP: 000000000<br>LEI: 5493007CO5W5OBFG7L21 | Long             | EC               | CORP              | BE        |      9874 | NS      | $750870.20    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bergman & Beving AB                               | Bergman & Beving AB SER'B'NPV                           | CUSIP: 000000000<br>LEI: 549300RC0HUZSJYJO751 | Long             | EC               | CORP              | SE        |      2664 | NS      | $75505.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FastPartner AB                                    | FastPartner AB SER'A'NPV                                | CUSIP: 000000000<br>LEI: 549300BG6SL5QQ7LQW56 | Long             | EC               | CORP              | SE        |     39729 | NS      | $178287.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Norcros Plc                                       | Norcros Plc ORD GBP0.1                                  | CUSIP: 000000000<br>LEI: 213800EIMJZZA1GBIE18 | Long             | EC               | CORP              | GB        |     30279 | NS      | $111002.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Everplay Group plc                                | Everplay Group plc ORD GBP0.01                          | CUSIP: 000000000<br>LEI: 2138006EUUCCL4ZI5E51 | Long             | EC               | CORP              | GB        |     22652 | NS      | $66911.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPmobility                                        | OPmobility EUR0.06                                      | CUSIP: 000000000<br>LEI: 9695001VLC2KYXX0DW73 | Long             | EC               | CORP              | FR        |     66137 | NS      | $1141521.55   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohort PLC                                        | Cohort PLC ORD GBP0.10                                  | CUSIP: 000000000<br>LEI: 213800WE61C73LZZNW11 | Long             | EC               | CORP              | GB        |      4872 | NS      | $77995.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Wickes Group PLC                                  | Wickes Group PLC ORD GBP0.1                             | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |    117417 | NS      | $323610.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Linea Directa Aseguradora S.A.                    | Linea Directa Aseguradora S.A. EUR0.04                  | CUSIP: 000000000<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |    198896 | NS      | $269959.83    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Fund Management PLC                       | Jupiter Fund Management PLC ORD GBP0.02                 | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |    226474 | NS      | $497552.73    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sogefi SpA                                        | Sogefi SpA EUR0.52                                      | CUSIP: 000000000<br>LEI: 5493005HPJ40IY377O47 | Long             | EC               | CORP              | IT        |    103351 | NS      | $225777.59    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rvrc Holding Ab                                   | Rvrc Holding Ab NPV                                     | CUSIP: 000000000<br>LEI: 549300YU7003VHQV3J57 | Long             | EC               | CORP              | SE        |     27667 | NS      | $190231.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Austevoll Seafood ASA                             | Austevoll Seafood ASA NOK0.50                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |     88281 | NS      | $937101.15    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Fagron NV                                         | Fagron NV NPV                                           | CUSIP: 000000000<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |     12730 | NS      | $316818.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MORROW BANK AB                                    | Morrow Bank AB NPV                                      | CUSIP: 000000000<br>LEI: 9845009C8D6CC754F846 | Long             | EC               | CORP              | SE        |    104213 | NS      | $138385.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keller Group PLC                                  | Keller Group PLC ORD GBP0.10                            | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |     21791 | NS      | $552301.62    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypoint PLC                                      | Paypoint PLC ORD GBP0.003611                            | CUSIP: 000000000<br>LEI: 5493004YKWI8U0GDD138 | Long             | EC               | CORP              | GB        |     34121 | NS      | $249274.17    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Borregaard ASA                                    | Borregaard ASA NOK1                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGYXC05 | Long             | EC               | CORP              | NO        |     22922 | NS      | $411332.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Melia Hotels International S.A.                   | Melia Hotels International S.A. EUR0.2                  | CUSIP: 000000000<br>LEI: 959800JRKSZ6YZD4EL80 | Long             | EC               | CORP              | ES        |     45631 | NS      | $503152.61    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichols                                           | Nichols ORD GBP0.10                                     | CUSIP: 000000000<br>LEI: 213800EF5CMR3K8PND54 | Long             | EC               | CORP              | GB        |     11105 | NS      | $137069.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosegur Cash SA                                  | Prosegur Cash SA EUR0.02                                | CUSIP: 000000000<br>LEI: 9598005HY5DEFPU2SM35 | Long             | EC               | CORP              | ES        |    368674 | NS      | $266765.68    | 0.17%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Lindab International AB                           | Lindab International AB NPV                             | CUSIP: 000000000<br>LEI: 54930085MH6IRQ1JP227 | Long             | EC               | CORP              | SE        |     21158 | NS      | $338705.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Card Factory PLC                                  | Card Factory PLC ORD GBP0.01                            | CUSIP: 000000000<br>LEI: 213800TTSOPFVCKPFQ11 | Long             | EC               | CORP              | GB        |    189782 | NS      | $158918.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essentra PLC                                      | Essentra PLC ORD GBP0.25                                | CUSIP: 000000000<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |     69443 | NS      | $82783.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Alerion Cleanpower                                | Alerion Cleanpower NPV                                  | CUSIP: 000000000<br>LEI: 81560090173FFC67B069 | Long             | EC               | CORP              | IT        |     16861 | NS      | $396315.73    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FAES Farma SA                                     | FAES Farma SA EUR0.1(REGD)                              | CUSIP: 000000000<br>LEI: 959800FXZQY7U3P1G969 | Long             | EC               | CORP              | ES        |    111409 | NS      | $597541.09    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Martifer Sgps Sa                                  | Martifer Sgps Sa EUR0.5                                 | CUSIP: 000000000<br>LEI: 959800HYZFJ73QZQLS50 | Long             | EC               | CORP              | PT        |     34242 | NS      | $96661.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paradox Interactive AB (publ)                     | Paradox Interactive AB (publ) NPV                       | CUSIP: 000000000<br>LEI: 529900QNSZUY53R5WW95 | Long             | EC               | CORP              | SE        |     19871 | NS      | $258028.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intea Fastigheter AB (publ)                       | Intea Fastigheter AB (publ) NPV B                       | CUSIP: 000000000<br>LEI: 549300KD3XGX3754UW61 | Long             | EC               | CORP              | SE        |     16272 | NS      | $119653.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reach Subsea Asa                                  | Reach Subsea Asa NOK1                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXK7FS45 | Long             | EC               | CORP              | NO        |    146760 | NS      | $105765.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiera Milano                                      | Fiera Milano NPV                                        | CUSIP: 000000000<br>LEI: 81560026FB4FD48C6110 | Long             | EC               | CORP              | IT        |     29698 | NS      | $244658.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AF Gruppen ASA                                    | AF Gruppen ASA ORD NOK0.05                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFU1405 | Long             | EC               | CORP              | NO        |     16045 | NS      | $280018.89    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ion Beam Applications SA                          | Ion Beam Applications SA NPV                            | CUSIP: 000000000<br>LEI: 5493002RVRZ1S3CPUI26 | Long             | EC               | CORP              | BE        |      7380 | NS      | $110371.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Truecaller AB                                     | Truecaller AB SER'B'NPV                                 | CUSIP: 000000000<br>LEI: 549300TEYF1FA5G5GK26 | Long             | EC               | CORP              | SE        |     36982 | NS      | $42237.41     | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Mitie Group PLC                                   | Mitie Group PLC ORD GBP0.025                            | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |    404569 | NS      | $901623.20    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacker Neuson SE                                  | Wacker Neuson SE NPV(REGD)                              | CUSIP: 000000000<br>LEI: 529900RJL86244E1I652 | Long             | EC               | CORP              | DE        |     21074 | NS      | $439008.79    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pullup Entertainment                              | Pullup Entertainment EUR1.2                             | CUSIP: 000000000<br>LEI: 969500GLMRELZ61HJS76 | Long             | EC               | CORP              | FR        |      6908 | NS      | $104586.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Bodycote Plc                                      | Bodycote Plc ORD GBP0.1727272                           | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |     58440 | NS      | $470480.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Plus PLC                                  | Telecom Plus PLC ORD GBP0.05                            | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |     40291 | NS      | $686461.73    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Raysearch Laboratories AB                         | Raysearch Laboratories AB SER'B'NPV                     | CUSIP: 000000000<br>LEI: 549300TYFVYGS0JFWM28 | Long             | EC               | CORP              | SE        |      5529 | NS      | $111087.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie des Alpes SA                            | Compagnie des Alpes SA NPV                              | CUSIP: 000000000<br>LEI: 96950029IN3GW457GG90 | Long             | EC               | CORP              | FR        |     25196 | NS      | $685127.52    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Rank Group PLC                                    | Rank Group PLC ORD GBP0.1388888                         | CUSIP: 000000000<br>LEI: 213800TXKD6XZWOFTE12 | Long             | EC               | CORP              | GB        |    143302 | NS      | $168752.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SSP Group PLC                                     | SSP Group PLC ORD GBP0.01085                            | CUSIP: 000000000<br>LEI: 213800QGNIWTXFMENJ24 | Long             | EC               | CORP              | GB        |    180976 | NS      | $417403.96    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Duni AB                                           | Duni AB NPV                                             | CUSIP: 000000000<br>LEI: 549300MWQEN1427O5L53 | Long             | EC               | CORP              | SE        |     22511 | NS      | $226380.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Brooks Macdonald Group PLC                        | Brooks Macdonald Group PLC ORD GBP0.01                  | CUSIP: 000000000<br>LEI: 213800WRDF8LB8MIEX37 | Long             | EC               | CORP              | GB        |      8021 | NS      | $142264.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Sindall Group PLC                          | Morgan Sindall Group PLC ORD GBP0.05                    | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |     19862 | NS      | $1083039.42   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Barr(Ag)                                          | Barr(Ag) ORD GBP0.04167                                 | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |     43649 | NS      | $375290.58    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesnara PLC                                      | Chesnara PLC ORD GBP0.05                                | CUSIP: 000000000<br>LEI: 213800VFRMBRTSZ3SJ06 | Long             | EC               | CORP              | GB        |    181324 | NS      | $718531.05    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Dermapharm Holding SE                             | Dermapharm Holding SE NPV                               | CUSIP: 000000000<br>LEI: 5299009F0KNZINQQQK37 | Long             | EC               | CORP              | DE        |     14035 | NS      | $684038.58    | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Koninklijke Heijmans NV                           | Koninklijke Heijmans NV CVA EUR0.30                     | CUSIP: 000000000<br>LEI: 724500OUE3PCA809DZ79 | Long             | EC               | CORP              | NL        |     10647 | NS      | $939688.33    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandic Hotels Group AB                           | Scandic Hotels Group AB NPV                             | CUSIP: 000000000<br>LEI: 529900JY9ZBGUXGRKQ86 | Long             | EC               | CORP              | SE        |     65182 | NS      | $581942.43    | 0.37%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sparebanken More                                  | Sparebanken More NOK20.00 GRUNNFONDSBEVIS               | CUSIP: 000000000<br>LEI: 5967007LIEEXZX5PU005 | Long             | EC               | CORP              | NO        |      9584 | NS      | $115547.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Midwich Group Plc                                 | Midwich Group Plc ORD GBP0.01                           | CUSIP: 000000000<br>LEI: 213800TUH2ZU68PZZN12 | Long             | EC               | CORP              | GB        |     61999 | NS      | $128360.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstGroup PLC                                    | FirstGroup PLC ORD GBP0.05                              | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |    238728 | NS      | $523214.96    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Advanced Materials PLC                     | Morgan Advanced Materials PLC ORD GBP0.25               | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |    147693 | NS      | $391472.93    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Renew Holdings                                    | Renew Holdings ORD GBP0.10                              | CUSIP: 000000000<br>LEI: 213800O3DC3V4WYA2E09 | Long             | EC               | CORP              | GB        |     14934 | NS      | $167394.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PARATUS ENERGY SERVICES LTD                       | Paratus Energy Services Ltd. USD0.00002                 | CUSIP: 000000000<br>LEI: 549300XB7T5BX418QX67 | Long             | EC               | CORP              | BM        |     99891 | NS      | $474794.89    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hemnet Group Ab                                   | Hemnet Group Ab NPV                                     | CUSIP: 000000000<br>LEI: 5493008VIU67J3HUAR07 | Long             | EC               | CORP              | SE        |      7795 | NS      | $87227.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| C&C Group                                         | C&C Group ORD EUR0.01 (CDI)                             | CUSIP: 000000000<br>LEI: 635400LNUHA2LDXXV850 | Long             | EC               | CORP              | IE        |    140710 | NS      | $207820.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Halfords Group PLC                                | Halfords Group PLC ORD GBP0.01                          | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |    139476 | NS      | $237265.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Financial Software Hldgs Ltd                 | Alfa Financial Software Hldgs Ltd ORD GBP0.001          | CUSIP: 000000000<br>LEI: 213800C5UOZHUTNUGA28 | Long             | EC               | CORP              | GB        |    123577 | NS      | $236293.31    | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Norwegian Air Shuttle ASA                         | Norwegian Air Shuttle ASA NOK0.10                       | CUSIP: 000000000<br>LEI: 549300IEUH2FEM2Y6B51 | Long             | EC               | CORP              | NO        |    844562 | NS      | $1232905.58   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| VBG Group AB                                      | VBG Group AB SER'B'NPV                                  | CUSIP: 000000000<br>LEI: 549300O1V2ZWY6W9GZ14 | Long             | EC               | CORP              | SE        |      4720 | NS      | $172721.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Norconsult ASA                                    | Norconsult ASA NOK0.02                                  | CUSIP: 000000000<br>LEI: 635400VFBLRSFRXLGQ03 | Long             | EC               | CORP              | NO        |    166349 | NS      | $701876.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Moonpig Group PLC                                 | Moonpig Group PLC ORD GBP0.1                            | CUSIP: 000000000<br>LEI: 213800VAYO5KCAXZHK83 | Long             | EC               | CORP              | GB        |     46922 | NS      | $129630.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Advisory Group Plc                            | FRP Advisory Group Plc ORD GBP0.001                     | CUSIP: 000000000<br>LEI: 213800IPCG6DE1CVLY36 | Long             | EC               | CORP              | GB        |    105018 | NS      | $151643.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ProSiebenSat.1 Media SE                           | ProSiebenSat.1 Media SE NPV                             | CUSIP: 000000000<br>LEI: 529900NY0WWQUKOMWQ37 | Long             | EC               | CORP              | DE        |     20617 | NS      | $92454.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saf Holland SE                                    | Saf Holland SE EUR1 (BR)                                | CUSIP: 000000000<br>LEI: 222100QJQLUJHWREL058 | Long             | EC               | CORP              | DE        |     27785 | NS      | $525667.79    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Procredit Holding AG                              | Procredit Holding AG NPV                                | CUSIP: 000000000<br>LEI: 529900LIN8L1K9MLTR09 | Long             | EC               | CORP              | DE        |     37999 | NS      | $319611.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DOF Group ASA                                     | DOF Group ASA 8.125% SNR NTS USD                        | CUSIP: 000000000<br>LEI: 213800GIV9N2A714T434 | Long             | EC               | CORP              | NO        |    219182 | NS      | $3127651.62   | 2.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Corticeira Amorim-Sociedade Gestora               | Corticeira Amorim-Sociedade Gestora EUR1                | CUSIP: 000000000<br>LEI: 213800J5M11TDEP3LQ76 | Long             | EC               | CORP              | PT        |     78565 | NS      | $587491.55    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bahnhof Ab                                        | Bahnhof Ab SER'B'NPV                                    | CUSIP: 000000000<br>LEI: 213800K7LQU3H85KCU96 | Long             | EC               | CORP              | SE        |     42559 | NS      | $231865.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mony Group PLC                                    | Mony Group PLC ORD GBP0.0002                            | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |    342093 | NS      | $677578.93    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| On The Beach Group PLC                            | On The Beach Group PLC ORD GBP0.01                      | CUSIP: 000000000<br>LEI: 213800K51Y9BZY7F9R69 | Long             | EC               | CORP              | GB        |     24387 | NS      | $50554.13     | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Derichebourg SA                                   | Derichebourg SA EUR0.25                                 | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |     31476 | NS      | $295754.47    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Deceuninck                                        | Deceuninck NPV                                          | CUSIP: 000000000<br>LEI: 549300R6YGQQ24P6WW72 | Long             | EC               | CORP              | BE        |     49995 | NS      | $114978.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Immsi Spa                                         | Immsi Spa NPV                                           | CUSIP: 000000000<br>LEI: 815600B5D89DAB660021 | Long             | EC               | CORP              | IT        |    145170 | NS      | $78781.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GPO Emp San Jose                                  | GPO Emp San Jose EUR0.03                                | CUSIP: 000000000<br>LEI: 9598002SMUBZZBE58976 | Long             | EC               | CORP              | ES        |     22010 | NS      | $200343.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimak Group AB                                   | Alimak Group AB NPV                                     | CUSIP: 000000000<br>LEI: 549300LC2ER06GDV6565 | Long             | EC               | CORP              | SE        |     29375 | NS      | $329943.58    | 0.21%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Vertu Motors PLC                                  | Vertu Motors PLC ORD GBP0.10                            | CUSIP: 000000000<br>LEI: 213800GIKJEIUIGMI575 | Long             | EC               | CORP              | GB        |    126162 | NS      | $96328.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mutares SE & Co. KGaA                             | Mutares SE & Co. KGaA NPV (REG)                         | CUSIP: 000000000<br>LEI: 391200NWMO6NLQFSCU64 | Long             | EC               | CORP              | DE        |     14248 | NS      | $467871.48    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Dios Fastigheter AB                               | Dios Fastigheter AB NPV                                 | CUSIP: 000000000<br>LEI: 549300G3VF7LZQ9IW435 | Long             | EC               | CORP              | SE        |     45866 | NS      | $302122.19    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hill & Smith PLC                                  | Hill & Smith PLC ORD GBP0.25                            | CUSIP: 000000000<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |     28932 | NS      | $803112.39    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Barco NV                                          | Barco NV NPV                                            | CUSIP: 000000000<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |     36279 | NS      | $395643.23    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Corbion NV                                        | Corbion NV EUR0.25                                      | CUSIP: 000000000<br>LEI: 724500BKS1TSAVLTWG46 | Long             | EC               | CORP              | NL        |     22768 | NS      | $492136.44    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Basic Net Spa                                     | Basic Net Spa NPV                                       | CUSIP: 000000000<br>LEI: 8156008E82BF2BFE0A35 | Long             | EC               | CORP              | IT        |     13357 | NS      | $97879.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniphar PLC                                       | Uniphar PLC ORD EUR0.08                                 | CUSIP: 000000000<br>LEI: 21380028LJSQGRUAX965 | Long             | EC               | CORP              | IE        |     20529 | NS      | $89883.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsos SA                                          | Ipsos SA EUR0.25                                        | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |     22663 | NS      | $878417.94    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Costain Group Plc                                 | Costain Group Plc ORD GBP0.01                           | CUSIP: 000000000<br>LEI: 213800PKIJBZ2EDTKC88 | Long             | EC               | CORP              | GB        |     41190 | NS      | $98531.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Platzer Fastigheter Holding AB (publ)             | Platzer Fastigheter Holding AB (publ) NPV               | CUSIP: 000000000<br>LEI: 5493009KPII4BZE70820 | Long             | EC               | CORP              | SE        |     28733 | NS      | $203592.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bufab Ab                                          | Bufab Ab NPV                                            | CUSIP: 000000000<br>LEI: 5493002TF62S16D67T17 | Long             | EC               | CORP              | SE        |     18955 | NS      | $208049.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kitron ASA                                        | Kitron ASA NOK0.10                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIG6009 | Long             | EC               | CORP              | NO        |     14930 | NS      | $143307.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| City Of Lon Inv Gp                                | City Of Lon Inv Gp ORD GBP0.01                          | CUSIP: 000000000<br>LEI: 549300BV85TFYXK2Y635 | Long             | EC               | CORP              | GB        |     45076 | NS      | $233011.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Holding Ag                                  | Indus Holding Ag NPV                                    | CUSIP: 000000000<br>LEI: 529900GE4O7ZOMRWR939 | Long             | EC               | CORP              | DE        |     13246 | NS      | $404444.03    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Troax Group AB                                    | Troax Group AB NPV                                      | CUSIP: 000000000<br>LEI: 5493003TBEWGBIEG1X97 | Long             | EC               | CORP              | SE        |     15267 | NS      | $154332.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lectra SA                                         | Lectra SA EUR1.00                                       | CUSIP: 000000000<br>LEI: 9695000KWQEBUDT6IO19 | Long             | EC               | CORP              | FR        |      7031 | NS      | $135288.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fagerhult Group AB                                | Fagerhult Group AB NPV                                  | CUSIP: 000000000<br>LEI: 549300G9NPD8LSJLMP91 | Long             | EC               | CORP              | SE        |     37865 | NS      | $108512.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forterra PLC                                      | Forterra PLC ORD GBP0.01                                | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |     53309 | NS      | $108822.14    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Mips AB                                           | Mips AB NPV                                             | CUSIP: 000000000<br>LEI: 549300LZSA4S0L54VQ25 | Long             | EC               | CORP              | SE        |      5283 | NS      | $127440.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comet Holdings AG                                 | Comet Holdings AG CHF1 (REGD)                           | CUSIP: 000000000<br>LEI: 506700PGOL747J76WC96 | Long             | EC               | CORP              | CH        |       588 | NS      | $180889.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Engcon AB                                         | Engcon AB SER'B'NPV                                     | CUSIP: 000000000<br>LEI: 549300EMZ2B768S85S50 | Long             | EC               | CORP              | SE        |     15012 | NS      | $101957.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pihlajalinna Oyj                                  | Pihlajalinna Oyj NPV                                    | CUSIP: 000000000<br>LEI: 74370058MTRLEDOCHV67 | Long             | EC               | CORP              | FI        |      9060 | NS      | $134662.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REN - Redes Energeticas Nacionais, SGPS, S.A      | REN - Redes Energeticas Nacionais, SGPS, S.A EUR1(REGD) | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |    452216 | NS      | $1946096.36   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rejlers AB                                        | Rejlers AB SER'B'NPV                                    | CUSIP: 000000000<br>LEI: 549300K5464VN6QLVB64 | Long             | EC               | CORP              | SE        |      4960 | NS      | $81952.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean PLC                                      | Energean PLC ORD GBP0.01                                | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | EC               | CORP              | GB        |    181710 | NS      | $2070324.12   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nyab AB                                           | Nyab AB NPV                                             | CUSIP: 000000000<br>LEI: 63670051U25HZ74TIH87 | Long             | EC               | CORP              | SE        |    160026 | NS      | $102638.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fonix PLC                                         | Fonix PLC ORD GBP0.001                                  | CUSIP: 000000000<br>LEI: 213800GBZCWQ7HR2ZE92 | Long             | EC               | CORP              | GB        |     52086 | NS      | $99250.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baltic Classifieds Group PLC                      | Baltic Classifieds Group PLC ORD GBP0.01                | CUSIP: 000000000<br>LEI: 213800I1RPHCFSSQS969 | Long             | EC               | CORP              | GB        |     53680 | NS      | $129541.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stroeer SE & Co KGaA                              | Stroeer SE & Co KGaA NPV                                | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |     31540 | NS      | $1106564.66   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Aperam SA                                         | Aperam SA NPV                                           | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |     47085 | NS      | $1842375.14   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Semapa Sociedade de Investimento e Gestao SGPS SA | Semapa Sociedade de Investimento e Gestao SGPS SA NPV   | CUSIP: 000000000<br>LEI: 549300HNGOW85KIOH584 | Long             | EC               | CORP              | PT        |     17478 | NS      | $447066.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Coats Group PLC                                   | Coats Group PLC ORD GBP0.05                             | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |    571758 | NS      | $604689.45    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea ASA                                          | Atea ASA NOK1                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXINVS13 | Long             | EC               | CORP              | NO        |     55734 | NS      | $809036.86    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Insurance Group PLC                         | Sabre Insurance Group PLC ORD GBP0.001                  | CUSIP: 000000000<br>LEI: 2138006RXRQ8P8VKGV98 | Long             | EC               | CORP              | GB        |    223388 | NS      | $460725.61    | 0.30%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Etablissements Maurel & Prom S.A.                 | Etablissements Maurel & Prom S.A. EUR0.77               | CUSIP: 000000000<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |    123686 | NS      | $1539118.68   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilia AB (publ)                                   | Bilia AB (publ) SER'A'NPV                               | CUSIP: 000000000<br>LEI: 2138002GW5WN1UYZAO32 | Long             | EC               | CORP              | SE        |     48134 | NS      | $628565.24    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Alligo AB                                         | Alligo AB SER'B'NPV                                     | CUSIP: 000000000<br>LEI: 549300AZV2TAMUBEZS90 | Long             | EC               | CORP              | SE        |      7619 | NS      | $101253.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Palfinger AG                                      | Palfinger AG NPV                                        | CUSIP: 000000000<br>LEI: 529900IFAV83BX8O1O91 | Long             | EC               | CORP              | AT        |      9310 | NS      | $363108.29    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SBO AG                                            | SBO AG EUR1 (BR)                                        | CUSIP: 000000000<br>LEI: 549300ZD9ED8GSG3JW36 | Long             | EC               | CORP              | AT        |     10946 | NS      | $455923.06    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Marimekko Oyj                                     | Marimekko Oyj NPV                                       | CUSIP: 000000000<br>LEI: 74370053IOY42B9YJ350 | Long             | EC               | CORP              | FI        |     13196 | NS      | $154477.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedrich Vorwerk Group SE                        | Friedrich Vorwerk Group SE NPV                          | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |      1372 | NS      | $110657.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hargreaves Service                                | Hargreaves Service ORD GBP0.10                          | CUSIP: 000000000<br>LEI: 213800O17BER1SHMH466 | Long             | EC               | CORP              | GB        |     19496 | NS      | $190249.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari Group PLC                                 | Ferrari Group PLC ORD EUR1                              | CUSIP: 000000000<br>LEI: 984500Y7F9EB3DRC4406 | Long             | EC               | CORP              | GB        |     31978 | NS      | $308393.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Implenia AG                                       | Implenia AG CHF1.02 (REGD)                              | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |      2220 | NS      | $171566.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sesa S.p.A. (Gia/ Made In Italy 1 SpA)            | Sesa S.p.A. (Gia/ Made In Italy 1 SpA) NPV              | CUSIP: 000000000<br>LEI: 81560005C031D4E76707 | Long             | EC               | CORP              | IT        |      1896 | NS      | $172908.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alzchem Group Ag                                  | Alzchem Group Ag NPV (POST SPLIT)                       | CUSIP: 000000000<br>LEI: 8945004EL7WZK3ERG181 | Long             | EC               | CORP              | DE        |      1699 | NS      | $332789.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurocommercial Properties N.V                     | Eurocommercial Properties N.V EUR10.00                  | CUSIP: 000000000<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               | CORP              | NL        |     34375 | NS      | $1033739.29   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmington Plc                                    | Wilmington Plc ORD GBP0.05                              | CUSIP: 000000000<br>LEI: 213800PFUQT4HHFYZJ63 | Long             | EC               | CORP              | GB        |     18406 | NS      | $55825.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 Ostlandet                             | SpareBank 1 Ostlandet NOK50 GRUNNFONDSBEVIS             | CUSIP: 000000000<br>LEI: 549300VRM6G42M8OWN49 | Long             | EC               | CORP              | NO        |     23885 | NS      | $486235.48    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Odfjell SE                                        | Odfjell SE SER'A'NOK2.50                                | CUSIP: 000000000<br>LEI: 529900J8VSH14TP5VD23 | Long             | EC               | CORP              | NO        |     37559 | NS      | $457295.99    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tinexta SpA                                       | Tinexta SpA NPV                                         | CUSIP: 000000000<br>LEI: 815600925CD848EDBA96 | Long             | EC               | CORP              | IT        |      8815 | NS      | $151943.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Travis Perkins PLC                                | Travis Perkins PLC ORD GBP0.11205105                    | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |     42617 | NS      | $317524.39    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                           | Lancashire Holdings Limited COM SHS USD0.50             | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | BM        |     88701 | NS      | $683104.48    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan African Resources PLC                         | Pan African Resources PLC ORD GBP0.01                   | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |    496472 | NS      | $912648.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Dominion Access SA                         | Global Dominion Access SA EUR0.125                      | CUSIP: 000000000<br>LEI: 95980020140005225955 | Long             | EC               | CORP              | ES        |     45713 | NS      | $161961.83    | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Raisio Oyj                                        | Raisio Oyj SER'V'NPV(CNV)                               | CUSIP: 000000000<br>LEI: 74370083282NHIP4QD02 | Long             | EC               | CORP              | FI        |     38889 | NS      | $119189.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktia Bank PLC                                    | Aktia Bank PLC NPV                                      | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | EC               | CORP              | FI        |     31123 | NS      | $449683.34    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Electrolux Professional AB                        | Electrolux Professional AB SER'B'NPV                    | CUSIP: 000000000<br>LEI: 254900KI62Q46ZWD8084 | Long             | EC               | CORP              | SE        |     34843 | NS      | $184341.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MLP Se                                            | MLP Se NPV                                              | CUSIP: 000000000<br>LEI: 529900M25NF9TALIWQ20 | Long             | EC               | CORP              | DE        |     53542 | NS      | $430603.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Elekta AB                                         | Elekta AB SER'B'NPV                                     | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |    188519 | NS      | $1092376.20   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Greggs PLC                                        | Greggs PLC ORD GBP0.02                                  | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |     43141 | NS      | $865865.89    | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| Greencore Group PLC                               | Greencore Group PLC ORD GBP0.01 (CDI)                   | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               | CORP              | IE        |     53480 | NS      | $171020.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Revo Insurance                                    | Revo Insurance NPV                                      | CUSIP: 000000000<br>LEI: 815600BF2EA41687F764 | Long             | EC               | CORP              | IT        |      5320 | NS      | $144967.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascopiave                                         | Ascopiave EUR1                                          | CUSIP: 000000000<br>LEI: 815600ABFF26D15A4920 | Long             | EC               | CORP              | IT        |     59946 | NS      | $234146.53    | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Outokumpu Oyj                                     | Outokumpu Oyj SER'A'NPV                                 | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |    284604 | NS      | $1521551.97   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersen SA                                         | Mersen SA EUR2                                          | CUSIP: 000000000<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |      7847 | NS      | $200717.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| D/S Norden                                        | D/S Norden DKK1                                         | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |     10417 | NS      | $471908.38    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ratos AB (publ)                                   | Ratos AB (publ) SER'B'NPV                               | CUSIP: 000000000<br>LEI: 2138008KECUUB9VR4798 | Long             | EC               | CORP              | SE        |     84036 | NS      | $284229.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bekaert SA                                        | Bekaert SA NPV                                          | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |     26734 | NS      | $1232116.42   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Genus PLC                                         | Genus PLC ORD GBP0.10                                   | CUSIP: 000000000<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |      8017 | NS      | $250556.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mota-Engil, Sgps, S.A.                            | Mota-Engil, Sgps, S.A. EUR1                             | CUSIP: 000000000<br>LEI: 549300L6RR1203WN9F57 | Long             | EC               | CORP              | PT        |     75949 | NS      | $387487.31    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW Wave Group Ab                                 | NEW Wave Group Ab SER'B'NPV                             | CUSIP: 000000000<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |     29178 | NS      | $294804.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COSMO PHARMACEUTICALS NV                          | Cosmo Pharmaceuticals N.V. EUR0.26 (REGD)               | CUSIP: 000000000<br>LEI: 724500OX0EBQRYTVV639 | Long             | EC               | CORP              | NL        |      4916 | NS      | $507169.93    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Betsson AB (publ)                                 | Betsson AB (publ) NPV B                                 | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |     60797 | NS      | $639481.37    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Heba Fastighets Ab                                | Heba Fastighets Ab SER'B'NPV                            | CUSIP: 000000000<br>LEI: 549300B1UZTBDU27UJ88 | Long             | EC               | CORP              | SE        |     26061 | NS      | $76052.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot(Henry)                                       | Boot(Henry) ORD GBP0.10                                 | CUSIP: 000000000<br>LEI: 213800H5873O9TC3XT22 | Long             | EC               | CORP              | GB        |     45739 | NS      | $109775.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moreld ASA                                        | Moreld ASA NOK0.10                                      | CUSIP: 000000000<br>LEI: 6488UNV33KXZ9498L870 | Long             | EC               | CORP              | NO        |     82655 | NS      | $147814.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Smith PLC                                      | WH Smith PLC ORD GBP0.220895                            | CUSIP: 000000000<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |     66710 | NS      | $504950.27    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hammerson PLC                                     | Hammerson PLC ORD GBP0.05                               | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | EC               | CORP              | GB        |    290542 | NS      | $1128723.16   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SUSS MicroTec SE                                  | SUSS MicroTec SE NPV                                    | CUSIP: 000000000<br>LEI: 529900C3KRUTSYDK7N87 | Long             | EC               | CORP              | DE        |      1685 | NS      | $95247.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvia Oyj                                        | Harvia Oyj NPV                                          | CUSIP: 000000000<br>LEI: 7437002ULTBOWQQOXL69 | Long             | EC               | CORP              | FI        |      4087 | NS      | $155633.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GL Events SA                                      | GL Events SA EUR4                                       | CUSIP: 000000000<br>LEI: 9695002PXZMQNBPY2P44 | Long             | EC               | CORP              | FR        |     12887 | NS      | $434315.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Volution Group PLC                                | Volution Group PLC ORD GBP0.01                          | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |     26319 | NS      | $197829.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OEM International AB                              | OEM International AB SER'B'NPV                          | CUSIP: 000000000<br>LEI: 549300Z7DLN54J8M4J79 | Long             | EC               | CORP              | SE        |     13064 | NS      | $176906.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 Nord-Norge                            | SpareBank 1 Nord-Norge NOK18 GRUNNFONDSBEVIS            | CUSIP: 000000000<br>LEI: 549300SXM92LQ05OJQ76 | Long             | EC               | CORP              | NO        |     67470 | NS      | $1078445.02   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Helical PLC                                       | Helical PLC ORD GBP0.01                                 | CUSIP: 000000000<br>LEI: 2138003SBD2Z7WV2MP70 | Long             | EC               | CORP              | GB        |     34984 | NS      | $80917.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferretti S.p.A.                                   | Ferretti S.p.A. NPV                                     | CUSIP: 000000000<br>LEI: 815600F40754716D2D91 | Long             | EC               | CORP              | IT        |    120776 | NS      | $555240.77    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Attendo Ab                                        | Attendo Ab NPV                                          | CUSIP: 000000000<br>LEI: 549300KEJDL2FNITUW65 | Long             | EC               | CORP              | SE        |     27184 | NS      | $288783.18    | 0.19%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Rusta AB (Publ)                                   | Rusta AB (Publ) NPV                                     | CUSIP: 000000000<br>LEI: 549300V512S3QMRNO618 | Long             | EC               | CORP              | SE        |     35401 | NS      | $346531.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronor E&P ASA                                  | Petronor E&P ASA NOK0.01                                | CUSIP: 000000000<br>LEI: 984500AEEH2D2AK42C11 | Long             | EC               | CORP              | NO        |    101532 | NS      | $140713.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aixtron SE                                        | Aixtron SE ORD NPV                                      | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |     13191 | NS      | $496996.45    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tubacex Sa                                        | Tubacex Sa EUR0.45                                      | CUSIP: 000000000<br>LEI: 95980020140005703680 | Long             | EC               | CORP              | ES        |     77476 | NS      | $252627.97    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Elopak Asa                                        | Elopak Asa NOK1.40                                      | CUSIP: 000000000<br>LEI: 529900BIDQN2AOKV6N08 | Long             | EC               | CORP              | NO        |     87862 | NS      | $326969.91    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE GOVERNMENT MONEY MARKET DIGITAL FUND   | WISDOMTREE GOVERNMENT MONEY MARKET DIGITAL FUND         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5400000 | NS      | $5400000.00   | 3.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Yu Group Plc                                      | Yu Group Plc ORD GBP0.005                               | CUSIP: 000000000<br>LEI: 213800ACO9GDDBM7DS35 | Long             | EC               | CORP              | GB        |      7467 | NS      | $163948.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| FORESIGHT GROUP HOLDINGS LTD                      | Foresight Group Holding limited ORD NPV                 | CUSIP: 000000000<br>LEI: 213800NNT42FFIZB1T09 | Long             | EC               | CORP              | GG        |     87086 | NS      | $404237.67    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AQ Group AB                                       | AQ Group AB NPV                                         | CUSIP: 000000000<br>LEI: 549300CN568MD1JD3E40 | Long             | EC               | CORP              | SE        |      7382 | NS      | $143978.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ninety One PLC                                    | Ninety One PLC ORD GBP0.0001                            | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |    356474 | NS      | $1068966.50   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Healthcare Group PLC                        | Spire Healthcare Group PLC ORD GBP0.01                  | CUSIP: 000000000<br>LEI: 213800IBJPW3SE2RA350 | Long             | EC               | CORP              | GB        |     40003 | NS      | $77017.81     | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Elixirr International Plc                         | Elixirr International Plc ORD GBP0.00005                | CUSIP: 000000000<br>LEI: 213800MKY7OHMVAKW681 | Long             | EC               | CORP              | GB        |     14256 | NS      | $112796.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thorpe(Fw) PLC                                    | Thorpe(Fw) PLC ORD GBP0.01                              | CUSIP: 000000000<br>LEI: 2138007NXVPPRAXXHT76 | Long             | EC               | CORP              | GB        |     22789 | NS      | $72124.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABC Arbitrage SA                                  | ABC Arbitrage SA EUR0.016                               | CUSIP: 000000000<br>LEI: 969500IZ7E6B3QVX2I11 | Long             | EC               | CORP              | FR        |     33780 | NS      | $204726.09    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oma Saastopankki Oyj (Oma Savings Bank PLC)       | Oma Saastopankki Oyj (Oma Savings Bank PLC) NPV         | CUSIP: 000000000<br>LEI: 743700LE1ECAPXC5UT18 | Long             | EC               | CORP              | FI        |     10959 | NS      | $152786.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Polar Capital Hldg                                | Polar Capital Hldg ORD GBP0.025                         | CUSIP: 000000000<br>LEI: 549300OXX7YE1947B825 | Long             | EC               | CORP              | GB        |     83261 | NS      | $668658.99    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Currys PLC                                        | Currys PLC ORD GBP0.001                                 | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |    122457 | NS      | $200724.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rizzoli Corriere Della Sera Mediagroup Spa        | Rizzoli Corriere Della Sera Mediagroup Spa NPV          | CUSIP: 000000000<br>LEI: 815600D87CFDAE412862 | Long             | EC               | CORP              | IT        |    104190 | NS      | $113925.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Enterprises PLC                            | Origin Enterprises PLC ORD EUR0.01                      | CUSIP: 000000000<br>LEI: 213800AIB4U7N5BLS350 | Long             | EC               | CORP              | IE        |     37730 | NS      | $194974.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atalaya Mining Copper SA                          | Atalaya Mining Copper SA ORD EUR0.09 (CDI)              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     18974 | NS      | $177398.89    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Billerud AB                                       | Billerud AB NPV                                         | CUSIP: 000000000<br>LEI: 549300YJUYJ9A24RXL71 | Long             | EC               | CORP              | SE        |    107870 | NS      | $824347.04    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Volex Plc                                         | Volex Plc ORD GBP0.25                                   | CUSIP: 000000000<br>LEI: 213800HBLQNH5FXXGE63 | Long             | EC               | CORP              | GB        |     19611 | NS      | $117150.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Food Group PLC                             | Hilton Food Group PLC ORD GBP0.10                       | CUSIP: 000000000<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |     46947 | NS      | $316354.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Addnode Group AB                                  | Addnode Group AB SER'B'NPV                              | CUSIP: 000000000<br>LEI: 213800CQXEA3W1YWXZ31 | Long             | EC               | CORP              | SE        |     15213 | NS      | $105718.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVS Broadcast Equipment SA                        | EVS Broadcast Equipment SA NPV                          | CUSIP: 000000000<br>LEI: 549300J0AJACIPKLTD62 | Long             | EC               | CORP              | BE        |      3494 | NS      | $134058.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vossloh AG                                        | Vossloh AG NPV                                          | CUSIP: 000000000<br>LEI: 5299003HAEOUVX3HWX43 | Long             | EC               | CORP              | DE        |      3436 | NS      | $269209.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Property Franchise Group Inc                  | The Property Franchise Group Inc ORD GBP0.01            | CUSIP: 000000000<br>LEI: 2138008J5PTJ8C77I535 | Long             | EC               | CORP              | GB        |     32928 | NS      | $186715.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondadori Arnoldo Editore Spa                     | Mondadori Arnoldo Editore Spa EUR0.26                   | CUSIP: 000000000<br>LEI: 815600049A1F9AFE6666 | Long             | EC               | CORP              | IT        |    163327 | NS      | $374865.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokian Renkaat Oyj (Nokia Tyres)                  | Nokian Renkaat Oyj (Nokia Tyres) NPV                    | CUSIP: 000000000<br>LEI: 743700YQIO8Y4L4WKR40 | Long             | EC               | CORP              | FI        |     46070 | NS      | $482513.98    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pets At Home Group PLC                            | Pets At Home Group PLC ORD GBP0.01                      | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |    275525 | NS      | $658362.33    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Miton Group Plc                           | Premier Miton Group Plc ORD GBP0.0002                   | CUSIP: 000000000<br>LEI: 213800LK2M4CLJ4H2V85 | Long             | EC               | CORP              | GB        |    188592 | NS      | $107561.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Next 15 Group PLC                                 | Next 15 Group PLC ORD GBP0.025                          | CUSIP: 000000000<br>LEI: 213800BK9MBUZUUPMZ63 | Long             | EC               | CORP              | GB        |     42500 | NS      | $126661.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Group PLC                                     | CVS Group PLC ORD GBP0.002                              | CUSIP: 000000000<br>LEI: 213800J41XDQ2NX48O05 | Long             | EC               | CORP              | GB        |      5426 | NS      | $79995.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DREY INST PREF GOV MM-M                           | DREY INST PREF GOV MM-M                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    320253 | NS      | $320252.87    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Group PLC                          | Domino's Pizza Group PLC ORD GBP0.00520833              | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |    235399 | NS      | $534544.09    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Academedia Ab                                     | Academedia Ab NPV                                       | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |     35613 | NS      | $375336.07    | 0.24%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Inwido AB                                         | Inwido AB NPV                                           | CUSIP: 000000000<br>LEI: 529900A9NKQW5UTHBG13 | Long             | EC               | CORP              | SE        |     16890 | NS      | $261871.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vetropack Holding SA                              | Vetropack Holding SA CHF1(BR)                           | CUSIP: 000000000<br>LEI: 894500HGD08C8B6GS128 | Long             | EC               | CORP              | CH        |      6069 | NS      | $171447.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Granges AB                                        | Granges AB NPV                                          | CUSIP: 000000000<br>LEI: 5493006UG44TYSIXOB13 | Long             | EC               | CORP              | SE        |     29420 | NS      | $456760.85    | 0.29%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Hollywood Bowl Group PLC                          | Hollywood Bowl Group PLC ORD GBP0.01                    | CUSIP: 000000000<br>LEI: 213800XB8YZNGJYDEZ97 | Long             | EC               | CORP              | GB        |     78826 | NS      | $244797.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kier Group PLC                                    | Kier Group PLC ORD GBP0.01                              | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | EC               | CORP              | GB        |    128066 | NS      | $321886.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pexip Holding ASA                                 | Pexip Holding ASA NOK0.015                              | CUSIP: 000000000<br>LEI: 549300S79JFZK79XBI07 | Long             | EC               | CORP              | NO        |     53407 | NS      | $333898.26    | 0.21%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Wilh. Wilhelmsen Holding ASA                      | Wilh. Wilhelmsen Holding ASA SER'A'NOK20                | CUSIP: 000000000<br>LEI: 54930050TPKOLSE1ZZ71 | Long             | EC               | CORP              | NO        |      9708 | NS      | $722547.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger PLC                                      | Grainger PLC ORD GBP0.05                                | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               | CORP              | GB        |    299755 | NS      | $640364.46    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunel International NV                           | Brunel International NV EUR0.03                         | CUSIP: 000000000<br>LEI: 724500Y5L5UIEYCJCZ03 | Long             | EC               | CORP              | NL        |     34046 | NS      | $258511.17    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Tessenderlo Group N.V.                            | Tessenderlo Group N.V. NPV                              | CUSIP: 000000000<br>LEI: 549300ZKLIF7RP6EH823 | Long             | EC               | CORP              | BE        |     14808 | NS      | $334069.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Munters Group Ab                                  | Munters Group Ab NPV                                    | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |     24853 | NS      | $432555.03    | 0.28%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Senior PLC                                        | Senior PLC GBP0.10                                      | CUSIP: 000000000<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |     46418 | NS      | $175064.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Instruments PLC                            | Oxford Instruments PLC ORD GBP0.05                      | CUSIP: 000000000<br>LEI: 213800J364EZD6UCE231 | Long             | EC               | CORP              | GB        |      7300 | NS      | $231036.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                            | Sirius Real Estate Ltd. ORD NPV                         | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | EC               | CORP              | GG        |    793630 | NS      | $969113.93    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Acomo NV                                          | Acomo NV EUR0.45                                        | CUSIP: 000000000<br>LEI: 7245001M40ANG7IIS437 | Long             | EC               | CORP              | NL        |     15020 | NS      | $460340.71    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CMC Markets PLC                                   | CMC Markets PLC ORD GBP0.25                             | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |    140193 | NS      | $635036.73    | 0.41%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Peab AB                                           | Peab AB SER'B'NPV                                       | CUSIP: 000000000<br>LEI: 549300FQS4VD3153I854 | Long             | EC               | CORP              | SE        |     92600 | NS      | $935112.98    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Klaveness Combination Carriers Asa                | Klaveness Combination Carriers Asa NOK1                 | CUSIP: 000000000<br>LEI: 213800ZFB2MQM3JA6K52 | Long             | EC               | CORP              | NO        |     41320 | NS      | $400009.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Invisio AB                                        | Invisio AB NPV                                          | CUSIP: 000000000<br>LEI: 54930054EB7KX3MY2Q11 | Long             | EC               | CORP              | SE        |      3568 | NS      | $97194.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarkson PLC                                      | Clarkson PLC ORD GBP0.25                                | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |      9367 | NS      | $569439.01    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kendrion N.V.                                     | Kendrion N.V. EUR2                                      | CUSIP: 000000000<br>LEI: 724500IGR5FBK0RLZI29 | Long             | EC               | CORP              | NL        |      6611 | NS      | $128730.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WAREHOUSE DE PAUW NV                              | Montea NV NPV                                           | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |     12350 | NS      | $930620.29    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** WisdomTree Trust

**Signature:** Clint Martin

**Name of Signer:** Clint Martin

**Title:** Assistant Treasurer