# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0000940400-26-024936
**Filing Date:** 2026-6
**Character Count:** 186833
**Document Hash:** 076871806e0f0a29c1ab3022c72e13c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-024936.hdr.sgml**: 20260622

**ACCESSION NUMBER**: 0000940400-26-024936

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260622

**DATE AS OF CHANGE**: 20260622

**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:** 261107205

**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:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7076339160.55

**Total Liabilities:** $236126147.86

**Net Assets:** $6840213012.69

**Cash Not Reported:** $137950252.77

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050449 | 6.90%                | -10.48%              | 7.21%                |
| Class ID C000050450 | 6.86%                | -10.54%              | 7.24%                |
| Class ID C000050451 | 6.81%                | -10.55%              | 7.13%                |
| Class ID C000091961 | 6.93%                | -10.48%              | 7.18%                |
| Class ID C000161506 | 6.93%                | -10.50%              | 7.25%                |
| Class ID C000201747 | 6.93%                | -10.50%              | 7.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $183995258.84            | $259265172.29                              |
| Month 2  | $121771128.99            | $-877030423.19                             |
| Month 3  | $109601970.96            | $321112534.69                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SINGAPORE EXCHANGE LIMITED                             | MSCI Singapore Index Futures, May 2026                                 | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |        86 | NC      | $4454.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAGERCRANTZ GROUP AB                                   | LAGERCRANTZ GROUP AB SER'B'NPV                                         | CUSIP: 000000000<br>LEI: 5493002L6I4YHANEYR87 | Long             | EC               | CORP              | SE        |    486898 | NS      | $12875277.58  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG TELECOM LTD                                        | TPG TELECOM LTD NPV                                                    | CUSIP: 000000000<br>LEI: 9845008F2E58CD6F7984 | Long             | EC               | CORP              | AU        |   6015547 | NS      | $18194463.08  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                     | HARBOUR ENERGY PLC ORD GBP0.00002                                      | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |   1063275 | NS      | $4228520.86   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTZ AG                                               | DEUTZ AG NPV                                                           | CUSIP: 000000000<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |   1137855 | NS      | $13305477.90  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HUBER + SUHNER AG                                      | HUBER + SUHNER AG CHF0.25 (REGD)                                       | CUSIP: 000000000<br>LEI: 5067007PRZ9OSX7A6787 | Long             | EC               | CORP              | CH        |     32632 | NS      | $9477282.13   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI CHEMICALS INC                                   | MITSUI CHEMICALS INC NPV                                               | CUSIP: 000000000<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |     35500 | NS      | $433067.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INVINCIBLE INVESTMENT CORP                             | INVINCIBLE INVESTMENT CORP REIT                                        | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |     19598 | NS      | $7710786.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PAX GLOBAL TECHNOLOGY LTD                              | PAX GLOBAL TECHNOLOGY LTD HKD0.10                                      | CUSIP: 000000000<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | BM        |   3178000 | NS      | $1582406.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISAWA MANUFACTURING COMPANY LTD                      | ARISAWA MANUFACTURING COMPANY LTD NPV                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     82600 | NS      | $1438101.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                                     | TBC BANK GROUP PLC ORD GBP0.01                                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |    117681 | NS      | $7766528.37   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KOA CORP                                               | KOA CORP NPV                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    165100 | NS      | $1989306.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAKAI CHEMICAL INDUSTRY CO LTD                         | SAKAI CHEMICAL INDUSTRY CO LTD NPV                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $216355.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON ELECTRIC GLASS CO LTD                           | NIPPON ELECTRIC GLASS CO LTD NPV                                       | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |   1461500 | NS      | $76293872.84  | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZEN WATCH CO LTD                                   | CITIZEN WATCH CO LTD NPV                                               | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |   2237300 | NS      | $25921527.33  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CLAS OHLSON AB                                         | CLAS OHLSON AB SER'B'NPV                                               | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |    134417 | NS      | $5800193.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NOK CORP                                               | NOK CORP NPV                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    771100 | NS      | $13712824.32  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                   | FASTIGHETS AB BALDER SER'B'NPV                                         | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |    154492 | NS      | $924197.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORICA LTD                                              | ORICA LTD NPV                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   4830818 | NS      | $73682142.97  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RIGHTMOVE PLC                                          | RIGHTMOVE PLC ORD GBP0.001                                             | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |    168652 | NS      | $994624.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICAT SA                                               | VICAT SA EUR4                                                          | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |     29366 | NS      | $2073658.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI KAKOKI KAISHA LTD                           | MITSUBISHI KAKOKI KAISHA LTD NPV                                       | CUSIP: 000000000<br>LEI: 353800C5XIHHLHGULE75 | Long             | EC               | CORP              | JP        |    170900 | NS      | $3504845.82   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DEEP YELLOW LTD                                        | DEEP YELLOW LTD NPV                                                    | CUSIP: 000000000<br>LEI: 529900FL7FGTGTVII319 | Long             | EC               | CORP              | AU        |    219624 | NS      | $294207.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOX-WIZEL LTD                                          | FOX-WIZEL LTD ILS0.01                                                  | CUSIP: 000000000<br>LEI: 984500CD14C1DFBH7712 | Long             | EC               | CORP              | IL        |     16593 | NS      | $1791367.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZENKOKU HOSHO COMPANY LTD                              | ZENKOKU HOSHO COMPANY LTD NPV                                          | CUSIP: 000000000<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |    177000 | NS      | $3565890.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KYUSHU RAILWAY COMPANY                                 | KYUSHU RAILWAY COMPANY NPV                                             | CUSIP: 000000000<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |    755100 | NS      | $17305731.53  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIT HON TENG LTD                                       | FIT HON TENG LTD USD0.01953125                                         | CUSIP: 000000000<br>LEI: 3003001IDFNIKMGLFJ67 | Long             | EC               | CORP              | KY        |   1438000 | NS      | $1421215.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN ELEVATOR SERVICE HOLDINGS CO LTD                 | JAPAN ELEVATOR SERVICE HOLDINGS CO LTD NPV                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45400 | NS      | $459314.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGELLAN FINANCIAL GROUP LTD                           | MAGELLAN FINANCIAL GROUP LTD NPV                                       | CUSIP: 000000000<br>LEI: 549300X5WFW6USQQ9U26 | Long             | EC               | CORP              | AU        |     82015 | NS      | $608082.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRIEDRICH VORWERK GROUP SE                             | FRIEDRICH VORWERK GROUP SE NPV                                         | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |     19029 | NS      | $1632276.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKAI CARBON CO LTD                                    | TOKAI CARBON CO LTD NPV                                                | CUSIP: 000000000<br>LEI: 5299002HKWA5B57KLT43 | Long             | EC               | CORP              | JP        |   1468600 | NS      | $10445003.85  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SAISON COMPANY LTD                              | CREDIT SAISON COMPANY LTD NPV                                          | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |    807100 | NS      | $22355727.80  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| JET2 PLC                                               | JET2 PLC ORD GBP0.0125                                                 | CUSIP: 000000000<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |   1509879 | NS      | $22413725.67  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI HOLDINGS INC                                       | SBI HOLDINGS INC NPV                                                   | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     28900 | NS      | $583144.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZALANDO SE                                             | ZALANDO SE NPV                                                         | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |    376572 | NS      | $9301304.36   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTAL LTD                                             | AUSTAL LTD ORD NPV                                                     | CUSIP: 000000000<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |   1193718 | NS      | $3599584.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DE' LONGHI SPA                                         | DE' LONGHI SPA NPV                                                     | CUSIP: 000000000<br>LEI: 8156000E09A52C4F8A38 | Long             | EC               | CORP              | IT        |    775531 | NS      | $30157548.58  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| MENORA MIVTACHIM HOLDINGS LTD                          | MENORA MIVTACHIM HOLDINGS LTD ORD ILS1                                 | CUSIP: 000000000<br>LEI: 2549009I6K3RDXFFY773 | Long             | EC               | CORP              | IL        |     16958 | NS      | $2767910.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE STREAM LTD                                     | SERVICE STREAM LTD NPV                                                 | CUSIP: 000000000<br>LEI: 254900BGR8Y25CRN1892 | Long             | EC               | CORP              | AU        |   2781086 | NS      | $3920915.09   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BFF BANK SPA                                           | BFF BANK SPA NPV                                                       | CUSIP: 000000000<br>LEI: 815600522538355AE429 | Long             | EC               | CORP              | IT        |    104100 | NS      | $253350.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN METROPOLITAN FUND INVESTMENT CORP                | JAPAN METROPOLITAN FUND INVESTMENT CORP REIT                           | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               | CORP              | JP        |      1092 | NS      | $807726.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNDRUG CO LTD                                         | SUNDRUG CO LTD NPV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    936000 | NS      | $22557746.48  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPLIFON SPA                                           | AMPLIFON SPA EUR0.02                                                   | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |   2582150 | NS      | $28603141.56  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| KALMAR OYJ                                             | KALMAR OYJ SER'B'NPV                                                   | CUSIP: 000000000<br>LEI: 636700Z25ZQXLMZ3CY73 | Long             | EC               | CORP              | FI        |    258454 | NS      | $13860111.95  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TODA CORP                                              | TODA CORP NPV                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1089700 | NS      | $9893060.52   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                             | ENTAIN PLC ORD EUR0.01                                                 | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |    147245 | NS      | $1086814.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKASAGO THERMAL ENGINEERING CO LTD                    | TAKASAGO THERMAL ENGINEERING CO LTD NPV                                | CUSIP: 000000000<br>LEI: 353800VL9UEB0RUJLC67 | Long             | EC               | CORP              | JP        |    302200 | NS      | $8715685.54   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG PLC                                                | ICG PLC ORD GBP0.2625                                                  | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | RF                | GB        |    354093 | NS      | $8730078.28   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MELISRON LTD                                           | MELISRON LTD ILS1                                                      | CUSIP: 000000000<br>LEI: 213800B9SL62L9VLO604 | Long             | EC               | CORP              | IL        |     55335 | NS      | $8159736.47   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIENT CORP                                            | ORIENT CORP NPV                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    219200 | NS      | $1423166.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MABUCHI MOTOR CO LTD                                   | MABUCHI MOTOR CO LTD NPV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   2917400 | NS      | $27457036.65  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                  | MINERAL RESOURCES LTD NPV                                              | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |    348730 | NS      | $16414846.65  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| HOEGH AUTOLINERS ASA                                   | HOEGH AUTOLINERS ASA NOK1                                              | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |    183711 | NS      | $2627360.57   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LANXESS AG                                             | LANXESS AG NPV                                                         | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |   1239927 | NS      | $26423295.47  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| NISHI-NIPPON RAILROAD CO LTD                           | NISHI-NIPPON RAILROAD CO LTD NPV                                       | CUSIP: 000000000<br>LEI: 353800IYLMHYH4972387 | Long             | EC               | CORP              | JP        |     63600 | NS      | $1165034.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HAZAMA ANDO CORP                                       | HAZAMA ANDO CORP NPV                                                   | CUSIP: 000000000<br>LEI: 353800YSSP5B2GMQ6E51 | Long             | EC               | CORP              | JP        |    155800 | NS      | $1888891.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPRO CORP                                             | NIPRO CORP NPV                                                         | CUSIP: 000000000<br>LEI: 353800AKDDNW0E810O26 | Long             | EC               | CORP              | JP        |    417600 | NS      | $4053889.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM OFFSHORE NV                                        | SBM OFFSHORE NV EUR0.25                                                | CUSIP: 000000000<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |   1098383 | NS      | $46990420.98  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| UACJ CORP                                              | UACJ CORP NPV                                                          | CUSIP: 000000000<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |    306000 | NS      | $5399044.14   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BRENNTAG SE                                            | BRENNTAG SE NPV                                                        | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |     26615 | NS      | $1938238.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KURARAY CO LTD                                         | KURARAY CO LTD NPV                                                     | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |    781400 | NS      | $8206713.05   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BEZEQ THE ISRAEL TELECOMMUNICATION CORP LTD            | BEZEQ THE ISRAEL TELECOMMUNICATION CORP LTD ILS1                       | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |  14401122 | NS      | $39177114.70  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                    | IMPERIAL BRANDS PLC GBP0.10                                            | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |   1078448 | NS      | $40973167.00  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| MIGDAL INSURANCE & FINANCIAL HOLDINGS LTD              | MIGDAL INSURANCE & FINANCIAL HOLDINGS LTD ILS0.01                      | CUSIP: 000000000<br>LEI: 549300W4Y1WPXVCYYE42 | Long             | EC               | CORP              | IL        |    466749 | NS      | $2982220.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA REAL ESTATE MASTER FUND INC                     | NOMURA REAL ESTATE MASTER FUND INC REIT                                | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               | CORP              | JP        |     13584 | NS      | $14004392.07  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYPOINT REIT LTD                                      | WAYPOINT REIT LTD NPV (STAPLED)                                        | CUSIP: 000000000<br>LEI: 5493003CS5K82RREKA54 | Long             | EC               | CORP              | AU        |    669255 | NS      | $1194326.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COWELL E HOLDINGS INC                                  | COWELL E HOLDINGS INC USD0.004                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    325000 | NS      | $1316057.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| USS COMPANY LTD                                        | USS COMPANY LTD NPV                                                    | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |    879800 | NS      | $9525476.67   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SANKYU INC                                             | SANKYU INC NPV                                                         | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |     78500 | NS      | $4218391.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AZIMUT HOLDING SPA                                     | AZIMUT HOLDING SPA NPV                                                 | CUSIP: 000000000<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |    186852 | NS      | $7934667.43   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIKOKU ELECTRIC POWER COMPANY INC                     | SHIKOKU ELECTRIC POWER COMPANY INC NPV                                 | CUSIP: 000000000<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |    889800 | NS      | $8858998.80   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN MATERIAL COMPANY LTD                             | JAPAN MATERIAL COMPANY LTD NPV                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    292300 | NS      | $3365401.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VAULT MINERALS LTD                                     | VAULT MINERALS LTD NPV                                                 | CUSIP: 000000000<br>LEI: 5299008TF8KHQ8CIQG34 | Long             | EC               | CORP              | AU        |   3212727 | NS      | $10718490.05  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HULIC COMPANY LTD                                      | HULIC COMPANY LTD NPV                                                  | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |    190500 | NS      | $2148912.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                | SSAB AB SER'A'NPV                                                      | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    968016 | NS      | $8712339.85   | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| FURUYA METAL COMPANY LTD                               | FURUYA METAL COMPANY LTD NPV                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    168100 | NS      | $7953859.85   | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| G CITY LTD                                             | G CITY LTD ILS1                                                        | CUSIP: 000000000<br>LEI: 213800EO12XXGZSQ2A73 | Long             | EC               | CORP              | IL        |    209250 | NS      | $738747.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AUMOVIO SE                                             | AUMOVIO SE NPV                                                         | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |    319662 | NS      | $13825075.17  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NISHI-NIPPON FINANCIAL HOLDINGS INC                    | NISHI-NIPPON FINANCIAL HOLDINGS INC NPV                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    294500 | NS      | $7394638.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AVANZA BANK HOLDING AB                                 | AVANZA BANK HOLDING AB NPV                                             | CUSIP: 000000000<br>LEI: 549300MBWR5H8SIJLE03 | Long             | EC               | CORP              | SE        |    287689 | NS      | $10399454.57  | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| NRW HOLDINGS LTD                                       | NRW HOLDINGS LTD NPV                                                   | CUSIP: 000000000<br>LEI: 5493003S2MORCH0HEL95 | Long             | EC               | CORP              | AU        |    512712 | NS      | $2286068.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TECAN GROUP AG                                         | TECAN GROUP AG CHF0.10 (REGD)                                          | CUSIP: 000000000<br>LEI: 529900CSN9R3BLETSL26 | Long             | EC               | CORP              | CH        |    245502 | NS      | $37144560.38  | 0.54%             |  |  |  | No            |                  2 | On Loan: —       |
| KAWASAKI KISEN KAISHA LTD                              | KAWASAKI KISEN KAISHA LTD NPV                                          | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |   2230900 | NS      | $36515481.78  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BURBERRY GROUP PLC                                     | BURBERRY GROUP PLC ORD GBP0.0005                                       | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |    675338 | NS      | $10716391.31  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BUCHER INDUSTRIES AG                                   | BUCHER INDUSTRIES AG CHF0.20 (REGD)                                    | CUSIP: 000000000<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |      5737 | NS      | $2278142.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PHARMA MAR SA                                          | PHARMA MAR SA EUR0.6 POST CONSOLIDATION                                | CUSIP: 000000000<br>LEI: 959800QWKZ45ZQC2AV58 | Long             | EC               | CORP              | ES        |     80044 | NS      | $9026240.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TEL AVIV STOCK EXCHANGE LTD (THE)                      | TEL AVIV STOCK EXCHANGE LTD (THE) NPV                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    175706 | NS      | $8841170.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ALK ABELLO A/S                                         | ALK ABELLO A/S SER'B'DKK0.50                                           | CUSIP: 000000000<br>LEI: 529900SGCREUZCZ7P020 | Long             | EC               | CORP              | DK        |     17022 | NS      | $637570.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                                | LANCASHIRE HOLDINGS LTD COM SHS USD0.50                                | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | BM        |   1090315 | NS      | $8516138.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PERENTI LTD                                            | PERENTI LTD NPV                                                        | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |  10821452 | NS      | $14646716.88  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO OSAKA CEMENT COMPANY LTD                      | SUMITOMO OSAKA CEMENT COMPANY LTD NPV                                  | CUSIP: 000000000<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |    531000 | NS      | $13223718.11  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BURCKHARDT COMPRESSION HOLDING AG                      | BURCKHARDT COMPRESSION HOLDING AG CHF2.50                              | CUSIP: 000000000<br>LEI: 5067004N56DLX7GY3E95 | Long             | EC               | CORP              | CH        |     30634 | NS      | $20513460.69  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| PIRELLI & C. SPA                                       | PIRELLI & C. SPA NPV                                                   | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |   3289111 | NS      | $22623223.95  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGZIJIANG FINANCIAL HOLDING LTD                      | YANGZIJIANG FINANCIAL HOLDING LTD NPV                                  | CUSIP: 000000000<br>LEI: 984500E58A4F80AFB647 | Long             | EC               | CORP              | SG        |   8918200 | NS      | $1836043.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRVAC GROUP                                           | MIRVAC GROUP STAPLED SECURITIES                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |  34311793 | NS      | $42390368.35  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE LOGISTICS REIT INVESTMENT CORP       | MITSUBISHI ESTATE LOGISTICS REIT INVESTMENT CORP REIT                  | CUSIP: 000000000<br>LEI: 353800YYSGZU31ICQK38 | Long             | EC               | CORP              | JP        |       186 | NS      | $144486.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON SHINYAKU CO LTD                                 | NIPPON SHINYAKU CO LTD NPV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    835300 | NS      | $25610882.37  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUENORD ASA                                           | BLUENORD ASA NOK0.50                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGE3C16 | Long             | EC               | CORP              | NO        |    199224 | NS      | $12679706.79  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO METRO CO LTD                                     | TOKYO METRO CO LTD NPV                                                 | CUSIP: 000000000<br>LEI: 35380049N9IQPZ74JY58 | Long             | EC               | CORP              | JP        |    205300 | NS      | $2056212.83   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KANEMATSU CORP                                         | KANEMATSU CORP NPV                                                     | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |    447200 | NS      | $6151282.26   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LUK FOOK HOLDINGS (INTERNATIONAL) LTD                  | LUK FOOK HOLDINGS (INTERNATIONAL) LTD HKD0.10                          | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | BM        |   6413000 | NS      | $18392018.94  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| AURIZON HOLDINGS LTD                                   | AURIZON HOLDINGS LTD NPV                                               | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |  19349613 | NS      | $58455589.25  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI HC CAPITAL INC                              | MITSUBISHI HC CAPITAL INC NPV                                          | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |   1352800 | NS      | $12287629.06  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNTEC REAL ESTATE INVESTMENT TRUST                    | SUNTEC REAL ESTATE INVESTMENT TRUST NPV (REAL ESTATE INVESTMENT TRUST) | CUSIP: 000000000<br>LEI: 549300C46QFXSI2F4K13 | Long             | EC               | CORP              | SG        |   1880600 | NS      | $2212846.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                               | JAPAN EXCHANGE GROUP INC NPV                                           | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |     53500 | NS      | $637277.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LINTEC CORP                                            | LINTEC CORP NPV                                                        | CUSIP: 000000000<br>LEI: 3538002YOJO0IAM1PD28 | Long             | EC               | CORP              | JP        |    137000 | NS      | $4433433.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NORITAKE CO LTD                                        | NORITAKE CO LTD NPV                                                    | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |     71500 | NS      | $1573890.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PAN AFRICAN RESOURCES PLC                              | PAN AFRICAN RESOURCES PLC ORD GBP0.01                                  | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |   5133370 | NS      | $9802731.38   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA-COLA HBC AG                                       | COCA-COLA HBC AG ORD CHF6.70(CDI)                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |    147588 | NS      | $8608663.24   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| H2O RETAILING CORP                                     | H2O RETAILING CORP NPV                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    172900 | NS      | $2537032.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXANS SA                                              | NEXANS SA EUR1                                                         | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |    457658 | NS      | $85423727.77  | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                      | EURO STOXX 50 Index Futures(FESX) Index Fut                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |       938 | NC      | $1820191.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEX SE                                              | NORDEX SE NPV                                                          | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |    445189 | NS      | $25385789.79  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO OHKA KOGYO CO LTD                                | TOKYO OHKA KOGYO CO LTD NPV                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51900 | NS      | $3051190.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LOOMIS AB                                              | LOOMIS AB NPV                                                          | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |    401580 | NS      | $18607232.30  | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| TAIYO YUDEN CO LTD                                     | TAIYO YUDEN CO LTD NPV                                                 | CUSIP: 000000000<br>LEI: 353800V9G3X5PLB9AD43 | Long             | EC               | CORP              | JP        |    306000 | NS      | $12545842.57  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UBE CORP                                               | UBE CORP NPV                                                           | CUSIP: 000000000<br>LEI: 529900XMRZ2VNF3ZPS69 | Long             | EC               | CORP              | JP        |   2664300 | NS      | $40384125.62  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE HEIJMANS NV                                | KONINKLIJKE HEIJMANS NV CVA EUR0.30                                    | CUSIP: 000000000<br>LEI: 724500OUE3PCA809DZ79 | Long             | EC               | CORP              | NL        |    213310 | NS      | $21582217.98  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| NEINOR HOMES SA                                        | NEINOR HOMES SA EUR4.2073                                              | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | EC               | CORP              | ES        |    442458 | NS      | $8656623.41   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ULVAC INC                                              | ULVAC INC NPV                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    517300 | NS      | $32575669.98  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CHEMICAL COMPANY LTD                          | SUMITOMO CHEMICAL COMPANY LTD NPV                                      | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |   6579200 | NS      | $21468493.91  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NOJIMA CORP                                            | NOJIMA CORP NPV                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    905900 | NS      | $7061348.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAICHI ELECTRONICS CO LTD                            | YAMAICHI ELECTRONICS CO LTD NPV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34800 | NS      | $2321867.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSUGAMI CORP                                           | TSUGAMI CORP NPV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    347800 | NS      | $10431937.93  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NISHIMATSU CONSTRUCTION COMPANY LTD                    | NISHIMATSU CONSTRUCTION COMPANY LTD NPV                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    288500 | NS      | $10610795.35  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HOKUHOKU FINANCIAL GROUP INC                           | HOKUHOKU FINANCIAL GROUP INC NPV                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $362168.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INFRONEER HOLDINGS INC                                 | INFRONEER HOLDINGS INC NPV                                             | CUSIP: 000000000<br>LEI: 353800G6TWA2W0MY9K16 | Long             | EC               | CORP              | JP        |    171100 | NS      | $2329306.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NICHIREI CORP                                          | NICHIREI CORP NPV                                                      | CUSIP: 000000000<br>LEI: 529900MX3GPXXKO0MT06 | Long             | EC               | CORP              | JP        |    102500 | NS      | $1235133.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVONIK INDUSTRIES AG                                   | EVONIK INDUSTRIES AG NPV                                               | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |   1647890 | NS      | $34083682.75  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTEN SA                                               | ALTEN SA NPV                                                           | CUSIP: 000000000<br>LEI: 969500Y7G9TY7Y24GN07 | Long             | EC               | CORP              | FR        |    118847 | NS      | $7917753.96   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FATTAL HOLDINGS (1998) LTD                             | FATTAL HOLDINGS (1998) LTD ILS1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     15234 | NS      | $3806834.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GECINA SA                                              | GECINA SA EUR7.50                                                      | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |    185415 | NS      | $15675793.69  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| KERRY PROPERTIES LTD                                   | KERRY PROPERTIES LTD ORD HKD1                                          | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |   8240000 | NS      | $25080499.08  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO SEIMITSU CO LTD                                  | TOKYO SEIMITSU CO LTD NPV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    409000 | NS      | $45192721.05  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| BALFOUR BEATTY PLC                                     | BALFOUR BEATTY PLC GBP0.50                                             | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |   2025772 | NS      | $22510038.14  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| INCHCAPE PLC                                           | INCHCAPE PLC ORD GBP0.10                                               | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |   1955124 | NS      | $21980539.20  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGKJOBING LANDBOBANK A/S                             | RINGKJOBING LANDBOBANK A/S DKK1                                        | CUSIP: 000000000<br>LEI: 2138002M5U5K4OUMVV62 | Long             | EC               | CORP              | DK        |     70497 | NS      | $17614484.45  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE CORP LTD                                       | VENTURE CORP LTD NPV                                                   | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |   2368800 | NS      | $30235195.33  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO LTD                                                | IGO LTD NPV                                                            | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |    821304 | NS      | $4519056.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TV ASAHI HOLDINGS CORP                                 | TV ASAHI HOLDINGS CORP NPV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    591200 | NS      | $12233658.06  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KYUSHU ELECTRIC POWER COMPANY INC                      | KYUSHU ELECTRIC POWER COMPANY INC NPV                                  | CUSIP: 000000000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |   2126600 | NS      | $22992648.73  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| R&S GROUP HOLDING AG                                   | R&S GROUP HOLDING AG CHF0.1                                            | CUSIP: 000000000<br>LEI: 549300BKHOM0Y2GJZJ41 | Long             | EC               | CORP              | CH        |    269883 | NS      | $9063737.06   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJI CORP                                              | FUJI CORP NPV                                                          | CUSIP: 000000000<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |    396100 | NS      | $15431178.56  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERTEK GROUP PLC                                     | INTERTEK GROUP PLC ORD GBP0.01                                         | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |     42448 | NS      | $2734423.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HISCOX LTD                                             | HISCOX LTD ORD GBP0.065 (DI)                                           | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |    292956 | NS      | $6164461.36   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MEBUKI FINANCIAL GROUP INC                             | MEBUKI FINANCIAL GROUP INC NPV                                         | CUSIP: 000000000<br>LEI: 353800K1RXV3E3JAE812 | Long             | EC               | CORP              | JP        |    851500 | NS      | $7069442.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NICHICON CORP                                          | NICHICON CORP NPV                                                      | CUSIP: 000000000<br>LEI: 353800QK5U8ET4YJHF28 | Long             | EC               | CORP              | JP        |     89500 | NS      | $1368971.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FURUKAWA ELECTRIC CO LTD (THE)                         | FURUKAWA ELECTRIC CO LTD (THE) NPV                                     | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |    166800 | NS      | $45300689.76  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI CONSTRUCTION MACHINERY CO LTD                  | HITACHI CONSTRUCTION MACHINERY CO LTD NPV                              | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |   1185100 | NS      | $41482409.94  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| WHITEHAVEN COAL LTD                                    | WHITEHAVEN COAL LTD NPV                                                | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |   2760295 | NS      | $16867150.56  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GUNMA BANK LTD (THE)                                   | GUNMA BANK LTD (THE) NPV                                               | CUSIP: 000000000<br>LEI: 54930054A69VC4I5BP89 | Long             | EC               | CORP              | JP        |      4600 | NS      | $62985.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CODAN LTD                                              | CODAN LTD NPV                                                          | CUSIP: 000000000<br>LEI: 9845005866EB809B5694 | Long             | EC               | CORP              | AU        |   1501199 | NS      | $45492272.41  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKAI TOKYO FINANCIAL HOLDINGS INC                     | TOKAI TOKYO FINANCIAL HOLDINGS INC NPV                                 | CUSIP: 000000000<br>LEI: 3538009U6UOURH99YH12 | Long             | EC               | CORP              | JP        |   2877700 | NS      | $12965521.84  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| VIDRALA SA                                             | VIDRALA SA EUR1.02                                                     | CUSIP: 000000000<br>LEI: 95980020140005399488 | Long             | EC               | CORP              | ES        |     43590 | NS      | $3932292.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MAN GROUP PLC                                          | MAN GROUP PLC ORD USD0.0342857142                                      | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |   9157414 | NS      | $31642129.64  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| FUGRO NV                                               | FUGRO NV EUR0.05                                                       | CUSIP: 000000000<br>LEI: 7245000R8GNBSDTSZ396 | Long             | EC               | CORP              | NL        |   1666515 | NS      | $24167143.18  | 0.35%             |  |  |  | No            |                  2 | On Loan: —       |
| HASEKO CORP                                            | HASEKO CORP NPV                                                        | CUSIP: 000000000<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |    895300 | NS      | $15460962.68  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI MATERIALS CORP                              | MITSUBISHI MATERIALS CORP NPV                                          | CUSIP: 000000000<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |   1197000 | NS      | $39444436.02  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJI ELECTRIC COMPANY LTD                              | FUJI ELECTRIC COMPANY LTD NPV                                          | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |    156000 | NS      | $13110989.97  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMOS SEMICONDUCTOR SE                                 | ELMOS SEMICONDUCTOR SE NPV                                             | CUSIP: 000000000<br>LEI: 529900UMKKDCAP4P4H63 | Long             | EC               | CORP              | DE        |      1920 | NS      | $415295.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHUFERSAL LTD                                          | SHUFERSAL LTD ORD ILS0.1                                               | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |   1861218 | NS      | $27788043.14  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TOA CORP (TOKYO)                                       | TOA CORP (TOKYO) NPV                                                   | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |    292200 | NS      | $5220866.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC INC                                                | AGC INC NPV                                                            | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |    478600 | NS      | $17164473.42  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                            | NIPPON EXPRESS HOLDINGS INC NPV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27800 | NS      | $730145.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DFI RETAIL GROUP HOLDINGS LTD                          | DFI RETAIL GROUP HOLDINGS LTD ORD USD5 5/9 CENTS(SINGAPORE REGD)       | CUSIP: 000000000<br>LEI: 213800NOTG41PZVNNX48 | Long             | EC               | CORP              | BM        |   2137000 | NS      | $8932660.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIP ENERGIES NV                                    | TECHNIP ENERGIES NV EUR0.01                                            | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | NL        |    559409 | NS      | $26464306.33  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CLAL INSURANCE ENTERPRISES HOLDINDGS LTD               | CLAL INSURANCE ENTERPRISES HOLDINDGS LTD ORD ILS1                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     56066 | NS      | $4844721.80   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGNIFY NV                                             | SIGNIFY NV EUR0.01                                                     | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |    237523 | NS      | $5402229.46   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSEUS MINING LTD                                     | PERSEUS MINING LTD NPV                                                 | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |  13238778 | NS      | $53056896.33  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| DANIELI & C. - OFFICINE MECCANICHE SPA                 | DANIELI & C. - OFFICINE MECCANICHE SPA NPV                             | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EC               | CORP              | IT        |     39085 | NS      | $3061128.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITY DEVELOPMENTS LTD                                  | CITY DEVELOPMENTS LTD NPV                                              | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |    768800 | NS      | $4947952.83   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BABCOCK INTERNATIONAL GROUP PLC                        | BABCOCK INTERNATIONAL GROUP PLC ORD GBP0.60                            | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |   1210706 | NS      | $18239637.26  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVIDA HOLDING AB                                     | BRAVIDA HOLDING AB NPV                                                 | CUSIP: 000000000<br>LEI: 549300H88IJGPNNL3T61 | Long             | EC               | CORP              | SE        |    348970 | NS      | $3605831.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| HAREL INSURANCE INVESTMENTS AND FINANCIAL SERVICES LTD | HAREL INSURANCE INVESTMENTS AND FINANCIAL SERVICES LTD ILS1            | CUSIP: 000000000<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |    888237 | NS      | $55001376.41  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| FUKUOKA FINANCIAL GROUP INC                            | FUKUOKA FINANCIAL GROUP INC NPV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1015700 | NS      | $41464136.49  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRPORT CITY LTD                                       | AIRPORT CITY LTD ILS0.01                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    180531 | NS      | $3354953.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KOITO MANUFACTURING CO LTD                             | KOITO MANUFACTURING CO LTD NPV                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     87500 | NS      | $1419635.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                              | ONO PHARMACEUTICAL CO LTD NPV                                          | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |   3703700 | NS      | $54778315.83  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| USHIO INC                                              | USHIO INC NPV                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    388800 | NS      | $7828988.71   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                           | VALLOUREC SA EUR0.02                                                   | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | EC               | CORP              | FR        |   1910468 | NS      | $57565644.30  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NAGOYA LTD (THE)                               | BANK OF NAGOYA LTD (THE) NPV                                           | CUSIP: 000000000<br>LEI: 353800P9H4582TP8FA91 | Long             | EC               | CORP              | JP        |    109000 | NS      | $4070216.71   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEVISION HOLDINGS INC                         | NIPPON TELEVISION HOLDINGS INC NPV                                     | CUSIP: 000000000<br>LEI: 353800QI43C3H97E4W63 | Long             | EC               | CORP              | JP        |    573100 | NS      | $10895041.14  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZLEY PLC                                            | BEAZLEY PLC ORD GBP0.05                                                | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |   3712014 | NS      | $64475508.36  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| NORITSU KOKI CO LTD                                    | NORITSU KOKI CO LTD NPV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    735400 | NS      | $9789596.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDEN CORP                                            | KINDEN CORP NPV                                                        | CUSIP: 000000000<br>LEI: 35380008T6JUN5TU9T34 | Long             | EC               | CORP              | JP        |    643100 | NS      | $34457945.44  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| AOZORA BANK LTD                                        | AOZORA BANK LTD NPV                                                    | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |    173300 | NS      | $2796124.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIBA BANK LTD (THE)                                   | CHIBA BANK LTD (THE) NPV                                               | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |    410100 | NS      | $5660696.71   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| COFACE SA                                              | COFACE SA EUR2.00                                                      | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |     53764 | NS      | $996992.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BETSSON AB                                             | BETSSON AB NPV B                                                       | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |   2128361 | NS      | $21646107.38  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OSG CORP                                               | OSG CORP NPV                                                           | CUSIP: 000000000<br>LEI: 353800IWJAOVAFO6X450 | Long             | EC               | CORP              | JP        |     91400 | NS      | $1911510.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RICOH COMPANY LTD                                      | RICOH COMPANY LTD NPV                                                  | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |   3934800 | NS      | $33182678.29  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEKTA AB                                              | ELEKTA AB SER'B'NPV                                                    | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |   2115067 | NS      | $12198675.12  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXATRONIC GROUP AB                                    | HEXATRONIC GROUP AB NPV                                                | CUSIP: 000000000<br>LEI: 2138001VSY1B4U9JLM82 | Long             | EC               | CORP              | SE        |    665304 | NS      | $2747614.91   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSUI CORP                                            | NISSUI CORP NPV                                                        | CUSIP: 000000000<br>LEI: 529900MPH5BMANQ3EC50 | Long             | EC               | CORP              | JP        |   1413200 | NS      | $11002400.73  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLOFRESH SE                                          | HELLOFRESH SE NPV                                                      | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |    131209 | NS      | $712548.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRIDIEN SA                                            | VIRIDIEN SA EUR1                                                       | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | EC               | CORP              | FR        |     30911 | NS      | $5257525.93   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                               | GAMES WORKSHOP GROUP PLC ORD GBP0.05                                   | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |     74821 | NS      | $19844553.58  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCELLERON INDUSTRIES AG                               | ACCELLERON INDUSTRIES AG CHF0.01                                       | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |    577038 | NS      | $61823758.26  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWA CORP                                              | TOWA CORP NPV                                                          | CUSIP: 000000000<br>LEI: 353800HAMO7IT6KBJX75 | Long             | EC               | CORP              | JP        |     53000 | NS      | $1007377.03   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| LANDIS+GYR GROUP AG                                    | LANDIS+GYR GROUP AG CHF10 (REGD)                                       | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |     45329 | NS      | $3039917.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DETERRA ROYALTIES LTD                                  | DETERRA ROYALTIES LTD NPV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    476569 | NS      | $1435369.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIBAURA MECHATRONICS CORP                             | SHIBAURA MECHATRONICS CORP NPV                                         | CUSIP: 000000000<br>LEI: 529900K56IZ9LT5WLM42 | Long             | EC               | CORP              | JP        |     61700 | NS      | $1916900.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIHEIYO CEMENT CORP                                   | TAIHEIYO CEMENT CORP NPV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    619100 | NS      | $14055915.61  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL CORP LTD                                        | ISRAEL CORP LTD ILS1                                                   | CUSIP: 000000000<br>LEI: 213800VASRTF37M7LO42 | Long             | EC               | CORP              | IL        |      6131 | NS      | $1743438.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYODA GOSEI COMPANY LTD                               | TOYODA GOSEI COMPANY LTD NPV                                           | CUSIP: 000000000<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |    388300 | NS      | $11457550.35  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LASALLE LOGIPORT REIT                                  | LASALLE LOGIPORT REIT REIT                                             | CUSIP: 000000000<br>LEI: 353800II3DI1RPKBB314 | Long             | EC               | CORP              | JP        |     13125 | NS      | $12829523.39  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DRAX GROUP PLC                                         | DRAX GROUP PLC ORD GBP0.1155172                                        | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |   1742935 | NS      | $20956354.79  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MONADELPHOUS GROUP LTD                                 | MONADELPHOUS GROUP LTD NPV                                             | CUSIP: 000000000<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |    453576 | NS      | $9212431.16   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB24 LTD                                              | HUB24 LTD NPV                                                          | CUSIP: 000000000<br>LEI: 529900O2RAS904TFIR32 | Long             | EC               | CORP              | AU        |    118471 | NS      | $7249415.33   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SMG SWISS MARKETPLACE GROUP HOLDING AG                 | SMG SWISS MARKETPLACE GROUP HOLDING AG CHF0.003 (REGD)                 | CUSIP: 000000000<br>LEI: 506700N2391DVRZ4MZ72 | Long             | EC               | CORP              | CH        |      9092 | NS      | $324176.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORINAGA MILK INDUSTRY CO LTD                          | MORINAGA MILK INDUSTRY CO LTD NPV                                      | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |    529800 | NS      | $15987499.63  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HIROGIN HOLDINGS INC                                   | HIROGIN HOLDINGS INC NPV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64700 | NS      | $764327.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIKISHA LTD                                           | TAIKISHA LTD NPV                                                       | CUSIP: 000000000<br>LEI: 3538005OOQOUE7DBWV52 | Long             | EC               | CORP              | JP        |    153900 | NS      | $3418391.16   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TORAY INDUSTRIES INC                                   | TORAY INDUSTRIES INC NPV                                               | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |    711900 | NS      | $5111266.77   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VALEO SE                                               | VALEO SE EUR1                                                          | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |   3352490 | NS      | $42198997.00  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| NSD COMPANY LTD                                        | NSD COMPANY LTD NPV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    356000 | NS      | $6111259.19   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN HOLDINGS INC                                    | TOPPAN HOLDINGS INC NPV                                                | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     64400 | NS      | $1914197.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAMURA CO LTD                                       | SHIMAMURA CO LTD NPV                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     85900 | NS      | $1796407.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NS UNITED KAIUN KAISHA LTD                             | NS UNITED KAIUN KAISHA LTD NPV                                         | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |    651900 | NS      | $31738701.84  | 0.46%             |  |  |  | No            |                  2 | On Loan: —       |
| ELISA OYJ                                              | ELISA OYJ NPV                                                          | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |    323330 | NS      | $15703490.36  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGON BANKING GROUP PLC                              | PARAGON BANKING GROUP PLC ORD GBP1                                     | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |    770781 | NS      | $7850578.31   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HAFNIA LTD                                             | HAFNIA LTD USD0.01                                                     | CUSIP: 000000000<br>LEI: 5493001KCFT0SCGJ2647 | Long             | EC               | CORP              | SG        |    332014 | NS      | $2943964.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX 24                                                 | ASX SPI 200 Index Futures                                              | CUSIP: 000000000<br>LEI: 549300SDXT36XYPVWI79 | N/A              | DE               | CORP              | AU        |        95 | NC      | $-64926.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN CHEMICAL CORP                                   | NISSAN CHEMICAL CORP NPV                                               | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |    463000 | NS      | $20019908.21  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-REIT                                             | GLP J-REIT REIT                                                        | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |      6912 | NS      | $5982408.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOTRADER GP PLC                                      | AUTOTRADER GP PLC ORD GBP0.01                                          | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |   2165929 | NS      | $14570061.22  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIS RESOURCES LTD                                    | REGIS RESOURCES LTD NPV                                                | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |   8956897 | NS      | $45926924.08  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| SWCC CORP                                              | SWCC CORP NPV                                                          | CUSIP: 000000000<br>LEI: 353800A7RNYOC4KL4T49 | Long             | EC               | CORP              | JP        |    218900 | NS      | $22405886.71  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLTA AG                                              | AVOLTA AG CHF5 (REGD)                                                  | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |    358589 | NS      | $19816910.86  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| COVIVIO SA                                             | COVIVIO SA EUR3                                                        | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |     84372 | NS      | $5580196.84   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SHAFTESBURY CAPITAL PLC                                | SHAFTESBURY CAPITAL PLC ORD GBP0.25                                    | CUSIP: 000000000<br>LEI: 549300TTXXZ1SHUI0D54 | Long             | EC               | CORP              | GB        |    322151 | NS      | $585220.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COATS GROUP PLC                                        | COATS GROUP PLC ORD GBP0.05                                            | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |    939057 | NS      | $1061871.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEPPEL DC REIT                                         | KEPPEL DC REIT NPV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |  10319800 | NS      | $19099210.94  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPRICORN METALS LTD                                   | CAPRICORN METALS LTD NPV                                               | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |   2672716 | NS      | $22160279.92  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| MAUREL ET PROM SA                                      | MAUREL ET PROM SA EUR0.77                                              | CUSIP: 000000000<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |    129559 | NS      | $1512734.48   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KS HOLDINGS CORP                                       | KS HOLDINGS CORP NPV                                                   | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |   1648600 | NS      | $19055896.64  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAIT ONE CORP                                        | MIRAIT ONE CORP NPV                                                    | CUSIP: 000000000<br>LEI: 353800RI3EZVEIDAEL62 | Long             | EC               | CORP              | JP        |     45900 | NS      | $1182779.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ISHIHARA SANGYO KAISHA LTD                             | ISHIHARA SANGYO KAISHA LTD NPV                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    107200 | NS      | $2064799.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVAY NV/SA                                           | SOLVAY NV/SA NPV                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |    188714 | NS      | $6162223.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KYORITSU MAINTENANCE CO LTD                            | KYORITSU MAINTENANCE CO LTD NPV                                        | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | EC               | CORP              | JP        |   1569900 | NS      | $23885142.51  | 0.35%             |  |  |  | No            |                  2 | On Loan: —       |
| LION FINANCE GROUP PLC                                 | LION FINANCE GROUP PLC ORD GBP0.01                                     | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |    228006 | NS      | $34252651.29  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AEM HOLDINGS LTD                                       | AEM HOLDINGS LTD NPV                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   1163600 | NS      | $6751416.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PARTNER COMMUNICATIONS COMPANY LTD                     | PARTNER COMMUNICATIONS COMPANY LTD ILS0.01                             | CUSIP: 000000000<br>LEI: 529900P1P6RZ1NC37U33 | Long             | EC               | CORP              | IL        |     59750 | NS      | $795020.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WERELDHAVE NV                                          | WERELDHAVE NV EUR1                                                     | CUSIP: 000000000<br>LEI: 724500YRQCY3BD9RJZ92 | Long             | EC               | CORP              | NL        |      9901 | NS      | $256041.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 77 BANK LTD (THE)                                      | 77 BANK LTD (THE) NPV                                                  | CUSIP: 000000000<br>LEI: 549300U6CT3EHB9XS980 | Long             | EC               | CORP              | JP        |    205800 | NS      | $3961853.76   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KOKUSAI ELECTRIC CORP                                  | KOKUSAI ELECTRIC CORP NPV                                              | CUSIP: 000000000<br>LEI: 549300CDY6N3WKYK2I96 | Long             | EC               | CORP              | JP        |    227000 | NS      | $9553372.23   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SENIOR PLC                                             | SENIOR PLC GBP0.10                                                     | CUSIP: 000000000<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |   3311543 | NS      | $12865164.86  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SAWAI GROUP HOLDINGS CO LTD                            | SAWAI GROUP HOLDINGS CO LTD NPV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   2784500 | NS      | $37430808.66  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIKO EPSON CORP                                       | SEIKO EPSON CORP NPV                                                   | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |   1996900 | NS      | $26859774.38  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BROTHER INDUSTRIES LTD                                 | BROTHER INDUSTRIES LTD NPV                                             | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |   2296800 | NS      | $43616722.92  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEMOMETEC A/S                                         | CHEMOMETEC A/S DKK1                                                    | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |     76657 | NS      | $3865210.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI DIAMOND INDUSTRIAL CO LTD                        | ASAHI DIAMOND INDUSTRIAL CO LTD NPV                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     84500 | NS      | $699868.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                         | DYNO NOBEL LTD NPV                                                     | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |   6307397 | NS      | $14976928.33  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HEXPOL AB                                              | HEXPOL AB SER'B'NPV                                                    | CUSIP: 000000000<br>LEI: 549300MN30TBRLYN3465 | Long             | EC               | CORP              | SE        |   2286038 | NS      | $18607214.07  | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| GAZTRANSPORT ET TECHNIGAZ SA                           | GAZTRANSPORT ET TECHNIGAZ SA EUR0.01                                   | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |    103685 | NS      | $25225997.25  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| RESOLUTE MINING LTD                                    | RESOLUTE MINING LTD NPV                                                | CUSIP: 000000000<br>LEI: 254900MP8JONT590XY28 | Long             | EC               | CORP              | AU        |   6998424 | NS      | $5988735.50   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBSEA 7 SA                                            | SUBSEA 7 SA COM USD2                                                   | CUSIP: 000000000<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |    807893 | NS      | $29103377.00  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPS ALPINE CO LTD                                     | ALPS ALPINE CO LTD NPV                                                 | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |   1938100 | NS      | $29083547.26  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| RINNAI CORP                                            | RINNAI CORP NPV                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    264700 | NS      | $6015820.70   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PIGEON CORP                                            | PIGEON CORP NPV                                                        | CUSIP: 000000000<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |    834400 | NS      | $8991298.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONAC HOLDINGS CORP                                  | RESONAC HOLDINGS CORP NPV                                              | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |    148000 | NS      | $13544092.28  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKEMA SA                                              | ARKEMA SA EUR10                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |    246265 | NS      | $17973409.00  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIHEN CORP                                            | DAIHEN CORP NPV                                                        | CUSIP: 000000000<br>LEI: 353800VGTLA3QRNG5478 | Long             | EC               | CORP              | JP        |     15700 | NS      | $1553260.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP PLC                                           | RS GROUP PLC ORD GBP0.10                                               | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |   1186643 | NS      | $9720652.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON LIGHT METAL HOLDINGS CO LTD                     | NIPPON LIGHT METAL HOLDINGS CO LTD NPV                                 | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |    793400 | NS      | $14530770.25  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| VISCOFAN INDUSTRIA NAVARRA DE ENVOLTURA CELULOSICAS SA | VISCOFAN INDUSTRIA NAVARRA DE ENVOLTURA CELULOSICAS SA EUR0.70         | CUSIP: 000000000<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |    190060 | NS      | $13383847.28  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STRAUSS GROUP LTD                                      | STRAUSS GROUP LTD ORD ILS1                                             | CUSIP: 000000000<br>LEI: 254900GBA9EK5FGVQA80 | Long             | EC               | CORP              | IL        |    291172 | NS      | $12643547.11  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RAITO KOGYO CO LTD                                     | RAITO KOGYO CO LTD NPV                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    310000 | NS      | $7554277.41   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUGIN FINANCIAL GROUP INC                             | CHUGIN FINANCIAL GROUP INC NPV                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1155500 | NS      | $21505113.26  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| KELLER GROUP PLC                                       | KELLER GROUP PLC ORD GBP0.10                                           | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |    307859 | NS      | $9358040.91   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC ANCORA SA                                          | KBC ANCORA SA NPV                                                      | CUSIP: 000000000<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |     39191 | NS      | $3577487.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                                | IMI PLC ORD GBP0.28571428                                              | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |     85189 | NS      | $3244690.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO KOGYO CORP                                       | NITTO KOGYO CORP NPV                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12500 | NS      | $361575.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TKH GROUP NV                                           | TKH GROUP NV CVA EUR0.25                                               | CUSIP: 000000000<br>LEI: 7245008G22FOV7TYYJ34 | Long             | EC               | CORP              | NL        |     43558 | NS      | $2232320.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DAI NIPPON PRINTING CO LTD                             | DAI NIPPON PRINTING CO LTD NPV                                         | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |   1304400 | NS      | $24706814.05  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| IG GROUP HOLDINGS PLC                                  | IG GROUP HOLDINGS PLC ORD GBP0.00005                                   | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |   1713562 | NS      | $35045934.70  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FIELMANN GROUP AG                                      | FIELMANN GROUP AG NPV                                                  | CUSIP: 000000000<br>LEI: 529900BU5B7N9GE4XU15 | Long             | EC               | CORP              | DE        |     36138 | NS      | $1803914.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMTEK LTD                                             | CAMTEK LTD ORD                                                         | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |     48041 | NS      | $9185279.40   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BIG SHOPPING CENTERS LTD                               | BIG SHOPPING CENTERS LTD ILS1                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18730 | NS      | $4941145.55   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTGROUP PLC                                         | FIRSTGROUP PLC ORD GBP0.05                                             | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |   1585147 | NS      | $3507267.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OKI ELECTRIC INDUSTRY CO LTD                           | OKI ELECTRIC INDUSTRY CO LTD NPV                                       | CUSIP: 000000000<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |    115400 | NS      | $2496515.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REGION RE LTD                                          | REGION RE LTD NPV                                                      | CUSIP: 000000000<br>LEI: 549300MS6NZV0B7K7D28 | Long             | EC               | CORP              | AU        |   2445875 | NS      | $4090066.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIPEM SPA                                             | SAIPEM SPA NPV (POST SPLIT)                                            | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |   1757510 | NS      | $9522295.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| ZEON CORP                                              | ZEON CORP NPV                                                          | CUSIP: 000000000<br>LEI: 529900UEFURDYZ4F4U10 | Long             | EC               | CORP              | JP        |   1244300 | NS      | $14503501.41  | 0.21%             |  |  |  | No            |                  2 | On Loan: —       |
| KOBE STEEL LTD                                         | KOBE STEEL LTD NPV                                                     | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |    746300 | NS      | $9197420.29   | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| SWECO AB                                               | SWECO AB SER'B'NPV                                                     | CUSIP: 000000000<br>LEI: 549300Q4Y55VICYV6U90 | Long             | EC               | CORP              | SE        |   1057911 | NS      | $14460303.61  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EASYJET PLC                                            | EASYJET PLC ORD GBP0.27285714                                          | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |   2728028 | NS      | $13057296.16  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AAC TECHNOLOGIES HOLDINGS INC                          | AAC TECHNOLOGIES HOLDINGS INC USD0.01                                  | CUSIP: 000000000<br>LEI: 549300SKEDE1VKS0A552 | Long             | EC               | CORP              | KY        |   2670000 | NS      | $12365802.04  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIANT AG                                            | CLARIANT AG CHF1.34 (REGD)                                             | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |   2446283 | NS      | $25195318.54  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| RESORTTRUST INC                                        | RESORTTRUST INC NPV                                                    | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |    840900 | NS      | $9383617.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITHS GROUP PLC                                       | SMITHS GROUP PLC ORD GBP0.375                                          | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |    358181 | NS      | $12366453.84  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO FORESTRY COMPANY LTD                          | SUMITOMO FORESTRY COMPANY LTD NPV                                      | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |   1569800 | NS      | $14186500.64  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MPC CONTAINER SHIPS ASA                                | MPC CONTAINER SHIPS ASA NOK1                                           | CUSIP: 000000000<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |   3262898 | NS      | $7761102.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS TRUST                                    | Goldman Sachs Financial Square Government Fund                         | CUSIP: 38141W273<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        | 174535081 | NS      | $174535081.12 | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| QINETIQ GROUP PLC                                      | QINETIQ GROUP PLC ORD GBP0.01                                          | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |   7769766 | NS      | $47084863.58  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| ANSELL LTD                                             | ANSELL LTD NPV                                                         | CUSIP: 000000000<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |    150270 | NS      | $2882676.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO BAKELITE CO LTD                               | SUMITOMO BAKELITE CO LTD NPV                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    107900 | NS      | $3800339.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST PACIFIC COMPANY LTD                              | FIRST PACIFIC COMPANY LTD USD0.01                                      | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | BM        |   8756000 | NS      | $6143580.74   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC (THE)                                   | SAGE GROUP PLC (THE) GBP0.01051948                                     | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |   1325640 | NS      | $15810455.20  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY PERFECT JSAT CORP                                  | SKY PERFECT JSAT CORP NPV                                              | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |    957000 | NS      | $20893924.35  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| GN STORE NORD A/S                                      | GN STORE NORD A/S DKK4                                                 | CUSIP: 000000000<br>LEI: 5493008U3H3W0NKPFL10 | Long             | EC               | CORP              | DK        |    485662 | NS      | $7305120.92   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTEN PHARMACEUTICAL COMPANY LTD                      | SANTEN PHARMACEUTICAL COMPANY LTD NPV                                  | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |    783000 | NS      | $8069189.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLREAL HOLDING AG                                     | ALLREAL HOLDING AG CHF1                                                | CUSIP: 000000000<br>LEI: 5067006XH174LA44H658 | Long             | EC               | CORP              | CH        |     76371 | NS      | $20856213.72  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| AMG CRITICAL MATERIALS NV                              | AMG CRITICAL MATERIALS NV EUR0.02                                      | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |    442893 | NS      | $18694135.72  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| NEMETSCHEK SE                                          | NEMETSCHEK SE ORD NPV                                                  | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |    128077 | NS      | $9295078.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIO SPA                                               | AVIO SPA NPV                                                           | CUSIP: 000000000<br>LEI: 8156008F25C4B0E7C860 | Long             | EC               | CORP              | IT        |    228466 | NS      | $8457115.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GALENICA AG                                            | GALENICA AG CHF0.1                                                     | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |    319028 | NS      | $33991272.80  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DOWNER EDI LTD                                         | DOWNER EDI LTD ORD NPV                                                 | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |   2893579 | NS      | $15548426.15  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HEMNET GROUP AB                                        | HEMNET GROUP AB NPV                                                    | CUSIP: 000000000<br>LEI: 5493008VIU67J3HUAR07 | Long             | EC               | CORP              | SE        |    167570 | NS      | $2172282.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| SHIMADZU CORP                                          | SHIMADZU CORP NPV                                                      | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |    386400 | NS      | $8982054.27   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AL SYDBANK A/S                                         | AL SYDBANK A/S DKK10                                                   | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |     22797 | NS      | $1944302.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KAMIGUMI CO LTD                                        | KAMIGUMI CO LTD NPV                                                    | CUSIP: 000000000<br>LEI: 3538004KUWA3850MUC05 | Long             | EC               | CORP              | JP        |    250800 | NS      | $8289031.30   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLEX PLC                                              | VOLEX PLC ORD GBP0.25                                                  | CUSIP: 000000000<br>LEI: 213800HBLQNH5FXXGE63 | Long             | EC               | CORP              | GB        |    505268 | NS      | $4104639.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SHINMAYWA INDUSTRIES LTD                               | SHINMAYWA INDUSTRIES LTD NPV                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65700 | NS      | $1074020.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HIAB OYJ                                               | HIAB OYJ SER'B'NPV                                                     | CUSIP: 000000000<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |    258387 | NS      | $15359925.39  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO HEAVY INDUSTRIES LTD                          | SUMITOMO HEAVY INDUSTRIES LTD NPV                                      | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |    732000 | NS      | $24766212.53  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| GRANGES AB                                             | GRANGES AB NPV                                                         | CUSIP: 000000000<br>LEI: 5493006UG44TYSIXOB13 | Long             | EC               | CORP              | SE        |    172940 | NS      | $3253600.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HACHIJUNI NAGANO BANK LTD                              | HACHIJUNI NAGANO BANK LTD NPV                                          | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |    358200 | NS      | $4853017.94   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HANG LUNG GROUP LTD                                    | HANG LUNG GROUP LTD NPV                                                | CUSIP: 000000000<br>LEI: 529900V2T2EPOQYH0981 | Long             | EC               | CORP              | HK        |    122000 | NS      | $251865.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PANDORA A/S                                            | PANDORA A/S DKK1                                                       | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |    403467 | NS      | $30703434.17  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| VEND MARKETPLACES ASA                                  | VEND MARKETPLACES ASA NOK0.50                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |    228414 | NS      | $6281896.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WIHLBORGS FASTIGHETER AB                               | WIHLBORGS FASTIGHETER AB NPV                                           | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |    254770 | NS      | $2252389.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| MAKITA CORP                                            | MAKITA CORP NPV                                                        | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |     23400 | NS      | $868911.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOHAMA FINANCIAL GROUP INC                           | YOKOHAMA FINANCIAL GROUP INC NPV                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    721800 | NS      | $6851763.73   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TRELLEBORG AB                                          | TRELLEBORG AB SER'B'NPV                                                | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |    191461 | NS      | $7861204.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CEMBRA MONEY BANK AG                                   | CEMBRA MONEY BANK AG CHF1 (REGD)                                       | CUSIP: 000000000<br>LEI: 549300ZDHOETLAIVTE82 | Long             | EC               | CORP              | CH        |    282661 | NS      | $34566146.48  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FORVIA SE                                              | FORVIA SE EUR7                                                         | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |    673866 | NS      | $7943896.13   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI SA                            | MERLIN PROPERTIES SOCIMI SA EUR1                                       | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               | CORP              | ES        |   3986747 | NS      | $69717127.01  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER HALL RETAIL REIT                               | CHARTER HALL RETAIL REIT UNITS NPV                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   8315747 | NS      | $23595064.38  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| TKMS AG & CO. KGAA                                     | TKMS AG & CO. KGAA NPV                                                 | CUSIP: 000000000<br>LEI: 529900W81B194B0E0078 | Long             | EC               | CORP              | DE        |     36878 | NS      | $3791895.96   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| YASKAWA ELECTRIC CORP                                  | YASKAWA ELECTRIC CORP NPV                                              | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |     49900 | NS      | $1769455.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHOKU ELECTRIC POWER COMPANY INC                      | TOHOKU ELECTRIC POWER COMPANY INC NPV                                  | CUSIP: 000000000<br>LEI: 353800KTF7EYIIYHY088 | Long             | EC               | CORP              | JP        |     84900 | NS      | $593006.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGET HEALTHCARE REIT PLC                             | TARGET HEALTHCARE REIT PLC ORD GBP0.01                                 | CUSIP: 000000000<br>LEI: 213800RXPY9WULUSBC04 | Long             | EC               | CORP              | GB        |    139547 | NS      | $198243.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                     | FTSE 100 - Stnd Index Future - ICEU, Jun26                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |       203 | NC      | $101382.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYCRONIC AB                                            | MYCRONIC AB NPV                                                        | CUSIP: 000000000<br>LEI: 549300S5CCFESE4C6Y07 | Long             | EC               | CORP              | SE        |    486694 | NS      | $15357505.75  | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| HARMONIC DRIVE SYSTEMS INC                             | HARMONIC DRIVE SYSTEMS INC NPV                                         | CUSIP: 000000000<br>LEI: 353800XFIX2EUARGOE85 | Long             | EC               | CORP              | JP        |     19400 | NS      | $661376.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTGOLD RESOURCES LTD                                 | WESTGOLD RESOURCES LTD NPV                                             | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |   2380633 | NS      | $9453952.23   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO SEIKAN GROUP HOLDINGS LTD                         | TOYO SEIKAN GROUP HOLDINGS LTD NPV                                     | CUSIP: 000000000<br>LEI: 5299004VWXGQPXR05T33 | Long             | EC               | CORP              | JP        |    386200 | NS      | $8010050.26   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ASMPT LTD                                              | ASMPT LTD HKD0.10                                                      | CUSIP: 000000000<br>LEI: 529900PYFA1HFYKPT360 | Long             | EC               | CORP              | KY        |   1119700 | NS      | $23454822.44  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| ACOM COMPANY LTD                                       | ACOM COMPANY LTD NPV                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   4931900 | NS      | $15828276.27  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PLUS500 LTD                                            | PLUS500 LTD ORD ILS0.01 (DI)                                           | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |   1033348 | NS      | $62769387.65  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| MATSUDA SANGYO CO LTD                                  | MATSUDA SANGYO CO LTD NPV                                              | CUSIP: 000000000<br>LEI: 3538005JX81V3H77VM68 | Long             | EC               | CORP              | JP        |     25500 | NS      | $1086857.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AEDIFICA SA                                            | AEDIFICA SA NPV                                                        | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               | CORP              | BE        |    634657 | NS      | $53502503.07  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| ELCO LTD                                               | ELCO LTD ILS0.25                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6883 | NS      | $336141.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIPLOMA PLC                                            | DIPLOMA PLC ORD GBP0.05                                                | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |    248179 | NS      | $23487531.45  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| KRONES AG                                              | KRONES AG ORD NPV                                                      | CUSIP: 000000000<br>LEI: 529900NY2GSZWWUBW049 | Long             | EC               | CORP              | DE        |     26808 | NS      | $3879825.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RORZE CORP                                             | RORZE CORP NPV                                                         | CUSIP: 000000000<br>LEI: 529900ORJHC47686AS71 | Long             | EC               | CORP              | JP        |     35600 | NS      | $853381.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| UOL GROUP LTD                                          | UOL GROUP LTD NPV                                                      | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |   1980300 | NS      | $16566631.56  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ROTORK PLC                                             | ROTORK PLC ORD GBP0.005                                                | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |   2871074 | NS      | $12064255.38  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIS HEALTHCARE LTD                                   | REGIS HEALTHCARE LTD NPV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    172366 | NS      | $822749.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KIER GROUP PLC                                         | KIER GROUP PLC ORD GBP0.01                                             | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | EC               | CORP              | GB        |    121613 | NS      | $338441.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEGA OR HOLDINGS LTD                                   | MEGA OR HOLDINGS LTD ILS1                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4528 | NS      | $926213.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                          | KION GROUP AG NPV                                                      | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     16180 | NS      | $844458.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE REIT INC                                 | SEKISUI HOUSE REIT INC REIT                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11327 | NS      | $6149883.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE BAM GROEP NV                               | KONINKLIJKE BAM GROEP NV EUR0.10                                       | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |   2989674 | NS      | $32885361.36  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPERLOOP LTD                                          | SUPERLOOP LTD NPV                                                      | CUSIP: 000000000<br>LEI: 529900A6RVCX545NWC88 | Long             | EC               | CORP              | AU        |   2610950 | NS      | $6376521.93   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HUHTAMAKI OYJ                                          | HUHTAMAKI OYJ SER'I'NPV                                                | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | EC               | CORP              | FI        |     93546 | NS      | $2993817.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAGUCHI FINANCIAL GROUP INC                          | YAMAGUCHI FINANCIAL GROUP INC NPV                                      | CUSIP: 000000000<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |    298600 | NS      | $5130836.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JENOPTIK AG                                            | JENOPTIK AG NPV                                                        | CUSIP: 000000000<br>LEI: 529900P34GDHGXK6VB37 | Long             | EC               | CORP              | DE        |    724293 | NS      | $28503878.69  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLY SPA                                              | REPLY SPA EUR0.13(POST SUBD)                                           | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |    289401 | NS      | $32087162.39  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJI MEDIA HOLDINGS INC                                | FUJI MEDIA HOLDINGS INC NPV                                            | CUSIP: 000000000<br>LEI: 353800TG2T8DSPV7H313 | Long             | EC               | CORP              | JP        |    250600 | NS      | $6199051.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ROHM COMPANY LTD                                       | ROHM COMPANY LTD NPV                                                   | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |    643900 | NS      | $13930750.73  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BACHEM HOLDING AG                                      | BACHEM HOLDING AG CHF0.01 (REGD) (SUBD)                                | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Long             | EC               | CORP              | CH        |     35331 | NS      | $3201426.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SEIKO GROUP CORP                                       | SEIKO GROUP CORP NPV                                                   | CUSIP: 000000000<br>LEI: 529900UXKCNCMYX20S74 | Long             | EC               | CORP              | JP        |    135800 | NS      | $5044493.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KENON HOLDINGS LTD                                     | KENON HOLDINGS LTD NPV                                                 | CUSIP: 000000000<br>LEI: 254900N5LVBX92GMVN72 | Long             | EC               | CORP              | SG        |     16123 | NS      | $1491833.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER SOLUTIONS ASA                                     | AKER SOLUTIONS ASA NOK1.08                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |   5274091 | NS      | $24000310.49  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DO & CO. AG                                            | DO & CO. AG NPV                                                        | CUSIP: 000000000<br>LEI: 5299002NFQKOBT1E8569 | Long             | EC               | CORP              | AT        |      1607 | NS      | $326287.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOKUYO CO LTD                                          | KOKUYO CO LTD NPV                                                      | CUSIP: 000000000<br>LEI: 3538001EN1YX65H42410 | Long             | EC               | CORP              | JP        |    255900 | NS      | $1274636.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOSOH CORP                                             | TOSOH CORP NPV                                                         | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |    763200 | NS      | $11760715.67  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                           | CARNIVAL PLC ADS                                                       | CUSIP: 14365C103<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |   2137200 | NS      | $56528940.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO CENTURY CORP                                     | TOKYO CENTURY CORP NPV                                                 | CUSIP: 000000000<br>LEI: 35380096ZLHOF84DXR74 | Long             | EC               | CORP              | JP        |    824100 | NS      | $11320555.31  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEALAND PHARMA A/S                                     | ZEALAND PHARMA A/S DKK1                                                | CUSIP: 000000000<br>LEI: 549300ITBB1ULBL4CZ12 | Long             | EC               | CORP              | DK        |    221926 | NS      | $10496262.73  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WAREHOUSE DE PAUW NV                                   | WAREHOUSE DE PAUW NV NPV                                               | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |     14585 | NS      | $383355.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EL AL ISRAEL AIRLINES LTD                              | EL AL ISRAEL AIRLINES LTD ILS1                                         | CUSIP: 000000000<br>LEI: 549300TW18OUVFDCDP95 | Long             | EC               | CORP              | IL        |    576606 | NS      | $2591918.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BET SHEMESH ENGINES HOLDINGS (1997) LTD                | BET SHEMESH ENGINES HOLDINGS (1997) LTD ILS1                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9368 | NS      | $2290802.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COSMO ENERGY HOLDINGS CO LTD                           | COSMO ENERGY HOLDINGS CO LTD NPV                                       | CUSIP: 000000000<br>LEI: 353800Y4GZ7KR5X7L150 | Long             | EC               | CORP              | JP        |   1559200 | NS      | $39859733.25  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| CONVATEC GROUP PLC                                     | CONVATEC GROUP PLC ORD GBP0.1                                          | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |  13338881 | NS      | $38253627.61  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BILFINGER SE                                           | BILFINGER SE NPV                                                       | CUSIP: 000000000<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |    331376 | NS      | $38217937.94  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED ENERGY GROUP LTD                                | UNITED ENERGY GROUP LTD HKD0.01                                        | CUSIP: 000000000<br>LEI: 254900I49QKOOISW8F62 | Long             | EC               | CORP              | BM        |  11114000 | NS      | $681100.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                                                | ITV PLC ORD GBP0.10                                                    | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |  15107593 | NS      | $16439196.22  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| DIASORIN SPA                                           | DIASORIN SPA EUR1                                                      | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |    582614 | NS      | $39748988.91  | 0.58%             |  |  |  | No            |                  2 | On Loan: —       |
| NEXT VISION STABILIZED SYS LTD                         | NEXT VISION STABILIZED SYS LTD NPV                                     | CUSIP: 000000000<br>LEI: 2549001OCAI48UYCZD40 | Long             | EC               | CORP              | IL        |     66421 | NS      | $7613826.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMOT INVESTMENTS LTD                                   | AMOT INVESTMENTS LTD ILS1                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    576176 | NS      | $3938326.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                              | QIAGEN NV ORD SHARES                                                   | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |    178729 | NS      | $6096730.50   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST RESOURCES LTD                                    | FIRST RESOURCES LTD NPV                                                | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |    585300 | NS      | $1607821.58   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VAN LANSCHOT KEMPEN NV                                 | VAN LANSCHOT KEMPEN NV CVA REP CLASS 'A' NPV                           | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | EC               | CORP              | NL        |    112230 | NS      | $8598974.73   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIDO STEEL COMPANY LTD                                | DAIDO STEEL COMPANY LTD NPV                                            | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |     23000 | NS      | $268891.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO LTD                        | DAITO TRUST CONSTRUCTION CO LTD NPV                                    | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |    752100 | NS      | $16917000.94  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO PHARMA CO LTD                                 | SUMITOMO PHARMA CO LTD NPV                                             | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |   1438800 | NS      | $15884175.83  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                                 | NCC AB SER'B'NPV                                                       | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |    472102 | NS      | $10185775.46  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RUBIS SCA                                              | RUBIS SCA EUR1.25                                                      | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |    171933 | NS      | $7086138.28   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST INTERNATIONAL BANK OF ISRAEL LTD (THE)           | FIRST INTERNATIONAL BANK OF ISRAEL LTD (THE) ILS0.05                   | CUSIP: 000000000<br>LEI: 2138002RV6AUUX19F397 | Long             | EC               | CORP              | IL        |    356186 | NS      | $29791293.73  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| G CITY LTD                                             | G CITY LTD ILS2                                                        | CUSIP: 000000000<br>LEI: 213800EO12XXGZSQ2A73 | Long             | EC               | CORP              | IL        |         1 | NS      | $0.98         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NTN CORP                                               | NTN CORP NPV                                                           | CUSIP: 000000000<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |  10698600 | NS      | $26117981.87  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| OKAMURA CORP                                           | OKAMURA CORP NPV                                                       | CUSIP: 000000000<br>LEI: 35380084C4I8EO2QWD96 | Long             | EC               | CORP              | JP        |    391400 | NS      | $6255199.77   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNOGYM SPA                                          | TECHNOGYM SPA NPV                                                      | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |    125353 | NS      | $2953304.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ACERINOX SA                                            | ACERINOX SA EUR0.25                                                    | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |     33003 | NS      | $541636.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PLS GROUP LTD                                          | PLS GROUP LTD NPV                                                      | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |   2907091 | NS      | $12934857.04  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPERMARKET INCOME REIT PLC                            | SUPERMARKET INCOME REIT PLC ORD GBP0.01                                | CUSIP: 000000000<br>LEI: 2138007FOINJKAM7L537 | Long             | EC               | CORP              | GB        |    620958 | NS      | $707239.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI-SOKO HOLDING CO LTD                             | MITSUI-SOKO HOLDING CO LTD NPV                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50200 | NS      | $1260811.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REN - REDES ENERGETICAS NACIONAIS SGPS SA              | REN - REDES ENERGETICAS NACIONAIS SGPS SA EUR1(REGD)                   | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |    120335 | NS      | $533148.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDFIRE RESOURCES LTD                                 | SANDFIRE RESOURCES LTD NPV                                             | CUSIP: 000000000<br>LEI: 213800ZW52P23FVH1V47 | Long             | EC               | CORP              | AU        |   5303405 | NS      | $64073640.08  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITA KANKO INC                                       | FUJITA KANKO INC NPV                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    842700 | NS      | $11077259.24  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JTEKT CORP                                             | JTEKT CORP NPV                                                         | CUSIP: 000000000<br>LEI: 353800SK6NPOZVCBOI04 | Long             | EC               | CORP              | JP        |    409200 | NS      | $4997712.55   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ISUZU MOTORS LTD                                       | ISUZU MOTORS LTD NPV                                                   | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    677300 | NS      | $9332188.42   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN HOTEL REIT INVESTMENT CORP                       | JAPAN HOTEL REIT INVESTMENT CORP REIT                                  | CUSIP: 000000000<br>LEI: 353800L8KG849FP1JI68 | Long             | EC               | CORP              | JP        |     17891 | NS      | $8940904.35   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| YH DIMRI BUILDING & DEVELOPMENT LTD                    | YH DIMRI BUILDING & DEVELOPMENT LTD ILS1                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5952 | NS      | $811309.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHALLENGER LTD                                         | CHALLENGER LTD NPV                                                     | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |   1780963 | NS      | $11085029.59  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPOL LTD                                              | AMPOL LTD NPV                                                          | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |     37790 | NS      | $956865.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANLEY ELECTRIC CO LTD                                | STANLEY ELECTRIC CO LTD NPV                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25400 | NS      | $495728.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIXTRON SE                                             | AIXTRON SE ORD NPV                                                     | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |    873596 | NS      | $48269644.00  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| WORKMAN COMPANY LTD                                    | WORKMAN COMPANY LTD NPV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19300 | NS      | $887611.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROHTO PHARMACEUTICAL CO LTD                            | ROHTO PHARMACEUTICAL CO LTD NPV                                        | CUSIP: 000000000<br>LEI: 353800Q1CW5OS81OUM12 | Long             | EC               | CORP              | JP        |    982900 | NS      | $14453513.55  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| RAMELIUS RESOURCES LTD                                 | RAMELIUS RESOURCES LTD NPV                                             | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |   8565147 | NS      | $21258486.61  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| DOF GROUP ASA                                          | DOF GROUP ASA 8.125% SNR NTS USD                                       | CUSIP: 000000000<br>LEI: 213800GIV9N2A714T434 | Long             | EC               | CORP              | NO        |   1420693 | NS      | $21069567.09  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBEA AB                                               | AMBEA AB NPV                                                           | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |     62251 | NS      | $944611.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TP ICAP GROUP PLC                                      | TP ICAP GROUP PLC ORD GBP0.25                                          | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |   6382535 | NS      | $27462110.78  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PRS REIT PLC (THE)                                     | PRS REIT PLC (THE) ORD GBP0.01                                         | CUSIP: 000000000<br>LEI: 21380037Q91HU97WZX58 | Long             | EC               | CORP              | GB        |   1680616 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHARTER HALL GROUP                                     | CHARTER HALL GROUP NPV (STAPLED)                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   3068825 | NS      | $45191764.16  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAHA CORP                                            | YAMAHA CORP NPV                                                        | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |   4638800 | NS      | $33104764.87  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| VUSIONGROUP SA                                         | VUSIONGROUP SA EUR2                                                    | CUSIP: 000000000<br>LEI: 969500U51BYOMEW9M549 | Long             | EC               | CORP              | FR        |     82508 | NS      | $11768751.05  | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| PSP SWISS PROPERTY AG                                  | PSP SWISS PROPERTY AG CHF0.10 (REGD)                                   | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |    178172 | NS      | $35611414.24  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRYS PLC                                             | CURRYS PLC ORD GBP0.001                                                | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |   4378318 | NS      | $7429380.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG IMMOBILIEN SE                                      | LEG IMMOBILIEN SE NPV                                                  | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |     70186 | NS      | $4924867.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                | SPIE SA EUR0.47                                                        | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |   1047130 | NS      | $60757311.87  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| TSUMURA & COMPANY                                      | TSUMURA & COMPANY NPV                                                  | CUSIP: 000000000<br>LEI: 3538005RS3M1OVJLC663 | Long             | EC               | CORP              | JP        |   1238500 | NS      | $28886644.41  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| GLORY LTD                                              | GLORY LTD NPV                                                          | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |     31900 | NS      | $811446.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAVARIAN NORDIC A/S                                    | BAVARIAN NORDIC A/S DKK10                                              | CUSIP: 000000000<br>LEI: 2138006JCDVYIN6INP51 | Long             | EC               | CORP              | DK        |    630006 | NS      | $18544098.65  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ALONY HETZ PROPERTIES & INVESTMENTS LTD                | ALONY HETZ PROPERTIES & INVESTMENTS LTD ILS1                           | CUSIP: 000000000<br>LEI: 213800PNXOBRJDRRDC27 | Long             | EC               | CORP              | IL        |    461125 | NS      | $5566667.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORG FISCHER AG                                       | GEORG FISCHER AG CHF0.05 (REGD) (POST SPLIT)                           | CUSIP: 000000000<br>LEI: 529900CMRQYW4U1W2456 | Long             | EC               | CORP              | CH        |    623472 | NS      | $34104586.28  | 0.50%             |  |  |  | No            |                  2 | On Loan: —       |
| LUMO KODIT OYJ                                         | LUMO KODIT OYJ NPV                                                     | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |    210049 | NS      | $2000544.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FUCHS SE                                               | FUCHS SE NON VTG PRF NPV (REG)                                         | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |    213517 | NS      | $10068885.17  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON ELECTRIC HOLDINGS LTD                          | JOHNSON ELECTRIC HOLDINGS LTD HKD0.05                                  | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | BM        |  14757000 | NS      | $40045642.74  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA SECURITIES EXCHANGE                              | TOPIX TRADE FUTURE, JUN 2026                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |       214 | NC      | $1875413.31   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC BASIN SHIPPING LTD                             | PACIFIC BASIN SHIPPING LTD USD0.01                                     | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | BM        |   8868000 | NS      | $3464548.99   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NABTESCO CORP                                          | NABTESCO CORP NPV                                                      | CUSIP: 000000000<br>LEI: 529900DVHQXYRTGW7739 | Long             | EC               | CORP              | JP        |   1237700 | NS      | $40934693.97  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAINLINE PLC                                          | TRAINLINE PLC ORD GBP0.01                                              | CUSIP: 000000000<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |   3117383 | NS      | $10104405.45  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KANSAI PAINT CO LTD                                    | KANSAI PAINT CO LTD NPV                                                | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |     44600 | NS      | $669334.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MATSUKIYOCOCOKARA & COMPANY                            | MATSUKIYOCOCOKARA & COMPANY NPV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43500 | NS      | $635182.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYU FUDOSAN HOLDINGS CORP                            | TOKYU FUDOSAN HOLDINGS CORP NPV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    248700 | NS      | $2117464.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SEINO HOLDINGS COMPANY LTD                             | SEINO HOLDINGS COMPANY LTD NPV                                         | CUSIP: 000000000<br>LEI: 3538001D12EPCPYTTF24 | Long             | EC               | CORP              | JP        |    503600 | NS      | $7718963.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| BIG YELLOW GROUP PLC                                   | BIG YELLOW GROUP PLC ORD GBP0.10                                       | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |    430318 | NS      | $5281714.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WALLENIUS WILHELMSEN ASA                               | WALLENIUS WILHELMSEN ASA NOK0.52                                       | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |     20462 | NS      | $261939.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NKT A/S                                                | NKT A/S DKK20                                                          | CUSIP: 000000000<br>LEI: 529900197LKWCEQ0NL18 | Long             | EC               | CORP              | DK        |      6827 | NS      | $1008432.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                        | HANG SENG INDEX FUTURES, MAY-2026                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |        20 | NC      | $-12879.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| H. LUNDBECK A/S                                        | H. LUNDBECK A/S SER'B'DKK1                                             | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |    255018 | NS      | $1714383.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PENTA-OCEAN CONSTRUCTION CO LTD                        | PENTA-OCEAN CONSTRUCTION CO LTD NPV                                    | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |    908800 | NS      | $10182425.40  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| OKASAN SECURITIES GROUP INC                            | OKASAN SECURITIES GROUP INC NPV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1671000 | NS      | $9648319.18   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRIA TECHNOLOGIE & SYSTEMTECHNIK AG                 | AUSTRIA TECHNOLOGIE & SYSTEMTECHNIK AG NPV                             | CUSIP: 000000000<br>LEI: 529900EVOKN4LCCD9321 | Long             | EC               | CORP              | AT        |     41067 | NS      | $4549147.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENLIGHT RENEWABLE ENERGY LTD                           | ENLIGHT RENEWABLE ENERGY LTD ILS0.1                                    | CUSIP: 000000000<br>LEI: 984500HF6A99N758F734 | Long             | EC               | CORP              | IL        |    346106 | NS      | $30801773.30  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTEER AUTOMOTIVE GROUP LTD                           | NEXTEER AUTOMOTIVE GROUP LTD HKD0.1                                    | CUSIP: 000000000<br>LEI: 529900O9GGNBKMJ9UO48 | Long             | EC               | CORP              | KY        |  18643000 | NS      | $11582128.88  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI INTECC COMPANY LTD                               | ASAHI INTECC COMPANY LTD NPV                                           | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |   1691300 | NS      | $35589329.47  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL AND INFRASTRUCTURE FUND INVESTMENT CORP     | INDUSTRIAL AND INFRASTRUCTURE FUND INVESTMENT CORP REIT                | CUSIP: 000000000<br>LEI: 353800WCHFY04YKYCI19 | Long             | EC               | CORP              | JP        |     13723 | NS      | $12844528.67  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAHA MOTOR CO LTD                                    | YAMAHA MOTOR CO LTD NPV                                                | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |    699100 | NS      | $4910461.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UMICORE SA                                             | UMICORE SA NPV                                                         | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |   1244492 | NS      | $25170200.59  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| KONECRANES OYJ                                         | KONECRANES OYJ NPV                                                     | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |    268561 | NS      | $8820357.31   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN-IN GODO BANK LTD (THE)                             | SAN-IN GODO BANK LTD (THE) NPV                                         | CUSIP: 000000000<br>LEI: 353800I3C5900CEME762 | Long             | EC               | CORP              | JP        |    204700 | NS      | $2460474.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WEB TRAVEL GROUP LTD                                   | WEB TRAVEL GROUP LTD NPV                                               | CUSIP: 000000000<br>LEI: 21380064YZG4XMO4CW38 | Long             | EC               | CORP              | AU        |   1027312 | NS      | $1986107.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTIA SERVICES GROUP LTD                              | VENTIA SERVICES GROUP LTD NPV                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   3764201 | NS      | $14490972.62  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DELEK GROUP LTD                                        | DELEK GROUP LTD ILS1                                                   | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |     18975 | NS      | $6521413.87   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI KINZOKU CO LTD                                  | MITSUI KINZOKU CO LTD NPV                                              | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |    263200 | NS      | $72316490.07  | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ HOLDING AG                                          | VZ HOLDING AG CHF0.05 (REGD)                                           | CUSIP: 000000000<br>LEI: 529900JMJUZCFUVQ0Q82 | Long             | EC               | CORP              | CH        |      6203 | NS      | $1210174.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOUT24 SE                                             | SCOUT24 SE NPV                                                         | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |    235821 | NS      | $19635029.12  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO TIRE CORP                                         | TOYO TIRE CORP NPV                                                     | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |    351400 | NS      | $8615668.63   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI O.S.K.LINES LTD                                 | MITSUI O.S.K.LINES LTD NPV                                             | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |    574000 | NS      | $21682370.34  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMETIC GROUP AB                                       | DOMETIC GROUP AB NPV                                                   | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | EC               | CORP              | SE        |    768424 | NS      | $2596715.91   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO TATEMONO CO LTD                                  | TOKYO TATEMONO CO LTD NPV                                              | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |     98300 | NS      | $2261959.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHO GAS CO LTD                                        | TOHO GAS CO LTD NPV                                                    | CUSIP: 000000000<br>LEI: 353800BCVTE4F8012906 | Long             | EC               | CORP              | JP        |    797300 | NS      | $5986665.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| C. UYEMURA & COMPANY LTD                               | C. UYEMURA & COMPANY LTD NPV                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13000 | NS      | $1946239.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HIROSE ELECTRIC CO LTD                                 | HIROSE ELECTRIC CO LTD NPV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    147600 | NS      | $20519306.92  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ADDTECH AB                                             | ADDTECH AB SER'B'NPV                                                   | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |    380418 | NS      | $13971225.68  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA GENERALI SPA                                     | BANCA GENERALI SPA EUR1                                                | CUSIP: 000000000<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |    179563 | NS      | $11777788.42  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LION CORP                                              | LION CORP NPV                                                          | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |   1533300 | NS      | $14999176.74  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI INC                                    | MINEBEA MITSUMI INC NPV                                                | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |    183400 | NS      | $3666727.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK CORP                                               | NGK CORP NPV                                                           | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |   2882400 | NS      | $91258388.46  | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOKUTO KAIHATSU KOGYO CO LTD                          | KYOKUTO KAIHATSU KOGYO CO LTD NPV                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    157800 | NS      | $2724227.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXERIALS CORP                                         | DEXERIALS CORP NPV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1211800 | NS      | $18912348.63  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| HOSIDEN CORP                                           | HOSIDEN CORP NPV                                                       | CUSIP: 000000000<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |    244400 | NS      | $4340672.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KARDEX HOLDING AG                                      | KARDEX HOLDING AG CHF0.45 (REGD)                                       | CUSIP: 000000000<br>LEI: 529900JKKMQ07D6QZ480 | Long             | EC               | CORP              | CH        |      2557 | NS      | $913584.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                | SCOR SE EUR7.876972                                                    | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |    321093 | NS      | $11980891.42  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCIALYS SA                                           | MERCIALYS SA EUR1                                                      | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | EC               | CORP              | FR        |    253489 | NS      | $3712649.83   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ARYT INDUSTRIES LTD                                    | ARYT INDUSTRIES LTD ILS0.01                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     87306 | NS      | $1242934.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK LTD                                                | NSK LTD NPV                                                            | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |   7022900 | NS      | $57042543.81  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| OPC ENERGY LTD                                         | OPC ENERGY LTD ILS0.01                                                 | CUSIP: 000000000<br>LEI: 98450000955804579A79 | Long             | EC               | CORP              | IL        |     48535 | NS      | $2031088.33   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KONICA MINOLTA INC                                     | KONICA MINOLTA INC NPV                                                 | CUSIP: 000000000<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |   5505400 | NS      | $17506997.05  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MIVNE REAL ESTATE (K.D.) LTD                           | MIVNE REAL ESTATE (K.D.) LTD ILS1                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |   2360990 | NS      | $11379120.39  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPANIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA  | COMPANIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA EUR0.2           | CUSIP: 000000000<br>LEI: 9598000ANNAL42UJ7X28 | Long             | EC               | CORP              | ES        |    227468 | NS      | $8886772.46   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KENEDIX OFFICE INVESTMENT CORP                         | KENEDIX OFFICE INVESTMENT CORP REIT                                    | CUSIP: 000000000<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               | CORP              | JP        |     42850 | NS      | $44757208.76  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-22

**Name of Applicant:** Goldman Sachs Trust

**Signature:** Allison Frachiolla

**Name of Signer:** Allison Frachiolla

**Title:** Vice President Assistant Treasurer