# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071856
**Filing Date:** 2023-3
**Character Count:** 262309
**Document Hash:** 143553d97ddc2f2ca4356a0bdccb80c4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071856.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071856

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23773983

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares International Small-Cap Equity Factor ETF (Series ID: S000049025)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000154548 | iShares International Small-Cap Equity Factor ETF | ISCF            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares MSCI Intl Small-Cap Multifactor ETF

- **b. EDGAR series identifier (if any):** S000049025

- **c. LEI of Series:** 549300UA39EK10ZPCR02

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $580780543.53

**Total Liabilities:** $17721813.42

**Net Assets:** $563058730.11

**Cash Not Reported:** $949629.61

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000154548 | 11.57%               | -1.27%               | 6.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-305582.79              | $49318994.55                               |
| Month 2  | $-5886571.72             | $-1077670.79                               |
| Month 3  | $90934.85                | $34192510.26                               |

### Schedule of Portfolio Investments

| Name                                                             | Title                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Serica Energy PLC                                                | Serica Energy PLC                                                | CUSIP: 000000000<br>LEI: 213800EZZOKA815VC426 | Long             | EC               | CORP              | GB        |    240240 | NS      | $751767.63    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Industries Ltd                                             | Daiwa Industries Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $327746.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd                                             | Advantage Energy Ltd                                             | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |    221408 | NS      | $1381147.95   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Starts Corp Inc                                                  | Starts Corp Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $699970.37    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Konica Minolta Inc                                               | Konica Minolta Inc                                               | CUSIP: 000000000<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |    457600 | NS      | $1917707.74   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Foods PLC                                                | Premier Foods PLC                                                | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |    763840 | NS      | $1047436.66   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstgroup PLC                                                   | Firstgroup PLC                                                   | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |    887744 | NS      | $1186388.97   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoneum Holding AG                                              | Autoneum Holding AG                                              | CUSIP: 000000000<br>LEI: 549300FL07XZC5MNXS47 | Long             | EC               | CORP              | CH        |      3168 | NS      | $422750.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Reach PLC                                                        | Reach PLC                                                        | CUSIP: 000000000<br>LEI: 213800GNI5XF3XOATR61 | Long             | EC               | CORP              | GB        |    351648 | NS      | $394728.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PVA TePla AG                                                     | PVA TePla AG                                                     | CUSIP: 000000000<br>LEI: 5299002Y7DARXV2Y4R82 | Long             | EC               | CORP              | DE        |     23232 | NS      | $554170.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagaileben Co Ltd                                                | Nagaileben Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $266635.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagase & Co Ltd                                                  | Nagase & Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     89500 | NS      | $1444292.41   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| GFT Technologies SE                                              | GFT Technologies SE                                              | CUSIP: 000000000<br>LEI: 5299002FNBSGW23ULF72 | Long             | EC               | CORP              | DE        |     20592 | NS      | $859788.78    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Applus Services SA                                               | Applus Services SA                                               | CUSIP: 000000000<br>LEI: 213800M9XCA6NR98E873 | Long             | EC               | CORP              | ES        |    155232 | NS      | $1191367.74   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujimori Kogyo Co Ltd                                            | Fujimori Kogyo Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800YWT7BBFCB5RN10 | Long             | EC               | CORP              | JP        |     17600 | NS      | $451885.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EnQuest PLC                                                      | EnQuest PLC                                                      | CUSIP: 000000000<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | EC               | CORP              | GB        |   1816496 | NS      | $491123.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                             | Sigma Healthcare Ltd                                             | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |   1268080 | NS      | $569872.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Asia Metals PLC                                          | Central Asia Metals PLC                                          | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |    201168 | NS      | $700689.40    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Systems Inc                                                | Alpha Systems Inc                                                | CUSIP: 000000000<br>LEI: 529900AL2TSJ3DRWE395 | Long             | EC               | CORP              | JP        |      3300 | NS      | $106979.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nojima Corp                                                      | Nojima Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70400 | NS      | $755735.42    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Fund Management PLC                                      | Jupiter Fund Management PLC                                      | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |    522368 | NS      | $901601.59    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriola Oyj                                                       | Oriola Oyj                                                       | CUSIP: 000000000<br>LEI: 549300UWB1AIR85BM957 | Long             | EC               | CORP              | FI        |    133936 | NS      | $251320.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FCC Co Ltd                                                       | FCC Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900JG0O5C2NAEHF11 | Long             | EC               | CORP              | JP        |     35200 | NS      | $392130.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| El.En. SpA                                                       | El.En. SpA                                                       | CUSIP: 000000000<br>LEI: 81560012F663E89E7085 | Long             | EC               | CORP              | IT        |     51216 | NS      | $798958.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co Ltd                                                  | Kandenko Co Ltd                                                  | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |     88000 | NS      | $591460.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Riso Kagaku Corp                                                 | Riso Kagaku Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23300 | NS      | $388755.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Komeri Co Ltd                                                    | Komeri Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $722089.78    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansen Technologies Ltd                                          | Hansen Technologies Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    156640 | NS      | $591858.83    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuetsu Corp                                                    | Hokuetsu Corp                                                    | CUSIP: 000000000<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |    123200 | NS      | $793093.80    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Judges Scientific PLC                                            | Judges Scientific PLC                                            | CUSIP: 000000000<br>LEI: 2138004EXWWPTW1JOL31 | Long             | EC               | CORP              | GB        |      6336 | NS      | $654589.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Noritsu Koki Co Ltd                                              | Noritsu Koki Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $318777.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd                                   | Sumitomo Rubber Industries Ltd                                   | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |     17600 | NS      | $156248.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SmarTone Telecommunications Holdings Ltd                         | SmarTone Telecommunications Holdings Ltd                         | CUSIP: 000000000<br>LEI: 529900CT7EGMVQRYNQ45 | Long             | EC               | CORP              | BM        |    356000 | NS      | $239585.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arena REIT                                                       | Arena REIT                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    398112 | NS      | $1056098.97   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| United Arrows Ltd                                                | United Arrows Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $237672.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jumbo Interactive Ltd                                            | Jumbo Interactive Ltd                                            | CUSIP: 000000000<br>LEI: 52990094T9F7X0NC0X54 | Long             | EC               | CORP              | AU        |     64768 | NS      | $717405.36    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamarack Valley Energy Ltd                                       | Tamarack Valley Energy Ltd                                       | CUSIP: 87505Y409<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    394240 | NS      | $1428158.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartGroup Corp Ltd                                              | SmartGroup Corp Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    146256 | NS      | $586039.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Adastria Co Ltd                                                  | Adastria Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800DZZIJ399PIWU03 | Long             | EC               | CORP              | JP        |     35200 | NS      | $594053.24    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Holding AG                                                 | Indus Holding AG                                                 | CUSIP: 000000000<br>LEI: 529900GE4O7ZOMRWR939 | Long             | EC               | CORP              | DE        |     23056 | NS      | $609581.34    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Rubber Co Ltd/The                                       | Yokohama Rubber Co Ltd/The                                       | CUSIP: 000000000<br>LEI: 52990036XNWY2FMYWB76 | Long             | EC               | CORP              | JP        |    140800 | NS      | $2313180.45   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Lovisa Holdings Ltd                                              | Lovisa Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 549300R4Y8GURIO5MN11 | Long             | EC               | CORP              | AU        |     68992 | NS      | $1295921.43   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Financial Holding Ltd                                | Yangzijiang Financial Holding Ltd                                | CUSIP: 000000000<br>LEI: 984500E58A4F80AFB647 | Long             | EC               | CORP              | SG        |   2816000 | NS      | $797840.23    | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| GWA Group Ltd                                                    | GWA Group Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    257664 | NS      | $396243.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Parex Resources Inc                                              | Parex Resources Inc                                              | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |    131810 | NS      | $2243806.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chow Sang Sang Holdings International Ltd                        | Chow Sang Sang Holdings International Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    464000 | NS      | $707104.01    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NHK Spring Co Ltd                                                | NHK Spring Co Ltd                                                | CUSIP: 000000000<br>LEI: 35380033IJ3XRDV8VH57 | Long             | EC               | CORP              | JP        |    228800 | NS      | $1617286.36   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Calian Group Ltd                                                 | Calian Group Ltd                                                 | CUSIP: 12989J108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3696 | NS      | $171251.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Tool Co                                                    | Union Tool Co                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $158305.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Evertz Technologies Ltd                                          | Evertz Technologies Ltd                                          | CUSIP: 30041N107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     32208 | NS      | $302097.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EM Systems Co Ltd                                                | EM Systems Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900A0W2NTNPGSMM57 | Long             | EC               | CORP              | JP        |     35200 | NS      | $255572.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kambi Group PLC                                                  | Kambi Group PLC                                                  | CUSIP: 000000000<br>LEI: 2138003TN71ZS4RHIJ87 | Long             | EC               | CORP              | MT        |     29787 | NS      | $535657.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Picton Property Income Ltd/The                                   | Picton Property Income Ltd/The                                   | CUSIP: 000000000<br>LEI: 213800RYE59K9CKR4497 | Long             | EC               |  | GG        |    628848 | NS      | $596961.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Partners Group Co Ltd                                  | Financial Partners Group Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70400 | NS      | $576309.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs PLC                                                       | Greggs PLC                                                       | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |    119680 | NS      | $3996348.57   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Dominion Access SA                                        | Global Dominion Access SA                                        | CUSIP: 000000000<br>LEI: 95980020140005225955 | Long             | EC               | CORP              | ES        |     98384 | NS      | $421868.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NSI NV                                                           | NSI NV                                                           | CUSIP: 000000000<br>LEI: 724500I77C30W2LZZJ03 | Long             | EC               |  | NL        |     22352 | NS      | $583199.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Objective Corp Ltd                                               | Objective Corp Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23584 | NS      | $232538.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosperity REIT                                                  | Prosperity REIT                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | HK        |   1424000 | NS      | $414300.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Ltd                                              | First Resources Ltd                                              | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |    563200 | NS      | $660062.86    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenma Corp                                                       | Tenma Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $300516.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Makino Milling Machine Co Ltd                                    | Makino Milling Machine Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800JAOIGQ7V5T9078 | Long             | EC               | CORP              | JP        |     27100 | NS      | $972835.34    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Group Corp                                                 | Seiko Group Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $794704.74    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneysupermarket.com Group PLC                                   | Moneysupermarket.com Group PLC                                   | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |    374880 | NS      | $1103663.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Platzer Fastigheter Holding AB                                   | Platzer Fastigheter Holding AB                                   | CUSIP: 000000000<br>LEI: 5493009KPII4BZE70820 | Long             | EC               | CORP              | SE        |      3872 | NS      | $33966.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Precision Drilling Corp                                          | Precision Drilling Corp                                          | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |     16016 | NS      | $1276657.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nobia AB                                                         | Nobia AB                                                         | CUSIP: 000000000<br>LEI: 529900MZ8Y3QGPDF6815 | Long             | EC               | CORP              | SE        |    118096 | NS      | $206106.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Musashino Bank Ltd/The                                           | Musashino Bank Ltd/The                                           | CUSIP: 000000000<br>LEI: 353800L8RJMVN2OOS612 | Long             | EC               | CORP              | JP        |     17600 | NS      | $308868.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vilmorin & Cie SA                                                | Vilmorin & Cie SA                                                | CUSIP: 000000000<br>LEI: 969500TQ4OAZZXSUPZ18 | Long             | EC               | CORP              | FR        |      6864 | NS      | $345126.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TKH Group NV                                                     | TKH Group NV                                                     | CUSIP: 000000000<br>LEI: 7245008G22FOV7TYYJ34 | Long             | EC               | CORP              | NL        |     47122 | NS      | $2138641.51   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Virbac SA                                                        | Virbac SA                                                        | CUSIP: 000000000<br>LEI: 969500QQ1X5XHG649644 | Long             | EC               | CORP              | FR        |      4070 | NS      | $1235139.57   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                         | Draegerwerk AG & Co KGaA                                         | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |      9918 | NS      | $444012.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrexpo PLC                                                     | Ferrexpo PLC                                                     | CUSIP: 000000000<br>LEI: 213800CEDKSNUTPAQZ41 | Long             | EC               | CORP              | GB        |    348480 | NS      | $681778.83    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Yurtec Corp                                                      | Yurtec Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $310998.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                 | FTSE 100 IDX FUT MAR23                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         8 | NC      | $22182.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maisons du Monde SA                                              | Maisons du Monde SA                                              | CUSIP: 000000000<br>LEI: 9695009DV2698O4ZBU71 | Long             | EC               | CORP              | FR        |     34144 | NS      | $419899.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AGFA-Gevaert NV                                                  | AGFA-Gevaert NV                                                  | CUSIP: 000000000<br>LEI: 549300IHBDUTUNQJJB79 | Long             | EC               | CORP              | BE        |    147488 | NS      | $462298.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Monadelphous Group Ltd                                           | Monadelphous Group Ltd                                           | CUSIP: 000000000<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |    107008 | NS      | $1054691.28   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Corp                                                       | Aichi Corp                                                       | CUSIP: 000000000<br>LEI: 353800P9OWOVHHY4ML18 | Long             | EC               | CORP              | JP        |     35200 | NS      | $210853.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dream Office Real Estate Investment Trust                        | Dream Office Real Estate Investment Trust                        | CUSIP: 26153P104<br>LEI: N/A                  | Long             | EC               |  | CA        |     26752 | NS      | $329335.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prima Meat Packers Ltd                                           | Prima Meat Packers Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25100 | NS      | $425800.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmila SA                                                       | Carmila SA                                                       | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | EC               |  | FR        |     68640 | NS      | $1036058.38   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| H.U. Group Holdings Inc                                          | H.U. Group Holdings Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56800 | NS      | $1205581.24   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilot Corp                                                       | Pilot Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $1256364.57   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Ltd                                                    | GrainCorp Ltd                                                    | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |    225104 | NS      | $1208674.56   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Pacific Oak US REIT                                       | Keppel Pacific Oak US REIT                                       | CUSIP: 000000000<br>LEI: 254900DAOFEE40P4WB37 | Long             | EC               |  | SG        |    775700 | NS      | $415620.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IP Group PLC                                                     | IP Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800HG22UM138WFG43 | Long             | EC               | CORP              | GB        |    982960 | NS      | $739223.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke BAM Groep NV                                         | Koninklijke BAM Groep NV                                         | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |    314688 | NS      | $802016.57    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiki Aluminium Industry Co Ltd                                  | Daiki Aluminium Industry Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800ETXWM22FC94B33 | Long             | EC               | CORP              | JP        |     35200 | NS      | $390202.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pason Systems Inc                                                | Pason Systems Inc                                                | CUSIP: 702925108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     54736 | NS      | $649155.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Georgia Group PLC                                        | Bank of Georgia Group PLC                                        | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |     42416 | NS      | $1396210.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Seche Environnement SA                                           | Seche Environnement SA                                           | CUSIP: 000000000<br>LEI: 969500R9ENNIN33POO20 | Long             | EC               | CORP              | FR        |      2288 | NS      | $249237.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Growthpoint Properties Australia Ltd                             | Growthpoint Properties Australia Ltd                             | CUSIP: 000000000<br>LEI: 529900VCPJ9IEDF4TJ03 | Long             | EC               |  | AU        |    313808 | NS      | $724835.81    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerplus Corp                                                    | Enerplus Corp                                                    | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |    275264 | NS      | $4884433.54   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Morita Holdings Corp                                             | Morita Holdings Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $329456.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd                                          | Daiwabo Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88000 | NS      | $1331960.62   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Naphtha Israel Petroleum Corp Ltd                                | Naphtha Israel Petroleum Corp Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     31680 | NS      | $162755.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippn Corp                                                       | Nippn Corp                                                       | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |     52800 | NS      | $659919.78    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyman PLC                                                        | Tyman PLC                                                        | CUSIP: 000000000<br>LEI: 213800AAFUV5PKGQU848 | Long             | EC               | CORP              | GB        |    225456 | NS      | $722678.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanyo Denki Co Ltd                                               | Sanyo Denki Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $484775.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AJ Bell PLC                                                      | AJ Bell PLC                                                      | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |    360976 | NS      | $1497967.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nick Scali Ltd                                                   | Nick Scali Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     76042 | NS      | $646774.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NS United Kaiun Kaisha Ltd                                       | NS United Kaiun Kaisha Ltd                                       | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |      9800 | NS      | $295142.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Light Metal Holdings Co Ltd                               | Nippon Light Metal Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |     52800 | NS      | $605187.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AOKI Holdings Inc                                                | AOKI Holdings Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $185596.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Corus Entertainment Inc                                          | Corus Entertainment Inc                                          | CUSIP: 220874101<br>LEI: 549300DVZFTUMM4M2O84 | Long             | EC               | CORP              | CA        |    216304 | NS      | $365776.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Etablissements Maurel et Prom SA                                 | Etablissements Maurel et Prom SA                                 | CUSIP: 000000000<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |     72160 | NS      | $289963.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Corp/Gifu                                                  | Tokai Corp/Gifu                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $269359.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Medartis Holding AG                                              | Medartis Holding AG                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4822 | NS      | $404580.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JDC Corp                                                         | JDC Corp                                                         | CUSIP: 000000000<br>LEI: 353800X8ONA1ZPGOL850 | Long             | EC               | CORP              | JP        |     52800 | NS      | $226144.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Imdex Ltd                                                        | Imdex Ltd                                                        | CUSIP: 000000000<br>LEI: 529900H31NX5KRKXB865 | Long             | EC               | CORP              | AU        |    518877 | NS      | $921355.60    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Software AG                                                      | Software AG                                                      | CUSIP: 000000000<br>LEI: 529900M1LIO0SLOBAS50 | Long             | EC               | CORP              | DE        |     51744 | NS      | $1442133.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: —       |
| Inabata & Co Ltd                                                 | Inabata & Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46900 | NS      | $910362.39    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ion Beam Applications                                            | Ion Beam Applications                                            | CUSIP: 000000000<br>LEI: 5493002RVRZ1S3CPUI26 | Long             | EC               | CORP              | BE        |     22176 | NS      | $399721.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hutchison Telecommunications Hong Kong Holdings Ltd              | Hutchison Telecommunications Hong Kong Holdings Ltd              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   1780000 | NS      | $308681.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Starhill Global REIT                                             | Starhill Global REIT                                             | CUSIP: 000000000<br>LEI: 549300GCJNC7HDN3YK51 | Long             | EC               |  | SG        |   1355200 | NS      | $589503.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVA Optical Networking SE                                       | ADVA Optical Networking SE                                       | CUSIP: 000000000<br>LEI: 5299001QZNN0TKI9J120 | Long             | EC               | CORP              | DE        |     20416 | NS      | $499393.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishio Rent All Co Ltd                                           | Nishio Rent All Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21100 | NS      | $508992.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Idec Corp/Japan                                                  | Idec Corp/Japan                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $838173.34    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Parking Development Co Ltd                                | Nippon Parking Development Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    228800 | NS      | $455344.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Rika Co Ltd                                                | Tokai Rika Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $612880.91    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AKWEL                                                            | AKWEL                                                            | CUSIP: 000000000<br>LEI: 969500SVR0D7W9RQ6751 | Long             | EC               | CORP              | FR        |     10560 | NS      | $180929.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nitta Corp                                                       | Nitta Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $395807.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arata Corp                                                       | Arata Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $570836.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Basin Shipping Ltd                                       | Pacific Basin Shipping Ltd                                       | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | BM        |   6260000 | NS      | $2209087.07   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadis NV                                                       | Arcadis NV                                                       | CUSIP: 000000000<br>LEI: 7245000UZH70GO047N03 | Long             | EC               | CORP              | NL        |     84480 | NS      | $3668163.10   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Polymer Co Ltd                                         | Shin-Etsu Polymer Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $525767.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Extendicare Inc                                                  | Extendicare Inc                                                  | CUSIP: 30224T863<br>LEI: 5493001DQ0G74DE4CY39 | Long             | EC               | CORP              | CA        |     92400 | NS      | $465975.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUB Group Ltd                                                    | AUB Group Ltd                                                    | CUSIP: 000000000<br>LEI: 5493005X7SUBQF3OEG82 | Long             | EC               | CORP              | AU        |     72160 | NS      | $1208746.78   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| D/S Norden A/S                                                   | D/S Norden A/S                                                   | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |     26048 | NS      | $1404126.83   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Corp                                                   | Kanematsu Corp                                                   | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |     88400 | NS      | $1080975.26   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharming Group NV                                                | Pharming Group NV                                                | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Long             | EC               | CORP              | NL        |    783552 | NS      | $1086758.06   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Cool Co Ltd                                                      | Cool Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300AQHDVKVCNIU608 | Long             | EC               | CORP              | BM        |     15488 | NS      | $164077.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiren Co Ltd                                                    | Seiren Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35800 | NS      | $657488.96    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Healius Ltd                                                      | Healius Ltd                                                      | CUSIP: 000000000<br>LEI: 529900MBZK3SLWK8SJ55 | Long             | EC               | CORP              | AU        |    489698 | NS      | $1117169.23   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DyDo Group Holdings Inc                                          | DyDo Group Holdings Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $247375.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Towa Pharmaceutical Co Ltd                                       | Towa Pharmaceutical Co Ltd                                       | CUSIP: 000000000<br>LEI: 35380036BH1C3PNO2426 | Long             | EC               | CORP              | JP        |     35200 | NS      | $555753.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BW LPG Ltd                                                       | BW LPG Ltd                                                       | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | BM        |    101024 | NS      | $836101.63    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Iren SpA                                                         | Iren SpA                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | EC               | CORP              | IT        |    624800 | NS      | $1131568.50   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Tabcorp Holdings Ltd                                             | Tabcorp Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 213800OCCFUN67NEY278 | Long             | EC               | CORP              | AU        |   2636304 | NS      | $1960867.54   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Patisserie Holdings PLC                                          | Patisserie Holdings PLC                                          | CUSIP: 000000000<br>LEI: 213800MLBAMM6DALW517 | Long             | EC               | CORP              | GB        |      3062 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pressance Corp                                                   | Pressance Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35500 | NS      | $454202.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubakimoto Chain Co                                             | Tsubakimoto Chain Co                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26300 | NS      | $629587.21    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Raffles Medical Group Ltd                                        | Raffles Medical Group Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    924000 | NS      | $1022039.09   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| OVS SpA                                                          | OVS SpA                                                          | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |    252784 | NS      | $608610.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Weathernews Inc                                                  | Weathernews Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $343112.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Helia Group Ltd                                                  | Helia Group Ltd                                                  | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |    442414 | NS      | $877126.92    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Artis Real Estate Investment Trust                               | Artis Real Estate Investment Trust                               | CUSIP: 04315L105<br>LEI: 549300OG2O5VI2N1XS44 | Long             | EC               |  | CA        |     64064 | NS      | $457410.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasseur Real Estate Investment Trust                             | Sasseur Real Estate Investment Trust                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | SG        |    668800 | NS      | $415403.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                                                       | Betsson AB                                                       | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |    136048 | NS      | $1127736.58   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Inaba Denki Sangyo Co Ltd                                        | Inaba Denki Sangyo Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45000 | NS      | $977662.59    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Trancom Co Ltd                                                   | Trancom Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $343783.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RAI Way SpA                                                      | RAI Way SpA                                                      | CUSIP: 000000000<br>LEI: 815600303CCB3CFD2264 | Long             | EC               | CORP              | IT        |     93280 | NS      | $532751.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiko Electronics Co Ltd                                         | Meiko Electronics Co Ltd                                         | CUSIP: 000000000<br>LEI: 529900LGRXWX2ACMWR86 | Long             | EC               | CORP              | JP        |     17600 | NS      | $394541.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Borussia Dortmund GmbH & Co KGaA                                 | Borussia Dortmund GmbH & Co KGaA                                 | CUSIP: 000000000<br>LEI: 529900XO0YTOOKCLQB44 | Long             | EC               | CORP              | DE        |     79200 | NS      | $353424.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PostNL NV                                                        | PostNL NV                                                        | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | EC               | CORP              | NL        |    414656 | NS      | $868209.16    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Silverlake Axis Ltd                                              | Silverlake Axis Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    915200 | NS      | $251686.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intervest Offices & Warehouses NV                                | Intervest Offices & Warehouses NV                                | CUSIP: 000000000<br>LEI: 549300MEVEE709A1SM83 | Long             | EC               |  | BE        |     25382 | NS      | $554640.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Holdings Co Ltd                                             | Toho Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800Z8BQ3ZHELA4J90 | Long             | EC               | CORP              | JP        |     70400 | NS      | $1149793.53   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikkon Holdings Co Ltd                                           | Nikkon Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Long             | EC               | CORP              | JP        |     61300 | NS      | $1180251.75   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica Inc                                                    | Celestica Inc                                                    | CUSIP: 15101Q108<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |    123552 | NS      | $1645440.94   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chargeurs SA                                                     | Chargeurs SA                                                     | CUSIP: 000000000<br>LEI: 969500ZPQQLG72TQND21 | Long             | EC               | CORP              | FR        |     22704 | NS      | $379393.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissha Co Ltd                                                    | Nissha Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800DMEBG4RFUJ0P59 | Long             | EC               | CORP              | JP        |     52800 | NS      | $785585.60    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KNOW IT AB                                                       | KNOW IT AB                                                       | CUSIP: 000000000<br>LEI: 549300CM6KSG2GY3HV62 | Long             | EC               | CORP              | SE        |     19184 | NS      | $374953.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                         | Draegerwerk AG & Co KGaA                                         | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EC               | CORP              | DE        |      3344 | NS      | $134874.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alps Alpine Co Ltd                                               | Alps Alpine Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |    228800 | NS      | $2344281.43   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| cBrain A/S                                                       | cBrain A/S                                                       | CUSIP: 000000000<br>LEI: 529900E1K2W6SBYF8W02 | Long             | EC               | CORP              | DK        |      8624 | NS      | $194456.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CES Energy Solutions Corp                                        | CES Energy Solutions Corp                                        | CUSIP: 15713J104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    293568 | NS      | $639846.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cementir Holding NV                                              | Cementir Holding NV                                              | CUSIP: 000000000<br>LEI: 8156008B101B97A43B02 | Long             | EC               | CORP              | NL        |     45056 | NS      | $355390.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Corby Spirit and Wine Ltd                                        | Corby Spirit and Wine Ltd                                        | CUSIP: 218349108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     14432 | NS      | $176691.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hornbach Holding AG & Co KGaA                                    | Hornbach Holding AG & Co KGaA                                    | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |      9328 | NS      | $826361.12    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Banking Group Ltd                                       | Dah Sing Banking Group Ltd                                       | CUSIP: 000000000<br>LEI: 529900DXBMKJOLLQOM66 | Long             | EC               | CORP              | HK        |    426400 | NS      | $344788.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Doshisha Co Ltd                                                  | Doshisha Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $460920.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United Super Markets Holdings Inc                                | United Super Markets Holdings Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $461092.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Inficon Holding AG                                               | Inficon Holding AG                                               | CUSIP: 000000000<br>LEI: 5067008UT6890I0YM937 | Long             | EC               | CORP              | CH        |      1769 | NS      | $1852148.97   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikokutenbussan Co Ltd                                          | Daikokutenbussan Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $201033.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Platinum Asset Management Ltd                                    | Platinum Asset Management Ltd                                    | CUSIP: 000000000<br>LEI: 549300TVTLACJB3TLF38 | Long             | EC               | CORP              | AU        |    640640 | NS      | $978409.33    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan African Resources PLC                                        | Pan African Resources PLC                                        | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |   2105488 | NS      | $437212.54    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morguard Corp                                                    | Morguard Corp                                                    | CUSIP: 617577101<br>LEI: 549300UZ0SQJ32MWEL16 | Long             | EC               | CORP              | CA        |      5984 | NS      | $527633.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eizo Corp                                                        | Eizo Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17700 | NS      | $494758.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Television Holdings Inc                                   | Nippon Television Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53100 | NS      | $429299.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ituran Location and Control Ltd                                  | Ituran Location and Control Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18657 | NS      | $409521.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| G-7 Holdings Inc                                                 | G-7 Holdings Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $221622.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmos Semiconductor SE                                           | Elmos Semiconductor SE                                           | CUSIP: 000000000<br>LEI: 529900UMKKDCAP4P4H63 | Long             | EC               | CORP              | DE        |      9328 | NS      | $633720.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kureha Corp                                                      | Kureha Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $1149497.64   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Carasso Motors Ltd                                               | Carasso Motors Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     32736 | NS      | $208879.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Point Energy Corp                                       | Crescent Point Energy Corp                                       | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |    668624 | NS      | $4995019.02   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| SOL SpA                                                          | SOL SpA                                                          | CUSIP: 000000000<br>LEI: 81560096A9AEBBBD4B25 | Long             | EC               | CORP              | IT        |     33968 | NS      | $749530.97    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Wool Textile Co Ltd/The                                    | Japan Wool Textile Co Ltd/The                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $393114.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KYB Corp                                                         | KYB Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $498770.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui DM Sugar Holdings Co Ltd                                  | Mitsui DM Sugar Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $275277.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Konoike Transport Co Ltd                                         | Konoike Transport Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $417604.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                           | Algoma Steel Group Inc                                           | CUSIP: 000000000<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |     66176 | NS      | $555051.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichiha Corp                                                     | Nichiha Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $755506.48    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mochida Pharmaceutical Co Ltd                                    | Mochida Pharmaceutical Co Ltd                                    | CUSIP: 000000000<br>LEI: 3538008YGVRYRM8B7Q95 | Long             | EC               | CORP              | JP        |     23700 | NS      | $636573.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Russel Metals Inc                                                | Russel Metals Inc                                                | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |     74800 | NS      | $1822004.43   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Timbercreek Financial Corp                                       | Timbercreek Financial Corp                                       | CUSIP: 88709B104<br>LEI: 5493008ZG1OQOGVDHG19 | Long             | EC               | CORP              | CA        |     96448 | NS      | $576274.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Joshin Denki Co Ltd                                              | Joshin Denki Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $270612.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Ltd                                               | Technology One Ltd                                               | CUSIP: 000000000<br>LEI: 875500YEWBJIM91P9N12 | Long             | EC               | CORP              | AU        |    259600 | NS      | $2684107.72   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenrin Co Ltd                                                    | Zenrin Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800AOWZ4V1DJ17N16 | Long             | EC               | CORP              | JP        |     35200 | NS      | $218824.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Craneware PLC                                                    | Craneware PLC                                                    | CUSIP: 000000000<br>LEI: 213800O2CTJ1YFXNXG05 | Long             | EC               | CORP              | GB        |     31680 | NS      | $566321.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizen Watch Co Ltd                                             | Citizen Watch Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |    281600 | NS      | $1339733.07   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PWR Holdings Ltd                                                 | PWR Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     86416 | NS      | $754676.38    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Clinical Labs Ltd                                     | Australian Clinical Labs Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    118976 | NS      | $261191.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Boiron SA                                                        | Boiron SA                                                        | CUSIP: 000000000<br>LEI: 9695000UMPNY21KKDO98 | Long             | EC               | CORP              | FR        |      5104 | NS      | $232772.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TKC Corp                                                         | TKC Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25600 | NS      | $729450.19    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomy Co Ltd                                                      | Tomy Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    105600 | NS      | $1042197.45   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Semperit AG Holding                                              | Semperit AG Holding                                              | CUSIP: 000000000<br>LEI: 529900PG9O7YFYX5UM88 | Long             | EC               | CORP              | AT        |      8624 | NS      | $211810.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| New Wave Group AB                                                | New Wave Group AB                                                | CUSIP: 000000000<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |     49632 | NS      | $1116779.29   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnac Darty SA                                                    | Fnac Darty SA                                                    | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | EC               | CORP              | FR        |     18656 | NS      | $692386.77    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberger Druckmaschinen AG                                   | Heidelberger Druckmaschinen AG                                   | CUSIP: 000000000<br>LEI: 529900ZM98OISTG16932 | Long             | EC               | CORP              | DE        |    310464 | NS      | $638209.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Katakura Industries Co Ltd                                       | Katakura Industries Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $243114.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                              | BlackRock Cash Funds: Institutional, SL Agency Shares            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   8792174 | NS      | $8797449.57   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Centamin PLC                                                     | Centamin PLC                                                     | CUSIP: 000000000<br>LEI: 213800PDI9G7OUKLPV84 | Long             | EC               | CORP              | JE        |   1369984 | NS      | $1878062.52   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Kelt Exploration Ltd                                             | Kelt Exploration Ltd                                             | CUSIP: 488295106<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |    193072 | NS      | $663138.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Corp Group Ltd                                            | Credit Corp Group Ltd                                            | CUSIP: 000000000<br>LEI: 549300JCSY6XG1L4WB90 | Long             | EC               | CORP              | AU        |     80608 | NS      | $1244769.59   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Finning International Inc                                        | Finning International Inc                                        | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |     96324 | NS      | $2717675.37   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Wallenius Wilhelmsen ASA                                         | Wallenius Wilhelmsen ASA                                         | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |    124784 | NS      | $1184209.75   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Leopalace21 Corp                                                 | Leopalace21 Corp                                                 | CUSIP: 000000000<br>LEI: 529900Z3BHJUW1DY6254 | Long             | EC               | CORP              | JP        |    193600 | NS      | $480497.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat Communications SA                                       | Eutelsat Communications SA                                       | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | EC               | CORP              | FR        |    202752 | NS      | $1550522.82   | 0.28%             |  |  |  | No            |                  2 | On Loan: —       |
| Centerra Gold Inc                                                | Centerra Gold Inc                                                | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |    248046 | NS      | $1592058.05   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUKA FURUSATO Corp                                             | MARUKA FURUSATO Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23300 | NS      | $626777.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys PLC                                                       | Currys PLC                                                       | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |   1068496 | NS      | $858367.72    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmanutra SpA                                                  | Pharmanutra SpA                                                  | CUSIP: 000000000<br>LEI: 815600F8217BC7733697 | Long             | EC               | CORP              | IT        |      4048 | NS      | $259573.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Greencore Group PLC                                              | Greencore Group PLC                                              | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               | CORP              | IE        |    593472 | NS      | $584231.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersen SA                                                        | Mersen SA                                                        | CUSIP: 000000000<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |     20416 | NS      | $906311.85    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Inwido AB                                                        | Inwido AB                                                        | CUSIP: 000000000<br>LEI: 529900A9NKQW5UTHBG13 | Long             | EC               | CORP              | SE        |     67584 | NS      | $736545.19    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Balanced Commercial Property Trust Ltd                           | Balanced Commercial Property Trust Ltd                           | CUSIP: 000000000<br>LEI: 213800A2B1H4ULF3K397 | Long             | EC               |  | GG        |    825388 | NS      | $807957.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Spar Nord Bank A/S                                               | Spar Nord Bank A/S                                               | CUSIP: 000000000<br>LEI: 549300DHT635Q5P8J715 | Long             | EC               | CORP              | DK        |    101024 | NS      | $1609196.76   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| WingArc1st Inc                                                   | WingArc1st Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $267438.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Laboratories International Holdings Ltd/The               | United Laboratories International Holdings Ltd/The               | CUSIP: 000000000<br>LEI: 2549007JL3XIH77JXN70 | Long             | EC               | CORP              | KY        |   1072000 | NS      | $709710.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanto Denka Kogyo Co Ltd                                         | Kanto Denka Kogyo Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $409884.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoegh Autoliners ASA                                             | Hoegh Autoliners ASA                                             | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |     54736 | NS      | $339988.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcs Co Ltd                                                      | Arcs Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $892279.66    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardex Holding AG                                                | Kardex Holding AG                                                | CUSIP: 000000000<br>LEI: 529900JKKMQ07D6QZ480 | Long             | EC               | CORP              | CH        |      6023 | NS      | $1173863.22   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaga Electronics Co Ltd                                          | Kaga Electronics Co Ltd                                          | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |     17600 | NS      | $586255.08    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Toa Corp/Tokyo                                                   | Toa Corp/Tokyo                                                   | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |     17600 | NS      | $340951.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Axial Retailing Inc                                              | Axial Retailing Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18400 | NS      | $498868.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Atalaya Mining PLC                                               | Atalaya Mining PLC                                               | CUSIP: 000000000<br>LEI: 549300QNQPXVRXGXOX56 | Long             | EC               | CORP              | CY        |    136576 | NS      | $587638.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Elkem ASA                                                        | Elkem ASA                                                        | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |    332640 | NS      | $1178274.76   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Europris ASA                                                     | Europris ASA                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |    156992 | NS      | $1011436.15   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Megachips Corp                                                   | Megachips Corp                                                   | CUSIP: 000000000<br>LEI: 529900CHDZ5G02UMD829 | Long             | EC               | CORP              | JP        |     17600 | NS      | $367486.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| u-blox Holding AG                                                | u-blox Holding AG                                                | CUSIP: 000000000<br>LEI: 506700B2W2NUXS9X8479 | Long             | EC               | CORP              | CH        |      7920 | NS      | $947319.43    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Ocean Group Ltd                                           | Golden Ocean Group Ltd                                           | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | BM        |    153398 | NS      | $1467510.16   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritz Corp                                                      | Noritz Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31800 | NS      | $367627.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group PLC                                         | Morgan Sindall Group PLC                                         | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |     47696 | NS      | $965528.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEKO AB                                                          | MEKO AB                                                          | CUSIP: 000000000<br>LEI: 529900R809HC1RFRQA91 | Long             | EC               | CORP              | SE        |     39248 | NS      | $434999.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| B&S Group Sarl                                                   | B&S Group Sarl                                                   | CUSIP: 000000000<br>LEI: 549300PRNTIVQHLEZ808 | Long             | EC               | CORP              | LU        |     32912 | NS      | $180690.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamazen Corp                                                     | Yamazen Corp                                                     | CUSIP: 000000000<br>LEI: 353800VADDW91MPELT42 | Long             | EC               | CORP              | JP        |     70400 | NS      | $576652.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Equital Ltd                                                      | Equital Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         2 | NS      | $45.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BML Inc                                                          | BML Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23000 | NS      | $571924.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Atresmedia Corp de Medios de Comunicacion SA                     | Atresmedia Corp de Medios de Comunicacion SA                     | CUSIP: 000000000<br>LEI: 95980020140005491929 | Long             | EC               | CORP              | ES        |    118272 | NS      | $440919.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aecon Group Inc                                                  | Aecon Group Inc                                                  | CUSIP: 00762V109<br>LEI: 549300VROCXVWXFR8B83 | Long             | EC               | CORP              | CA        |     54560 | NS      | $459672.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co Ltd                                | Electric Power Development Co Ltd                                | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |    176000 | NS      | $2840380.91   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Keiyo Co Ltd                                                     | Keiyo Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35400 | NS      | $244567.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikoku Kasei Holdings Corp                                      | Shikoku Kasei Holdings Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $346182.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KFC Holdings Japan Ltd                                           | KFC Holdings Japan Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $378839.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| T Hasegawa Co Ltd                                                | T Hasegawa Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $861718.39    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Odfjell Drilling Ltd                                             | Odfjell Drilling Ltd                                             | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | BM        |    108944 | NS      | $290622.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STO SE & Co KGaA                                                 | STO SE & Co KGaA                                                 | CUSIP: 000000000<br>LEI: 5299006NYTD89XM31K74 | Long             | EP               | CORP              | DE        |      2992 | NS      | $502603.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JAC Recruitment Co Ltd                                           | JAC Recruitment Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17700 | NS      | $321685.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                                           | Safestore Holdings PLC                                           | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               |  | GB        |    190608 | NS      | $2373392.00   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland India Trust                                           | Capitaland India Trust                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    822200 | NS      | $760203.32    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Cowell e Holdings Inc                                            | Cowell e Holdings Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    356000 | NS      | $699630.04    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Van de Velde NV                                                  | Van de Velde NV                                                  | CUSIP: 000000000<br>LEI: 5493009LLUCOLP3YH507 | Long             | EC               | CORP              | BE        |      6864 | NS      | $232418.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumitama Agri Ltd                                                | Bumitama Agri Ltd                                                | CUSIP: 000000000<br>LEI: 529900BOE6UQFFDNZR10 | Long             | EC               | CORP              | SG        |    457600 | NS      | $211656.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koa Corp                                                         | Koa Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $513075.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar A/S                                                        | Solar A/S                                                        | CUSIP: 000000000<br>LEI: 21380031XTLI9X5MTY92 | Long             | EC               | CORP              | DK        |      6336 | NS      | $585396.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Research Institute Inc                                | Mitsubishi Research Institute Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $369628.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Burkhalter Holding AG                                            | Burkhalter Holding AG                                            | CUSIP: 000000000<br>LEI: 3912002Q7RGEIHPQ0J90 | Long             | EC               | CORP              | CH        |      8096 | NS      | $752300.57    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara Standard Co Ltd                                           | Takara Standard Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $384145.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Keystone Petroleum Ltd                                      | Gulf Keystone Petroleum Ltd                                      | CUSIP: 000000000<br>LEI: 213800QTAQOSSTNTPO15 | Long             | EC               | CORP              | BM        |    248336 | NS      | $635283.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukushima Galilei Co Ltd                                         | Fukushima Galilei Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $597424.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Takamatsu Construction Group Co Ltd                              | Takamatsu Construction Group Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17700 | NS      | $270998.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AURELIUS Equity Opportunities SE & Co KGaA                       | AURELIUS Equity Opportunities SE & Co KGaA                       | CUSIP: 000000000<br>LEI: 3912001SWR0QKOSUHR50 | Long             | EC               | CORP              | DE        |     31856 | NS      | $545770.31    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| T-Gaia Corp                                                      | T-Gaia Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $228675.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| V-ZUG Holding AG                                                 | V-ZUG Holding AG                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2464 | NS      | $248154.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanamoto Co Ltd                                                  | Kanamoto Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35400 | NS      | $615709.41    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Resurs Holding AB                                                | Resurs Holding AB                                                | CUSIP: 000000000<br>LEI: 5493006KHWZ6OVF3IO54 | Long             | EC               | CORP              | SE        |    150480 | NS      | $400688.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SA                                                         | Vicat SA                                                         | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |     19184 | NS      | $535685.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishimatsuya Chain Co Ltd                                        | Nishimatsuya Chain Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35400 | NS      | $420369.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc                                             | Macnica Holdings Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43900 | NS      | $1166715.30   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| IPH Ltd                                                          | IPH Ltd                                                          | CUSIP: 000000000<br>LEI: 529900KRTADQ17ANK140 | Long             | EC               | CORP              | AU        |    241120 | NS      | $1458426.15   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Itochu-Shokuhin Co Ltd                                           | Itochu-Shokuhin Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $108669.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosei Corp                                                       | Tosei Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35400 | NS      | $404154.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                                 | Zehnder Group AG                                                 | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |     11264 | NS      | $838361.80    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Riverstone Holdings Ltd                                          | Riverstone Holdings Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    422400 | NS      | $207951.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Huber + Suhner AG                                                | Huber + Suhner AG                                                | CUSIP: 000000000<br>LEI: 5067007PRZ9OSX7A6787 | Long             | EC               | CORP              | CH        |     18656 | NS      | $1789171.84   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Econocom Group SA/NV                                             | Econocom Group SA/NV                                             | CUSIP: 000000000<br>LEI: 5493006G5O9JP185PU76 | Long             | EC               | CORP              | BE        |    127600 | NS      | $395353.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hutchison Port Holdings Trust                                    | Hutchison Port Holdings Trust                                    | CUSIP: 000000000<br>LEI: 529900E8LS83XV4W6889 | Long             | EC               | CORP              | SG        |   5051200 | NS      | $1039294.50   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Perfect Medical Health Management Ltd                            | Perfect Medical Health Management Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    534000 | NS      | $313433.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO GlobalSign Holdings KK                                       | GMO GlobalSign Holdings KK                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $199984.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rural Funds Group                                                | Rural Funds Group                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    455312 | NS      | $807480.02    | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| Eramet SA                                                        | Eramet SA                                                        | CUSIP: 000000000<br>LEI: 549300LUH78PG2MP6N64 | Long             | EC               | CORP              | FR        |      9152 | NS      | $914679.03    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Exedy Corp                                                       | Exedy Corp                                                       | CUSIP: 000000000<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |     35200 | NS      | $473479.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobilezone Holding AG                                            | Mobilezone Holding AG                                            | CUSIP: 000000000<br>LEI: 506700P3R89PJL1LM545 | Long             | EC               | CORP              | CH        |     49031 | NS      | $890306.07    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Electric Co Ltd                                           | Nissin Electric Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $547438.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Konishi Co Ltd                                                   | Konishi Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $498983.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Aviation Electronics Industry Ltd                          | Japan Aviation Electronics Industry Ltd                          | CUSIP: 000000000<br>LEI: 353800OSHAMOO6TCTF61 | Long             | EC               | CORP              | JP        |     55800 | NS      | $958630.30    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Crew Energy Inc                                                  | Crew Energy Inc                                                  | CUSIP: 226533107<br>LEI: 529900WOX8H1HMGYTL31 | Long             | EC               | CORP              | CA        |    167552 | NS      | $580522.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Marketing Japan Inc                                        | Canon Marketing Japan Inc                                        | CUSIP: 000000000<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |     40100 | NS      | $951791.04    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Signal Company Ltd                                        | Nippon Signal Company Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $424053.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Telecom International Holdings Ltd                         | CITIC Telecom International Holdings Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1958000 | NS      | $697466.91    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Aubay                                                            | Aubay                                                            | CUSIP: 000000000<br>LEI: 969500KGFSDP6UUKIA67 | Long             | EC               | CORP              | FR        |      8976 | NS      | $462487.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Trifork Holding AG                                               | Trifork Holding AG                                               | CUSIP: 000000000<br>LEI: 8945004BYZKXPESTBL36 | Long             | EC               | CORP              | CH        |     14608 | NS      | $332179.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Melco Holdings Inc                                               | Melco Holdings Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $100652.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitz Corp                                                        | Kitz Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70400 | NS      | $445818.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamura Corp                                                     | Okamura Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70400 | NS      | $772179.71    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuasa Trading Co Ltd                                             | Yuasa Trading Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $501514.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Impact Healthcare Reit PLC                                       | Impact Healthcare Reit PLC                                       | CUSIP: 000000000<br>LEI: 213800AX3FHPMJL4IJ53 | Long             | EC               |  | GB        |    354464 | NS      | $454480.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valor Holdings Co Ltd                                            | Valor Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $507266.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Frontier Fudousan Co Ltd                                     | Sun Frontier Fudousan Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35600 | NS      | $306882.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Bros SpA                                                 | Digital Bros SpA                                                 | CUSIP: 000000000<br>LEI: 815600D581F8552C4F54 | Long             | EC               | CORP              | IT        |      5984 | NS      | $141563.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Impax Asset Management Group PLC                                 | Impax Asset Management Group PLC                                 | CUSIP: 000000000<br>LEI: 213800AJDNW4S2B7E680 | Long             | EC               | CORP              | GB        |     84656 | NS      | $813932.96    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Belc Co Ltd                                                      | Belc Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $426561.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitehaven Coal Ltd                                              | Whitehaven Coal Ltd                                              | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |    674080 | NS      | $4008171.76   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Mehadrin Ltd                                                     | Mehadrin Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $24.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Riko Co Ltd                                             | Sumitomo Riko Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $173054.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orron Energy ab                                                  | Orron Energy ab                                                  | CUSIP: 000000000<br>LEI: 549300IULC8F8IGXKI15 | Long             | EC               | CORP              | SE        |    234960 | NS      | $435586.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Construction Co Ltd                                         | Toyo Construction Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70400 | NS      | $462595.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vetropack Holding AG                                             | Vetropack Holding AG                                             | CUSIP: 000000000<br>LEI: 894500HGD08C8B6GS128 | Long             | EC               | CORP              | CH        |     11968 | NS      | $552119.21    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuda Sangyo Co Ltd                                            | Matsuda Sangyo Co Ltd                                            | CUSIP: 000000000<br>LEI: 3538005JX81V3H77VM68 | Long             | EC               | CORP              | JP        |     17600 | NS      | $320669.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Argosy Minerals Ltd                                              | Argosy Minerals Ltd                                              | CUSIP: 000000000<br>LEI: 984500BAC6C46C7AF656 | Long             | EC               | CORP              | AU        |   1373328 | NS      | $626147.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Uni-Select Inc                                                   | Uni-Select Inc                                                   | CUSIP: 90457D100<br>LEI: 549300GQ1WI8PKN1NQ40 | Long             | EC               | CORP              | CA        |     46288 | NS      | $1380412.49   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Implenia AG                                                      | Implenia AG                                                      | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |     14608 | NS      | $613631.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                                        | Rubis SCA                                                        | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |    109296 | NS      | $3058680.11   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsuboshi Belting Ltd                                           | Mitsuboshi Belting Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23600 | NS      | $673400.55    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Shokuhin Co Ltd                                       | Mitsubishi Shokuhin Co Ltd                                       | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     17600 | NS      | $424235.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NRW Holdings Ltd                                                 | NRW Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 5493003S2MORCH0HEL95 | Long             | EC               | CORP              | AU        |    505120 | NS      | $1090407.05   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Obsidian Energy Ltd                                              | Obsidian Energy Ltd                                              | CUSIP: 674482203<br>LEI: 549300DITPHH8W8CK636 | Long             | EC               | CORP              | CA        |     83424 | NS      | $553004.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanki Engineering Co Ltd                                         | Sanki Engineering Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $422651.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Yellow Hat Ltd                                                   | Yellow Hat Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $482592.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Wavestone                                                        | Wavestone                                                        | CUSIP: 000000000<br>LEI: 969500GSN25I3B3X6F94 | Long             | EC               | CORP              | FR        |      9856 | NS      | $517370.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshinbo Holdings Inc                                           | Nisshinbo Holdings Inc                                           | CUSIP: 000000000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |    158400 | NS      | $1184027.57   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                              | Danieli & C Officine Meccaniche SpA                              | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EC               | CORP              | IT        |     14784 | NS      | $383118.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Esker SA                                                         | Esker SA                                                         | CUSIP: 000000000<br>LEI: 969500VMAA9YBAGPU774 | Long             | EC               | CORP              | FR        |      6336 | NS      | $1057907.18   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontera Energy Corp                                             | Frontera Energy Corp                                             | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |     66646 | NS      | $608081.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca IFIS SpA                                                   | Banca IFIS SpA                                                   | CUSIP: 000000000<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |     34672 | NS      | $580660.03    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Coltene Holding AG                                               | Coltene Holding AG                                               | CUSIP: 000000000<br>LEI: 894500KE52GRSIVJAP50 | Long             | EC               | CORP              | CH        |      3168 | NS      | $261260.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Micronics Japan Co Ltd                                           | Micronics Japan Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800FFW2OP7ZVXBO86 | Long             | EC               | CORP              | JP        |     35200 | NS      | $377580.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamakyorex Co Ltd                                                | Hamakyorex Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $440752.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBERIDE Inc                                                    | GLOBERIDE Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $360851.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Co Ltd                                                  | Furukawa Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800PX0BWY7U1VKE72 | Long             | EC               | CORP              | JP        |     35200 | NS      | $358819.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Gas Co Ltd                                              | Shizuoka Gas Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800FKNOC1V6FE8T28 | Long             | EC               | CORP              | JP        |     52800 | NS      | $462923.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Basler AG                                                        | Basler AG                                                        | CUSIP: 000000000<br>LEI: 5299006OKY4JQTOWH448 | Long             | EC               | CORP              | DE        |     10424 | NS      | $385852.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbonia AG                                                       | Arbonia AG                                                       | CUSIP: 000000000<br>LEI: 52990053OCTMTW77M139 | Long             | EC               | CORP              | CH        |     61776 | NS      | $865931.50    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Financial Holdings Ltd                                  | Dah Sing Financial Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |    176800 | NS      | $468604.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Freehold Royalties Ltd                                           | Freehold Royalties Ltd                                           | CUSIP: 356500108<br>LEI: 529900KRYLKJ2WW87P48 | Long             | EC               | CORP              | CA        |    116160 | NS      | $1403820.07   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Athabasca Oil Corp                                               | Athabasca Oil Corp                                               | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |    690624 | NS      | $1520820.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BWP Trust                                                        | BWP Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    563612 | NS      | $1567812.47   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sleep Country Canada Holdings Inc                                | Sleep Country Canada Holdings Inc                                | CUSIP: 83125J104<br>LEI: 549300XWL65DNWBSDJ21 | Long             | EC               | CORP              | CA        |     41536 | NS      | $808212.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TOC Co Ltd                                                       | TOC Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5299004ARKE9M7JAGL73 | Long             | EC               | CORP              | JP        |     35800 | NS      | $187625.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EDION Corp                                                       | EDION Corp                                                       | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |     88000 | NS      | $869165.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakuto Co Ltd                                                    | Hakuto Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11900 | NS      | $416564.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexerials Corp                                                   | Dexerials Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70400 | NS      | $1504861.84   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Corp Ltd                                                | New Hope Corp Ltd                                                | CUSIP: 000000000<br>LEI: 254900DHRUGXZSLSNZ83 | Long             | EC               | CORP              | AU        |    442464 | NS      | $1833750.89   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichiden Corp                                                    | Nichiden Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $244208.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Waypoint REIT Ltd                                                | Waypoint REIT Ltd                                                | CUSIP: 000000000<br>LEI: 5493003CS5K82RREKA54 | Long             | EC               |  | AU        |    796848 | NS      | $1573416.12   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Esprinet SpA                                                     | Esprinet SpA                                                     | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |     29392 | NS      | $233089.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakata INX Corp                                                  | Sakata INX Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $296621.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| X-Fab Silicon Foundries SE                                       | X-Fab Silicon Foundries SE                                       | CUSIP: 000000000<br>LEI: 5493003UDPENPUQBJH65 | Long             | EC               | CORP              | BE        |     73744 | NS      | $645089.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Fukui Computer Holdings Inc                                      | Fukui Computer Holdings Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12400 | NS      | $285954.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| First Pacific Co Ltd                                             | First Pacific Co Ltd                                             | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | BM        |   2844000 | NS      | $991798.91    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| F-Secure Oyj                                                     | F-Secure Oyj                                                     | CUSIP: 000000000<br>LEI: 9845006BFDJF0375E466 | Long             | EC               | CORP              | FI        |    130064 | NS      | $415213.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Uponor Oyj                                                       | Uponor Oyj                                                       | CUSIP: 000000000<br>LEI: 743700KA2GMSYJM3CM12 | Long             | EC               | CORP              | FI        |     51920 | NS      | $924669.11    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Plus PLC                                                 | Telecom Plus PLC                                                 | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |     74272 | NS      | $1829276.76   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Orior AG                                                         | Orior AG                                                         | CUSIP: 000000000<br>LEI: 50670020I84ZA17K9522 | Long             | EC               | CORP              | CH        |      7568 | NS      | $626513.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS                                                            | IPSOS                                                            | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |     46464 | NS      | $3011218.93   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Rovio Entertainment Oyj                                          | Rovio Entertainment Oyj                                          | CUSIP: 000000000<br>LEI: 743700H95H3OPXDV6568 | Long             | EC               | CORP              | FI        |     48576 | NS      | $388677.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stella International Holdings Ltd                                | Stella International Holdings Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    623000 | NS      | $628470.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gunze Ltd                                                        | Gunze Ltd                                                        | CUSIP: 000000000<br>LEI: 353800VSSDM5IY8UNW44 | Long             | EC               | CORP              | JP        |     17600 | NS      | $579589.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pets at Home Group Plc                                           | Pets at Home Group Plc                                           | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |    495792 | NS      | $2156805.13   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Winpak Ltd                                                       | Winpak Ltd                                                       | CUSIP: 97535P104<br>LEI: 549300FWDGJBHZHH8U59 | Long             | EC               | CORP              | CA        |     31856 | NS      | $995028.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mullen Group Ltd                                                 | Mullen Group Ltd                                                 | CUSIP: 625284104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    102784 | NS      | $1087669.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Organo Corp                                                      | Organo Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21300 | NS      | $541431.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Volution Group PLC                                               | Volution Group PLC                                               | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |    227404 | NS      | $1060496.57   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CLS Holdings PLC                                                 | CLS Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 213800A357TKB2TD9U78 | Long             | EC               | CORP              | GB        |    189200 | NS      | $347550.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Tocalo Co Ltd                                                    | Tocalo Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70400 | NS      | $674392.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Matas A/S                                                        | Matas A/S                                                        | CUSIP: 000000000<br>LEI: 2138004PXX8LWGHGL872 | Long             | EC               | CORP              | DK        |     47696 | NS      | $519040.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Andlauer Healthcare Group Inc                                    | Andlauer Healthcare Group Inc                                    | CUSIP: 034223107<br>LEI: 549300FEFF2VDKFOGG32 | Long             | EC               | CORP              | CA        |     16407 | NS      | $595833.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wincanton PLC                                                    | Wincanton PLC                                                    | CUSIP: 000000000<br>LEI: 213800Z5WTW8QKOHWQ82 | Long             | EC               | CORP              | GB        |    143088 | NS      | $522161.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kissei Pharmaceutical Co Ltd                                     | Kissei Pharmaceutical Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $693463.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Token Corp                                                       | Token Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $320523.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediclinic International PLC                                     | Mediclinic International PLC                                     | CUSIP: 000000000<br>LEI: 2138002S5BSBIZTD5I60 | Long             | EC               | CORP              | GB        |    473544 | NS      | $2897325.38   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Megmilk Snow Brand Co Ltd                                        | Megmilk Snow Brand Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $738990.51    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Bed Holdings Co Ltd                                    | Paramount Bed Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53000 | NS      | $1017936.56   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitesco Technologies Group AG                                    | Vitesco Technologies Group AG                                    | CUSIP: 000000000<br>LEI: 529900CCDMZ7UCYYS252 | Long             | EC               | CORP              | DE        |     23408 | NS      | $1622508.06   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Titanium Co Ltd                                             | Toho Titanium Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800CQ82BJ87SIZZ65 | Long             | EC               | CORP              | JP        |     35200 | NS      | $656930.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Trigano SA                                                       | Trigano SA                                                       | CUSIP: 000000000<br>LEI: 969500KLZPNMO8TUM811 | Long             | EC               | CORP              | FR        |      8448 | NS      | $1177604.73   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Electronics Inc                                            | Canon Electronics Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $231295.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dundee Precious Metals Inc                                       | Dundee Precious Metals Inc                                       | CUSIP: 265269209<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |    185328 | NS      | $1210401.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Agri-Resources Ltd                                        | Golden Agri-Resources Ltd                                        | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | MU        |   7454300 | NS      | $1420039.05   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Halfords Group PLC                                               | Halfords Group PLC                                               | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |    266464 | NS      | $674102.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KeePer Technical Laboratory Co Ltd                               | KeePer Technical Laboratory Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $453360.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                                        | Coface SA                                                        | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |    123200 | NS      | $1722691.16   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Linamar Corp                                                     | Linamar Corp                                                     | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |     51568 | NS      | $2633531.70   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TS Tech Co Ltd                                                   | TS Tech Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88000 | NS      | $1096189.37   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Van Lanschot Kempen NV                                           | Van Lanschot Kempen NV                                           | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | EC               | CORP              | NL        |     36432 | NS      | $1048290.64   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Empiric Student Property PLC                                     | Empiric Student Property PLC                                     | CUSIP: 000000000<br>LEI: 213800FPF38IBPRFPU87 | Long             | EC               |  | GB        |    717376 | NS      | $772980.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Forterra PLC                                                     | Forterra PLC                                                     | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |    253264 | NS      | $666624.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McMillan Shakespeare Ltd                                         | McMillan Shakespeare Ltd                                         | CUSIP: 000000000<br>LEI: 254900GPJQUGWJEAZ102 | Long             | EC               | CORP              | AU        |     80080 | NS      | $801743.79    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd                                               | Perseus Mining Ltd                                               | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |   1176912 | NS      | $1788055.88   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Drilling Group International Inc                           | Major Drilling Group International Inc                           | CUSIP: 560909103<br>LEI: 549300O1MNHCX2FUBC21 | Long             | EC               | CORP              | CA        |     89760 | NS      | $744092.89    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kloeckner & Co SE                                                | Kloeckner & Co SE                                                | CUSIP: 000000000<br>LEI: 529900CQ31CN6GV5LL52 | Long             | EC               | CORP              | DE        |     87648 | NS      | $926216.34    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Surge Energy Inc                                                 | Surge Energy Inc                                                 | CUSIP: 86880Y877<br>LEI: 549300C45JTS75N6ZY04 | Long             | EC               | CORP              | CA        |     85712 | NS      | $628724.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaccs Co Ltd                                                     | Jaccs Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $577456.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Piolax Inc                                                       | Piolax Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $481541.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Industrial Co Ltd                                        | Pacific Industrial Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $437711.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Riken Keiki Co Ltd                                               | Riken Keiki Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13500 | NS      | $481568.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Salzgitter AG                                                    | Salzgitter AG                                                    | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |     35552 | NS      | $1450922.99   | 0.26%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldcrest Co Ltd                                                 | Goldcrest Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17700 | NS      | $222051.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZERIA Pharmaceutical Co Ltd                                      | ZERIA Pharmaceutical Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24600 | NS      | $410641.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IDI Insurance Co Ltd                                             | IDI Insurance Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8976 | NS      | $214598.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Metall Zug AG                                                    | Metall Zug AG                                                    | CUSIP: 000000000<br>LEI: 529900X7CXUI05DN7K64 | Long             | EC               | CORP              | CH        |       223 | NS      | $501780.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sopra Steria Group SACA                                          | Sopra Steria Group SACA                                          | CUSIP: 000000000<br>LEI: 96950020QIOHAAK9V551 | Long             | EC               | CORP              | FR        |     18128 | NS      | $3015104.46   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediaset Espana Comunicacion SA                                  | Mediaset Espana Comunicacion SA                                  | CUSIP: 000000000<br>LEI: 95980020140005021479 | Long             | EC               | CORP              | ES        |     72688 | NS      | $260436.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Enterprises PLC                                           | Origin Enterprises PLC                                           | CUSIP: 000000000<br>LEI: 213800AIB4U7N5BLS350 | Long             | EC               | CORP              | IE        |    133232 | NS      | $603996.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lar Espana Real Estate Socimi SA                                 | Lar Espana Real Estate Socimi SA                                 | CUSIP: 000000000<br>LEI: 9598002PHMH00MHN3741 | Long             | EC               |  | ES        |     63407 | NS      | $316402.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                                            | IG Group Holdings PLC                                            | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |    372064 | NS      | $3658235.39   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen Ltd                                                | Stolt-Nielsen Ltd                                                | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | BM        |     20592 | NS      | $541422.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Faes Farma SA                                                    | Faes Farma SA                                                    | CUSIP: 000000000<br>LEI: 959800FXZQY7U3P1G969 | Long             | EC               | CORP              | ES        |    363968 | NS      | $1364263.12   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Perenti Ltd                                                      | Perenti Ltd                                                      | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |    749232 | NS      | $665703.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Osaka Cement Co Ltd                                     | Sumitomo Osaka Cement Co Ltd                                     | CUSIP: 000000000<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |     35200 | NS      | $926201.82    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Keiyo Bank Ltd/The                                               | Keiyo Bank Ltd/The                                               | CUSIP: 000000000<br>LEI: 353800HBJ702X2J5OX58 | Long             | EC               | CORP              | JP        |    123200 | NS      | $585190.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Service Group PLC                                        | Johnson Service Group PLC                                        | CUSIP: 000000000<br>LEI: 2138004WZUPWV53KWV11 | Long             | EC               | CORP              | GB        |    489984 | NS      | $680190.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Polar Capital Holdings PLC                                       | Polar Capital Holdings PLC                                       | CUSIP: 000000000<br>LEI: 549300OXX7YE1947B825 | Long             | EC               | CORP              | GB        |     87120 | NS      | $556362.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Retail Group Ltd                                           | Super Retail Group Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    186384 | NS      | $1681940.59   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                | Belimo Holding AG                                                | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |      4853 | NS      | $2559688.05   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                                       | Signify NV                                                       | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |    150567 | NS      | $5451338.90   | 0.97%             |  |  |  | No            |                  2 | On Loan: —       |
| Toenec Corp                                                      | Toenec Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $98334.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meidensha Corp                                                   | Meidensha Corp                                                   | CUSIP: 000000000<br>LEI: 529900VFKHJPVURD7985 | Long             | EC               | CORP              | JP        |     35200 | NS      | $522912.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Intershop Holding AG                                             | Intershop Holding AG                                             | CUSIP: 000000000<br>LEI: 506700CGX4K77JX3R725 | Long             | EC               | CORP              | CH        |      1322 | NS      | $886767.65    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Yonex Co Ltd                                                     | Yonex Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70400 | NS      | $688485.96    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FULLCAST Holdings Co Ltd                                         | FULLCAST Holdings Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25600 | NS      | $556046.98    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Pulp & Paper Co Ltd                                        | Japan Pulp & Paper Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10500 | NS      | $443005.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanlord Land Group Ltd                                           | Yanlord Land Group Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    686400 | NS      | $581321.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Transcontinental Inc                                             | Transcontinental Inc                                             | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |     84832 | NS      | $948067.97    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouse Reit PLC                                               | Warehouse Reit PLC                                               | CUSIP: 000000000<br>LEI: 213800BQUD83TYQCWN28 | Long             | EC               |  | GB        |    226576 | NS      | $295535.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insource Co Ltd                                                  | Insource Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51600 | NS      | $580526.52    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Beneteau SA                                                      | Beneteau SA                                                      | CUSIP: 000000000<br>LEI: 969500FHXW3AEY6Z0B25 | Long             | EC               | CORP              | FR        |     44352 | NS      | $726982.27    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Bridge Holdings Corp                                    | Yokogawa Bridge Holdings Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $543307.47    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                            | Yangzijiang Shipbuilding Holdings Ltd                            | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |   3055200 | NS      | $3011971.88   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Relia Inc                                                        | Relia Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53000 | NS      | $597733.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibuya Corp                                                     | Shibuya Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $343206.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lassonde Industries Inc                                          | Lassonde Industries Inc                                          | CUSIP: 517907101<br>LEI: 549300U3Y8OW3GQ0VE25 | Long             | EC               | CORP              | CA        |      3696 | NS      | $324585.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morguard North American Residential Real Estate Investment Trust | Morguard North American Residential Real Estate Investment Trust | CUSIP: 61761E100<br>LEI: N/A                  | Long             | EC               |  | CA        |     22880 | NS      | $312105.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamron Co Ltd                                                    | Tamron Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $426662.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Capital Group Inc                                           | Home Capital Group Inc                                           | CUSIP: 436913107<br>LEI: 529900BYMJZJJLBC8L85 | Long             | EC               | CORP              | CA        |     47087 | NS      | $1501206.67   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVista Energy Ltd                                               | NuVista Energy Ltd                                               | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               | CORP              | CA        |    212608 | NS      | $1781653.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CSR Ltd                                                          | CSR Ltd                                                          | CUSIP: 000000000<br>LEI: 549300TOGR54OMW2T093 | Long             | EC               | CORP              | AU        |    565840 | NS      | $2117652.80   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| TV Asahi Holdings Corp                                           | TV Asahi Holdings Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $185247.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Soda Co Ltd                                                | Osaka Soda Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $575241.42    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritake Co Ltd/Nagoya Japan                                     | Noritake Co Ltd/Nagoya Japan                                     | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |      9500 | NS      | $308002.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mayne Pharma Group Ltd                                           | Mayne Pharma Group Ltd                                           | CUSIP: 000000000<br>LEI: 549300VIRDEN0N4MJG59 | Long             | EC               | CORP              | AU        |     83776 | NS      | $179389.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Takasago International Corp                                      | Takasago International Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $349030.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mimasu Semiconductor Industry Co Ltd                             | Mimasu Semiconductor Industry Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $349093.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SFS Group AG                                                     | SFS Group AG                                                     | CUSIP: 000000000<br>LEI: 391200RQ38WAM4BJBO16 | Long             | EC               | CORP              | CH        |     16368 | NS      | $1883210.81   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Per Aarsleff Holding A/S                                         | Per Aarsleff Holding A/S                                         | CUSIP: 000000000<br>LEI: 5493008HS8STXVZXYZ63 | Long             | EC               | CORP              | DK        |     20768 | NS      | $861956.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Max Co Ltd                                                       | Max Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $550713.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd                                                     | JB Hi-Fi Ltd                                                     | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |    112310 | NS      | $3861497.47   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Topaz Energy Corp                                                | Topaz Energy Corp                                                | CUSIP: 89055A203<br>LEI: 5493008M0TDGJOBY9122 | Long             | EC               | CORP              | CA        |      1437 | NS      | $22345.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tessenderlo Group SA                                             | Tessenderlo Group SA                                             | CUSIP: 000000000<br>LEI: 549300ZKLIF7RP6EH823 | Long             | EC               | CORP              | BE        |     17072 | NS      | $603729.99    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hogy Medical Co Ltd                                              | Hogy Medical Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $914205.41    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Ceramic Co Ltd                                            | Nippon Ceramic Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $328051.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Gas Co Ltd                                                | Nippon Gas Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300N3DC5V2XON9C60 | Long             | EC               | CORP              | JP        |    123200 | NS      | $1966435.83   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Derichebourg SA                                                  | Derichebourg SA                                                  | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |     94512 | NS      | $648659.43    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Ethical Investment Ltd                                | Australian Ethical Investment Ltd                                | CUSIP: 000000000<br>LEI: 261700TW5OWRLEFOCX59 | Long             | EC               | CORP              | AU        |     98384 | NS      | $307746.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiken Chemical Co Ltd                                            | Eiken Chemical Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35400 | NS      | $433486.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEC SE                                                       | STRATEC SE                                                       | CUSIP: 000000000<br>LEI: 529900ZZJWANAFSPGV30 | Long             | EC               | CORP              | DE        |      7744 | NS      | $705403.67    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui-Soko Holdings Co Ltd                                      | Mitsui-Soko Holdings Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17700 | NS      | $508893.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group PLC/Jersey                                             | Man Group PLC/Jersey                                             | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |   1522816 | NS      | $4684873.27   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Wereldhave NV                                                    | Wereldhave NV                                                    | CUSIP: 000000000<br>LEI: 724500YRQCY3BD9RJZ92 | Long             | EC               |  | NL        |     39072 | NS      | $586934.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Soda Co Ltd                                               | Nippon Soda Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23300 | NS      | $761571.60    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Densetsu Co Ltd                                         | Sumitomo Densetsu Co Ltd                                         | CUSIP: 000000000<br>LEI: 3538004TJPF8WYKHK431 | Long             | EC               | CORP              | JP        |     17700 | NS      | $323464.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrotec Holdings Corp                                           | Ferrotec Holdings Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $881641.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc                                    | SKY Perfect JSAT Holdings Inc                                    | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |    211200 | NS      | $815298.61    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Chofu Seisakusho Co Ltd                                          | Chofu Seisakusho Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $286443.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiznext Corp                                                    | Raiznext Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $357897.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujicco Co Ltd                                                   | Fujicco Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $260311.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Micronics Co Ltd                                            | Star Micronics Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800YVVMLCGEV0Q544 | Long             | EC               | CORP              | JP        |     35200 | NS      | $459254.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd                                               | VTech Holdings Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    195800 | NS      | $1294394.28   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ElringKlinger AG                                                 | ElringKlinger AG                                                 | CUSIP: 000000000<br>LEI: 529900QDISXXZ2D1Q489 | Long             | EC               | CORP              | DE        |     29085 | NS      | $253155.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Link And Motivation Inc                                          | Link And Motivation Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $268135.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparx Group Co Ltd                                               | Sparx Group Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16280 | NS      | $227918.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                                      | Aalberts NV                                                      | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |     45898 | NS      | $2170174.90   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxell Ltd                                                       | Maxell Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $576226.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bucher Industries AG                                             | Bucher Industries AG                                             | CUSIP: 000000000<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |      6434 | NS      | $2931757.99   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Ergomed PLC                                                      | Ergomed PLC                                                      | CUSIP: 000000000<br>LEI: 213800BVS8I9VMC1AP84 | Long             | EC               | CORP              | GB        |     46695 | NS      | $691744.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TX Group AG                                                      | TX Group AG                                                      | CUSIP: 000000000<br>LEI: 506700302V28Y6O14985 | Long             | EC               | CORP              | CH        |      3168 | NS      | $496684.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO STOXX 50 MAR23                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        22 | NC      | $62194.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitou BF SA                                                    | Manitou BF SA                                                    | CUSIP: 000000000<br>LEI: 9695008SHP3XTT9QCM25 | Long             | EC               | CORP              | FR        |     11440 | NS      | $335798.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Television Francaise 1                                           | Television Francaise 1                                           | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |     51040 | NS      | $408213.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Equasens                                                         | Equasens                                                         | CUSIP: 000000000<br>LEI: 96950066I7XVFGZI8L92 | Long             | EC               | CORP              | FR        |      3696 | NS      | $298133.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Grange Resources Ltd                                             | Grange Resources Ltd                                             | CUSIP: 000000000<br>LEI: 529900NMGGZAKQ0JZU73 | Long             | EC               | CORP              | AU        |    609312 | NS      | $439673.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKAI Holdings Corp                                              | TOKAI Holdings Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    105600 | NS      | $704415.20    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Integral Diagnostics Ltd                                         | Integral Diagnostics Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    239184 | NS      | $541837.19    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Advanced Materials PLC                                    | Morgan Advanced Materials PLC                                    | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |    330352 | NS      | $1282112.55   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Electronics Ltd                                        | Kanematsu Electronics Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $515777.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CMC Markets PLC                                                  | CMC Markets PLC                                                  | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |    154352 | NS      | $460508.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Geo Holdings Corp                                                | Geo Holdings Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $514216.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheng Siong Group Ltd                                            | Sheng Siong Group Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    704000 | NS      | $879809.77    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Badger Infrastructure Solutions Ltd                              | Badger Infrastructure Solutions Ltd                              | CUSIP: 056533102<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |     34496 | NS      | $821858.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Plus500 Ltd                                                      | Plus500 Ltd                                                      | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |    112464 | NS      | $2577525.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Electric Power Co Inc/The                                | Okinawa Electric Power Co Inc/The                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52836 | NS      | $439416.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Savills PLC                                                      | Savills PLC                                                      | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |    168256 | NS      | $2024215.75   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Trican Well Service Ltd                                          | Trican Well Service Ltd                                          | CUSIP: 895945103<br>LEI: 5493003PMAE3KEW1DL91 | Long             | EC               | CORP              | CA        |    254144 | NS      | $657063.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Renewi PLC                                                       | Renewi PLC                                                       | CUSIP: 000000000<br>LEI: 213800CNEIDZBL17KU22 | Long             | EC               | CORP              | GB        |     89056 | NS      | $721554.54    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ai Holdings Corp                                                 | Ai Holdings Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $594641.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Marimekko Oyj                                                    | Marimekko Oyj                                                    | CUSIP: 000000000<br>LEI: 74370053IOY42B9YJ350 | Long             | EC               | CORP              | FI        |     30800 | NS      | $308793.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Accent Group Ltd                                                 | Accent Group Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    351699 | NS      | $546915.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Joyful Honda Co Ltd                                              | Joyful Honda Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53100 | NS      | $762867.41    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoei Steel Ltd                                                  | Kyoei Steel Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $195673.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GARO AB                                                          | GARO AB                                                          | CUSIP: 000000000<br>LEI: 549300RKWROUEEV6VP74 | Long             | EC               | CORP              | SE        |     26224 | NS      | $258455.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fugro NV                                                         | Fugro NV                                                         | CUSIP: 000000000<br>LEI: 7245000R8GNBSDTSZ396 | Long             | EC               | CORP              | NL        |    127424 | NS      | $1696755.79   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Canfor Corp                                                      | Canfor Corp                                                      | CUSIP: 137576104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     73449 | NS      | $1391642.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                                      | Galenica AG                                                      | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |     48576 | NS      | $3799010.75   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC Group PLC                                                    | NCC Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |    354992 | NS      | $821909.93    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arjo AB                                                          | Arjo AB                                                          | CUSIP: 000000000<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |    208560 | NS      | $809316.59    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Texhong Textile Group Ltd                                        | Texhong Textile Group Ltd                                        | CUSIP: 000000000<br>LEI: 213800M1HN85ACHDBK34 | Long             | EC               | CORP              | KY        |    268500 | NS      | $245272.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Labrador Iron Ore Royalty Corp                                   | Labrador Iron Ore Royalty Corp                                   | CUSIP: 505440107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     67408 | NS      | $1977328.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunka Shutter Co Ltd                                             | Bunka Shutter Co Ltd                                             | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |     52800 | NS      | $472963.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Forest Products Inc                                     | Resolute Forest Products Inc                                     | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54384 | NS      | $1177560.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Luk Fook Holdings International Ltd                              | Luk Fook Holdings International Ltd                              | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | BM        |    372000 | NS      | $1290085.98   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Martinrea International Inc                                      | Martinrea International Inc                                      | CUSIP: 573459104<br>LEI: 5493004U3PUN21MLJG41 | Long             | EC               | CORP              | CA        |     80608 | NS      | $779696.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| San-Ai Obbli Co Ltd                                              | San-Ai Obbli Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53100 | NS      | $552464.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KYORIN Holdings Inc                                              | KYORIN Holdings Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $466565.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Jushi Corp                                               | Sekisui Jushi Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $534257.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Clinuvel Pharmaceuticals Ltd                                     | Clinuvel Pharmaceuticals Ltd                                     | CUSIP: 000000000<br>LEI: 5299004VJH3VCYLK6519 | Long             | EC               | CORP              | AU        |     46288 | NS      | $829762.48    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Taihei Dengyo Kaisha Ltd                                         | Taihei Dengyo Kaisha Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $471566.34    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Biesse SpA                                                       | Biesse SpA                                                       | CUSIP: 000000000<br>LEI: 815600C41423BF4CC386 | Long             | EC               | CORP              | IT        |     17072 | NS      | $275207.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Miquel y Costas & Miquel SA                                      | Miquel y Costas & Miquel SA                                      | CUSIP: 000000000<br>LEI: 95980020140005204809 | Long             | EC               | CORP              | ES        |     17600 | NS      | $234198.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SThree PLC                                                       | SThree PLC                                                       | CUSIP: 000000000<br>LEI: 2138003NEBX5VRP3EX50 | Long             | EC               | CORP              | GB        |    145904 | NS      | $762681.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilia AB                                                         | Bilia AB                                                         | CUSIP: 000000000<br>LEI: 2138002GW5WN1UYZAO32 | Long             | EC               | CORP              | SE        |     77045 | NS      | $890207.71    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokushu Tokai Paper Co Ltd                                       | Tokushu Tokai Paper Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $194944.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toagosei Co Ltd                                                  | Toagosei Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    105600 | NS      | $958313.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaneka Corp                                                      | Kaneka Corp                                                      | CUSIP: 000000000<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |     52800 | NS      | $1386230.79   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohnan Shoji Co Ltd                                              | Kohnan Shoji Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20100 | NS      | $517844.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin Nippon Biomedical Laboratories Ltd                          | Shin Nippon Biomedical Laboratories Ltd                          | CUSIP: 000000000<br>LEI: 529900C10QR47J2U5R44 | Long             | EC               | CORP              | JP        |     17600 | NS      | $316842.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Resources Ltd                                          | Paramount Resources Ltd                                          | CUSIP: 699320206<br>LEI: 549300YKTB12F04EGT95 | Long             | EC               | CORP              | CA        |     72336 | NS      | $1672282.41   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai & Co Ltd                                            | Sun Hung Kai & Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    712000 | NS      | $304280.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Lifeline Co Ltd                                            | Japan Lifeline Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70400 | NS      | $517415.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                           | K+S AG                                                           | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |    224659 | NS      | $5377537.10   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Siix Corp                                                        | Siix Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $380416.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zuken Inc                                                        | Zuken Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $429510.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Group PLC                                                    | CVS Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800J41XDQ2NX48O05 | Long             | EC               | CORP              | GB        |     65648 | NS      | $1632418.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Austal Ltd                                                       | Austal Ltd                                                       | CUSIP: 000000000<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |    390667 | NS      | $458458.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Daihen Corp                                                      | Daihen Corp                                                      | CUSIP: 000000000<br>LEI: 353800VGTLA3QRNG5478 | Long             | EC               | CORP              | JP        |     17700 | NS      | $577562.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                                         | Ambea AB                                                         | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |     81840 | NS      | $307215.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyokuto Kaihatsu Kogyo Co Ltd                                    | Kyokuto Kaihatsu Kogyo Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $404351.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertrandt AG                                                     | Bertrandt AG                                                     | CUSIP: 000000000<br>LEI: 529900DRBK1K538NYX30 | Long             | EC               | CORP              | DE        |      6512 | NS      | $318412.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cascades Inc                                                     | Cascades Inc                                                     | CUSIP: 146900105<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | EC               | CORP              | CA        |     81840 | NS      | $566492.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DTS Corp                                                         | DTS Corp                                                         | CUSIP: 000000000<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |     40200 | NS      | $985948.38    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Torex Gold Resources Inc                                         | Torex Gold Resources Inc                                         | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |     99325 | NS      | $1365340.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                              | Danieli & C Officine Meccaniche SpA                              | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EP               | CORP              | IT        |     42618 | NS      | $794712.26    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nachi-Fujikoshi Corp                                             | Nachi-Fujikoshi Corp                                             | CUSIP: 000000000<br>LEI: 353800VMZ8DPGXDO5U37 | Long             | EC               | CORP              | JP        |     17600 | NS      | $532142.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Birchcliff Energy Ltd                                            | Birchcliff Energy Ltd                                            | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |    311344 | NS      | $1995989.87   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MPC Container Ships ASA                                          | MPC Container Ships ASA                                          | CUSIP: 000000000<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |    306944 | NS      | $488578.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunlight Real Estate Investment Trust                            | Sunlight Real Estate Investment Trust                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | HK        |   1246000 | NS      | $551732.58    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| nib holdings Ltd/Australia                                       | nib holdings Ltd/Australia                                       | CUSIP: 000000000<br>LEI: 529900SPKHL951XMJC07 | Long             | EC               | CORP              | AU        |    442579 | NS      | $2467223.95   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarkson PLC                                                     | Clarkson PLC                                                     | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |     32560 | NS      | $1234353.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA                                                | Indra Sistemas SA                                                | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     35024 | NS      | $427654.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MCJ Co Ltd                                                       | MCJ Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70400 | NS      | $547585.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tanso Co Ltd                                                | Toyo Tanso Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900YTFHZ3XYGL3R93 | Long             | EC               | CORP              | JP        |     17600 | NS      | $562108.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ECN Capital Corp                                                 | ECN Capital Corp                                                 | CUSIP: 26829L107<br>LEI: 549300E2G773NN59KY61 | Long             | EC               | CORP              | CA        |    270336 | NS      | $593274.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Social Housing PLC                                       | Civitas Social Housing PLC                                       | CUSIP: 000000000<br>LEI: 213800PGBG84J8GM6F95 | Long             | EC               |  | GB        |    701360 | NS      | $493863.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Frencken Group Ltd                                               | Frencken Group Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    369600 | NS      | $332348.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TomTom NV                                                        | TomTom NV                                                        | CUSIP: 000000000<br>LEI: 724500WAU923OTVC7M86 | Long             | EC               | CORP              | NL        |     87472 | NS      | $621680.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus Industria REIT                                             | Dexus Industria REIT                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    256256 | NS      | $560038.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Isracard Ltd                                                     | Isracard Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    239008 | NS      | $805700.46    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Coats Group PLC                                                  | Coats Group PLC                                                  | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |   1103520 | NS      | $992280.83    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                                  | Pro Medicus Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     45936 | NS      | $2193844.04   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Chemical Industries Ltd                                    | Sanyo Chemical Industries Ltd                                    | CUSIP: 000000000<br>LEI: 529900STCFY6RXOR2I79 | Long             | EC               | CORP              | JP        |     10600 | NS      | $345645.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PAX Global Technology Ltd                                        | PAX Global Technology Ltd                                        | CUSIP: 000000000<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | BM        |    888000 | NS      | $839294.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Argo Graphics Inc                                                | Argo Graphics Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $550377.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Topre Corp                                                       | Topre Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $515062.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Wickes Group PLC                                                 | Wickes Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |    313456 | NS      | $587781.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medacta Group SA                                                 | Medacta Group SA                                                 | CUSIP: 000000000<br>LEI: 506700P2PFU3A3DROC14 | Long             | EC               | CORP              | CH        |      7040 | NS      | $750232.71    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Eclipx Group Ltd                                                 | Eclipx Group Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    327712 | NS      | $473358.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiho Corp                                                       | Daiho Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $64941.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoei Co Ltd                                                     | Shoei Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19300 | NS      | $743158.04    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosiden Corp                                                     | Hosiden Corp                                                     | CUSIP: 000000000<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |     52800 | NS      | $640448.34    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Burckhardt Compression Holding AG                                | Burckhardt Compression Holding AG                                | CUSIP: 000000000<br>LEI: 5067004N56DLX7GY3E95 | Long             | EC               | CORP              | CH        |      3520 | NS      | $2179390.26   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Electric Glass Co Ltd                                     | Nippon Electric Glass Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |     88000 | NS      | $1634194.44   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Talenom Oyj                                                      | Talenom Oyj                                                      | CUSIP: 000000000<br>LEI: 7437008E4R0N45B8J675 | Long             | EC               | CORP              | FI        |     26928 | NS      | $266107.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TBC Bank Group PLC                                               | TBC Bank Group PLC                                               | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |     48576 | NS      | $1425308.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Real Estate Investment Trust                                 | H&R Real Estate Investment Trust                                 | CUSIP: 403925407<br>LEI: 549300TGNP6B6GUVGW10 | Long             | EC               |  | CA        |    153253 | NS      | $1498494.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bodycote PLC                                                     | Bodycote PLC                                                     | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |    190432 | NS      | $1528378.74   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CI Takiron Corp                                                  | CI Takiron Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35800 | NS      | $144269.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Monogatari Corp/The                                              | Monogatari Corp/The                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $531115.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group PLC                                                   | Drax Group PLC                                                   | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |    111243 | NS      | $888439.51    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Oiles Corp                                                       | Oiles Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $418955.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc                                             | Vermilion Energy Inc                                             | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |    191136 | NS      | $2930498.22   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior PLC                                                     | Indivior PLC                                                     | CUSIP: 000000000<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |    162384 | NS      | $3899065.60   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| VT Holdings Co Ltd                                               | VT Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88000 | NS      | $338787.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurocommercial Properties NV                                     | Eurocommercial Properties NV                                     | CUSIP: 000000000<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               |  | NL        |     51216 | NS      | $1282499.62   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Vastned Retail NV                                                | Vastned Retail NV                                                | CUSIP: 000000000<br>LEI: 724500GTYRJW5W85PN10 | Long             | EC               |  | NL        |     12496 | NS      | $288002.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropole Television SA                                          | Metropole Television SA                                          | CUSIP: 000000000<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |     30624 | NS      | $487747.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogeco Inc                                                       | Cogeco Inc                                                       | CUSIP: 19238T100<br>LEI: 5493000KSZQCX0QM2V25 | Long             | EC               | CORP              | CA        |      5104 | NS      | $227513.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Kogyo Corp                                                 | Nitto Kogyo Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $658928.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| K's Holdings Corp                                                | K's Holdings Corp                                                | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |    176000 | NS      | $1556001.74   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Tremor International Ltd                                         | Tremor International Ltd                                         | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |    100496 | NS      | $408036.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| TP ICAP Group PLC                                                | TP ICAP Group PLC                                                | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |    924880 | NS      | $2013660.07   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Redde Northgate PLC                                              | Redde Northgate PLC                                              | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |    261888 | NS      | $1401249.27   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nafco Co Ltd                                                     | Nafco Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800W3ZKFS2LI6AC19 | Long             | EC               | CORP              | JP        |     17600 | NS      | $220791.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Custodian Property Income Reit PLC                               | Custodian Property Income Reit PLC                               | CUSIP: 000000000<br>LEI: 2138001BOD1J5XK1CX76 | Long             | EC               |  | GB        |    481008 | NS      | $540825.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DCM Holdings Co Ltd                                              | DCM Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    123200 | NS      | $1121184.68   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Glass Co Ltd                                             | Central Glass Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24700 | NS      | $545470.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| G-Tekt Corp                                                      | G-Tekt Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $418420.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Takkt AG                                                         | Takkt AG                                                         | CUSIP: 000000000<br>LEI: 549300AZ0JTVTW3IZY37 | Long             | EC               | CORP              | DE        |     39424 | NS      | $609587.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Pencil Co Ltd                                         | Mitsubishi Pencil Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $394862.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Road Co Ltd/The                                           | Nippon Road Co Ltd/The                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $176618.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Westshore Terminals Investment Corp                              | Westshore Terminals Investment Corp                              | CUSIP: 96145A200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     47344 | NS      | $872121.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bonduelle SCA                                                    | Bonduelle SCA                                                    | CUSIP: 000000000<br>LEI: 969500QVHHN3NNVYRE94 | Long             | EC               | CORP              | FR        |     14256 | NS      | $191532.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirent Communications PLC                                       | Spirent Communications PLC                                       | CUSIP: 000000000<br>LEI: 213800HKCUNWP1916L38 | Long             | EC               | CORP              | GB        |    722656 | NS      | $1958464.05   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Ansell Ltd                                                       | Ansell Ltd                                                       | CUSIP: 000000000<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |    123376 | NS      | $2465737.72   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Nittetsu Mining Co Ltd                                           | Nittetsu Mining Co Ltd                                           | CUSIP: 000000000<br>LEI: 213800HBRWZK44PCU381 | Long             | EC               | CORP              | JP        |     13400 | NS      | $373153.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AcadeMedia AB                                                    | AcadeMedia AB                                                    | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |     99968 | NS      | $470860.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Clas Ohlson AB                                                   | Clas Ohlson AB                                                   | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |     45408 | NS      | $302775.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuno Corp                                                      | Mizuno Corp                                                      | CUSIP: 000000000<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |     17700 | NS      | $401604.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| North West Co Inc/The                                            | North West Co Inc/The                                            | CUSIP: 663278208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     56144 | NS      | $1529186.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Optex Group Co Ltd                                               | Optex Group Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $577085.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                                   | Scandinavian Tobacco Group A/S                                   | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |     65472 | NS      | $1137917.21   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Canaccord Genuity Group Inc                                      | Canaccord Genuity Group Inc                                      | CUSIP: 134801109<br>LEI: 5493002DR5KW4JP7YS87 | Long             | EC               | CORP              | CA        |    103136 | NS      | $892183.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hioki EE Corp                                                    | Hioki EE Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $571768.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Itoham Yonekyu Holdings Inc                                      | Itoham Yonekyu Holdings Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    158400 | NS      | $869684.33    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercialys SA                                                     | Mercialys SA                                                     | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | EC               |  | FR        |     89584 | NS      | $994902.99    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| VSTECS Holdings Ltd                                              | VSTECS Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    712000 | NS      | $445485.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Belluna Co Ltd                                                   | Belluna Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800Q8P5LM0569VS75 | Long             | EC               | CORP              | JP        |     52800 | NS      | $283848.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Euroapi SA                                                       | Euroapi SA                                                       | CUSIP: 000000000<br>LEI: 9695002FT7GGI3CKKJ14 | Long             | EC               | CORP              | FR        |     61072 | NS      | $980313.97    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Alliance Pharma PLC                                              | Alliance Pharma PLC                                              | CUSIP: 000000000<br>LEI: 213800RYIWZA4Q5WPZ13 | Long             | EC               | CORP              | GB        |    599104 | NS      | $465321.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tama Home Co Ltd                                                 | Tama Home Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $432025.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Seven West Media Ltd                                             | Seven West Media Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1119536 | NS      | $358124.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Obara Group Inc                                                  | Obara Group Inc                                                  | CUSIP: 000000000<br>LEI: 3538003M0UGWDBTV2318 | Long             | EC               | CORP              | JP        |     10700 | NS      | $309599.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SMCP SA                                                          | SMCP SA                                                          | CUSIP: 000000000<br>LEI: 96950034TTGHHKKEN547 | Long             | EC               | CORP              | FR        |     48400 | NS      | $384139.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinmaywa Industries Ltd                                         | Shinmaywa Industries Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70400 | NS      | $585535.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC arbitrage                                                    | ABC arbitrage                                                    | CUSIP: 000000000<br>LEI: 969500IZ7E6B3QVX2I11 | Long             | EC               | CORP              | FR        |     46640 | NS      | $328566.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec PLC                                                     | Investec PLC                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |    806025 | NS      | $5143430.21   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Biotage AB                                                       | Biotage AB                                                       | CUSIP: 000000000<br>LEI: 529900SR87NBUKX74L58 | Long             | EC               | CORP              | SE        |     63360 | NS      | $979225.24    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Glory Ltd                                                        | Glory Ltd                                                        | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |     52800 | NS      | $923477.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sligro Food Group NV                                             | Sligro Food Group NV                                             | CUSIP: 000000000<br>LEI: 724500YLB8OA6WK5CH48 | Long             | EC               | CORP              | NL        |     25168 | NS      | $483749.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cewe Stiftung & Co KGAA                                          | Cewe Stiftung & Co KGAA                                          | CUSIP: 000000000<br>LEI: 529900IDFHN9MQ3WUD64 | Long             | EC               | CORP              | DE        |      6512 | NS      | $645450.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Halows Co Ltd                                                    | Halows Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $117576.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Consortium International Ltd                            | Far East Consortium International Ltd                            | CUSIP: 000000000<br>LEI: 54930031259IQB0EH527 | Long             | EC               | CORP              | KY        |   1341900 | NS      | $351305.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group PLC                                                 | Keller Group PLC                                                 | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |     86592 | NS      | $863647.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aida Engineering Ltd                                             | Aida Engineering Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $331525.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Textiles Holdings Ltd                                    | Pacific Textiles Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 5299009IC8ZP94KPH034 | Long             | EC               | CORP              | KY        |   1068000 | NS      | $384482.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunel International NV                                          | Brunel International NV                                          | CUSIP: 000000000<br>LEI: 724500Y5L5UIEYCJCZ03 | Long             | EC               | CORP              | NL        |     23760 | NS      | $271222.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIS Group PLC                                                   | EMIS Group PLC                                                   | CUSIP: 000000000<br>LEI: 213800K474ZZK76NX913 | Long             | EC               | CORP              | GB        |     67760 | NS      | $1568841.45   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Riken Vitamin Co Ltd                                             | Riken Vitamin Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $260909.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cawachi Ltd                                                      | Cawachi Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17700 | NS      | $305777.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| K Wah International Holdings Ltd                                 | K Wah International Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 529900ZOP51K5LHLPK04 | Long             | EC               | CORP              | BM        |   1068000 | NS      | $397515.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Interfor Corp                                                    | Interfor Corp                                                    | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |     63888 | NS      | $1277711.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Yodogawa Steel Works Ltd                                         | Yodogawa Steel Works Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22300 | NS      | $475164.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagegroup PLC                                                    | Pagegroup PLC                                                    | CUSIP: 000000000<br>LEI: 213800JK5ZEQW4AB8G71 | Long             | EC               | CORP              | GB        |    385792 | NS      | $2171861.86   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMONY Holdings Inc                                              | TOMONY Holdings Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    176000 | NS      | $540568.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Raito Kogyo Co Ltd                                               | Raito Kogyo Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $783592.37    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMABIKO Corp                                                    | YAMABIKO Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $308191.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen Showa Unyu Co Ltd                                        | Maruzen Showa Unyu Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $426472.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Peyto Exploration & Development Corp                             | Peyto Exploration & Development Corp                             | CUSIP: 717046106<br>LEI: 549300WZKJ63UJDWP310 | Long             | EC               | CORP              | CA        |    200288 | NS      | $1825931.71   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Boardwalk Real Estate Investment Trust                           | Boardwalk Real Estate Investment Trust                           | CUSIP: 096631106<br>LEI: 549300RMNRTTJRCOYW23 | Long             | EC               |  | CA        |     26752 | NS      | $1130357.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ComfortDelGro Corp Ltd                                           | ComfortDelGro Corp Ltd                                           | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |   2094400 | NS      | $1918784.77   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprott Inc                                                       | Sprott Inc                                                       | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Long             | EC               | CORP              | CA        |     23241 | NS      | $919299.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Iino Kaiun Kaisha Ltd                                            | Iino Kaiun Kaisha Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88000 | NS      | $623049.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Magellan Financial Group Ltd                                     | Magellan Financial Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300X5WFW6USQQ9U26 | Long             | EC               | CORP              | AU        |    161040 | NS      | $1023717.26   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hour Glass Ltd/The                                               | Hour Glass Ltd/The                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    281600 | NS      | $446819.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryosan Co Ltd                                                    | Ryosan Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25900 | NS      | $586946.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe BIC SA                                                   | Societe BIC SA                                                   | CUSIP: 000000000<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |     28864 | NS      | $2095692.16   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Energy Ltd                                              | Cardinal Energy Ltd                                              | CUSIP: 14150G400<br>LEI: 54930032PTI7XWCLOD92 | Long             | EC               | CORP              | CA        |    159984 | NS      | $921030.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wakita & Co Ltd                                                  | Wakita & Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $492503.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiken Corp                                                      | Daiken Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $297379.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Terracom Ltd                                                     | Terracom Ltd                                                     | CUSIP: 000000000<br>LEI: 5299008CZ6QOXMYKVY20 | Long             | EC               | CORP              | AU        |    648736 | NS      | $397299.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| E-Commodities Holdings Ltd                                       | E-Commodities Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |   1424000 | NS      | $300354.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutz AG                                                         | Deutz AG                                                         | CUSIP: 000000000<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |    134816 | NS      | $736930.84    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES                   | BlackRock Cash Funds: Treasury, SL Agency Shares                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    200000 | NS      | $200000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Social Infrastructure REIT                          | Charter Hall Social Infrastructure REIT                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    389664 | NS      | $961540.42    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ShawCor Ltd                                                      | Shawcor Ltd                                                      | CUSIP: 820439107<br>LEI: 549300SNBBA896CV1T25 | Long             | EC               | CORP              | CA        |     81840 | NS      | $873419.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AG Barr PLC                                                      | AG Barr PLC                                                      | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |    112992 | NS      | $764189.63    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Baytex Energy Corp                                               | Baytex Energy Corp                                               | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |    547712 | NS      | $2535722.76   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Norske Skog ASA                                                  | Norske Skog ASA                                                  | CUSIP: 000000000<br>LEI: 529900MYY60WXHHY3039 | Long             | EC               | CORP              | NO        |     70576 | NS      | $486007.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Duskin Co Ltd                                                    | Duskin Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52800 | NS      | $1234014.86   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Comet Holding AG                                                 | Comet Holding AG                                                 | CUSIP: 000000000<br>LEI: 506700PGOL747J76WC96 | Long             | EC               | CORP              | CH        |      6688 | NS      | $1546001.88   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwado Co Ltd                                                   | Heiwado Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $588310.13    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Quadient SA                                                      | Quadient SA                                                      | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |     39776 | NS      | $701476.27    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Medical Solutions Group PLC                             | Advanced Medical Solutions Group PLC                             | CUSIP: 000000000<br>LEI: 213800HJP6OWOSZI1L74 | Long             | EC               | CORP              | GB        |    255904 | NS      | $801347.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaken Pharmaceutical Co Ltd                                      | Kaken Pharmaceutical Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28200 | NS      | $818530.08    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokowo Co Ltd                                                    | Yokowo Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $304408.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensirion Holding AG                                             | Sensirion Holding AG                                             | CUSIP: 000000000<br>LEI: 894500ANJ9YNE8YCTT04 | Long             | EC               | CORP              | CH        |      9032 | NS      | $1074803.51   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer