# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0000940400-26-012524
**Filing Date:** 2026-3
**Character Count:** 164054
**Document Hash:** ce1deb2547bc0f38ab528967a4f2f5b7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012524.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012524

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 26819933

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6594033771.27

**Total Liabilities:** $58243027.09

**Net Assets:** $6535790744.18

**Cash Not Reported:** $126286690.05

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050449 | 1.86%                | 3.03%                | 7.54%                |
| Class ID C000050450 | 1.73%                | 3.00%                | 7.56%                |
| Class ID C000050451 | 1.73%                | 2.91%                | 7.44%                |
| Class ID C000091961 | 1.81%                | 3.02%                | 7.51%                |
| Class ID C000161506 | 1.85%                | 3.03%                | 7.52%                |
| Class ID C000201747 | 1.79%                | 3.03%                | 7.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $67535007.86             | $33330705.08                               |
| Month 2  | $51777886.08             | $118071281.01                              |
| Month 3  | $133326833.88            | $319074041.09                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ICE FUTURES EUROPE                             | FTSE 100 IDX                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |       162 | NC      | $82227.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iino Kaiun Kaisha Ltd                          | Iino Kaiun Kaisha Ltd                                | CUSIP: 000000000<br>LEI: 353800VWL98SRNE0NX81 | Long             | EC               | CORP              | JP        |    363100 | NS      | $3684370.01   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RaySearch Laboratories AB                      | RaySearch Laboratories AB                            | CUSIP: 000000000<br>LEI: 549300TYFVYGS0JFWM28 | Long             | EC               | CORP              | SE        |     54386 | NS      | $1161728.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Huber + Suhner AG                              | Huber + Suhner AG                                    | CUSIP: 000000000<br>LEI: 5067007PRZ9OSX7A6787 | Long             | EC               | CORP              | CH        |     60130 | NS      | $12161571.62  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Elders Ltd                                     | Elders Ltd                                           | CUSIP: 000000000<br>LEI: 254900Y0SQG962QL6549 | Long             | EC               | CORP              | AU        |    108838 | NS      | $557548.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Yuasa Corp                                  | GS Yuasa Corp                                        | CUSIP: 000000000<br>LEI: 353800MW7O6PQQHLDR79 | Long             | EC               | CORP              | JP        |     47600 | NS      | $1108057.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PAX Global Technology Ltd                      | PAX Global Technology Ltd                            | CUSIP: 000000000<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | HK        |   3178000 | NS      | $2005547.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Temple & Webster Group Ltd                     | Temple & Webster Group Ltd                           | CUSIP: 000000000<br>LEI: 549300BZZ48T6HQ11E08 | Long             | EC               | CORP              | AU        |    519096 | NS      | $4317484.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                             | TBC Bank Group PLC                                   | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GE        |    117681 | NS      | $6842241.63   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Izumi Co Ltd                                   | Izumi Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24300 | NS      | $480711.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Electric Glass Co Ltd                   | Nippon Electric Glass Co Ltd                         | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |   1483000 | NS      | $64495663.65  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizen Watch Co Ltd                           | Citizen Watch Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |   1749400 | NS      | $15461562.18  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Wizel Ltd                                  | Fox Wizel Ltd                                        | CUSIP: 000000000<br>LEI: 984500CD14C1DFBH7712 | Long             | EC               | CORP              | IL        |     16593 | NS      | $1675212.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Clas Ohlson AB                                 | Clas Ohlson AB                                       | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |     94682 | NS      | $3241987.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NOK Corp                                       | NOK Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1115300 | NS      | $21721062.94  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Inficon Holding AG                             | Inficon Holding AG                                   | CUSIP: 000000000<br>LEI: 5067008UT6890I0YM937 | Long             | EC               | CORP              | CH        |     65303 | NS      | $10334234.42  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd                                      | Orica Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   3803321 | NS      | $67753178.60  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SACA                                     | Vicat SACA                                           | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |     14224 | NS      | $1318003.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deep Yellow Ltd                                | Deep Yellow Ltd                                      | CUSIP: 000000000<br>LEI: 529900FL7FGTGTVII319 | Long             | EC               | CORP              | AU        |    148071 | NS      | $289150.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                 | Isetan Mitsukoshi Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     44300 | NS      | $710951.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenkoku Hosho Co Ltd                           | Zenkoku Hosho Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |     29600 | NS      | $588495.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                         | Hamamatsu Photonics KK                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    559500 | NS      | $6251999.86   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Railway Co                              | Kyushu Railway Co                                    | CUSIP: 000000000<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |   1550000 | NS      | $39521194.11  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| voestalpine AG                                 | voestalpine AG                                       | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |    191316 | NS      | $9084747.86   | 0.14%             |  |  |  | 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        |      8200 | NS      | $136581.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BoneSupport Holding AB                         | BoneSupport Holding AB                               | CUSIP: 000000000<br>LEI: 549300COLY053IGTLD63 | Long             | EC               | CORP              | SE        |     88984 | NS      | $1847786.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Carbon Co Ltd                            | Tokai Carbon Co Ltd                                  | CUSIP: 000000000<br>LEI: 5299002HKWA5B57KLT43 | Long             | EC               | CORP              | JP        |   1661500 | NS      | $11496532.46  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co Ltd                           | Credit Saison Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |    892000 | NS      | $24082303.02  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Aviation Electronics Ind                 | Japan Aviation Electronics Industry Ltd              | CUSIP: 000000000<br>LEI: 353800OSHAMOO6TCTF61 | Long             | EC               | CORP              | JP        |    221300 | NS      | $3457433.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JET2 PLC                                       | JET2 PLC                                             | CUSIP: 000000000<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |    864495 | NS      | $14655280.28  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                         | MGM China Holdings Ltd                               | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | EC               | CORP              | MO        |    734000 | NS      | $1172099.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Austal Ltd                                     | Austal Ltd                                           | CUSIP: 000000000<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |   1644281 | NS      | $7929448.34   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| De' Longhi SpA                                 | De' Longhi SpA                                       | CUSIP: 000000000<br>LEI: 8156000E09A52C4F8A38 | Long             | EC               | CORP              | IT        |    626651 | NS      | $27702526.53  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Menora Mivtachim Holdings Ltd                  | Menora Mivtachim Holdings Ltd                        | CUSIP: 000000000<br>LEI: 2549009I6K3RDXFFY773 | Long             | EC               | CORP              | IL        |      7004 | NS      | $899980.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nipro Corp                                     | Nipro Corp                                           | CUSIP: 000000000<br>LEI: 353800AKDDNW0E810O26 | Long             | EC               | CORP              | JP        |    409500 | NS      | $3763168.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Stream Ltd                             | Service Stream Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   2781086 | NS      | $4407768.55   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EBOS Group Ltd                                 | EBOS Group Ltd                                       | CUSIP: 000000000<br>LEI: 254900KJ40C7HBYTWC21 | Long             | EC               | CORP              | AU        |     12476 | NS      | $193128.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sundrug Co Ltd                                 | Sundrug Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1062500 | NS      | $28285732.75  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kalmar Oyj                                     | Kalmar Oyj                                           | CUSIP: 000000000<br>LEI: 636700Z25ZQXLMZ3CY73 | Long             | EC               | CORP              | FI        |    262009 | NS      | $13395959.22  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Toda Corp                                      | Toda Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    847000 | NS      | $7393230.71   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Takasago Thermal                               | Takasago Thermal Engineering Co Ltd                  | CUSIP: 000000000<br>LEI: 353800VL9UEB0RUJLC67 | Long             | EC               | CORP              | JP        |    210500 | NS      | $6085709.30   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG PLC                                        | ICG PLC                                              | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |    135849 | NS      | $3380384.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Melisron Ltd                                   | Melisron Ltd                                         | CUSIP: 000000000<br>LEI: 213800B9SL62L9VLO604 | Long             | EC               | CORP              | IL        |     50053 | NS      | $6557835.34   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Corp                                    | Orient Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    329600 | NS      | $2343176.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mabuchi Motor Co Ltd                           | Mabuchi Motor Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   2802900 | NS      | $26330164.81  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO internet group Inc                         | GMO internet group Inc                               | CUSIP: 000000000<br>LEI: 529900BFZEY3BESHBW90 | Long             | EC               | CORP              | JP        |     42800 | NS      | $1066627.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraftia Corp                                   | Kraftia Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16200 | NS      | $844857.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                | SBM Offshore NV                                      | CUSIP: 000000000<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |   1103053 | NS      | $39621973.06  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| UACJ Corp                                      | UACJ Corp                                            | CUSIP: 000000000<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |     74300 | NS      | $1175984.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DTS Corp                                       | DTS Corp                                             | CUSIP: 000000000<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |    171800 | NS      | $1399567.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunic                 | Bezeq The Israeli Telecommunication Corp Ltd         | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |  12414532 | NS      | $31882816.32  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Master Fund                 | Nomura Real Estate Master Fund Inc                   | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               | CORP              | JP        |     31387 | NS      | $33914462.07  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Migdal Insurance & Financial H                 | Migdal Insurance & Financial Holdings Ltd            | CUSIP: 000000000<br>LEI: 549300W4Y1WPXVCYYE42 | Long             | EC               | CORP              | IL        |    370776 | NS      | $1989443.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagers Automotive Ltd                          | Eagers Automotive Ltd                                | CUSIP: 000000000<br>LEI: 2549009FI5JQMNR9RJ37 | Long             | EC               | CORP              | AU        |    356122 | NS      | $6610923.76   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Waypoint REIT Ltd                              | Waypoint REIT Ltd                                    | CUSIP: 000000000<br>LEI: 5493003CS5K82RREKA54 | Long             | EC               | CORP              | AU        |    669255 | NS      | $1140780.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                             | Azimut Holding SpA                                   | CUSIP: 000000000<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |    801188 | NS      | $33845374.27  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuso Chemical Co Ltd                           | Fuso Chemical Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10700 | NS      | $515716.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Ltd                             | Technology One Ltd                                   | CUSIP: 000000000<br>LEI: 875500YEWBJIM91P9N12 | Long             | EC               | CORP              | AU        |   1303139 | NS      | $22751242.39  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Quilter PLC                                    | Quilter PLC                                          | CUSIP: 000000000<br>LEI: 54930092XIVK28RZGM95 | Long             | EC               | CORP              | GB        |    162301 | NS      | $431510.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shikoku Electric Power Co Inc                  | Shikoku Electric Power Co Inc                        | CUSIP: 000000000<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |    798900 | NS      | $8086888.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Vault Minerals Ltd                             | Vault Minerals Ltd                                   | CUSIP: 000000000<br>LEI: 5299008TF8KHQ8CIQG34 | Long             | EC               | CORP              | AU        |   4015725 | NS      | $15367271.34  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Material Co Ltd                          | Japan Material Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    699900 | NS      | $8116485.76   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                        | SSAB AB                                              | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |   3196242 | NS      | $26425750.92  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| G City Ltd                                     | G City Ltd                                           | CUSIP: 000000000<br>LEI: 213800EO12XXGZSQ2A73 | Long             | EC               | CORP              | IL        |    209250 | NS      | $644413.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aumovio SE                                     | Aumovio SE                                           | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |    262555 | NS      | $12598515.72  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Avanza Bank Holding AB                         | Avanza Bank Holding AB                               | CUSIP: 000000000<br>LEI: 549300MBWR5H8SIJLE03 | Long             | EC               | CORP              | SE        |    342169 | NS      | $13331735.55  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group AG                                 | Tecan Group AG                                       | CUSIP: 000000000<br>LEI: 529900CSN9R3BLETSL26 | Long             | EC               | CORP              | CH        |    243221 | NS      | $42851963.55  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| USS Co Ltd                                     | USS Co Ltd                                           | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |   1600100 | NS      | $17680044.65  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                             | Burberry Group PLC                                   | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |   1610274 | NS      | $24329545.24  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Tel Aviv Stock Exchange Ltd                    | Tel Aviv Stock Exchange Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     75205 | NS      | $2889405.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd                        | Lancashire Holdings Ltd                              | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | GB        |    824465 | NS      | $6962895.86   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Osaka Cement Co Ltd                   | Sumitomo Osaka Cement Co Ltd                         | CUSIP: 000000000<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |    650200 | NS      | $17524716.14  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumagai Gumi Co Ltd                            | Kumagai Gumi Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900M993KYZI2Q1Q47 | Long             | EC               | CORP              | JP        |    655400 | NS      | $7355638.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Burckhardt Compression Holding                 | Burckhardt Compression Holding AG                    | CUSIP: 000000000<br>LEI: 5067004N56DLX7GY3E95 | Long             | EC               | CORP              | CH        |     30634 | NS      | $21178721.29  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Hino Motors Ltd                                | Hino Motors Ltd                                      | CUSIP: 433406105<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |     99200 | NS      | $267017.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Financial Holding                  | Yangzijiang Financial Holding Ltd                    | CUSIP: 000000000<br>LEI: 984500E58A4F80AFB647 | Long             | EC               | CORP              | SG        |  11084200 | NS      | $3086968.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                   | Mirvac Group                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |  37040526 | NS      | $51440625.37  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Logistics RE                 | Mitsubishi Estate Logistics REIT Investment Corp     | CUSIP: 000000000<br>LEI: 353800YYSGZU31ICQK38 | Long             | EC               | CORP              | JP        |      2529 | NS      | $2150261.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishi-Nippon Financial Holding                 | Nishi-Nippon Financial Holdings Inc                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    149000 | NS      | $3608936.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings In                 | Nomura Real Estate Holdings Inc                      | CUSIP: 000000000<br>LEI: 353800UZ91CT24OL9P59 | Long             | EC               | CORP              | JP        |    309600 | NS      | $2057367.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shinyaku Co Ltd                         | Nippon Shinyaku Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    307600 | NS      | $10267657.96  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Corp                                 | Kanematsu Corp                                       | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |   1047700 | NS      | $13761205.17  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                           | Aurizon Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |    291398 | NS      | $745389.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntec REIT                                    | Suntec Real Estate Investment Trust                  | CUSIP: 000000000<br>LEI: 549300C46QFXSI2F4K13 | Long             | EC               | CORP              | SG        |   4183000 | NS      | $4725188.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lintec Corp                                    | Lintec Corp                                          | CUSIP: 000000000<br>LEI: 3538002YOJO0IAM1PD28 | Long             | EC               | CORP              | JP        |     83700 | NS      | $2582370.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan African Resources PLC                      | Pan African Resources PLC                            | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | ZA        |   6056981 | NS      | $10720039.96  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexans SA                                      | Nexans SA                                            | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |    403640 | NS      | $63578398.41  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| H2O Retailing Corp                             | H2O Retailing Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    197400 | NS      | $2703172.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sectra AB                                      | Sectra AB                                            | CUSIP: 000000000<br>LEI: 549300R9ZBT8YSFFK266 | Long             | EC               | CORP              | SE        |     23329 | NS      | $576795.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perenti Ltd                                    | Perenti Ltd                                          | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |   9908691 | NS      | $19075330.19  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiyo Yuden Co Ltd                             | Taiyo Yuden Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800V9G3X5PLB9AD43 | Long             | EC               | CORP              | JP        |     53300 | NS      | $1127055.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Loomis AB                                      | Loomis AB                                            | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |    188011 | NS      | $7801752.69   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBE Corp                                       | UBE Corp                                             | CUSIP: 000000000<br>LEI: 529900XMRZ2VNF3ZPS69 | Long             | EC               | CORP              | JP        |   2372000 | NS      | $41019689.82  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Heijmans N.V                       | Koninklijke Heijmans N.V                             | CUSIP: 000000000<br>LEI: 724500OUE3PCA809DZ79 | Long             | EC               | CORP              | NL        |    419162 | NS      | $34153519.32  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd                     | Harvey Norman Holdings Ltd                           | CUSIP: 000000000<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |   1415157 | NS      | $6359315.32   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co Ltd                       | Sumitomo Chemical Co Ltd                             | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |    653700 | NS      | $1988637.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulvac Inc                                      | Ulvac Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    556600 | NS      | $29885054.13  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Nojima Corp                                    | Nojima Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    965100 | NS      | $6734145.04   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishimatsu Construction Co Ltd                 | Nishimatsu Construction Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    399000 | NS      | $14847919.51  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippn Corp                                     | Nippn Corp                                           | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |     59700 | NS      | $1019107.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Develop Global Ltd                             | Develop Global Ltd                                   | CUSIP: 000000000<br>LEI: 5299008N5CYXCI98G291 | Long             | EC               | CORP              | AU        |    133368 | NS      | $479152.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fattal Holdings 1998 Ltd                       | Fattal Holdings 1998 Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     17665 | NS      | $3633988.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                           | Kerry Properties Ltd                                 | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | HK        |   7054500 | NS      | $21415790.87  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Seimitsu Co Ltd                          | Tokyo Seimitsu Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    624400 | NS      | $56571025.15  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Ringkjoebing Landbobank A/S                    | Ringkjoebing Landbobank A/S                          | CUSIP: 000000000<br>LEI: 2138002M5U5K4OUMVV62 | Long             | EC               | CORP              | DK        |     61458 | NS      | $15492814.43  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape PLC                                   | Inchcape PLC                                         | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |   2022319 | NS      | $22594537.19  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp Ltd                               | Venture Corp Ltd                                     | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |   2181800 | NS      | $28016762.90  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| TV Asahi Holdings Corp                         | TV Asahi Holdings Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    920100 | NS      | $21279222.97  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                   | Kyushu Electric Power Co Inc                         | CUSIP: 000000000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |   2300200 | NS      | $25605624.55  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| R&S Group Holding AG                           | R&S Group Holding AG                                 | CUSIP: 000000000<br>LEI: 549300BKHOM0Y2GJZJ41 | Long             | EC               | CORP              | CH        |    655498 | NS      | $13676335.54  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corp/Aichi                                | Fuji Corp/Aichi                                      | CUSIP: 000000000<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |    409900 | NS      | $10098649.69  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24         | SPI 200                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |        77 | NC      | $77222.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordex SE                                      | Nordex SE                                            | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |   1845617 | NS      | $73891993.46  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                     | Hiscox Ltd                                           | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     81885 | NS      | $1665489.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoto Financial Group Inc                      | Kyoto Financial Group Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     76500 | NS      | $1848111.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery                 | Hitachi Construction Machinery Co Ltd                | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |   1364500 | NS      | $44617786.86  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                               | Unicaja Banco SA                                     | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |  10164197 | NS      | $34831572.24  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co Ltd                         | Yamato Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    354600 | NS      | $4636300.34   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitehaven Coal Ltd                            | Whitehaven Coal Ltd                                  | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |    985427 | NS      | $6020613.47   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Tokyo Financial Holdings                 | Tokai Tokyo Financial Holdings Inc                   | CUSIP: 000000000<br>LEI: 3538009U6UOURH99YH12 | Long             | EC               | CORP              | JP        |   2633500 | NS      | $12617251.72  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Codan Ltd                                      | Codan Ltd                                            | CUSIP: 000000000<br>LEI: 9845005866EB809B5694 | Long             | EC               | CORP              | AU        |   1222710 | NS      | $32196191.47  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Gunma Bank Ltd/The                             | Gunma Bank Ltd/The                                   | CUSIP: 000000000<br>LEI: 54930054A69VC4I5BP89 | Long             | EC               | CORP              | JP        |    519000 | NS      | $6534059.40   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vidrala SA                                     | Vidrala SA                                           | CUSIP: 000000000<br>LEI: 95980020140005399488 | Long             | EC               | CORP              | ES        |     19765 | NS      | $2064916.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LUK FOOK HOLD                                  | Luk Fook Holdings International Ltd                  | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | HK        |   6413000 | NS      | $26345475.97  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group PLC/Jersey                           | Man Group PLC/Jersey                                 | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | GB        |   9339364 | NS      | $33709539.00  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Fugro NV                                       | Fugro NV                                             | CUSIP: 000000000<br>LEI: 7245000R8GNBSDTSZ396 | Long             | EC               | CORP              | NL        |   2004454 | NS      | $27698837.96  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Materials Corp                      | Mitsubishi Materials Corp                            | CUSIP: 000000000<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |   1134200 | NS      | $32624255.56  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Soda Co Ltd                              | Osaka Soda Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26200 | NS      | $380778.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd                                   | NH Foods Ltd                                         | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |    263700 | NS      | $11972387.35  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Shufersal Ltd                                  | Shufersal Ltd                                        | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |   1721900 | NS      | $22238431.96  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus                                          | Dexus                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1025204 | NS      | $4782854.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Toa Corp/Tokyo                                 | Toa Corp/Tokyo                                       | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |    668200 | NS      | $13588644.13  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Jungheinrich AG                                | Jungheinrich AG                                      | CUSIP: 000000000<br>LEI: 529900PHZORTU6FSXE73 | Long             | EP               | CORP              | DE        |     60863 | NS      | $2619227.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DFI Retail Group Holdings Ltd                  | DFI Retail Group Holdings Ltd                        | CUSIP: 000000000<br>LEI: 213800NOTG41PZVNNX48 | Long             | EC               | CORP              | HK        |    391700 | NS      | $1612873.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsugami Corp                                   | Tsugami Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    347800 | NS      | $7233991.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Technip Energies NV                            | Technip Energies NV                                  | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | FR        |    785359 | NS      | $30777816.97  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Clal Insurance Enterprises Hol                 | Clal Insurance Enterprises Holdings Ltd              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     46231 | NS      | $3362244.84   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Burkhalter Holding AG                          | Burkhalter Holding AG                                | CUSIP: 000000000<br>LEI: 3912002Q7RGEIHPQ0J90 | Long             | EC               | CORP              | CH        |      7209 | NS      | $1310141.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakata Seed Corp                               | Sakata Seed Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     67300 | NS      | $1770201.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd                             | Perseus Mining Ltd                                   | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |  17816386 | NS      | $68619733.28  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli & C Officine Meccanich                 | Danieli & C Officine Meccaniche SpA                  | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EC               | CORP              | IT        |     17767 | NS      | $1311706.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruichi Steel Tube Ltd                        | Maruichi Steel Tube Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    653900 | NS      | $6479414.51   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Ltd                          | City Developments Ltd                                | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |    458400 | NS      | $3340168.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group PL                 | Babcock International Group PLC                      | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |   3581724 | NS      | $70618902.66  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Harel Insurance Investments &                  | Harel Insurance Investments & Financial Services Ltd | CUSIP: 000000000<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |    876599 | NS      | $40208211.09  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Emmi AG                                        | Emmi AG                                              | CUSIP: 000000000<br>LEI: 529900Q53RBYJIVCMA08 | Long             | EC               | CORP              | CH        |      2719 | NS      | $2754617.92   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group Inc                    | Fukuoka Financial Group Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    216600 | NS      | $7876409.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp                                   | Shimizu Corp                                         | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |    115900 | NS      | $2058258.77   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Airport City Ltd                               | Airport City Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    183808 | NS      | $3419342.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                      | Ono Pharmaceutical Co Ltd                            | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |   2061300 | NS      | $30709978.78  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecnicas Reunidas SA                           | Tecnicas Reunidas SA                                 | CUSIP: 000000000<br>LEI: 213800JEZBUPZKWJGF49 | Long             | EC               | CORP              | ES        |      4483 | NS      | $169747.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec SACA                                 | Vallourec SACA                                       | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | EC               | CORP              | FR        |   1830992 | NS      | $38858932.83  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley PLC                                    | Beazley PLC                                          | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |   3712014 | NS      | $57668204.89  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Television Holdings Inc                 | Nippon Television Holdings Inc                       | CUSIP: 000000000<br>LEI: 353800QI43C3H97E4W63 | Long             | EC               | CORP              | JP        |    780600 | NS      | $18760802.18  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nagoya Ltd/The                         | Bank of Nagoya Ltd/The                               | CUSIP: 000000000<br>LEI: 353800P9H4582TP8FA91 | Long             | EC               | CORP              | JP        |     18000 | NS      | $570356.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritsu Koki Co Ltd                            | Noritsu Koki Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34800 | NS      | $496030.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hysan Development Co Ltd                       | Hysan Development Co Ltd                             | CUSIP: 000000000<br>LEI: 5299007BABFLKIH9HL03 | Long             | EC               | CORP              | HK        |   2753000 | NS      | $7560776.67   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinden Corp                                    | Kinden Corp                                          | CUSIP: 000000000<br>LEI: 35380008T6JUN5TU9T34 | Long             | EC               | CORP              | JP        |   1078900 | NS      | $47741276.03  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Aozora Bank Ltd                                | Aozora Bank Ltd                                      | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |    175500 | NS      | $2843289.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowlais Group PLC                              | Dowlais Group PLC                                    | CUSIP: 000000000<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |   1390227 | NS      | $1771846.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                      | Coface SA                                            | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |    314432 | NS      | $5750705.50   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Towa Pharmaceutical Co Ltd                     | Towa Pharmaceutical Co Ltd                           | CUSIP: 000000000<br>LEI: 35380036BH1C3PNO2426 | Long             | EC               | CORP              | JP        |    163300 | NS      | $3803351.35   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                                     | Betsson AB                                           | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |   1401369 | NS      | $16454295.06  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                   | Ricoh Co Ltd                                         | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |   4472100 | NS      | $39572058.59  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Siegfried Holding AG                           | Siegfried Holding AG                                 | CUSIP: 000000000<br>LEI: 506700J9QD6IF3937W06 | Long             | EC               | CORP              | CH        |    129985 | NS      | $15983190.84  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellula                 | Millicom International Cellular SA                   | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |    109833 | NS      | $6703107.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Elekta AB                                      | Elekta AB                                            | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |   3461877 | NS      | $22253646.09  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Balfour Beatty PLC                             | Balfour Beatty PLC                                   | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |   2080696 | NS      | $20374846.45  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissui Corp                                    | Nissui Corp                                          | CUSIP: 000000000<br>LEI: 529900MPH5BMANQ3EC50 | Long             | EC               | CORP              | JP        |   2244300 | NS      | $18919565.02  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                       | Accelleron Industries AG                             | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |    678836 | NS      | $65023700.51  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Games Workshop Group PLC                       | Games Workshop Group PLC                             | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |      4432 | NS      | $1033934.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec PLC                                   | Investec PLC                                         | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | ZA        |    937322 | NS      | $7798121.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Towa Corp                                      | Towa Corp                                            | CUSIP: 000000000<br>LEI: 353800HAMO7IT6KBJX75 | Long             | EC               | CORP              | JP        |    413100 | NS      | $7972998.95   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Residence Investment C                 | Advance Residence Investment Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3057 | NS      | $3317737.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiheiyo Cement Corp                           | Taiheiyo Cement Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    941000 | NS      | $25858076.43  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyoda Gosei Co Ltd                            | Toyoda Gosei Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |    546300 | NS      | $14841823.90  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Corp Ltd                                | Israel Corp Ltd                                      | CUSIP: 000000000<br>LEI: 213800VASRTF37M7LO42 | Long             | EC               | CORP              | IL        |      7282 | NS      | $2176515.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| H&H INTL HLDG                                  | Health & Happiness H&H International Holdings Ltd    | CUSIP: 000000000<br>LEI: 2138007WU5DJFZFDDV59 | Long             | EC               | CORP              | HK        |    351000 | NS      | $687153.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haseko Corp                                    | Haseko Corp                                          | CUSIP: 000000000<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |   1996500 | NS      | $40921000.77  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuren Pharmaceuticals Ltd                     | Neuren Pharmaceuticals Ltd                           | CUSIP: 000000000<br>LEI: 984500E48D0FDEE7CE63 | Long             | EC               | CORP              | AU        |     22960 | NS      | $265854.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LaSalle Logiport REIT                          | LaSalle Logiport REIT                                | CUSIP: 000000000<br>LEI: 353800II3DI1RPKBB314 | Long             | EC               | CORP              | JP        |     10770 | NS      | $10931080.50  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group PLC                                 | Drax Group PLC                                       | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |   1842103 | NS      | $22711002.20  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| thyssenkrupp AG                                | thyssenkrupp AG                                      | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |   1547287 | NS      | $20626499.33  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB24 Ltd                                      | HUB24 Ltd                                            | CUSIP: 000000000<br>LEI: 529900O2RAS904TFIR32 | Long             | EC               | CORP              | AU        |    203161 | NS      | $14234693.21  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga Milk Industry Co Ltd                  | Morinaga Milk Industry Co Ltd                        | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |    448000 | NS      | $11569114.94  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                     | Aurubis AG                                           | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |    150854 | NS      | $28486393.55  | 0.44%             |  |  |  | No            |                  2 | On Loan: —       |
| Taikisha Ltd                                   | Taikisha Ltd                                         | CUSIP: 000000000<br>LEI: 3538005OOQOUE7DBWV52 | Long             | EC               | CORP              | JP        |    153900 | NS      | $3437982.68   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fincantieri SpA                                | Fincantieri SpA                                      | CUSIP: 000000000<br>LEI: 8156005BDF49128B6239 | Long             | EC               | CORP              | IT        |     88837 | NS      | $1686270.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                       | Valeo SE                                             | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |   3352490 | NS      | $46822256.21  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Mebuki Financial Group Inc                     | Mebuki Financial Group Inc                           | CUSIP: 000000000<br>LEI: 353800K1RXV3E3JAE812 | Long             | EC               | CORP              | JP        |    524900 | NS      | $3959948.14   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshin Seifun Group Inc                       | Nisshin Seifun Group Inc                             | CUSIP: 000000000<br>LEI: 529900N4QFZS1P6PYX29 | Long             | EC               | CORP              | JP        |    241200 | NS      | $3060977.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NS United Kaiun Kaisha Ltd                     | NS United Kaiun Kaisha Ltd                           | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |    651900 | NS      | $29082834.05  | 0.44%             |  |  |  | No            |                  2 | On Loan: —       |
| Pantoro Gold Ltd                               | Pantoro Gold Ltd                                     | CUSIP: 000000000<br>LEI: 254900ZMQXTNJJIP4K51 | Long             | EC               | CORP              | AU        |    372262 | NS      | $1234990.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shochiku Co Ltd                                | Shochiku Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $558937.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enav SpA                                       | Enav SpA                                             | CUSIP: 000000000<br>LEI: 81560048ECF8D2059980 | Long             | EC               | CORP              | IT        |    406779 | NS      | $2347746.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Banking Group PLC                      | Paragon Banking Group PLC                            | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |   1398548 | NS      | $16993699.75  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP J-Reit                                     | GLP J-Reit                                           | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |     15516 | NS      | $14256753.68  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Resources Ltd                            | Regis Resources Ltd                                  | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |  10632671 | NS      | $55420187.38  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| SWCC Corp                                      | SWCC Corp                                            | CUSIP: 000000000<br>LEI: 353800A7RNYOC4KL4T49 | Long             | EC               | CORP              | JP        |    186700 | NS      | $13914971.76  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaftesbury Capital PLC                        | Shaftesbury Capital PLC                              | CUSIP: 000000000<br>LEI: 549300TTXXZ1SHUI0D54 | Long             | EC               | CORP              | GB        |   3462255 | NS      | $6811206.02   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Okumura Corp                                   | Okumura Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     83300 | NS      | $3469141.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                 | Keppel DC REIT                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   2779000 | NS      | $4979701.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Metals Ltd                           | Capricorn Metals Ltd                                 | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |   3063556 | NS      | $28694557.01  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| K's Holdings Corp                              | K's Holdings Corp                                    | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |   2475300 | NS      | $25742865.72  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| KYB Corp                                       | KYB Corp                                             | CUSIP: 000000000<br>LEI: 353800TNYJJSI69KPE33 | Long             | EC               | CORP              | JP        |     15300 | NS      | $434683.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoritsu Maintenance Co Ltd                    | Kyoritsu Maintenance Co Ltd                          | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | EC               | CORP              | JP        |   1531500 | NS      | $27848619.46  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group PLC                         | Lion Finance Group PLC                               | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |    228006 | NS      | $31501186.96  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Partner Communications Co Ltd                  | Partner Communications Co Ltd                        | CUSIP: 000000000<br>LEI: 529900P1P6RZ1NC37U33 | Long             | EC               | CORP              | IL        |     59750 | NS      | $726034.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wereldhave NV                                  | Wereldhave NV                                        | CUSIP: 000000000<br>LEI: 724500YRQCY3BD9RJZ92 | Long             | EC               | CORP              | NL        |     22034 | NS      | $545905.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Senior PLC                                     | Senior PLC                                           | CUSIP: 000000000<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |    340062 | NS      | $1137932.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sawai Group Holdings Co Ltd                    | Sawai Group Holdings Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   2784500 | NS      | $42710757.78  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Ushio Inc                                      | Ushio Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    191800 | NS      | $3447918.78   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp                          | Medipal Holdings Corp                                | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |    340500 | NS      | $6171343.54   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                         | Brother Industries Ltd                               | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |   1611400 | NS      | $32852573.27  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemometec A/S                                 | Chemometec A/S                                       | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |     34600 | NS      | $3344018.09   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexpol AB                                      | Hexpol AB                                            | CUSIP: 000000000<br>LEI: 549300MN30TBRLYN3465 | Long             | EC               | CORP              | SE        |   1600129 | NS      | $13096560.51  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                   | Gaztransport Et Technigaz SA                         | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |    206277 | NS      | $44442107.16  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Mining Ltd                            | Resolute Mining Ltd                                  | CUSIP: 000000000<br>LEI: 254900MP8JONT590XY28 | Long             | EC               | CORP              | AU        |   7283337 | NS      | $6524577.35   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rinnai Corp                                    | Rinnai Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64100 | NS      | $1683612.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alps Alpine Co Ltd                             | Alps Alpine Co Ltd                                   | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |   2606200 | NS      | $34135733.27  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcat PLC                                    | Softcat PLC                                          | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |    406013 | NS      | $7951405.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pigeon Corp                                    | Pigeon Corp                                          | CUSIP: 000000000<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |   1211300 | NS      | $12623728.08  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO STOXX 50                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |       706 | NC      | $-16436.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Monex Group Inc                                | Monex Group Inc                                      | CUSIP: 000000000<br>LEI: 353800SGXKLYGPUJ4648 | Long             | EC               | CORP              | JP        |    438500 | NS      | $2014515.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP PLC                                   | RS GROUP PLC                                         | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |    647305 | NS      | $5943921.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Viscofan SA                                    | Viscofan SA                                          | CUSIP: 000000000<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |    148831 | NS      | $9988155.58   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Light Metal Holdings Co                 | Nippon Light Metal Holdings Co Ltd                   | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |    623400 | NS      | $10998103.90  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugin Financial Group Inc                     | Chugin Financial Group Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    933600 | NS      | $16898403.22  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Strauss Group Ltd                              | Strauss Group Ltd                                    | CUSIP: 000000000<br>LEI: 254900GBA9EK5FGVQA80 | Long             | EC               | CORP              | IL        |    270710 | NS      | $10217244.91  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group PLC                               | Keller Group PLC                                     | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |    307859 | NS      | $7464713.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Ancora                                     | KBC Ancora                                           | CUSIP: 000000000<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |     57211 | NS      | $5257549.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Kogyo Corp                               | Nitto Kogyo Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12500 | NS      | $334407.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                          | IG Group Holdings PLC                                | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |   1824238 | NS      | $33843392.70  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| EDION Corp                                     | EDION Corp                                           | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |    524300 | NS      | $7176835.71   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirogin Holdings Inc                           | Hirogin Holdings Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56300 | NS      | $637648.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Camtek Ltd/Israel                              | Camtek Ltd/Israel                                    | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |      7489 | NS      | $1119320.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstgroup PLC                                 | Firstgroup PLC                                       | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |   1585147 | NS      | $4043086.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seatrium Ltd                                   | Seatrium Ltd                                         | CUSIP: 000000000<br>LEI: 254900MQNHWMN6X1NV39 | Long             | EC               | CORP              | SG        |  10702700 | NS      | $17749293.40  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Oki Electric Industry Co Ltd                   | Oki Electric Industry Co Ltd                         | CUSIP: 000000000<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |   1485900 | NS      | $19606490.58  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Europris ASA                                   | Europris ASA                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |    139816 | NS      | $1284475.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saipem SpA                                     | Saipem SpA                                           | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |   5938199 | NS      | $21931324.67  | 0.34%             |  |  |  | No            |                  2 | On Loan: —       |
| Kobe Steel Ltd                                 | Kobe Steel Ltd                                       | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |    704900 | NS      | $10146907.80  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweco AB                                       | Sweco AB                                             | CUSIP: 000000000<br>LEI: 549300Q4Y55VICYV6U90 | Long             | EC               | CORP              | SE        |    236602 | NS      | $3919811.51   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                    | easyJet PLC                                          | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |   8198938 | NS      | $53645472.63  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| TRE Holdings Corp                              | TRE Holdings Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    624600 | NS      | $6931391.21   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp                           | Nissan Chemical Corp                                 | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |    147900 | NS      | $5098040.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                    | Clariant AG                                          | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |     71117 | NS      | $658017.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co Ltd                       | Sumitomo Forestry Co Ltd                             | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |    230500 | NS      | $2499154.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund       | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  52312355 | NS      | $52312354.63  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sopra Steria Group                             | Sopra Steria Group                                   | CUSIP: 000000000<br>LEI: 96950020QIOHAAK9V551 | Long             | EC               | CORP              | FR        |      3724 | NS      | $680245.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group PLC                              | QinetiQ Group PLC                                    | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |   7769766 | NS      | $53529171.52  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Bakelite Co Ltd                       | Sumitomo Bakelite Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30900 | NS      | $1088296.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Corp                                     | Heiwa Corp                                           | CUSIP: 000000000<br>LEI: 529900N1BTC5X6TU7W19 | Long             | EC               | CORP              | JP        |    317500 | NS      | $4158988.03   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First Pacific Co Ltd                           | First Pacific Co Ltd                                 | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | HK        |   8756000 | NS      | $6851086.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc                  | SKY Perfect JSAT Holdings Inc                        | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |   2964000 | NS      | $42844257.31  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                   | Santen Pharmaceutical Co Ltd                         | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |   1204500 | NS      | $13550182.80  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Subsea 7 SA                                    | Subsea 7 SA                                          | CUSIP: 000000000<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | GB        |    865206 | NS      | $22116476.18  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Exosens SAS                                    | Exosens SAS                                          | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |     12394 | NS      | $793967.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allreal Holding AG                             | Allreal Holding AG                                   | CUSIP: 000000000<br>LEI: 5067006XH174LA44H658 | Long             | EC               | CORP              | CH        |    129324 | NS      | $37828950.43  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheng Siong Group Ltd                          | Sheng Siong Group Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   1330600 | NS      | $2845994.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                        | SSAB AB                                              | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |   1195271 | NS      | $9832730.93   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AMG Critical Materials NV                      | AMG Critical Materials NV                            | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |    664347 | NS      | $28420664.69  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Avio SpA                                       | Avio SpA                                             | CUSIP: 000000000<br>LEI: 8156008F25C4B0E7C860 | Long             | EC               | CORP              | IT        |    862533 | NS      | $35499178.43  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Galenica AG                                    | Galenica AG                                          | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |    336369 | NS      | $42045305.23  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Internet Initiative Japan Inc                  | Internet Initiative Japan Inc                        | CUSIP: 000000000<br>LEI: 529900EOCJNAPUHDFR78 | Long             | EC               | CORP              | JP        |     87300 | NS      | $1410603.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co Inc/                 | Chugoku Electric Power Co Inc/The                    | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |    267200 | NS      | $1705557.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Downer EDI Ltd                                 | Downer EDI Ltd                                       | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |    442974 | NS      | $2470300.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Big Shopping Centers Ltd                       | Big Shopping Centers Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     26189 | NS      | $6299348.46   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hemnet Group AB                                | Hemnet Group AB                                      | CUSIP: 000000000<br>LEI: 5493008VIU67J3HUAR07 | Long             | EC               | CORP              | SE        |    680993 | NS      | $10859324.54  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AL Sydbank                                     | AL Sydbank                                           | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |    437540 | NS      | $39625564.21  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT Inc                       | Nippon Prologis REIT Inc                             | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               | CORP              | JP        |      2420 | NS      | $1412125.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinmaywa Industries Ltd                       | Shinmaywa Industries Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    403200 | NS      | $5697204.51   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiab Oyj                                       | Hiab Oyj                                             | CUSIP: 000000000<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |    354725 | NS      | $21078271.04  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Heavy Industries Ltd                  | Sumitomo Heavy Industries Ltd                        | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |     70200 | NS      | $2185650.21   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Group Ltd                            | Hang Lung Group Ltd                                  | CUSIP: 000000000<br>LEI: 529900V2T2EPOQYH0981 | Long             | EC               | CORP              | HK        |    565000 | NS      | $1217207.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flughafen Zurich AG                            | Flughafen Zurich AG                                  | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |      3538 | NS      | $1098836.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Porr Ag                                        | Porr Ag                                              | CUSIP: 000000000<br>LEI: 529900ARBU9SBJFNX419 | Long             | EC               | CORP              | AT        |     28664 | NS      | $1178893.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cembra Money Bank AG                           | Cembra Money Bank AG                                 | CUSIP: 000000000<br>LEI: 549300ZDHOETLAIVTE82 | Long             | EC               | CORP              | CH        |    234610 | NS      | $29990662.30  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Resorttrust Inc                                | Resorttrust Inc                                      | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |    253800 | NS      | $2957424.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                      | Forvia SE                                            | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |    916070 | NS      | $14957081.37  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                    | Merlin Properties Socimi SA                          | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               | CORP              | ES        |   3424081 | NS      | $50961356.28  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Tkms AG& Co KGaA                               | Tkms AG& Co KGaA                                     | CUSIP: 000000000<br>LEI: 529900W81B194B0E0078 | Long             | EC               | CORP              | DE        |    178218 | NS      | $20882149.21  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Retail REIT                       | Charter Hall Retail REIT                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   7508073 | NS      | $20445420.43  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Thule Group AB                                 | Thule Group AB                                       | CUSIP: 000000000<br>LEI: 549300XHHOGBOERKU333 | Long             | EC               | CORP              | SE        |     72834 | NS      | $1744934.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VSTECS Holdings Ltd                            | VSTECS Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    134000 | NS      | $132581.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Casio Computer Co Ltd                          | Casio Computer Co Ltd                                | CUSIP: 000000000<br>LEI: 353800JRMIABSXKHV344 | Long             | EC               | CORP              | JP        |     81700 | NS      | $798780.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Healthcare REIT PLC                     | Target Healthcare REIT PLC                           | CUSIP: 000000000<br>LEI: 213800RXPY9WULUSBC04 | Long             | EC               | CORP              | GB        |    139547 | NS      | $198609.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sugi Holdings Co Ltd                           | Sugi Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900N86BFWB1FADG87 | Long             | EC               | CORP              | JP        |   1121800 | NS      | $25797920.65  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Westgold Resources Ltd                         | Westgold Resources Ltd                               | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |   2454847 | NS      | $11713793.89  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamigumi Co Ltd                                | Kamigumi Co Ltd                                      | CUSIP: 000000000<br>LEI: 3538004KUWA3850MUC05 | Long             | EC               | CORP              | JP        |    144000 | NS      | $5039394.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ackermans & van Haaren NV                      | Ackermans & van Haaren NV                            | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |     11361 | NS      | $3361362.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Seikan Group Holdings Ltd                 | Toyo Seikan Group Holdings Ltd                       | CUSIP: 000000000<br>LEI: 5299004VWXGQPXR05T33 | Long             | EC               | CORP              | JP        |    107400 | NS      | $2694652.18   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corp                                     | SUMCO Corp                                           | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |   3180800 | NS      | $33207611.24  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Acom Co Ltd                                    | Acom Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   5619200 | NS      | $18588502.91  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                    | Plus500 Ltd                                          | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |   1057733 | NS      | $60884735.21  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedifica SA                                    | Aedifica SA                                          | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               | CORP              | BE        |    518216 | NS      | $45633157.49  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Elco Ltd                                       | Elco Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6883 | NS      | $361298.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diploma PLC                                    | Diploma PLC                                          | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |    311754 | NS      | $22711808.93  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Rorze Corp                                     | Rorze Corp                                           | CUSIP: 000000000<br>LEI: 529900ORJHC47686AS71 | Long             | EC               | CORP              | JP        |    572100 | NS      | $12119411.47  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd                                  | UOL Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |   2346200 | NS      | $20037903.60  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Aryzta AG                                      | Aryzta AG                                            | CUSIP: 000000000<br>LEI: 549300W2PUDQQVRD8W85 | Long             | EC               | CORP              | CH        |      8040 | NS      | $569911.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rotork PLC                                     | Rotork PLC                                           | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |   3375268 | NS      | $16379358.38  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Healthcare Ltd                           | Regis Healthcare Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    348364 | NS      | $1633325.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kier Group PLC                                 | Kier Group PLC                                       | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | EC               | CORP              | GB        |    121613 | NS      | $372656.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Reit Inc                         | Sekisui House Reit Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13996 | NS      | $8218790.47   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                  | KION Group AG                                        | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     86613 | NS      | $6117902.76   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                       | Koninklijke BAM Groep NV                             | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |   4143047 | NS      | $43451120.82  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| SMA Solar Technology AG                        | SMA Solar Technology AG                              | CUSIP: 000000000<br>LEI: 529900Q6JQHI8X451Q21 | Long             | EC               | CORP              | DE        |     56457 | NS      | $2456052.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Superloop Ltd                                  | Superloop Ltd                                        | CUSIP: 000000000<br>LEI: 529900A6RVCX545NWC88 | Long             | EC               | CORP              | AU        |    173503 | NS      | $276459.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaguchi Financial Group Inc                  | Yamaguchi Financial Group Inc                        | CUSIP: 000000000<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |     44500 | NS      | $708837.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jenoptik AG                                    | Jenoptik AG                                          | CUSIP: 000000000<br>LEI: 529900P34GDHGXK6VB37 | Long             | EC               | CORP              | DE        |    563310 | NS      | $17777721.12  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Mycronic AB                                    | Mycronic AB                                          | CUSIP: 000000000<br>LEI: 549300S5CCFESE4C6Y07 | Long             | EC               | CORP              | SE        |    890381 | NS      | $20494887.02  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                      | Reply SpA                                            | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |    263929 | NS      | $34601920.88  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd                        | Tower Semiconductor Ltd                              | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |    389117 | NS      | $51380528.29  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                 | BAWAG Group AG                                       | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |     62126 | NS      | $10106415.20  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                              | Bachem Holding AG                                    | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Long             | EC               | CORP              | CH        |     27207 | NS      | $2466258.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Group Corp                               | Seiko Group Corp                                     | CUSIP: 000000000<br>LEI: 529900UXKCNCMYX20S74 | Long             | EC               | CORP              | JP        |    158100 | NS      | $7897873.51   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenon Holdings Ltd/Singapore                   | Kenon Holdings Ltd/Singapore                         | CUSIP: 000000000<br>LEI: 254900N5LVBX92GMVN72 | Long             | EC               | CORP              | SG        |     16123 | NS      | $1149795.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                             | Aker Solutions ASA                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |   5274091 | NS      | $19271804.53  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitron ASA                                     | Kitron ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIG6009 | Long             | EC               | CORP              | NO        |    715722 | NS      | $6151907.31   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                              | Taylor Wimpey PLC                                    | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |  11238079 | NS      | $16429654.72  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                     | Tosoh Corp                                           | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |   3158100 | NS      | $51542143.02  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport S                 | Fraport AG Frankfurt Airport Services Worldwide      | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |      6376 | NS      | $589942.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival PLC                                   | Carnival PLC                                         | CUSIP: 14365C103<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | US        |   1349213 | NS      | $40193055.27  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Century Corp                             | Tokyo Century Corp                                   | CUSIP: 000000000<br>LEI: 35380096ZLHOF84DXR74 | Long             | EC               | CORP              | JP        |    731800 | NS      | $10194464.09  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                             | Zealand Pharma A/S                                   | CUSIP: 000000000<br>LEI: 549300ITBB1ULBL4CZ12 | Long             | EC               | CORP              | DK        |    521200 | NS      | $34856555.55  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruha Nichiro Corp                            | Maruha Nichiro Corp                                  | CUSIP: 000000000<br>LEI: 529900HGXVKT576NWZ27 | Long             | EC               | CORP              | JP        |     68900 | NS      | $620546.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                         | Warehouses De Pauw CVA                               | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |     94502 | NS      | $2677777.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| El Al Israel Airlines                          | El Al Israel Airlines                                | CUSIP: 000000000<br>LEI: 549300TW18OUVFDCDP95 | Long             | EC               | CORP              | IL        |    498561 | NS      | $2819469.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bet Shemesh Engines Holdings 1                 | Bet Shemesh Engines Holdings 1997 Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3312 | NS      | $836489.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosmo Energy Holdings Co Ltd                   | Cosmo Energy Holdings Co Ltd                         | CUSIP: 000000000<br>LEI: 353800Y4GZ7KR5X7L150 | Long             | EC               | CORP              | JP        |    486800 | NS      | $14597739.31  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Exedy Corp                                     | Exedy Corp                                           | CUSIP: 000000000<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |     48200 | NS      | $1776196.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Convatec Group PLC                             | Convatec Group PLC                                   | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |  12918381 | NS      | $40748733.02  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                             | TOPIX INDX                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |       169 | NC      | $148359.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krones AG                                      | Krones AG                                            | CUSIP: 000000000<br>LEI: 529900NY2GSZWWUBW049 | Long             | EC               | CORP              | DE        |      2682 | NS      | $431587.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                   | Bilfinger SE                                         | CUSIP: 000000000<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |    302644 | NS      | $42403129.94  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV PLC                                        | ITV PLC                                              | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |  15480567 | NS      | $17260000.83  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                   | DiaSorin SpA                                         | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |    697163 | NS      | $59762932.83  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Next Vision Stabilized Systems                 | Next Vision Stabilized Systems Ltd                   | CUSIP: 000000000<br>LEI: 2549001OCAI48UYCZD40 | Long             | EC               | CORP              | IL        |     64701 | NS      | $5821660.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amot Investments Ltd                           | Amot Investments Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    604625 | NS      | $4682060.22   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HIS Co Ltd                                     | HIS Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800XDWLF35XVQNM38 | Long             | EC               | CORP              | JP        |    203500 | NS      | $1690253.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                  | GPT Group/The                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    539356 | NS      | $1981601.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Ltd                            | First Resources Ltd                                  | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |   1215900 | NS      | $2045170.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Van Lanschot Kempen NV                         | Van Lanschot Kempen NV                               | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | EC               | CORP              | NL        |    153838 | NS      | $9328614.42   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifedrink Co Inc                               | Lifedrink Co Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32900 | NS      | $344994.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokuyama Corp                                  | Tokuyama Corp                                        | CUSIP: 000000000<br>LEI: 529900MHGZKHNMNCQB62 | Long             | EC               | CORP              | JP        |    177600 | NS      | $4643222.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Daido Steel Co Ltd                             | Daido Steel Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |    664000 | NS      | $8529640.16   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OSB Group PLC                                  | OSB Group PLC                                        | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |    123623 | NS      | $1033273.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Group PLC                                  | CVS Group PLC                                        | CUSIP: 000000000<br>LEI: 213800J41XDQ2NX48O05 | Long             | EC               | CORP              | GB        |     41327 | NS      | $737470.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Pharma Co Ltd                         | Sumitomo Pharma Co Ltd                               | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |   1981100 | NS      | $29480800.69  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Boshoku Corp                            | Toyota Boshoku Corp                                  | CUSIP: 000000000<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |    266100 | NS      | $4468332.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co                  | Electric Power Development Co Ltd                    | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |    199600 | NS      | $4239152.87   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First International Bank Of Is                 | First International Bank Of Israel Ltd/The           | CUSIP: 000000000<br>LEI: 2138002RV6AUUX19F397 | Long             | EC               | CORP              | IL        |    333614 | NS      | $28324435.20  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                      | Rubis SCA                                            | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |    183144 | NS      | $7416070.70   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Retail Properties Ltd                    | Orion Retail Properties Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $0.78         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                  | Persimmon PLC                                        | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |    255402 | NS      | $4918340.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Orix JREIT Inc                                 | Orix JREIT Inc                                       | CUSIP: 000000000<br>LEI: 353800WVNTBIU65TA247 | Long             | EC               | CORP              | JP        |      4663 | NS      | $3122909.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tabcorp Holdings Ltd                           | Tabcorp Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 213800OCCFUN67NEY278 | Long             | EC               | CORP              | AU        |   1183470 | NS      | $726507.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamura Corp                                   | Okamura Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    391400 | NS      | $6007238.49   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NTN Corp                                       | NTN Corp                                             | CUSIP: 000000000<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |  11055300 | NS      | $26496638.05  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Horiba Ltd                                     | Horiba Ltd                                           | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |     34900 | NS      | $4139338.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                  | Technogym SpA                                        | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |    371948 | NS      | $7767366.70   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandfire Resources Ltd                         | Sandfire Resources Ltd                               | CUSIP: 000000000<br>LEI: 213800ZW52P23FVH1V47 | Long             | EC               | CORP              | AU        |   5592068 | NS      | $75878974.85  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| North Pacific Bank Ltd                         | North Pacific Bank Ltd                               | CUSIP: 000000000<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |     59200 | NS      | $353666.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                 | Jyske Bank A/S                                       | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |     20319 | NS      | $2956953.11   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Bottlers Japan Holdi                 | Coca-Cola Bottlers Japan Holdings Inc                | CUSIP: 000000000<br>LEI: 353800XN1G90665VTQ16 | Long             | EC               | CORP              | JP        |    297000 | NS      | $6625089.91   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JTEKT Corp                                     | JTEKT Corp                                           | CUSIP: 000000000<br>LEI: 353800SK6NPOZVCBOI04 | Long             | EC               | CORP              | JP        |    329300 | NS      | $3888326.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                         | NCC AB                                               | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |    238708 | NS      | $6112536.46   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujita Kanko Inc                               | Fujita Kanko Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1040900 | NS      | $16777141.51  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| YH Dimri Construction & Develo                 | YH Dimri Construction & Development Ltd              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5952 | NS      | $755687.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Challenger Ltd                                 | Challenger Ltd                                       | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |   1881705 | NS      | $11985418.05  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandic Hotels Group AB                        | Scandic Hotels Group AB                              | CUSIP: 000000000<br>LEI: 529900JY9ZBGUXGRKQ86 | Long             | EC               | CORP              | SE        |     50699 | NS      | $506622.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIXTRON SE                                     | AIXTRON SE                                           | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |   1279160 | NS      | $29345695.20  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                     | Getinge AB                                           | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |    134419 | NS      | $2945431.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohto Pharmaceutical Co Ltd                    | Rohto Pharmaceutical Co Ltd                          | CUSIP: 000000000<br>LEI: 353800Q1CW5OS81OUM12 | Long             | EC               | CORP              | JP        |    330200 | NS      | $5466721.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramelius Resources Ltd                         | Ramelius Resources Ltd                               | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |  17251190 | NS      | $53130473.14  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                       | Ambea AB                                             | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |     62251 | NS      | $950450.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOF Group ASA                                  | DOF Group ASA                                        | CUSIP: 000000000<br>LEI: 213800GIV9N2A714T434 | Long             | EC               | CORP              | NO        |   1420693 | NS      | $16627901.51  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacion                 | REN - Redes Energeticas Nacionais SGPS SA            | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |    302013 | NS      | $1231490.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TP ICAP Group PLC                              | TP ICAP Group PLC                                    | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | GB        |   3920518 | NS      | $13676397.25  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| PRS REIT Plc/The                               | PRS REIT Plc/The                                     | CUSIP: 000000000<br>LEI: 21380037Q91HU97WZX58 | Long             | EC               | CORP              | GB        |   1680616 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Group                             | Charter Hall Group                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   3688323 | NS      | $58737346.20  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp                                    | Yamaha Corp                                          | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |   1685900 | NS      | $12253912.21  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Vusion/France                                  | Vusion/France                                        | CUSIP: 000000000<br>LEI: 969500U51BYOMEW9M549 | Long             | EC               | CORP              | FR        |     23030 | NS      | $3585273.33   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven Bank Ltd                                 | Seven Bank Ltd                                       | CUSIP: 000000000<br>LEI: 353800WMG1NLGHB7B594 | Long             | EC               | CORP              | JP        |    540300 | NS      | $1040040.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                          | PSP Swiss Property AG                                | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |    268960 | NS      | $53985424.01  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                  | Ibiden Co Ltd                                        | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |    727000 | NS      | $38323640.75  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                        | SPIE SA                                              | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |   1178936 | NS      | $64598602.68  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwatani Corp                                   | Iwatani Corp                                         | CUSIP: 000000000<br>LEI: 353800TSKIDNENNV2L96 | Long             | EC               | CORP              | JP        |     51000 | NS      | $604910.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys PLC                                     | Currys PLC                                           | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |   5431801 | NS      | $10885639.69  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsumura & Co                                   | Tsumura & Co                                         | CUSIP: 000000000<br>LEI: 3538005RS3M1OVJLC663 | Long             | EC               | CORP              | JP        |    865800 | NS      | $22887279.46  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Logistics Park                  | Mitsui Fudosan Logistics Park Inc                    | CUSIP: 000000000<br>LEI: 353800DN63EIYS760S59 | Long             | EC               | CORP              | JP        |      3069 | NS      | $2290588.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Hokuriku Electric Power Co                     | Hokuriku Electric Power Co                           | CUSIP: 000000000<br>LEI: 353800Z4ZNGBULYR8W57 | Long             | EC               | CORP              | JP        |    270500 | NS      | $1710920.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Glory Ltd                                      | Glory Ltd                                            | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |    615000 | NS      | $16019411.06  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Sharp Corp/Japan                               | Sharp Corp/Japan                                     | CUSIP: 000000000<br>LEI: 353800YEPK9PD7QO3449 | Long             | EC               | CORP              | JP        |   2749900 | NS      | $12549634.37  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bavarian Nordic A/S                            | Bavarian Nordic A/S                                  | CUSIP: 000000000<br>LEI: 2138006JCDVYIN6INP51 | Long             | EC               | CORP              | DK        |    279889 | NS      | $8528024.03   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Alony Hetz Properties & Invest                 | Alony Hetz Properties & Investments Ltd              | CUSIP: 000000000<br>LEI: 213800PNXOBRJDRRDC27 | Long             | EC               | CORP              | IL        |    495905 | NS      | $6543583.63   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ADEKA Corp                                     | ADEKA Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    426400 | NS      | $12674457.02  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                               | Georg Fischer AG                                     | CUSIP: 000000000<br>LEI: 529900CMRQYW4U1W2456 | Long             | EC               | CORP              | CH        |    155258 | NS      | $10348081.37  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS SE                                       | FUCHS SE                                             | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |      5403 | NS      | $233555.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfresa Holdings Corp                          | Alfresa Holdings Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23400 | NS      | $376854.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd                    | Kurita Water Industries Ltd                          | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |      9900 | NS      | $495195.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Electric Holdings Ltd                  | Johnson Electric Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | HK        |  12866000 | NS      | $44317140.48  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Basin Shipping Ltd                     | Pacific Basin Shipping Ltd                           | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | HK        |   2019000 | NS      | $792928.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                     | MSCI SING IX ETS                                     | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |        65 | NC      | $8105.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabtesco Corp                                  | Nabtesco Corp                                        | CUSIP: 000000000<br>LEI: 529900DVHQXYRTGW7739 | Long             | EC               | CORP              | JP        |   1670100 | NS      | $45255809.54  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Steel Works Ltd/The                      | Japan Steel Works Ltd/The                            | CUSIP: 000000000<br>LEI: 529900AWFTILIHHO0936 | Long             | EC               | CORP              | JP        |     19200 | NS      | $1062771.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trainline PLC                                  | Trainline PLC                                        | CUSIP: 000000000<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |   2460584 | NS      | $6895883.58   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co Ltd                            | Kansai Paint Co Ltd                                  | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |     81900 | NS      | $1307073.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                    | Tokyu Fudosan Holdings Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   4714200 | NS      | $43651193.08  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Seino Holdings Co Ltd                          | Seino Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: 3538001D12EPCPYTTF24 | Long             | EC               | CORP              | JP        |    155300 | NS      | $2417620.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Big Yellow Group PLC                           | Big Yellow Group PLC                                 | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |    127459 | NS      | $1804286.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                        | NKT A/S                                              | CUSIP: 000000000<br>LEI: 529900197LKWCEQ0NL18 | Long             | EC               | CORP              | DK        |     43661 | NS      | $5710260.96   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenius Wilhelmsen ASA                       | Wallenius Wilhelmsen ASA                             | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |    677962 | NS      | $7877044.88   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                 | H Lundbeck A/S                                       | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |     93966 | NS      | $629981.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                     | HANG SENG IDX                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |        15 | NC      | $64526.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penta-Ocean Cons                               | Penta-Ocean Construction Co Ltd                      | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |    129300 | NS      | $1357028.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Okasan Securities Group Inc                    | Okasan Securities Group Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1737500 | NS      | $9949822.76   | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Sinfonia Technology Co Ltd                     | Sinfonia Technology Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $378986.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrotec Corp                                  | Ferrotec Corp                                        | CUSIP: 000000000<br>LEI: 3538005N4KWZD4R07U97 | Long             | EC               | CORP              | JP        |     55200 | NS      | $2110488.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Enlight Renewable Energy Ltd                   | Enlight Renewable Energy Ltd                         | CUSIP: 000000000<br>LEI: 984500HF6A99N758F734 | Long             | EC               | CORP              | IL        |    284685 | NS      | $16065616.71  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co Ltd                            | Asahi Intecc Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |    431000 | NS      | $7184840.33   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Infrastructure Fu                 | Industrial & Infrastructure Fund Investment Corp     | CUSIP: 000000000<br>LEI: 353800WCHFY04YKYCI19 | Long             | EC               | CORP              | JP        |     11539 | NS      | $11174845.50  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| San-In Godo Bank Ltd/The                       | San-In Godo Bank Ltd/The                             | CUSIP: 000000000<br>LEI: 353800I3C5900CEME762 | Long             | EC               | CORP              | JP        |     89700 | NS      | $917573.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEB Travel Group Ltd                           | WEB Travel Group Ltd                                 | CUSIP: 000000000<br>LEI: 21380064YZG4XMO4CW38 | Long             | EC               | CORP              | AU        |    867221 | NS      | $2775080.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventia Services Group Pty Ltd                  | Ventia Services Group Pty Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   3134982 | NS      | $12555484.38  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | CURRENCY CONTRACT - ILS                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1162.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delek Group Ltd                                | Delek Group Ltd                                      | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |      6204 | NS      | $1745920.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tate & Lyle PLC                                | Tate & Lyle PLC                                      | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |    108688 | NS      | $562315.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Kinzoku Co Ltd                          | Mitsui Kinzoku Co Ltd                                | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |    230600 | NS      | $30095346.87  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp                                 | Toyo Tire Corp                                       | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |    301600 | NS      | $8128036.79   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dometic Group AB                               | Dometic Group AB                                     | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | EC               | CORP              | SE        |    860892 | NS      | $3705134.49   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                | DKSH Holding AG                                      | CUSIP: 000000000<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |     14248 | NS      | $1045405.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Gas Co Ltd                                | Toho Gas Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800BCVTE4F8012906 | Long             | EC               | CORP              | JP        |    170700 | NS      | $5654672.05   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co Ltd                         | Hirose Electric Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $701751.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                             | Banca Generali SpA                                   | CUSIP: 000000000<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |    584722 | NS      | $39398672.22  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Corp                                      | Lion Corp                                            | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |    608000 | NS      | $6509795.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Konecranes Oyj                                 | Konecranes Oyj                                       | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |    472133 | NS      | $55599478.24  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                             | NGK Insulators Ltd                                   | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |   3237100 | NS      | $77554419.48  | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexerials Corp                                 | Dexerials Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    501400 | NS      | $8796684.38   | 0.13%             |  |  |  | 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        |    437000 | NS      | $9334641.85   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardex Holding AG                              | Kardex Holding AG                                    | CUSIP: 000000000<br>LEI: 529900JKKMQ07D6QZ480 | Long             | EC               | CORP              | CH        |      2415 | NS      | $848964.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colruyt Group N.V                              | Colruyt Group N.V                                    | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |     87606 | NS      | $3360387.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonae SGPS SA                                  | Sonae SGPS SA                                        | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |   4377652 | NS      | $9186690.82   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercialys SA                                   | Mercialys SA                                         | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | EC               | CORP              | FR        |    253489 | NS      | $3189398.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                         | TUI AG                                               | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | EC               | CORP              | DE        |   2488536 | NS      | $26532867.04  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ATALAYA MINING COPPER SA                       | ATALAYA MINING COPPER SA                             | CUSIP: 000000000<br>LEI: 549300QNQPXVRXGXOX56 | Long             | EC               | CORP              | ES        |    445503 | NS      | $6240166.23   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                             | Weir Group PLC/The                                   | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     26518 | NS      | $1171267.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosiden Corp                                   | Hosiden Corp                                         | CUSIP: 000000000<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |     75100 | NS      | $1251092.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                    | Berkeley Group Holdings PLC                          | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |     13897 | NS      | $785165.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Modec Inc                                      | Modec Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    422800 | NS      | $41230388.62  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK Ltd                                        | NSK Ltd                                              | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |   3772900 | NS      | $26238854.73  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Maritime Developme                 | Yangzijiang Maritime Development Ltd                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   3679600 | NS      | $1735523.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Konica Minolta Inc                             | Konica Minolta Inc                                   | CUSIP: 000000000<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |   4536100 | NS      | $19855613.80  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Mivne Real Estate KD Ltd                       | Mivne Real Estate KD Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |   2388273 | NS      | $11129651.13  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KDX Realty Investment Corp                     | KDX Realty Investment Corp                           | CUSIP: 000000000<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               | CORP              | JP        |     39377 | NS      | $42599481.78  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowa Holdings Co Ltd                           | Dowa Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |    204100 | NS      | $12088434.40  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                             | Harbour Energy PLC                                   | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |    279231 | NS      | $894358.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutz AG                                       | Deutz AG                                             | CUSIP: 000000000<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |   3064632 | NS      | $39244851.36  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Goldman Sachs Trust

**Signature:** Allison Frachiolla

**Name of Signer:** Allison Frachiolla

**Title:** Vice President Assistant Treasurer