# EDGAR Filing Document

**Accession Number:** 0001350487
**File Stem:** 0000940400-26-009271
**Filing Date:** 2026-2
**Character Count:** 395098
**Document Hash:** 6396319265c130504f4e40f814aa08fd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-009271.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-009271

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21864
- **FILM NUMBER:** 26700433

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

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

## Series and Classes Contracts Data

### WisdomTree Dynamic International SmallCap Equity Fund (Series ID: S000052351)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000164635 | WisdomTree Dynamic International SmallCap Equity Fund | DDLS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10119

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

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

- **a. Name of Series:** WisdomTree Dynamic International SmallCap Equity Fund

- **b. EDGAR series identifier (if any):** S000052351

- **c. LEI of Series:** 549300CKSEG6ZW1DNF96

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $445683465.95

**Total Liabilities:** $15089776.20

**Net Assets:** $430593689.75

**Cash Not Reported:** $60036.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164635 | -1.16%               | 2.24%                | 2.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $36400803.69             | $-45127804.27                              |
| Month 2  | $4.47                    | $7929830.20                                |
| Month 3  | $234262.36               | $9722156.03                                |

**Designated Index Information**

- **Index Name:** WisdomTree Dynamic Currency Hedged International SmallCap Equity Index

- **Index Identifier:** WTISDIHD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - NOK                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1581.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - DKK                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokuyama Corp                                   | Tokuyama Corp                                            | CUSIP: 000000000<br>LEI: 529900MHGZKHNMNCQB62 | Long             | EC               | CORP              | JP        |     19100 | NS      | $502403.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Travel Management Lt                  | Corporate Travel Management Ltd                          | CUSIP: 000000000<br>LEI: 529900NSAKXFXS5XED26 | Long             | EC               | CORP              | AU        |     38685 | NS      | $369938.46    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| Oxford Instruments PLC                          | Oxford Instruments PLC                                   | CUSIP: 000000000<br>LEI: 213800J364EZD6UCE231 | Long             | EC               | CORP              | GB        |     13464 | NS      | $371249.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Isramco Negev 2 LP                              | Isramco Negev 2 LP                                       | CUSIP: 000000000<br>LEI: 213800N8SB4D3Y6BFI15 | Long             | EC               | CORP              | IL        |    706328 | NS      | $544079.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Data#3 Ltd                                      | Data#3 Ltd                                               | CUSIP: 000000000<br>LEI: 529900WW6OYX86LFDA80 | Long             | EC               | CORP              | AU        |     69650 | NS      | $418479.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Healthcare Ltd                            | Regis Healthcare Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     85035 | NS      | $394103.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dermapharm Holding SE                           | Dermapharm Holding SE                                    | CUSIP: 000000000<br>LEI: 5299009F0KNZINQQQK37 | Long             | EC               | CORP              | DE        |     13646 | NS      | $630644.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| GB Group PLC                                    | GB Group PLC                                             | CUSIP: 000000000<br>LEI: 213800RBAFZIBCV7XR29 | Long             | EC               | CORP              | GB        |     80293 | NS      | $277555.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mega Or Holdings Ltd                            | Mega Or Holdings Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7455 | NS      | $631561.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Advanced Materials PLC                   | Morgan Advanced Materials PLC                            | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |    156090 | NS      | $457688.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stella Chemifa Corp                             | Stella Chemifa Corp                                      | CUSIP: 000000000<br>LEI: 529900413RCXZ2LOEY81 | Long             | EC               | CORP              | JP        |      2500 | NS      | $70018.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Food Empire Holdings Ltd                        | Food Empire Holdings Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    243100 | NS      | $453685.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nankai Electric Railway Co Ltd                  | Nankai Electric Railway Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $189447.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Group Ltd/Australia                       | Aspen Group Ltd/Australia                                | CUSIP: 000000000<br>LEI: 529900EO4LDRP0T6V445 | Long             | EC               | CORP              | AU        |     72642 | NS      | $280475.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsubakimoto Chain Co                            | Tsubakimoto Chain Co                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30068 | NS      | $443696.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valor Holdings Co Ltd                           | Valor Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $227898.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SBO AG                                          | SBO AG                                                   | CUSIP: 000000000<br>LEI: 549300ZD9ED8GSG3JW36 | Long             | EC               | CORP              | AT        |     11432 | NS      | $365867.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Yamaguchi Financial Group Inc                   | Yamaguchi Financial Group Inc                            | CUSIP: 000000000<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |     55900 | NS      | $757125.91    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Raisio Oyj                                      | Raisio Oyj                                               | CUSIP: 000000000<br>LEI: 74370083282NHIP4QD02 | Long             | EC               | CORP              | FI        |     98940 | NS      | $306187.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuno Corp                                     | Mizuno Corp                                              | CUSIP: 000000000<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |      7400 | NS      | $146116.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Planisware SA                                   | Planisware SA                                            | CUSIP: 000000000<br>LEI: 969500356FAUM2X41Q59 | Long             | EC               | CORP              | FR        |     14499 | NS      | $401869.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersen SA                                       | Mersen SA                                                | CUSIP: 000000000<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |     12294 | NS      | $344362.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kokuyo Co Ltd                                   | Kokuyo Co Ltd                                            | CUSIP: 000000000<br>LEI: 3538001EN1YX65H42410 | Long             | EC               | CORP              | JP        |     73500 | NS      | $410628.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| France Bed Holdings Co Ltd                      | France Bed Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 353800EBNDTCYMRTFU33 | Long             | EC               | CORP              | JP        |      4200 | NS      | $35369.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiznext Corp                                   | Raiznext Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12100 | NS      | $187816.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pluxee NV                                       | Pluxee NV                                                | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | EC               | CORP              | FR        |     33697 | NS      | $530706.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Group Corp                                | Seiko Group Corp                                         | CUSIP: 000000000<br>LEI: 529900UXKCNCMYX20S74 | Long             | EC               | CORP              | JP        |      5000 | NS      | $232224.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| F-Secure Oyj                                    | F-Secure Oyj                                             | CUSIP: 000000000<br>LEI: 9845006BFDJF0375E466 | Long             | EC               | CORP              | FI        |    123324 | NS      | $280116.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banyan Tree Holdings Ltd                        | Banyan Tree Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 254900PU1R3XDPBY5390 | Long             | EC               | CORP              | SG        |    482300 | NS      | $234399.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elecom Co Ltd                                   | Elecom Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800BXFUVR7EPC0G35 | Long             | EC               | CORP              | JP        |     18100 | NS      | $198846.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kitron ASA                                      | Kitron ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIG6009 | Long             | EC               | CORP              | NO        |     35735 | NS      | $257556.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sogefi SpA                                      | Sogefi SpA                                               | CUSIP: 000000000<br>LEI: 5493005HPJ40IY377O47 | Long             | EC               | CORP              | IT        |    120075 | NS      | $477359.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaga Electronics Co Ltd                         | Kaga Electronics Co Ltd                                  | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |     12000 | NS      | $296660.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Derichebourg SA                                 | Derichebourg SA                                          | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |     49605 | NS      | $395867.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Senko Group Holdings Co Ltd                     | Senko Group Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 35380077MB9W0NB6BA14 | Long             | EC               | CORP              | JP        |     38380 | NS      | $478326.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumasc Group PLC/The                           | Alumasc Group PLC/The                                    | CUSIP: 000000000<br>LEI: 2138002MV11VKZFJ4359 | Long             | EC               | CORP              | GB        |     38981 | NS      | $133700.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GuocoLand Ltd                                   | GuocoLand Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    337000 | NS      | $566034.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Riken Vitamin Co Ltd                            | Riken Vitamin Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12200 | NS      | $230931.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Enterprises PLC                          | Origin Enterprises PLC                                   | CUSIP: 000000000<br>LEI: 213800AIB4U7N5BLS350 | Long             | EC               | CORP              | IE        |     65665 | NS      | $315422.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunka Shutter Co Ltd                            | Bunka Shutter Co Ltd                                     | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |     16300 | NS      | $212868.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Michelmersh Brick Holdings PLC                  | Michelmersh Brick Holdings PLC                           | CUSIP: 000000000<br>LEI: 213800CIFQFPAHIQE695 | Long             | EC               | CORP              | GB        |    124077 | NS      | $141856.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugoku Marine Paints Ltd                       | Chugoku Marine Paints Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14800 | NS      | $416868.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| San-A Co Ltd                                    | San-A Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $172020.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| City of London Investment Grou                  | City of London Investment Group PLC                      | CUSIP: 000000000<br>LEI: 549300BV85TFYXK2Y635 | Long             | EC               | CORP              | GB        |     70580 | NS      | $357899.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NCC AB                                          | NCC AB                                                   | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |     47077 | NS      | $1124479.91   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Exedy Corp                                      | Exedy Corp                                               | CUSIP: 000000000<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |     29030 | NS      | $1039001.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BioGaia AB                                      | BioGaia AB                                               | CUSIP: 000000000<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |     57554 | NS      | $663018.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CSE Global Ltd                                  | CSE Global Ltd                                           | CUSIP: 000000000<br>LEI: 549300CNUGIB5L3RNJ48 | Long             | EC               | CORP              | SG        |    546402 | NS      | $418511.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Systemair AB                                    | Systemair AB                                             | CUSIP: 000000000<br>LEI: 529900RK1R6HF8KKOI20 | Long             | EC               | CORP              | SE        |     45793 | NS      | $432656.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Workspace Group PLC                             | Workspace Group PLC                                      | CUSIP: 000000000<br>LEI: 2138003GUZRFIN3UT430 | Long             | EC               | CORP              | GB        |    121826 | NS      | $653809.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fagron                                          | Fagron                                                   | CUSIP: 000000000<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |     17058 | NS      | $426719.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morita Holdings Corp                            | Morita Holdings Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $96704.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmington PLC                                  | Wilmington PLC                                           | CUSIP: 000000000<br>LEI: 213800PFUQT4HHFYZJ63 | Long             | EC               | CORP              | GB        |     40075 | NS      | $159552.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bytes Technology Group PLC                      | Bytes Technology Group PLC                               | CUSIP: 000000000<br>LEI: 213800LA4DZLFBAC9O33 | Long             | EC               | CORP              | GB        |    108543 | NS      | $523540.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Q&M Dental Group Singapore Ltd                  | Q&M Dental Group Singapore Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    633500 | NS      | $270937.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atreyu Capital Markets Ltd                      | Atreyu Capital Markets Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     11568 | NS      | $312148.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Lycopodium Ltd                                  | Lycopodium Ltd                                           | CUSIP: 000000000<br>LEI: 2549001A9OUIDKVOOI57 | Long             | EC               | CORP              | AU        |     28152 | NS      | $259069.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeol Ltd                                        | Jeol Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $147644.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream International Ltd                         | Dream International Ltd                                  | CUSIP: 000000000<br>LEI: 984500F7E5EE7MCF8192 | Long             | EC               | CORP              | HK        |    524000 | NS      | $552712.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Investments Ltd                            | Aura Investments Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     32035 | NS      | $204647.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Value SpA                               | Digital Value SpA                                        | CUSIP: 000000000<br>LEI: 81560096F26ACF910809 | Long             | EC               | CORP              | IT        |      5504 | NS      | $184552.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Orsero SpA                                      | Orsero SpA                                               | CUSIP: 000000000<br>LEI: 8156001895E0F4E7A803 | Long             | EC               | CORP              | IT        |     12531 | NS      | $272853.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Resources Ltd                             | First Resources Ltd                                      | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |    837627 | NS      | $1361306.71   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| APAC Realty Ltd                                 | APAC Realty Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    494700 | NS      | $223115.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cementir Holding NV                             | Cementir Holding NV                                      | CUSIP: 000000000<br>LEI: 8156008B101B97A43B02 | Long             | EC               | CORP              | IT        |     29832 | NS      | $657979.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Warpaint London plc                             | Warpaint London plc                                      | CUSIP: 000000000<br>LEI: 213800EBJ2CN6KIDCO78 | Long             | EC               | CORP              | GB        |     72652 | NS      | $188112.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Sotetsu Holdings Inc                            | Sotetsu Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11000 | NS      | $197760.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Artience Co Ltd                                 | Artience Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9728 | NS      | $213495.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avon Technologies PLC                           | Avon Technologies PLC                                    | CUSIP: 000000000<br>LEI: 213800JM1AN62REBWA71 | Long             | EC               | CORP              | GB        |      9680 | NS      | $236184.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daido Steel Co Ltd                              | Daido Steel Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |     43200 | NS      | $440833.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius Real Estate Ltd                          | Sirius Real Estate Ltd                                   | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | EC               | CORP              | DE        |    707311 | NS      | $916167.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Group PLC                                   | CVS Group PLC                                            | CUSIP: 000000000<br>LEI: 213800J41XDQ2NX48O05 | Long             | EC               | CORP              | GB        |     12351 | NS      | $213307.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OSB Group PLC                                   | OSB Group PLC                                            | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |    174226 | NS      | $1493934.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alantra Partners SA                             | Alantra Partners SA                                      | CUSIP: 000000000<br>LEI: 95980078NDTDLTDH6130 | Long             | EC               | CORP              | ES        |     16907 | NS      | $166794.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JTC PLC                                         | JTC PLC                                                  | CUSIP: 000000000<br>LEI: 213800DVUG4KLF2ASK33 | Long             | EC               | CORP              | JE        |     20138 | NS      | $347792.06    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Toyota Boshoku Corp                             | Toyota Boshoku Corp                                      | CUSIP: 000000000<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |     49900 | NS      | $800017.23    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuetsu Corp                                   | Hokuetsu Corp                                            | CUSIP: 000000000<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |     20000 | NS      | $114198.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REN - Redes Energeticas Nacion                  | REN - Redes Energeticas Nacionais SGPS SA                | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |    431872 | NS      | $1630687.55   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichols PLC                                     | Nichols PLC                                              | CUSIP: 000000000<br>LEI: 213800EF5CMR3K8PND54 | Long             | EC               | CORP              | GB        |     17335 | NS      | $222438.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Okamura Corp                                    | Okamura Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27300 | NS      | $399367.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Musashino Bank Ltd/The                          | Musashino Bank Ltd/The                                   | CUSIP: 000000000<br>LEI: 353800L8RJMVN2OOS612 | Long             | EC               | CORP              | JP        |      7800 | NS      | $241845.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deceuninck NV                                   | Deceuninck NV                                            | CUSIP: 000000000<br>LEI: 549300R6YGQQ24P6WW72 | Long             | EC               | CORP              | BE        |     84855 | NS      | $225725.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MCJ Co Ltd                                      | MCJ Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20500 | NS      | $210826.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Praemium Ltd                                    | Praemium Ltd                                             | CUSIP: 000000000<br>LEI: 529900VN8NJ2AI2EDC32 | Long             | EC               | CORP              | AU        |    377888 | NS      | $200335.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| C&C Group PLC                                   | C&C Group PLC                                            | CUSIP: 000000000<br>LEI: 635400LNUHA2LDXXV850 | Long             | EC               | CORP              | IE        |    174334 | NS      | $316558.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE GOVERNMENT MONEY MARKET DIGITAL FUND | WISDOMTREE GOVERNMENT MONEY MARKET DIGITAL FUND          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8200000 | NS      | $8200000.00   | 1.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Altri SGPS SA                                   | Altri SGPS SA                                            | CUSIP: 000000000<br>LEI: 213800AKSTYRLHY3X497 | Long             | EC               | CORP              | PT        |    115393 | NS      | $609855.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Nohmi Bosai Ltd                                 | Nohmi Bosai Ltd                                          | CUSIP: 000000000<br>LEI: 353800GLN5G6LQ5TQ132 | Long             | EC               | CORP              | JP        |     14400 | NS      | $354614.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yurtec Corp                                     | Yurtec Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18100 | NS      | $317900.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sala Corp                                       | Sala Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $28215.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ayalon Holdings Ltd                             | Ayalon Holdings Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     22295 | NS      | $607899.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                                    | Husqvarna AB                                             | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     98276 | NS      | $495814.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Empresarial San Jose SA                   | Grupo Empresarial San Jose SA                            | CUSIP: 000000000<br>LEI: 9598002SMUBZZBE58976 | Long             | EC               | CORP              | ES        |     32343 | NS      | $285649.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| North Pacific Bank Ltd                          | North Pacific Bank Ltd                                   | CUSIP: 000000000<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |     72700 | NS      | $393311.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YH Dimri Construction & Develo                  | YH Dimri Construction & Development Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2839 | NS      | $333774.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Amano Corp                                      | Amano Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21100 | NS      | $566992.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Note AB                                         | Note AB                                                  | CUSIP: 000000000<br>LEI: 54930038JVQ3CMTEO084 | Long             | EC               | CORP              | SE        |     14060 | NS      | $277271.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Securities Finance Co Lt                  | Japan Securities Finance Co Ltd                          | CUSIP: 000000000<br>LEI: 3538000FYEWEUFDCS891 | Long             | EC               | CORP              | JP        |     16700 | NS      | $215641.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| St Marc Holdings Co Ltd                         | St Marc Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $98075.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PALTAC Corp                                     | PALTAC Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $264674.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Brands plc                            | Franchise Brands plc                                     | CUSIP: 000000000<br>LEI: 213800CFRX6CJ8LCKN37 | Long             | EC               | CORP              | GB        |    106854 | NS      | $200494.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cohort PLC                                      | Cohort PLC                                               | CUSIP: 000000000<br>LEI: 213800WE61C73LZZNW11 | Long             | EC               | CORP              | GB        |     15457 | NS      | $188569.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOF Group ASA                                   | DOF Group ASA                                            | CUSIP: 000000000<br>LEI: 213800GIV9N2A714T434 | Long             | EC               | CORP              | NO        |    174935 | NS      | $1651909.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambea AB                                        | Ambea AB                                                 | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |     26788 | NS      | $410589.71    | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Centuria Capital Group                          | Centuria Capital Group                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    380212 | NS      | $512159.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Louis Hachette Group                            | Louis Hachette Group                                     | CUSIP: 000000000<br>LEI: 969500CV8XQ2XKU2DO25 | Long             | EC               | CORP              | FR        |    105775 | NS      | $194167.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acrow Ltd                                       | Acrow Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    305635 | NS      | $209927.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Bank Ltd                                  | Seven Bank Ltd                                           | CUSIP: 000000000<br>LEI: 353800WMG1NLGHB7B594 | Long             | EC               | CORP              | JP        |    268700 | NS      | $523017.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Soken Inc                                | Dentsu Soken Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19800 | NS      | $345863.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Onward Holdings Co Ltd                          | Onward Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     90100 | NS      | $422491.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12534.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tiv Taam Holdings 1 Ltd                         | Tiv Taam Holdings 1 Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     66988 | NS      | $231413.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iwatani Corp                                    | Iwatani Corp                                             | CUSIP: 000000000<br>LEI: 353800TSKIDNENNV2L96 | Long             | EC               | CORP              | JP        |     45400 | NS      | $477185.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsumura & Co                                    | Tsumura & Co                                             | CUSIP: 000000000<br>LEI: 3538005RS3M1OVJLC663 | Long             | EC               | CORP              | JP        |     17513 | NS      | $455520.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuriku Electric Power Co                      | Hokuriku Electric Power Co                               | CUSIP: 000000000<br>LEI: 353800Z4ZNGBULYR8W57 | Long             | EC               | CORP              | JP        |     20200 | NS      | $125778.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Infrastructure Trust                     | Keppel Infrastructure Trust                              | CUSIP: 000000000<br>LEI: 254900BF7L1ZCMAZS467 | Long             | EC               | CORP              | SG        |   3308250 | NS      | $1260530.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AJ Bell PLC                                     | AJ Bell PLC                                              | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |    121656 | NS      | $721950.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Inrom Construction Industries                   | Inrom Construction Industries Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     34171 | NS      | $235876.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Renew Holdings PLC                              | Renew Holdings PLC                                       | CUSIP: 000000000<br>LEI: 213800O3DC3V4WYA2E09 | Long             | EC               | CORP              | GB        |     19669 | NS      | $235721.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Datalogic SpA                                   | Datalogic SpA                                            | CUSIP: 000000000<br>LEI: 815600A033443037ED66 | Long             | EC               | CORP              | IT        |     35861 | NS      | $194580.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nisshin Oillio Group Ltd/The                    | Nisshin Oillio Group Ltd/The                             | CUSIP: 000000000<br>LEI: 549300DMFXTY70ZEGQ59 | Long             | EC               | CORP              | JP        |      6700 | NS      | $224409.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carel Industries SpA                            | Carel Industries SpA                                     | CUSIP: 000000000<br>LEI: 815600115DA6E507AE33 | Long             | EC               | CORP              | IT        |     11949 | NS      | $344522.66    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Alfresa Holdings Corp                           | Alfresa Holdings Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36000 | NS      | $558333.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEKA Corp                                      | ADEKA Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35500 | NS      | $877846.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashot -Ashkelon Industries Ltd                  | Ashot -Ashkelon Industries Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8569 | NS      | $218990.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Servcorp Ltd                                    | Servcorp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     69226 | NS      | $313910.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nifco Inc/Japan                                 | Nifco Inc/Japan                                          | CUSIP: 654101104<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |     15000 | NS      | $463555.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corticeira Amorim SGPS SA                       | Corticeira Amorim SGPS SA                                | CUSIP: 000000000<br>LEI: 213800J5M11TDEP3LQ76 | Long             | EC               | CORP              | PT        |     72410 | NS      | $562127.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanto Denka Kogyo Co Ltd                        | Kanto Denka Kogyo Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $71201.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GrainCorp Ltd                                   | GrainCorp Ltd                                            | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |    103290 | NS      | $494550.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichiyoshi Securities Co Ltd                     | Ichiyoshi Securities Co Ltd                              | CUSIP: 000000000<br>LEI: 353800A8M3VE49QYFV53 | Long             | EC               | CORP              | JP        |     12800 | NS      | $88520.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electra Consumer Products 1970                  | Electra Consumer Products 1970 Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5994 | NS      | $203492.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gestamp Automocion SA                           | Gestamp Automocion SA                                    | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | EC               | CORP              | ES        |    171450 | NS      | $612535.73    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-132467.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Hill & Smith PLC                                | Hill & Smith PLC                                         | CUSIP: 000000000<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |     25518 | NS      | $734511.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Penta-Ocean Cons                                | Penta-Ocean Construction Co Ltd                          | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |     40100 | NS      | $403059.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alligo AB                                       | Alligo AB                                                | CUSIP: 000000000<br>LEI: 549300AZV2TAMUBEZS90 | Long             | EC               | CORP              | SE        |     16365 | NS      | $227577.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrotec Corp                                   | Ferrotec Corp                                            | CUSIP: 000000000<br>LEI: 3538005N4KWZD4R07U97 | Long             | EC               | CORP              | JP        |     10600 | NS      | $340157.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VTech Holdings Ltd                              | VTech Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    164700 | NS      | $1298174.99   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kogyosha Co Ltd                           | Asahi Kogyosha Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $134651.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hollywood Bowl Group PLC                        | Hollywood Bowl Group PLC                                 | CUSIP: 000000000<br>LEI: 213800XB8YZNGJYDEZ97 | Long             | EC               | CORP              | GB        |     92319 | NS      | $342098.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosegur Cash SA                                | Prosegur Cash SA                                         | CUSIP: 000000000<br>LEI: 9598005HY5DEFPU2SM35 | Long             | EC               | CORP              | ES        |    514221 | NS      | $382889.79    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Anritsu Corp                                    | Anritsu Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26100 | NS      | $373737.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lapidoth Capital Ltd                            | Lapidoth Capital Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18581 | NS      | $563475.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                         | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2382.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiki Aluminium Industry Co Lt                  | Daiki Aluminium Industry Co Ltd                          | CUSIP: 000000000<br>LEI: 353800ETXWM22FC94B33 | Long             | EC               | CORP              | JP        |     10100 | NS      | $77709.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norconsult Norge AS                             | Norconsult Norge AS                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |    154170 | NS      | $701547.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| San-In Godo Bank Ltd/The                        | San-In Godo Bank Ltd/The                                 | CUSIP: 000000000<br>LEI: 353800I3C5900CEME762 | Long             | EC               | CORP              | JP        |     32200 | NS      | $305884.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toridoll Holdings Corp                          | Toridoll Holdings Corp                                   | CUSIP: 000000000<br>LEI: 3538002L9PBNUQXICM82 | Long             | EC               | CORP              | JP        |      6500 | NS      | $175744.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dunelm Group PLC                                | Dunelm Group PLC                                         | CUSIP: 000000000<br>LEI: 213800WCOWEI3T5DUV19 | Long             | EC               | CORP              | GB        |    161148 | NS      | $2449298.22   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pets at Home Group Plc                          | Pets at Home Group Plc                                   | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |    251618 | NS      | $670108.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Group Ltd                                 | Delek Group Ltd                                          | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |         0 | NS      | $90.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IVE Group Ltd                                   | IVE Group Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    216463 | NS      | $434488.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon M&A Center Holdings Inc                   | Nihon M&A Center Holdings Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     95700 | NS      | $440081.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Seal International Inc                     | Fuji Seal International Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14100 | NS      | $282009.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8466.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Cross Electrical Engi                  | Southern Cross Electrical Engineering Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    182388 | NS      | $304063.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tocalo Co Ltd                                   | Tocalo Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20500 | NS      | $290867.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ariake Japan Co Ltd                             | Ariake Japan Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800PBX8D0J0H60M72 | Long             | EC               | CORP              | JP        |      3100 | NS      | $104622.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNE AG                                          | PNE AG                                                   | CUSIP: 000000000<br>LEI: 391200KEHI6OQSGGN373 | Long             | EC               | CORP              | DE        |     10439 | NS      | $123826.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Melia Hotels International SA                   | Melia Hotels International SA                            | CUSIP: 000000000<br>LEI: 959800JRKSZ6YZD4EL80 | Long             | EC               | CORP              | ES        |     49121 | NS      | $456906.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokorei Co Ltd                                  | Yokorei Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $45856.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Financial Software Holdin                  | Alfa Financial Software Holdings PLC                     | CUSIP: 000000000<br>LEI: 213800C5UOZHUTNUGA28 | Long             | EC               | CORP              | GB        |    133137 | NS      | $379640.84    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nippon Signal Co Ltd                            | Nippon Signal Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800WH3SH4B0OO8074 | Long             | EC               | CORP              | JP        |     15300 | NS      | $127870.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| C Uyemura & Co Ltd                              | C Uyemura & Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $233819.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Corp                                       | Lion Corp                                                | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |     28800 | NS      | $302983.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-119704.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CTT-Correios de Portugal SA                     | CTT-Correios de Portugal SA                              | CUSIP: 000000000<br>LEI: 529900G4A1IKOKC22K56 | Long             | EC               | CORP              | PT        |     41867 | NS      | $365338.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexerials Corp                                  | Dexerials Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27500 | NS      | $461155.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Soda Co Ltd                              | Nippon Soda Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14900 | NS      | $344113.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonae SGPS SA                                   | Sonae SGPS SA                                            | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |    723659 | NS      | $1370041.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kendrion NV                                     | Kendrion NV                                              | CUSIP: 000000000<br>LEI: 724500IGR5FBK0RLZI29 | Long             | EC               | CORP              | NL        |     11947 | NS      | $196436.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Investment Management                  | Pinnacle Investment Management Group Ltd                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     67259 | NS      | $769205.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nine Entertainment Co Holdings                  | Nine Entertainment Co Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900WLXD3X7TFOAI42 | Long             | EC               | CORP              | AU        |    856583 | NS      | $634045.57    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UMS Integration Ltd                             | UMS Integration Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    366425 | NS      | $404606.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Sims Ltd                                        | Sims Ltd                                                 | CUSIP: 000000000<br>LEI: 5493002YM7ZHVDMFC916 | Long             | EC               | CORP              | AU        |     38336 | NS      | $459902.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LHN Ltd                                         | LHN Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    300500 | NS      | $155390.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2399.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bergman & Beving AB                             | Bergman & Beving AB                                      | CUSIP: 000000000<br>LEI: 549300RC0HUZSJYJO751 | Long             | EC               | CORP              | SE        |      6096 | NS      | $213916.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitie Group PLC                                 | Mitie Group PLC                                          | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |    378640 | NS      | $847457.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SHO-BOND Holdings Co Ltd                        | SHO-BOND Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47200 | NS      | $398690.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacker Neuson SE                                | Wacker Neuson SE                                         | CUSIP: 000000000<br>LEI: 529900RJL86244E1I652 | Long             | EC               | CORP              | DE        |     22080 | NS      | $636627.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Klaveness Combination Carriers                  | Klaveness Combination Carriers ASA                       | CUSIP: 000000000<br>LEI: 213800ZFB2MQM3JA6K52 | Long             | EC               | CORP              | NO        |     51696 | NS      | $405907.02    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Tokai Rika Co Ltd                               | Tokai Rika Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20900 | NS      | $415346.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger PLC                                    | Grainger PLC                                             | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               | CORP              | GB        |    266641 | NS      | $653451.87    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiyo Bank Ltd/The                               | Kiyo Bank Ltd/The                                        | CUSIP: 000000000<br>LEI: 3538002347FGLMNPVY63 | Long             | EC               | CORP              | JP        |     29300 | NS      | $609384.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspial Lifestyle Ltd                            | Aspial Lifestyle Ltd                                     | CUSIP: 000000000<br>LEI: 9845004K5E0B9X8BLW10 | Long             | EC               | CORP              | SG        |   1605600 | NS      | $268432.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Construcciones y Auxiliar de F                  | Construcciones y Auxiliar de Ferrocarriles SA            | CUSIP: 000000000<br>LEI: 95980020140005275134 | Long             | EC               | CORP              | ES        |     11412 | NS      | $789426.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                         | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-132164.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DREYFUS TRSY OBLIG CASH M                       | DREYFUS TRSY OBLIG CASH M                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    436803 | NS      | $436803.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Banking Group Ltd                      | Dah Sing Banking Group Ltd                               | CUSIP: 000000000<br>LEI: 529900DXBMKJOLLQOM66 | Long             | EC               | CORP              | HK        |   1177200 | NS      | $1613762.96   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertu Motors PLC                                | Vertu Motors PLC                                         | CUSIP: 000000000<br>LEI: 213800GIKJEIUIGMI575 | Long             | EC               | CORP              | GB        |    216091 | NS      | $181367.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Holdings Ltd                                | EQT Holdings Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19392 | NS      | $308417.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Salzgitter AG                                   | Salzgitter AG                                            | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |      6352 | NS      | $299448.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| House Foods Group Inc                           | House Foods Group Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $157932.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| G8 Education Ltd                                | G8 Education Ltd                                         | CUSIP: 000000000<br>LEI: 5299008FNTQ0LDQ3UZ44 | Long             | EC               | CORP              | AU        |    640477 | NS      | $294700.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS SGPS SA                                     | NOS SGPS SA                                              | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |    386218 | NS      | $1821179.65   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Rusta AB                                        | Rusta AB                                                 | CUSIP: 000000000<br>LEI: 549300V512S3QMRNO618 | Long             | EC               | CORP              | SE        |     41846 | NS      | $392641.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CKD Corp                                        | CKD Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $148368.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-119827.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Woods Properties Ltd                      | Cedar Woods Properties Ltd                               | CUSIP: 000000000<br>LEI: 9845005E52CDEBDEF822 | Long             | EC               | CORP              | AU        |     62193 | NS      | $355012.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichigo Inc                                      | Ichigo Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     61300 | NS      | $171293.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ridley Corp Ltd                                 | Ridley Corp Ltd                                          | CUSIP: 000000000<br>LEI: 549300UQM21UZW8DVW82 | Long             | EC               | CORP              | AU        |    180324 | NS      | $318659.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Denko Co Ltd                             | Nippon Denko Co Ltd                                      | CUSIP: 000000000<br>LEI: 3538004G9RTDJWY4O927 | Long             | EC               | CORP              | JP        |     65400 | NS      | $149371.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizen Watch Co Ltd                            | Citizen Watch Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |     71200 | NS      | $579611.47    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clas Ohlson AB                                  | Clas Ohlson AB                                           | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |     16853 | NS      | $554649.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PS Construction Co Ltd                          | PS Construction Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538004HXAQHNO9VGP65 | Long             | EC               | CORP              | JP        |     15800 | NS      | $288592.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EM Systems Co Ltd                               | EM Systems Co Ltd                                        | CUSIP: 000000000<br>LEI: 529900A0W2NTNPGSMM57 | Long             | EC               | CORP              | JP        |     30000 | NS      | $151966.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| nib holdings Ltd/Australia                      | nib holdings Ltd/Australia                               | CUSIP: 000000000<br>LEI: 529900SPKHL951XMJC07 | Long             | EC               | CORP              | AU        |    162107 | NS      | $741573.03    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sligro Food Group NV                            | Sligro Food Group NV                                     | CUSIP: 000000000<br>LEI: 724500YLB8OA6WK5CH48 | Long             | EC               | CORP              | NL        |     22412 | NS      | $265850.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS PLC                                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8353.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SACA                                      | Vicat SACA                                               | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |     18846 | NS      | $1682160.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| S Foods Inc                                     | S Foods Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $62516.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paradox Interactive AB                          | Paradox Interactive AB                                   | CUSIP: 000000000<br>LEI: 529900QNSZUY53R5WW95 | Long             | EC               | CORP              | SE        |     17944 | NS      | $316493.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Borregaard ASA                                  | Borregaard ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGYXC05 | Long             | EC               | CORP              | NO        |     23824 | NS      | $470960.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Geo Energy Resources Ltd                        | Geo Energy Resources Ltd                                 | CUSIP: 000000000<br>LEI: 254900KDTNYQVU0QS743 | Long             | EC               | CORP              | SG        |    641200 | NS      | $209412.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Restar Corp                                     | Restar Corp                                              | CUSIP: 000000000<br>LEI: 353800609PNM9E4ZNY15 | Long             | EC               | CORP              | JP        |      4554 | NS      | $81204.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frencken Group Ltd                              | Frencken Group Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    175400 | NS      | $188220.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Elevator Service Holding                  | Japan Elevator Service Holdings Co Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11400 | NS      | $126440.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jumbo Interactive Ltd                           | Jumbo Interactive Ltd                                    | CUSIP: 000000000<br>LEI: 52990094T9F7X0NC0X54 | Long             | EC               | CORP              | AU        |     51545 | NS      | $395630.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedrich Vorwerk Group SE                      | Friedrich Vorwerk Group SE                               | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |      1984 | NS      | $190136.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - CHF                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-184.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - EUR                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1632.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Carbon Co Ltd                             | Tokai Carbon Co Ltd                                      | CUSIP: 000000000<br>LEI: 5299002HKWA5B57KLT43 | Long             | EC               | CORP              | JP        |     36600 | NS      | $226308.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| San-Ai Obbli Co Ltd                             | San-Ai Obbli Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23900 | NS      | $322031.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Service Group PLC                       | Johnson Service Group PLC                                | CUSIP: 000000000<br>LEI: 2138004WZUPWV53KWV11 | Long             | EC               | CORP              | GB        |    160165 | NS      | $290830.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valqua Ltd                                      | Valqua Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $147641.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amotiv Ltd                                      | Amotiv Ltd                                               | CUSIP: 000000000<br>LEI: 254900KHH5GGEGUIZS22 | Long             | EC               | CORP              | AU        |     69960 | NS      | $418475.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichibanya Co Ltd                                | Ichibanya Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18500 | NS      | $107639.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AlzChem Group AG                                | AlzChem Group AG                                         | CUSIP: 000000000<br>LEI: 8945004EL7WZK3ERG181 | Long             | EC               | CORP              | DE        |      1894 | NS      | $344783.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Food Group PLC                           | Hilton Food Group PLC                                    | CUSIP: 000000000<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |     42036 | NS      | $284964.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GWA Group Ltd                                   | GWA Group Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    231365 | NS      | $391885.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Stream Ltd                              | Service Stream Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    267121 | NS      | $399010.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - SGD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-176.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarkson PLC                                    | Clarkson PLC                                             | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |     10069 | NS      | $516677.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kalmar Oyj                                      | Kalmar Oyj                                               | CUSIP: 000000000<br>LEI: 636700Z25ZQXLMZ3CY73 | Long             | EC               | CORP              | FI        |     20177 | NS      | $960671.86    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ESPEC Corp                                      | ESPEC Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $143408.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ezaki Glico Co Ltd                              | Ezaki Glico Co Ltd                                       | CUSIP: 000000000<br>LEI: 3538001RG4BHKDFV6G61 | Long             | EC               | CORP              | JP        |      7400 | NS      | $255927.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zinzino AB                                      | Zinzino AB                                               | CUSIP: 000000000<br>LEI: 549300Z20D1BP4MA0040 | Long             | EC               | CORP              | SE        |     19600 | NS      | $338473.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Aoyama Trading Co Ltd                           | Aoyama Trading Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300FYZLM486BSOQ14 | Long             | EC               | CORP              | JP        |     19400 | NS      | $313875.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bodycote PLC                                    | Bodycote PLC                                             | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |     67161 | NS      | $630537.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mabuchi Motor Co Ltd                            | Mabuchi Motor Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45600 | NS      | $418486.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GPI SpA                                         | GPI SpA                                                  | CUSIP: 000000000<br>LEI: 815600320CCB55749A30 | Long             | EC               | CORP              | IT        |     15236 | NS      | $285587.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Propnex Ltd                                     | Propnex Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    323200 | NS      | $472485.23    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47259.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nishi-Nippon Railroad Co Ltd                    | Nishi-Nippon Railroad Co Ltd                             | CUSIP: 000000000<br>LEI: 353800IYLMHYH4972387 | Long             | EC               | CORP              | JP        |      5900 | NS      | $105243.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Cellular Telephone Co                   | Okinawa Cellular Telephone Co                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23900 | NS      | $431814.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Max Stock Ltd                                   | Max Stock Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     46573 | NS      | $373215.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UACJ Corp                                       | UACJ Corp                                                | CUSIP: 000000000<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |     29200 | NS      | $395493.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Diagnostics Ltd                        | Integral Diagnostics Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    143437 | NS      | $242953.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCredit Holding AG                            | ProCredit Holding AG                                     | CUSIP: 000000000<br>LEI: 529900LIN8L1K9MLTR09 | Long             | EC               | CORP              | DE        |     38745 | NS      | $384054.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pexip Holding ASA                               | Pexip Holding ASA                                        | CUSIP: 000000000<br>LEI: 549300S79JFZK79XBI07 | Long             | EC               | CORP              | NO        |     63582 | NS      | $491039.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Derwent London PLC                              | Derwent London PLC                                       | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               | CORP              | GB        |     43127 | NS      | $1008758.33   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Waypoint REIT Ltd                               | Waypoint REIT Ltd                                        | CUSIP: 000000000<br>LEI: 5493003CS5K82RREKA54 | Long             | EC               | CORP              | AU        |    467367 | NS      | $794742.19    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Corp Ltd                              | Centurion Corp Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    395000 | NS      | $411586.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-132058.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Retail Estates NV                               | Retail Estates NV                                        | CUSIP: 000000000<br>LEI: 5493007CO5W5OBFG7L21 | Long             | EC               | CORP              | BE        |      9997 | NS      | $749074.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindab International AB                         | Lindab International AB                                  | CUSIP: 000000000<br>LEI: 54930085MH6IRQ1JP227 | Long             | EC               | CORP              | SE        |     22791 | NS      | $515212.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediterranean Towers Ltd                        | Mediterranean Towers Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     85875 | NS      | $375607.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Funai Soken Holdings Inc                        | Funai Soken Holdings Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21400 | NS      | $156460.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilot Corp                                      | Pilot Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $143008.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S4 Capital PLC                                  | S4 Capital PLC                                           | CUSIP: 000000000<br>LEI: 21380068SP9V65KPQN68 | Long             | EC               | CORP              | GB        |    715864 | NS      | $196426.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Shikoku Electric Power Co Inc                   | Shikoku Electric Power Co Inc                            | CUSIP: 000000000<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |     37700 | NS      | $372923.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Midwich Group PLC                               | Midwich Group PLC                                        | CUSIP: 000000000<br>LEI: 213800TUH2ZU68PZZN12 | Long             | EC               | CORP              | GB        |     90433 | NS      | $226244.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wakita & Co Ltd                                 | Wakita & Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14500 | NS      | $178353.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIA Engineering Co Ltd                          | SIA Engineering Co Ltd                                   | CUSIP: 000000000<br>LEI: 2549008BTH8VFCM3UL43 | Long             | EC               | CORP              | SG        |    362500 | NS      | $1014774.49   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - ILS                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $149.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Healthcare Group PLC                      | Spire Healthcare Group PLC                               | CUSIP: 000000000<br>LEI: 213800IBJPW3SE2RA350 | Long             | EC               | CORP              | GB        |     74643 | NS      | $167665.56    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nick Scali Ltd                                  | Nick Scali Ltd                                           | CUSIP: 000000000<br>LEI: 9845001BZF7580DX6460 | Long             | EC               | CORP              | AU        |     28552 | NS      | $448770.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Autosports Group Ltd                            | Autosports Group Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     99633 | NS      | $259116.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rejlers AB                                      | Rejlers AB                                               | CUSIP: 000000000<br>LEI: 549300K5464VN6QLVB64 | Long             | EC               | CORP              | SE        |      9563 | NS      | $196679.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Technologies Ltd                            | PCB Technologies Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     68456 | NS      | $284597.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| One Software Technologies Ltd                   | One Software Technologies Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     21477 | NS      | $593075.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NRW Holdings Ltd                                | NRW Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 5493003S2MORCH0HEL95 | Long             | EC               | CORP              | AU        |    155859 | NS      | $535262.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Man Wah Holdings Ltd                            | Man Wah Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 52990005BW6K71UPKX41 | Long             | EC               | CORP              | HK        |   2014400 | NS      | $1182733.73   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Foresight Group Holdings Ltd                    | Foresight Group Holdings Ltd                             | CUSIP: 000000000<br>LEI: 213800NNT42FFIZB1T09 | Long             | EC               | CORP              | GB        |     85732 | NS      | $495849.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bando Chemical Industries Ltd                   | Bando Chemical Industries Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12900 | NS      | $168548.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-127091.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RYODEN CORP                                     | RYODEN CORP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $177338.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharma Mar SA                                   | Pharma Mar SA                                            | CUSIP: 000000000<br>LEI: 959800QWKZ45ZQC2AV58 | Long             | EC               | CORP              | ES        |      2392 | NS      | $210415.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dalrymple Bay Infrastructure L                  | Dalrymple Bay Infrastructure Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    238734 | NS      | $797590.63    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Azorim-Investment Development                   | Azorim-Investment Development & Construction Co Ltd      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     30668 | NS      | $178305.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hochschild Mining PLC                           | Hochschild Mining PLC                                    | CUSIP: 000000000<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | PE        |     55724 | NS      | $384876.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricegrowers Ltd                                 | Ricegrowers Ltd                                          | CUSIP: 000000000<br>LEI: 549300RYODFD7C80YZ70 | Long             | EC               | CORP              | AU        |     36578 | NS      | $405151.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Sumitomo Osaka Cement Co Ltd                    | Sumitomo Osaka Cement Co Ltd                             | CUSIP: 000000000<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |      4100 | NS      | $99397.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancashire Holdings Ltd                         | Lancashire Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | GB        |     78068 | NS      | $673084.19    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamma Communications PLC                        | Gamma Communications PLC                                 | CUSIP: 000000000<br>LEI: 213800LAQZXPRIZUEH50 | Long             | EC               | CORP              | GB        |     23390 | NS      | $290696.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JAC Recruitment Co Ltd                          | JAC Recruitment Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36600 | NS      | $248677.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2379.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiichikosho Co Ltd                             | Daiichikosho Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20200 | NS      | $217148.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Densetsu Kogyo Co Ltd                    | Nippon Densetsu Kogyo Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $198500.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITEC Group Holdings Inc                       | MEITEC Group Holdings Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31600 | NS      | $714878.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bravura Solutions Ltd                           | Bravura Solutions Ltd                                    | CUSIP: 000000000<br>LEI: 529900RBSF446W3SB455 | Long             | EC               | CORP              | AU        |    124223 | NS      | $212893.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramsdens Holdings PLC                           | Ramsdens Holdings PLC                                    | CUSIP: 000000000<br>LEI: 2138004439PRUV6WB123 | Long             | EC               | CORP              | GB        |     43617 | NS      | $220001.36    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Duratec Ltd                                     | Duratec Ltd                                              | CUSIP: 000000000<br>LEI: 984500585DA5E5BD0678 | Long             | EC               | CORP              | AU        |    135491 | NS      | $173927.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Shinyaku Co Ltd                          | Nippon Shinyaku Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14300 | NS      | $515455.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TKC Corp                                        | TKC Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $263970.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daio Paper Corp                                 | Daio Paper Corp                                          | CUSIP: 000000000<br>LEI: 353800VL9DQ781ZR1G70 | Long             | EC               | CORP              | JP        |     13400 | NS      | $79590.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norcros PLC                                     | Norcros PLC                                              | CUSIP: 000000000<br>LEI: 213800EIMJZZA1GBIE18 | Long             | EC               | CORP              | GB        |     66301 | NS      | $298746.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $180257.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMABIKO Corp                                   | YAMABIKO Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $183919.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanematsu Corp                                  | Kanematsu Corp                                           | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |     60000 | NS      | $688634.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Create Restaurants Holdings In                  | Create Restaurants Holdings Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36200 | NS      | $179215.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zehnder Group AG                                | Zehnder Group AG                                         | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |      3094 | NS      | $319456.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energix-Renewable Energies Ltd                  | Energix-Renewable Energies Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    130479 | NS      | $658310.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Lintec Corp                                     | Lintec Corp                                              | CUSIP: 000000000<br>LEI: 3538002YOJO0IAM1PD28 | Long             | EC               | CORP              | JP        |     17200 | NS      | $485017.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetual Ltd                                   | Perpetual Ltd                                            | CUSIP: 000000000<br>LEI: 549300US8OE0UQWXPO82 | Long             | EC               | CORP              | AU        |     56502 | NS      | $703077.99    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan African Resources PLC                       | Pan African Resources PLC                                | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | ZA        |    525570 | NS      | $855370.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioCodes Ltd                                  | AudioCodes Ltd                                           | CUSIP: 000000000<br>LEI: 529900TA48138NEVR854 | Long             | EC               | CORP              | IL        |     22854 | NS      | $198343.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktia Bank Oyj                                  | Aktia Bank Oyj                                           | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | EC               | CORP              | FI        |     35615 | NS      | $518667.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                         | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-119715.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen Ltd                               | Stolt-Nielsen Ltd                                        | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | GB        |     37728 | NS      | $1219342.81   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwa Co Ltd                                    | Hanwa Co Ltd                                             | CUSIP: 000000000<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |      9939 | NS      | $454640.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wee Hur Holdings Ltd                            | Wee Hur Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 2549003CUAHCW7JG5S36 | Long             | EC               | CORP              | SG        |    427400 | NS      | $247599.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brickability Group PLC                          | Brickability Group PLC                                   | CUSIP: 000000000<br>LEI: 213800SK28MWXB3K3P26 | Long             | EC               | CORP              | GB        |    304361 | NS      | $228434.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hargreaves Services PLC                         | Hargreaves Services PLC                                  | CUSIP: 000000000<br>LEI: 213800O17BER1SHMH466 | Long             | EC               | CORP              | GB        |     37583 | NS      | $330603.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                                       | Loomis AB                                                | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |     23228 | NS      | $983665.03    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Heijmans N.V                        | Koninklijke Heijmans N.V                                 | CUSIP: 000000000<br>LEI: 724500OUE3PCA809DZ79 | Long             | EC               | CORP              | NL        |     10041 | NS      | $797183.67    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyokuyo Co Ltd                                  | Kyokuyo Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800PIEETYXIDK6K51 | Long             | EC               | CORP              | JP        |      2200 | NS      | $68423.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Troax Group AB                                  | Troax Group AB                                           | CUSIP: 000000000<br>LEI: 5493003TBEWGBIEG1X97 | Long             | EC               | CORP              | SE        |     20822 | NS      | $336538.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EVT Ltd                                         | EVT Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     48392 | NS      | $405313.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47257.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| China Aviation Oil Singapore C                  | China Aviation Oil Singapore Corp Ltd                    | CUSIP: 000000000<br>LEI: 79GWRL7CPDKLUJ3L0772 | Long             | EC               | CORP              | SG        |    428000 | NS      | $552472.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulvac Inc                                       | Ulvac Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $275530.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Frontier Fudousan Co Ltd                    | Sun Frontier Fudousan Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $139334.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nojima Corp                                     | Nojima Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27500 | NS      | $208778.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishimatsu Construction Co Ltd                  | Nishimatsu Construction Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9650 | NS      | $351905.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INFRONEER Holdings Inc                          | INFRONEER Holdings Inc                                   | CUSIP: 000000000<br>LEI: 353800G6TWA2W0MY9K16 | Long             | EC               | CORP              | JP        |     65500 | NS      | $893419.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Next Holdings Co Ltd                          | U-Next Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: 5299008NVOZT1CQ62M22 | Long             | EC               | CORP              | JP        |     10900 | NS      | $139218.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDI Insurance Co Ltd                            | IDI Insurance Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9997 | NS      | $758142.17    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Dios Fastigheter AB                             | Dios Fastigheter AB                                      | CUSIP: 000000000<br>LEI: 549300G3VF7LZQ9IW435 | Long             | EC               | CORP              | SE        |     51292 | NS      | $365266.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippn Corp                                      | Nippn Corp                                               | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |     14300 | NS      | $217220.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                         | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-127156.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                         | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8344.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JMDC Inc                                        | JMDC Inc                                                 | CUSIP: 000000000<br>LEI: 3538002M2SQV6WJ6MQ67 | Long             | EC               | CORP              | JP        |      4100 | NS      | $104236.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nisshinbo Holdings Inc                          | Nisshinbo Holdings Inc                                   | CUSIP: 000000000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |     21600 | NS      | $180660.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wickes Group PLC                                | Wickes Group PLC                                         | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |    157808 | NS      | $498810.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Bridge Holdings Corp                   | Yokogawa Bridge Holdings Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9800 | NS      | $189128.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electrolux Professional AB                      | Electrolux Professional AB                               | CUSIP: 000000000<br>LEI: 254900KI62Q46ZWD8084 | Long             | EC               | CORP              | SE        |     36049 | NS      | $254956.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MONY Group PLC                                  | MONY Group PLC                                           | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |    311162 | NS      | $769255.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Retail Group Ltd                          | Super Retail Group Ltd                                   | CUSIP: 000000000<br>LEI: 9845001C5140A8CK7D81 | Long             | EC               | CORP              | AU        |     78366 | NS      | $837701.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LISI SA                                         | LISI SA                                                  | CUSIP: 000000000<br>LEI: 969500UU4O58BR802Y55 | Long             | EC               | CORP              | FR        |      6426 | NS      | $400746.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Smith PLC                                    | WH Smith PLC                                             | CUSIP: 000000000<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |     65875 | NS      | $566186.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sakata INX Corp                                 | Sakata INX Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $302274.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-131902.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Collins Foods Ltd                               | Collins Foods Ltd                                        | CUSIP: 000000000<br>LEI: 529900SNO1ZIFF0A2094 | Long             | EC               | CORP              | AU        |     44718 | NS      | $309235.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Awa Bank Ltd/The                                | Awa Bank Ltd/The                                         | CUSIP: 000000000<br>LEI: 353800YH8XWV0XAHXR13 | Long             | EC               | CORP              | JP        |      5370 | NS      | $150227.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Kanzai Holdings Co Ltd                   | Nippon Kanzai Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $143866.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Value Driller AS                           | Deep Value Driller AS                                    | CUSIP: 000000000<br>LEI: 549300QEVW47ULJE4O08 | Long             | EC               | CORP              | NO        |    128892 | NS      | $260675.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie des Alpes                                   | Cie des Alpes                                            | CUSIP: 000000000<br>LEI: 96950029IN3GW457GG90 | Long             | EC               | CORP              | FR        |     25612 | NS      | $762528.69    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Next 15 Group PLC                               | Next 15 Group PLC                                        | CUSIP: 000000000<br>LEI: 213800BK9MBUZUUPMZ63 | Long             | EC               | CORP              | GB        |     54974 | NS      | $236986.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sesa SpA                                        | Sesa SpA                                                 | CUSIP: 000000000<br>LEI: 81560005C031D4E76707 | Long             | EC               | CORP              | IT        |      2638 | NS      | $278218.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Nagarro SE                                      | Nagarro SE                                               | CUSIP: 000000000<br>LEI: 9845008396BA67DA9B37 | Long             | EC               | CORP              | DE        |      4632 | NS      | $414804.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Linea Directa Aseguradora SA C                  | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | CUSIP: 000000000<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |    255697 | NS      | $335739.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokai Tokyo Financial Holdings                  | Tokai Tokyo Financial Holdings Inc                       | CUSIP: 000000000<br>LEI: 3538009U6UOURH99YH12 | Long             | EC               | CORP              | JP        |     87118 | NS      | $381830.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                         | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47359.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Investment Adviser Co Lt                  | Japan Investment Adviser Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11900 | NS      | $154723.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Civmec Australia Ltd                            | Civmec Australia Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    278492 | NS      | $271140.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bic Camera Inc                                  | Bic Camera Inc                                           | CUSIP: 000000000<br>LEI: 353800MQU1LJXY6N8N97 | Long             | EC               | CORP              | JP        |     27500 | NS      | $295097.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Man Group PLC/Jersey                            | Man Group PLC/Jersey                                     | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | GB        |    618692 | NS      | $1904008.25   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Materials Corp                       | Mitsubishi Materials Corp                                | CUSIP: 000000000<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |     26400 | NS      | $618124.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Co Ltd/Ehime                               | Fuji Co Ltd/Ehime                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $83087.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oma Saastopankki Oyj                            | Oma Saastopankki Oyj                                     | CUSIP: 000000000<br>LEI: 743700LE1ECAPXC5UT18 | Long             | EC               | CORP              | FI        |     17637 | NS      | $252708.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Adairs Ltd                                      | Adairs Ltd                                               | CUSIP: 000000000<br>LEI: 529900HLMXKO4QLZNW81 | Long             | EC               | CORP              | AU        |    136700 | NS      | $160894.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKAI Holdings Corp                             | TOKAI Holdings Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40200 | NS      | $277241.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J D Wetherspoon PLC                             | J D Wetherspoon PLC                                      | CUSIP: 000000000<br>LEI: 213800CHWARFAAN7UB85 | Long             | EC               | CORP              | GB        |     39231 | NS      | $389161.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8455.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmos Semiconductor SE                          | Elmos Semiconductor SE                                   | CUSIP: 000000000<br>LEI: 529900UMKKDCAP4P4H63 | Long             | EC               | CORP              | DE        |      4178 | NS      | $475964.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana AB                                       | Humana AB                                                | CUSIP: 000000000<br>LEI: 549300A5X3MXUDS67N81 | Long             | EC               | CORP              | SE        |     39718 | NS      | $217141.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| On the Beach Group PLC                          | On the Beach Group PLC                                   | CUSIP: 000000000<br>LEI: 213800K51Y9BZY7F9R69 | Long             | EC               | CORP              | GB        |     63241 | NS      | $194792.63    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Ki-Star Real Estate Co Ltd                      | Ki-Star Real Estate Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $176311.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruzen Showa Unyu Co Ltd                       | Maruzen Showa Unyu Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $224951.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosei Corp                                      | Tosei Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22800 | NS      | $249607.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CA Immobilien Anlagen AG                        | CA Immobilien Anlagen AG                                 | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |     37494 | NS      | $991664.78    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Hammerson PLC                                   | Hammerson PLC                                            | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | EC               | CORP              | GB        |    241742 | NS      | $1073011.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sakata Seed Corp                                | Sakata Seed Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $84449.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| and ST HD Co Ltd                                | and ST HD Co Ltd                                         | CUSIP: 000000000<br>LEI: 353800DZZIJ399PIWU03 | Long             | EC               | CORP              | JP        |      9800 | NS      | $179750.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-119782.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Hokuto Corp                                     | Hokuto Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $40029.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvia Oyj                                      | Harvia Oyj                                               | CUSIP: 000000000<br>LEI: 7437002ULTBOWQQOXL69 | Long             | EC               | CORP              | FI        |      6619 | NS      | $333491.22    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Starts Corp Inc                                 | Starts Corp Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15700 | NS      | $479278.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths News PLC                                 | Smiths News PLC                                          | CUSIP: 000000000<br>LEI: 2138004O33ONVOOQXB02 | Long             | EC               | CORP              | GB        |    357849 | NS      | $364844.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Munters Group AB                                | Munters Group AB                                         | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |     32041 | NS      | $597458.23    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Wallenstam AB                                   | Wallenstam AB                                            | CUSIP: 000000000<br>LEI: 21380081R2P9MKFQBD25 | Long             | EC               | CORP              | SE        |     78189 | NS      | $350963.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamazen Corp                                    | Yamazen Corp                                             | CUSIP: 000000000<br>LEI: 353800VADDW91MPELT42 | Long             | EC               | CORP              | JP        |     15600 | NS      | $147794.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zotefoams PLC                                   | Zotefoams PLC                                            | CUSIP: 000000000<br>LEI: 213800B6P256B5XN8D32 | Long             | EC               | CORP              | GB        |     36687 | NS      | $198863.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiei Kankyo Co Ltd                             | Daiei Kankyo Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $168541.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurabo Industries Ltd                           | Kurabo Industries Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5863 | NS      | $317191.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-132361.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Shaver Shop Group Ltd                           | Shaver Shop Group Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    171723 | NS      | $169479.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nagoya Ltd/The                          | Bank of Nagoya Ltd/The                                   | CUSIP: 000000000<br>LEI: 353800P9H4582TP8FA91 | Long             | EC               | CORP              | JP        |     11600 | NS      | $322294.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aozora Bank Ltd                                 | Aozora Bank Ltd                                          | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |     32900 | NS      | $526626.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Imdex Ltd                                       | Imdex Ltd                                                | CUSIP: 000000000<br>LEI: 529900H31NX5KRKXB865 | Long             | EC               | CORP              | AU        |     96530 | NS      | $221436.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kato Sangyo Co Ltd                              | Kato Sangyo Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5048 | NS      | $206435.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Breville Group Ltd                              | Breville Group Ltd                                       | CUSIP: 000000000<br>LEI: 529900MM4WH0KSB3KW37 | Long             | EC               | CORP              | AU        |     22368 | NS      | $439577.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bega Cheese Ltd                                 | Bega Cheese Ltd                                          | CUSIP: 000000000<br>LEI: 549300P1H1GM5BXPB476 | Long             | EC               | CORP              | AU        |     84239 | NS      | $340419.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dainichiseika                                   | Dainichiseika Color & Chemicals Manufacturing Co Ltd     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $90127.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Industry Co Ltd                           | Eagle Industry Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $184028.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engcon AB                                       | Engcon AB                                                | CUSIP: 000000000<br>LEI: 549300EMZ2B768S85S50 | Long             | EC               | CORP              | SE        |     25410 | NS      | $229326.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - GBP                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1393.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heba Fastighets AB                              | Heba Fastighets AB                                       | CUSIP: 000000000<br>LEI: 549300B1UZTBDU27UJ88 | Long             | EC               | CORP              | SE        |     55264 | NS      | $184037.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SkiStar AB                                      | SkiStar AB                                               | CUSIP: 000000000<br>LEI: 529900CD7HSJ1CZS7089 | Long             | EC               | CORP              | SE        |     16059 | NS      | $288472.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Mines Ltd                               | Jupiter Mines Ltd                                        | CUSIP: 000000000<br>LEI: 254900OFKP9ZQXBCHE19 | Long             | EC               | CORP              | AU        |   1598559 | NS      | $293149.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiit SpA                                        | Wiit SpA                                                 | CUSIP: 000000000<br>LEI: 815600AB2BDB42BC0E81 | Long             | EC               | CORP              | IT        |      7906 | NS      | $188025.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| OUE Ltd                                         | OUE Ltd                                                  | CUSIP: 000000000<br>LEI: 254900MR17VBF15G0543 | Long             | EC               | CORP              | SG        |    210600 | NS      | $194878.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Accent Group Ltd                                | Accent Group Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    402054 | NS      | $253363.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilh Wilhelmsen Holding ASA                     | Wilh Wilhelmsen Holding ASA                              | CUSIP: 000000000<br>LEI: 54930050TPKOLSE1ZZ71 | Long             | EC               | CORP              | NO        |     14166 | NS      | $828597.63    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kid ASA                                         | Kid ASA                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH53K17 | Long             | EC               | CORP              | NO        |     27057 | NS      | $363197.41    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Objective Corp Ltd                              | Objective Corp Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23348 | NS      | $257054.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissui Corp                                     | Nissui Corp                                              | CUSIP: 000000000<br>LEI: 529900MPH5BMANQ3EC50 | Long             | EC               | CORP              | JP        |     53600 | NS      | $391198.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8448.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gav-Yam Lands Corp Ltd                          | Gav-Yam Lands Corp Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     61679 | NS      | $745853.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Beacon Lighting Group Ltd                       | Beacon Lighting Group Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     91290 | NS      | $164975.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Co Ltd                                   | Nomura Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22058 | NS      | $187024.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBI Holdings Ltd                               | FIBI Holdings Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     20239 | NS      | $1689811.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| H&H INTL HLDG                                   | Health & Happiness H&H International Holdings Ltd        | CUSIP: 000000000<br>LEI: 2138007WU5DJFZFDDV59 | Long             | EC               | CORP              | HK        |    164500 | NS      | $277284.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Television Francaise 1 SA                       | Television Francaise 1 SA                                | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |    116324 | NS      | $1138017.81   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Monadelphous Group Ltd                          | Monadelphous Group Ltd                                   | CUSIP: 000000000<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |     42133 | NS      | $744835.13    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrie De Nora SpA                           | Industrie De Nora SpA                                    | CUSIP: 000000000<br>LEI: 815600CD933CB2F89862 | Long             | EC               | CORP              | IT        |     18884 | NS      | $161679.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Itochu Enex Co Ltd                              | Itochu Enex Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |     36200 | NS      | $438339.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FULLCAST Holdings Co Ltd                        | FULLCAST Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $32988.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8438.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group PLC                                | Pennon Group PLC                                         | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |    228550 | NS      | $1621593.49   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga Milk Industry Co Ltd                   | Morinaga Milk Industry Co Ltd                            | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |     13300 | NS      | $315985.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ComfortDelGro Corp Ltd                          | ComfortDelGro Corp Ltd                                   | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |    983000 | NS      | $1131290.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Valeo SE                                        | Valeo SE                                                 | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     89086 | NS      | $1217336.31   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Air Shuttle ASA                       | Norwegian Air Shuttle ASA                                | CUSIP: 000000000<br>LEI: 549300IEUH2FEM2Y6B51 | Long             | EC               | CORP              | NO        |    713410 | NS      | $1234181.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Shibaura Machine Co Ltd                         | Shibaura Machine Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900T7KEXD7VGOFO59 | Long             | EC               | CORP              | JP        |      4000 | NS      | $109349.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elecnor SA                                      | Elecnor SA                                               | CUSIP: 000000000<br>LEI: 95980020140005491250 | Long             | EC               | CORP              | ES        |     73765 | NS      | $2118185.25   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Resources Ltd                             | Regis Resources Ltd                                      | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |     81334 | NS      | $409493.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AUB Group Ltd                                   | AUB Group Ltd                                            | CUSIP: 000000000<br>LEI: 5493005X7SUBQF3OEG82 | Long             | EC               | CORP              | AU        |     28604 | NS      | $587496.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Macnica Holdings Inc                            | Macnica Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41700 | NS      | $636493.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - JPY                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2488.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIRAIT ONE corp                                 | MIRAIT ONE corp                                          | CUSIP: 000000000<br>LEI: 353800RI3EZVEIDAEL62 | Long             | EC               | CORP              | JP        |     14800 | NS      | $330945.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KYB Corp                                        | KYB Corp                                                 | CUSIP: 000000000<br>LEI: 353800TNYJJSI69KPE33 | Long             | EC               | CORP              | JP        |     15400 | NS      | $438680.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Australian Ethical Investment                   | Australian Ethical Investment Ltd                        | CUSIP: 000000000<br>LEI: 261700TW5OWRLEFOCX59 | Long             | EC               | CORP              | AU        |     62570 | NS      | $210710.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Partner Communications Co Ltd                   | Partner Communications Co Ltd                            | CUSIP: 000000000<br>LEI: 529900P1P6RZ1NC37U33 | Long             | EC               | CORP              | IL        |     64433 | NS      | $778145.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wereldhave NV                                   | Wereldhave NV                                            | CUSIP: 000000000<br>LEI: 724500YRQCY3BD9RJZ92 | Long             | EC               | CORP              | NL        |     44574 | NS      | $1008260.19   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon Kohden Corp                               | Nihon Kohden Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13100 | NS      | $140657.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamar Petroleum Ltd                             | Tamar Petroleum Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     24089 | NS      | $286232.13    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SMARTONE TELE                                   | SmarTone Telecommunications Holdings Ltd                 | CUSIP: 000000000<br>LEI: 529900CT7EGMVQRYNQ45 | Long             | EC               | CORP              | HK        |    689000 | NS      | $416046.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TAG Immobilien AG                               | TAG Immobilien AG                                        | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | EC               | CORP              | DE        |     43421 | NS      | $674674.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airport Terminal Co Ltd                   | Japan Airport Terminal Co Ltd                            | CUSIP: 000000000<br>LEI: 353800W9WEQSGUY2EO26 | Long             | EC               | CORP              | JP        |     12200 | NS      | $341377.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $180343.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12576.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANCOM SE                                       | CANCOM SE                                                | CUSIP: 000000000<br>LEI: 391200T4AUN1BPBXAO14 | Long             | EC               | CORP              | DE        |     13465 | NS      | $421442.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Attendo AB                                      | Attendo AB                                               | CUSIP: 000000000<br>LEI: 549300KEJDL2FNITUW65 | Long             | EC               | CORP              | SE        |     34386 | NS      | $305485.90    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ARB Corp Ltd                                    | ARB Corp Ltd                                             | CUSIP: 000000000<br>LEI: 98450097B6B8GE0BAE73 | Long             | EC               | CORP              | AU        |     17890 | NS      | $375196.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanseisha Co Ltd                                | Tanseisha Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13800 | NS      | $138840.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PZ Cussons PLC                                  | PZ Cussons PLC                                           | CUSIP: 000000000<br>LEI: XB3CXKKKED7OMV80FY35 | Long             | EC               | CORP              | GB        |    271004 | NS      | $269375.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Relo Group Inc                                  | Relo Group Inc                                           | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Long             | EC               | CORP              | JP        |     20000 | NS      | $218890.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pihlajalinna Oyj                                | Pihlajalinna Oyj                                         | CUSIP: 000000000<br>LEI: 74370058MTRLEDOCHV67 | Long             | EC               | CORP              | FI        |     11331 | NS      | $194292.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ogaki Kyoritsu Bank Ltd/The                     | Ogaki Kyoritsu Bank Ltd/The                              | CUSIP: 000000000<br>LEI: 549300M5X5T6C27W3H96 | Long             | EC               | CORP              | JP        |      6600 | NS      | $197479.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alps Alpine Co Ltd                              | Alps Alpine Co Ltd                                       | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |     42700 | NS      | $543063.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Everplay Group PLC                              | Everplay Group PLC                                       | CUSIP: 000000000<br>LEI: 2138006EUUCCL4ZI5E51 | Long             | EC               | CORP              | GB        |     41454 | NS      | $186230.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $179346.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pigeon Corp                                     | Pigeon Corp                                              | CUSIP: 000000000<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |     29700 | NS      | $305346.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T Hasegawa Co Ltd                               | T Hasegawa Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $71912.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hunting PLC                                     | Hunting PLC                                              | CUSIP: 000000000<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |     52373 | NS      | $260996.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sisram Medical Ltd                              | Sisram Medical Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    350800 | NS      | $189743.43    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| StarHub Ltd                                     | StarHub Ltd                                              | CUSIP: 000000000<br>LEI: 254900993L0UTJFD3A68 | Long             | EC               | CORP              | SG        |    767100 | NS      | $668080.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Palfinger AG                                    | Palfinger AG                                             | CUSIP: 000000000<br>LEI: 529900IFAV83BX8O1O91 | Long             | EC               | CORP              | AT        |     10557 | NS      | $413495.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duni AB                                         | Duni AB                                                  | CUSIP: 000000000<br>LEI: 549300MWQEN1427O5L53 | Long             | EC               | CORP              | SE        |     27280 | NS      | $311304.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Multiconsult ASA                                | Multiconsult ASA                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG9GO07 | Long             | EC               | CORP              | NO        |     19217 | NS      | $337212.21    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Bahnhof AB                                      | Bahnhof AB                                               | CUSIP: 000000000<br>LEI: 213800K7LQU3H85KCU96 | Long             | EC               | CORP              | SE        |     51202 | NS      | $302697.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daihen Corp                                     | Daihen Corp                                              | CUSIP: 000000000<br>LEI: 353800VGTLA3QRNG5478 | Long             | EC               | CORP              | JP        |      1937 | NS      | $123452.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-133022.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PAL GROUP Holdings Co Ltd                       | PAL GROUP Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23060 | NS      | $299532.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Keller Group PLC                                | Keller Group PLC                                         | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |     26713 | NS      | $598598.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AF Gruppen ASA                                  | AF Gruppen ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFU1405 | Long             | EC               | CORP              | NO        |     21926 | NS      | $409094.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orbit Technologies Ltd                          | Orbit Technologies Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     21220 | NS      | $275245.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Greggs PLC                                      | Greggs PLC                                               | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |     37878 | NS      | $855922.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Macfarlane Group PLC                            | Macfarlane Group PLC                                     | CUSIP: 000000000<br>LEI: 213800LVRYDERSJAAZ73 | Long             | EC               | CORP              | GB        |    162062 | NS      | $156946.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichiden Corp                                   | Nichiden Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $81342.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Future Corp                                     | Future Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $134101.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacoal Holdings Corp                            | Wacoal Holdings Corp                                     | CUSIP: 000000000<br>LEI: 3538002U6NJ8QTW6VR34 | Long             | EC               | CORP              | JP        |      5900 | NS      | $166296.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chori Co Ltd                                    | Chori Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $237739.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                         | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8441.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Happinet Corp                                   | Happinet Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $127761.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDION Corp                                      | EDION Corp                                               | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |     15000 | NS      | $202781.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangetsu Corp                                   | Sangetsu Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20800 | NS      | $412695.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ratio Energies Finance LP                       | Ratio Energies Finance LP                                | CUSIP: 000000000<br>LEI: 984500B54B3D0958E560 | Long             | EC               | CORP              | IL        |    438642 | NS      | $657047.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeon Corp                                       | Zeon Corp                                                | CUSIP: 000000000<br>LEI: 529900UEFURDYZ4F4U10 | Long             | EC               | CORP              | JP        |     57100 | NS      | $651889.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerion Cleanpower SpA                          | Alerion Cleanpower SpA                                   | CUSIP: 000000000<br>LEI: 81560090173FFC67B069 | Long             | EC               | CORP              | IT        |     24474 | NS      | $530030.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Canada T.R Ltd                           | Israel Canada T.R Ltd                                    | CUSIP: 000000000<br>LEI: 984500FA8AEA2CE5RB18 | Long             | EC               | CORP              | IL        |     40812 | NS      | $211288.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corem Property Group AB                         | Corem Property Group AB                                  | CUSIP: 000000000<br>LEI: 213800CHXQQD7TSS1T59 | Long             | EC               | CORP              | SE        |    532477 | NS      | $251024.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartGroup Corp Ltd                             | SmartGroup Corp Ltd                                      | CUSIP: 000000000<br>LEI: 254900GHFZAMQGOYO431 | Long             | EC               | CORP              | AU        |     85426 | NS      | $520672.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Propel Funeral Partners Ltd                     | Propel Funeral Partners Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     48466 | NS      | $159012.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                         | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $180424.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VBG Group AB                                    | VBG Group AB                                             | CUSIP: 000000000<br>LEI: 549300O1V2ZWY6W9GZ14 | Long             | EC               | CORP              | SE        |      7687 | NS      | $331534.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keihan Holdings Co Ltd                          | Keihan Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800ADZSZ9AD39RL13 | Long             | EC               | CORP              | JP        |      7700 | NS      | $165991.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Financial Holdings Inc                      | GMO Financial Holdings Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50600 | NS      | $282142.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcs Co Ltd                                     | Arcs Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $174924.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mader Group Ltd                                 | Mader Group Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43660 | NS      | $221853.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helia Group Ltd                                 | Helia Group Ltd                                          | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |    155294 | NS      | $569567.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EXEO Group Inc                                  | EXEO Group Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     62200 | NS      | $1031342.63   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Secure Trust Bank PLC                           | Secure Trust Bank PLC                                    | CUSIP: 000000000<br>LEI: 213800CXIBLC2TMIGI76 | Long             | EC               | CORP              | GB        |     18036 | NS      | $302028.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sheng Siong Group Ltd                           | Sheng Siong Group Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    583401 | NS      | $1193114.02   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KSH Holdings Ltd                                | KSH Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 529900Q9UANFD74MQK18 | Long             | EC               | CORP              | SG        |    679100 | NS      | $192746.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2384.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Puuilo Oyj                                      | Puuilo Oyj                                               | CUSIP: 000000000<br>LEI: 743700UJUT6FWHBXPR69 | Long             | EC               | CORP              | FI        |     40931 | NS      | $609545.79    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Metcash Ltd                                     | Metcash Ltd                                              | CUSIP: 000000000<br>LEI: 25490065W4SN3LZMX216 | Long             | EC               | CORP              | AU        |    422798 | NS      | $930411.15    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNeVision Holdings Ltd                         | SUNeVision Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    489000 | NS      | $288995.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugoku Electric Power Co Inc/                  | Chugoku Electric Power Co Inc/The                        | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |     85400 | NS      | $542109.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| D/S Norden A/S                                  | D/S Norden A/S                                           | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |     11608 | NS      | $459968.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Martifer SGPS SA                                | Martifer SGPS SA                                         | CUSIP: 000000000<br>LEI: 959800HYZFJ73QZQLS50 | Long             | EC               | CORP              | PT        |     42462 | NS      | $127167.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hemnet Group AB                                 | Hemnet Group AB                                          | CUSIP: 000000000<br>LEI: 5493008VIU67J3HUAR07 | Long             | EC               | CORP              | SE        |     10601 | NS      | $199168.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinmaywa Industries Ltd                        | Shinmaywa Industries Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $123459.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilia AB                                        | Bilia AB                                                 | CUSIP: 000000000<br>LEI: 2138002GW5WN1UYZAO32 | Long             | EC               | CORP              | SE        |     47417 | NS      | $691287.89    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiga Bank Ltd/The                              | Shiga Bank Ltd/The                                       | CUSIP: 000000000<br>LEI: 3538002NUIQ8JFEJNS94 | Long             | EC               | CORP              | JP        |      4600 | NS      | $210711.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-132058.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Heavy Industries Ltd                   | Sumitomo Heavy Industries Ltd                            | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |     29200 | NS      | $772916.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tinexta Spa                                     | Tinexta Spa                                              | CUSIP: 000000000<br>LEI: 815600925CD848EDBA96 | Long             | EC               | CORP              | IT        |     15105 | NS      | $265923.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashdod Refinery Ltd                             | Ashdod Refinery Ltd                                      | CUSIP: 000000000<br>LEI: 549300PCINY5ZLVLX226 | Long             | EC               | CORP              | IL        |         1 | NS      | $15.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vetropack Holding AG                            | Vetropack Holding AG                                     | CUSIP: 000000000<br>LEI: 894500HGD08C8B6GS128 | Long             | EC               | CORP              | CH        |      8831 | NS      | $245228.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Galliford Try Holdings PLC                      | Galliford Try Holdings PLC                               | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |     51776 | NS      | $362134.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlorenzo SpA/Ameglia                          | Sanlorenzo SpA/Ameglia                                   | CUSIP: 000000000<br>LEI: 8156006C71E895860132 | Long             | EC               | CORP              | IT        |     10072 | NS      | $358420.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Konoike Transport Co Ltd                        | Konoike Transport Co Ltd                                 | CUSIP: 000000000<br>LEI: 3538004PLQ2IF2DMNC61 | Long             | EC               | CORP              | JP        |     16900 | NS      | $353644.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Totetsu Kogyo Co Ltd                            | Totetsu Kogyo Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13345 | NS      | $386953.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elementis PLC                                   | Elementis PLC                                            | CUSIP: 000000000<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |    155878 | NS      | $348041.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thule Group AB                                  | Thule Group AB                                           | CUSIP: 000000000<br>LEI: 549300XHHOGBOERKU333 | Long             | EC               | CORP              | SE        |     34158 | NS      | $888520.02    | 0.21%             |  |  |  | Yes           |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-127044.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Calbee Inc                                      | Calbee Inc                                               | CUSIP: 000000000<br>LEI: 529900CIHZID6O8LJH81 | Long             | EC               | CORP              | JP        |     15600 | NS      | $297578.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Casio Computer Co Ltd                           | Casio Computer Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800JRMIABSXKHV344 | Long             | EC               | CORP              | JP        |     59800 | NS      | $484519.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMONY Holdings Inc                             | TOMONY Holdings Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49900 | NS      | $249587.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascopiave SpA                                   | Ascopiave SpA                                            | CUSIP: 000000000<br>LEI: 815600ABFF26D15A4920 | Long             | EC               | CORP              | IT        |    100890 | NS      | $391018.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| G-7 Holdings Inc                                | G-7 Holdings Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $28867.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helical PLC                                     | Helical PLC                                              | CUSIP: 000000000<br>LEI: 2138003SBD2Z7WV2MP70 | Long             | EC               | CORP              | GB        |     66745 | NS      | $169316.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prima Meat Packers Ltd                          | Prima Meat Packers Ltd                                   | CUSIP: 000000000<br>LEI: 353800FLEUUL20RKCU14 | Long             | EC               | CORP              | JP        |      5157 | NS      | $87680.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| James Halstead PLC                              | James Halstead PLC                                       | CUSIP: 000000000<br>LEI: 213800C8FFBYVO6UL498 | Long             | EC               | CORP              | GB        |    268499 | NS      | $494767.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Engineering & Consult                  | Computer Engineering & Consulting Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $95034.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UT Group Co Ltd                                 | UT Group Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    252000 | NS      | $319933.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - AUD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2000.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inwido AB                                       | Inwido AB                                                | CUSIP: 000000000<br>LEI: 529900A9NKQW5UTHBG13 | Long             | EC               | CORP              | SE        |     19401 | NS      | $345559.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SRG Global Ltd                                  | SRG Global Ltd                                           | CUSIP: 000000000<br>LEI: 984500DDOA7EBAC95715 | Long             | EC               | CORP              | AU        |    330537 | NS      | $661255.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bisalloy Steel Group Ltd                        | Bisalloy Steel Group Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     74055 | NS      | $244448.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ninety One PLC                                  | Ninety One PLC                                           | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |    296512 | NS      | $862256.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyakujushi Bank Ltd/The                         | Hyakujushi Bank Ltd/The                                  | CUSIP: 000000000<br>LEI: 5493009ZQOZS8JYRQN62 | Long             | EC               | CORP              | JP        |      5900 | NS      | $250687.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Plus500 Ltd                                     | Plus500 Ltd                                              | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |     44144 | NS      | $2155344.08   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Up Group Inc                               | Open Up Group Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19900 | NS      | $233983.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kotobuki Spirits Co Ltd                         | Kotobuki Spirits Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12300 | NS      | $143838.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 Nord Norge                          | SpareBank 1 Nord Norge                                   | CUSIP: 000000000<br>LEI: 549300SXM92LQ05OJQ76 | Long             | EC               | CORP              | NO        |     87986 | NS      | $1324999.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Boot PLC                                  | Henry Boot PLC                                           | CUSIP: 000000000<br>LEI: 213800H5873O9TC3XT22 | Long             | EC               | CORP              | GB        |     62928 | NS      | $190442.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47312.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rorze Corp                                      | Rorze Corp                                               | CUSIP: 000000000<br>LEI: 529900ORJHC47686AS71 | Long             | EC               | CORP              | JP        |     10200 | NS      | $146286.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meitav Trade Investments Ltd                    | Meitav Trade Investments Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     30804 | NS      | $205192.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Dominion Access SA                       | Global Dominion Access SA                                | CUSIP: 000000000<br>LEI: 95980020140005225955 | Long             | EC               | CORP              | ES        |     67230 | NS      | $261352.00    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: —       |
| MORROW BANK ASA                                 | MORROW BANK ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXF0PK63 | Long             | EC               | CORP              | NO        |    177033 | NS      | $281691.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kier Group PLC                                  | Kier Group PLC                                           | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | EC               | CORP              | GB        |    155309 | NS      | $463754.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Plus PLC                                | Telecom Plus PLC                                         | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |     34280 | NS      | $626150.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cobram Estate Olives Ltd                        | Cobram Estate Olives Ltd                                 | CUSIP: 000000000<br>LEI: 9845009C0DEF11C8B496 | Long             | EC               | CORP              | AU        |     94526 | NS      | $254659.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke BAM Groep NV                        | Koninklijke BAM Groep NV                                 | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |     73175 | NS      | $799245.89    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| iFAST Corp Ltd                                  | iFAST Corp Ltd                                           | CUSIP: 000000000<br>LEI: 254900R8J6BPHWK23Z14 | Long             | EC               | CORP              | SG        |     37300 | NS      | $276124.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJI OIL CO LTD /Osaka                          | FUJI OIL CO LTD /Osaka                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $137426.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12576.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $180409.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Maas Group Holdings Ltd                         | Maas Group Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 9845002E61U3EB3DD061 | Long             | EC               | CORP              | AU        |     61531 | NS      | $223213.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Garofalo Health Care SpA                        | Garofalo Health Care SpA                                 | CUSIP: 000000000<br>LEI: 815600C851C90CAE6438 | Long             | EC               | CORP              | IT        |     30053 | NS      | $197303.31    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Tokyu Construction Co Ltd                       | Tokyu Construction Co Ltd                                | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |     24000 | NS      | $200427.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Esprinet SpA                                    | Esprinet SpA                                             | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |     46546 | NS      | $337835.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PostNL NV                                       | PostNL NV                                                | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | EC               | CORP              | NL        |    369337 | NS      | $459360.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Focusrite PLC                                   | Focusrite PLC                                            | CUSIP: 000000000<br>LEI: 213800JJ51KA4LOTF736 | Long             | EC               | CORP              | GB        |     71473 | NS      | $218706.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daicel Corp                                     | Daicel Corp                                              | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |     93100 | NS      | $830947.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Takamatsu                                       | Takamatsu Construction Group Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $115266.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsuboshi Belting Ltd                          | Mitsuboshi Belting Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11000 | NS      | $275447.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| H.U. Group Holdings Inc                         | H.U. Group Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10300 | NS      | $222237.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - SEK                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1776.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shoei Co Ltd                                    | Shoei Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $69155.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Truecaller AB                                   | Truecaller AB                                            | CUSIP: 000000000<br>LEI: 549300TEYF1FA5G5GK26 | Long             | EC               | CORP              | SE        |     52366 | NS      | $109630.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohsho Food Service Corp                         | Ohsho Food Service Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9116 | NS      | $186978.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tatton Asset Management PLC                     | Tatton Asset Management PLC                              | CUSIP: 000000000<br>LEI: 213800G2F8I1N7HTVP88 | Long             | EC               | CORP              | GB        |     25806 | NS      | $229088.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruha Nichiro Corp                             | Maruha Nichiro Corp                                      | CUSIP: 000000000<br>LEI: 529900HGXVKT576NWZ27 | Long             | EC               | CORP              | JP        |     31500 | NS      | $258438.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rank Group PLC                                  | Rank Group PLC                                           | CUSIP: 000000000<br>LEI: 213800TXKD6XZWOFTE12 | Long             | EC               | CORP              | GB        |    185990 | NS      | $248414.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DAH SING                                        | Dah Sing Financial Holdings Ltd                          | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |    267600 | NS      | $1215691.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OKUMA Corp                                      | OKUMA Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10300 | NS      | $238533.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijer Alma AB                                  | Beijer Alma AB                                           | CUSIP: 000000000<br>LEI: 549300HJX9BNG5055Z38 | Long             | EC               | CORP              | SE        |     15128 | NS      | $488195.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aichi Financial Group Inc                       | Aichi Financial Group Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $149669.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8506.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lectra                                          | Lectra                                                   | CUSIP: 000000000<br>LEI: 9695000KWQEBUDT6IO19 | Long             | EC               | CORP              | FR        |      9902 | NS      | $296549.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Miroku Jyoho Service Co Ltd                     | Miroku Jyoho Service Co Ltd                              | CUSIP: 000000000<br>LEI: 3538009FEB7DY7VJDQ12 | Long             | EC               | CORP              | JP        |      6900 | NS      | $87556.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ForFarmers NV                                   | ForFarmers NV                                            | CUSIP: 000000000<br>LEI: 724500YEIHQKMHTXW058 | Long             | EC               | CORP              | NL        |     70364 | NS      | $366090.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mota-Engil SGPS SA                              | Mota-Engil SGPS SA                                       | CUSIP: 000000000<br>LEI: 549300L6RR1203WN9F57 | Long             | EC               | CORP              | PT        |     77902 | NS      | $452702.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Almirall SA                                     | Almirall SA                                              | CUSIP: 000000000<br>LEI: 95980020140005007996 | Long             | EC               | CORP              | ES        |     39341 | NS      | $593260.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Suruga Bank Ltd                                 | Suruga Bank Ltd                                          | CUSIP: 000000000<br>LEI: 3538003A9JIMKE5G3M02 | Long             | EC               | CORP              | JP        |     37400 | NS      | $407774.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keiyo Bank Ltd/The                              | Keiyo Bank Ltd/The                                       | CUSIP: 000000000<br>LEI: 353800HBJ702X2J5OX58 | Long             | EC               | CORP              | JP        |     22800 | NS      | $242044.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETLINK NBN TRUST                               | NETLINK NBN TRUST                                        | CUSIP: 000000000<br>LEI: 25490032IBVZHHXJIM98 | Long             | EC               | CORP              | SG        |   1741300 | NS      | $1306652.02   | 0.30%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Asanuma Corp                                    | Asanuma Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34100 | NS      | $222336.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keystone Law Group PLC                          | Keystone Law Group PLC                                   | CUSIP: 000000000<br>LEI: 213800RTARHELL51S215 | Long             | EC               | CORP              | GB        |     24509 | NS      | $206366.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-127072.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Faes Farma SA                                   | Faes Farma SA                                            | CUSIP: 000000000<br>LEI: 959800FXZQY7U3P1G969 | Long             | EC               | CORP              | ES        |    153577 | NS      | $930701.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Meitav Investment House Ltd                     | Meitav Investment House Ltd                              | CUSIP: 000000000<br>LEI: 213800ZFO2DPAZ4UAL65 | Long             | EC               | CORP              | IL        |     14541 | NS      | $527419.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Gas Co Ltd                               | Nippon Gas Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300N3DC5V2XON9C60 | Long             | EC               | CORP              | JP        |     39800 | NS      | $754256.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Restore PLC                                     | Restore PLC                                              | CUSIP: 000000000<br>LEI: 213800CE3EOGYML9AY08 | Long             | EC               | CORP              | GB        |     48246 | NS      | $171642.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Inghams Group Ltd                               | Inghams Group Ltd                                        | CUSIP: 000000000<br>LEI: 529900ZZ4VRHSGVBNE41 | Long             | EC               | CORP              | AU        |    272261 | NS      | $452077.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtrom Group Ltd                               | Ashtrom Group Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     10573 | NS      | $232718.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KLN Logistics Group Ltd                         | KLN Logistics Group Ltd                                  | CUSIP: 000000000<br>LEI: 254900G739TFTQCVKO70 | Long             | EC               | CORP              | HK        |    608500 | NS      | $554283.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Retail Properties Ltd                     | Orion Retail Properties Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $0.72         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anycolor Inc                                    | Anycolor Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $142333.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AcadeMedia AB                                   | AcadeMedia AB                                            | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |     34871 | NS      | $374098.79    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                         | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-132349.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NTN Corp                                        | NTN Corp                                                 | CUSIP: 000000000<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |     87800 | NS      | $205909.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tabcorp Holdings Ltd                            | Tabcorp Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 213800OCCFUN67NEY278 | Long             | EC               | CORP              | AU        |    655088 | NS      | $432476.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bonduelle SCA                                   | Bonduelle SCA                                            | CUSIP: 000000000<br>LEI: 969500QVHHN3NNVYRE94 | Long             | EC               | CORP              | FR        |     21856 | NS      | $269522.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichias Corp                                    | Nichias Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13974 | NS      | $604088.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui-Soko Holdings Co Ltd                     | Mitsui-Soko Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $147499.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| oOh!media Ltd                                   | oOh!media Ltd                                            | CUSIP: 000000000<br>LEI: 984500D581E7E7A88078 | Long             | EC               | CORP              | AU        |    288803 | NS      | $250364.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga & Co Ltd/Japan                         | Morinaga & Co Ltd/Japan                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14900 | NS      | $252856.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandic Hotels Group AB                         | Scandic Hotels Group AB                                  | CUSIP: 000000000<br>LEI: 529900JY9ZBGUXGRKQ86 | Long             | EC               | CORP              | SE        |     59634 | NS      | $629408.19    | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| AIXTRON SE                                      | AIXTRON SE                                               | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |     19357 | NS      | $393409.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanki Engineering Co Ltd                        | Sanki Engineering Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20100 | NS      | $736061.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8346.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iluka Resources Ltd                             | Iluka Resources Ltd                                      | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |     63761 | NS      | $246185.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TP ICAP Group PLC                               | TP ICAP Group PLC                                        | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | GB        |    378583 | NS      | $1321407.53   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Insurance Group PLC                       | Sabre Insurance Group PLC                                | CUSIP: 000000000<br>LEI: 2138006RXRQ8P8VKGV98 | Long             | EC               | CORP              | GB        |    231671 | NS      | $405091.69    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Addnode Group AB                                | Addnode Group AB                                         | CUSIP: 000000000<br>LEI: 213800CQXEA3W1YWXZ31 | Long             | EC               | CORP              | SE        |     20526 | NS      | $215751.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aedas Homes SA                                  | Aedas Homes SA                                           | CUSIP: 000000000<br>LEI: 9598005H67MP8U20RW81 | Long             | EC               | CORP              | ES        |     42793 | NS      | $1201172.45   | 0.28%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sparebanken Norge                               | Sparebanken Norge                                        | CUSIP: 000000000<br>LEI: 213800M7T3CYVZ3ZRT12 | Long             | EC               | CORP              | NO        |     67674 | NS      | $1328810.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PPHE Hotel Group Ltd                            | PPHE Hotel Group Ltd                                     | CUSIP: 000000000<br>LEI: 2138003H1BZGR6KM5823 | Long             | EC               | CORP              | NL        |     16813 | NS      | $406153.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Glory Ltd                                       | Glory Ltd                                                | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |      9900 | NS      | $250176.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| YouGov PLC                                      | YouGov PLC                                               | CUSIP: 000000000<br>LEI: 213800MZGBGCJIPOBB41 | Long             | EC               | CORP              | GB        |     59003 | NS      | $203563.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Worldwide Corp Ltd                     | Reliance Worldwide Corp Ltd                              | CUSIP: 000000000<br>LEI: 52990084PQSDDJ8F5447 | Long             | EC               | CORP              | US        |    169268 | NS      | $435702.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47171.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Outokumpu Oyj                                   | Outokumpu Oyj                                            | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |    235167 | NS      | $1237340.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cash Converters International                   | Cash Converters International Ltd                        | CUSIP: 000000000<br>LEI: 529900XFNBTCIYK52250 | Long             | EC               | CORP              | AU        |    957812 | NS      | $210776.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Steel Ltd                                | Vulcan Steel Ltd                                         | CUSIP: 000000000<br>LEI: 98450060022AC677C824 | Long             | EC               | CORP              | NZ        |     47434 | NS      | $219521.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Card Factory PLC                                | Card Factory PLC                                         | CUSIP: 000000000<br>LEI: 213800TTSOPFVCKPFQ11 | Long             | EC               | CORP              | GB        |    247366 | NS      | $225916.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quadient SA                                     | Quadient SA                                              | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |     21718 | NS      | $369337.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniphar PLC                                     | Uniphar PLC                                              | CUSIP: 000000000<br>LEI: 21380028LJSQGRUAX965 | Long             | EC               | CORP              | IE        |     48702 | NS      | $201337.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Carbon Co Ltd                            | Nippon Carbon Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $16900.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kitwave Group Plc                               | Kitwave Group Plc                                        | CUSIP: 000000000<br>LEI: 2138007DLCYPVY95UD40 | Long             | EC               | CORP              | GB        |     76705 | NS      | $232137.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Shape Australia Pty Ltd                         | Shape Australia Pty Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     75373 | NS      | $307606.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Semapa-Sociedade de Investimen                  | Semapa-Sociedade de Investimento e Gestao                | CUSIP: 000000000<br>LEI: 549300HNGOW85KIOH584 | Long             | EC               | CORP              | PT        |     26459 | NS      | $649463.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-132482.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Peter Warren Automotive Holdin                  | Peter Warren Automotive Holdings Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    169171 | NS      | $209265.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arnoldo Mondadori Editore SpA                   | Arnoldo Mondadori Editore SpA                            | CUSIP: 000000000<br>LEI: 815600049A1F9AFE6666 | Long             | EC               | CORP              | IT        |    173525 | NS      | $431029.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seria Co Ltd                                    | Seria Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9000 | NS      | $199814.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Halfords Group PLC                              | Halfords Group PLC                                       | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |    152966 | NS      | $289691.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Iino Kaiun Kaisha Ltd                           | Iino Kaiun Kaisha Ltd                                    | CUSIP: 000000000<br>LEI: 353800VWL98SRNE0NX81 | Long             | EC               | CORP              | JP        |     27600 | NS      | $249684.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNM SpA                                         | FNM SpA                                                  | CUSIP: 000000000<br>LEI: 815600AB6FA8AADC8739 | Long             | EC               | CORP              | IT        |    379537 | NS      | $209947.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Polymer Co Ltd                        | Shin-Etsu Polymer Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $224793.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yu Group plc                                    | Yu Group plc                                             | CUSIP: 000000000<br>LEI: 213800ACO9GDDBM7DS35 | Long             | EC               | CORP              | GB        |     10377 | NS      | $210759.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Fiducian Group Ltd                              | Fiducian Group Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     31239 | NS      | $249564.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sakai Moving Service Co Ltd                     | Sakai Moving Service Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13100 | NS      | $239610.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-119592.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Galilei Co Ltd                                  | Galilei Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $157580.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Takasago International Corp                     | Takasago International Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30000 | NS      | $282114.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nipro Corp                                      | Nipro Corp                                               | CUSIP: 000000000<br>LEI: 353800AKDDNW0E810O26 | Long             | EC               | CORP              | JP        |     16700 | NS      | $157363.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurimoto Ltd                                    | Kurimoto Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17100 | NS      | $182733.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perenti Ltd                                     | Perenti Ltd                                              | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |    321869 | NS      | $598840.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Magic Software Enterprises Ltd                  | Magic Software Enterprises Ltd                           | CUSIP: 559166103<br>LEI: 529900PT36UHAIVEFN60 | Long             | EC               | CORP              | IL        |     18784 | NS      | $489182.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Catena AB                                       | Catena AB                                                | CUSIP: 000000000<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |     11624 | NS      | $568414.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LUK FOOK HOLD                                   | Luk Fook Holdings International Ltd                      | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | HK        |    237000 | NS      | $715552.13    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikkon Holdings Co Ltd                          | Nikkon Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Long             | EC               | CORP              | JP        |     14600 | NS      | $317251.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Hysan Development Co Ltd                        | Hysan Development Co Ltd                                 | CUSIP: 000000000<br>LEI: 5299007BABFLKIH9HL03 | Long             | EC               | CORP              | HK        |    572000 | NS      | $1388938.14   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-132338.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Sangyo Co Ltd                             | Tokyo Sangyo Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800F767RIJ2KRGL03 | Long             | EC               | CORP              | JP        |     11200 | NS      | $71167.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wing Tai Holdings Ltd                           | Wing Tai Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 984500SB157F8C2A6839 | Long             | EC               | CORP              | SG        |    264500 | NS      | $292060.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Miura Co Ltd                                    | Miura Co Ltd                                             | CUSIP: 000000000<br>LEI: 3538005VS7UNWU9PHX56 | Long             | EC               | CORP              | JP        |     16600 | NS      | $321843.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bulten AB                                       | Bulten AB                                                | CUSIP: 000000000<br>LEI: 549300HUR75YN61F4108 | Long             | EC               | CORP              | SE        |     29019 | NS      | $161797.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IRESS Ltd                                       | IRESS Ltd                                                | CUSIP: 000000000<br>LEI: 5493006KZJMJI8PQXA35 | Long             | EC               | CORP              | AU        |     57560 | NS      | $325879.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Holding AG                                | Indus Holding AG                                         | CUSIP: 000000000<br>LEI: 529900GE4O7ZOMRWR939 | Long             | EC               | CORP              | DE        |     14031 | NS      | $464699.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TOA ROAD CORP                                   | TOA ROAD CORP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22400 | NS      | $244800.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COSMO Pharmaceuticals NV                        | COSMO Pharmaceuticals NV                                 | CUSIP: 000000000<br>LEI: 724500OX0EBQRYTVV639 | Long             | EC               | CORP              | IE        |      5147 | NS      | $683451.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Monex Group Inc                                 | Monex Group Inc                                          | CUSIP: 000000000<br>LEI: 353800SGXKLYGPUJ4648 | Long             | EC               | CORP              | JP        |     47800 | NS      | $222921.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pola Orbis Holdings Inc                         | Pola Orbis Holdings Inc                                  | CUSIP: 000000000<br>LEI: 353800E8OIV0XYBABS79 | Long             | EC               | CORP              | JP        |     57200 | NS      | $475130.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12623.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8263.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prashkovsky Investments and Co                  | Prashkovsky Investments and Construction Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4033 | NS      | $198290.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tessenderlo Group SA                            | Tessenderlo Group SA                                     | CUSIP: 000000000<br>LEI: 549300ZKLIF7RP6EH823 | Long             | EC               | CORP              | BE        |     17961 | NS      | $552670.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tasmea Ltd                                      | Tasmea Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    109716 | NS      | $308020.84    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Petronor E&P ASA                                | Petronor E&P ASA                                         | CUSIP: 000000000<br>LEI: 984500AEEH2D2AK42C11 | Long             | EC               | CORP              | NO        |    251105 | NS      | $263879.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OVS SpA                                         | OVS SpA                                                  | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |     80781 | NS      | $460894.44    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Okuwa Co Ltd                                    | Okuwa Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $35580.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GL Events SACA                                  | GL Events SACA                                           | CUSIP: 000000000<br>LEI: 9695002PXZMQNBPY2P44 | Long             | EC               | CORP              | FR        |     13139 | NS      | $460618.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moreld AS                                       | Moreld AS                                                | CUSIP: 000000000<br>LEI: 6488UNV33KXZ9498L870 | Long             | EC               | CORP              | NO        |    147698 | NS      | $274988.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harworth Group PLC                              | Harworth Group PLC                                       | CUSIP: 000000000<br>LEI: 213800R8JSSGK2KPFG21 | Long             | EC               | CORP              | GB        |     61033 | NS      | $137094.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arjo AB                                         | Arjo AB                                                  | CUSIP: 000000000<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |     96417 | NS      | $334888.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DiscoverIE Group PLC                            | DiscoverIE Group PLC                                     | CUSIP: 000000000<br>LEI: 213800BMDLQU1VEEAN68 | Long             | EC               | CORP              | GB        |     33207 | NS      | $267990.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin Nippon Air Technologies C                  | Shin Nippon Air Technologies Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9800 | NS      | $196631.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Medy Co Ltd                              | Mizuho Medy Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $87020.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Takara Holdings Inc                             | Takara Holdings Inc                                      | CUSIP: 000000000<br>LEI: 3538001CXSU150WNEY98 | Long             | EC               | CORP              | JP        |     17600 | NS      | $180440.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abacus Group                                    | Abacus Group                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    563714 | NS      | $454854.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandi Standard AB                              | Scandi Standard AB                                       | CUSIP: 000000000<br>LEI: 5493006VHH78UQJVF844 | Long             | EC               | CORP              | SE        |     33044 | NS      | $355932.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Currys PLC                                      | Currys PLC                                               | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |    153998 | NS      | $260990.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barco NV                                        | Barco NV                                                 | CUSIP: 000000000<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |     36906 | NS      | $513196.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuasa Trading Co Ltd                            | Yuasa Trading Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $170021.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Basin Shipping Ltd                      | Pacific Basin Shipping Ltd                               | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | HK        |   1463000 | NS      | $437950.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabtesco Corp                                   | Nabtesco Corp                                            | CUSIP: 000000000<br>LEI: 529900DVHQXYRTGW7739 | Long             | EC               | CORP              | JP        |     15200 | NS      | $363454.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MotorCycle Holdings Ltd                         | MotorCycle Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    104550 | NS      | $216129.36    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nanto Bank Ltd/The                              | Nanto Bank Ltd/The                                       | CUSIP: 000000000<br>LEI: 353800923E4YW3IDES52 | Long             | EC               | CORP              | JP        |      7400 | NS      | $281374.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Paint Co Ltd                             | Kansai Paint Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |     38700 | NS      | $611072.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seino Holdings Co Ltd                           | Seino Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: 3538001D12EPCPYTTF24 | Long             | EC               | CORP              | JP        |     59600 | NS      | $895834.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Yellow Group PLC                            | Big Yellow Group PLC                                     | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |     67893 | NS      | $955201.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea ASA                                        | Atea ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXINVS13 | Long             | EC               | CORP              | NO        |     49504 | NS      | $774447.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ES-Con Japan Ltd                                | ES-Con Japan Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $266787.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloetta AB                                      | Cloetta AB                                               | CUSIP: 000000000<br>LEI: 549300CSLHPO6Y1AZN37 | Long             | EC               | CORP              | SE        |    130104 | NS      | $571007.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Investments Ltd                         | Premier Investments Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     42896 | NS      | $394465.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New Wave Group AB                               | New Wave Group AB                                        | CUSIP: 000000000<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |     33493 | NS      | $416355.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Proact IT Group AB                              | Proact IT Group AB                                       | CUSIP: 000000000<br>LEI: 549300HMPIC1B86ZHC96 | Long             | EC               | CORP              | SE        |     25452 | NS      | $312531.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Galil Ltd                                 | Delta Galil Ltd                                          | CUSIP: 000000000<br>LEI: 213800THWVY4MIDWYH93 | Long             | EC               | CORP              | IL        |      6406 | NS      | $349535.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Okasan Securities Group Inc                     | Okasan Securities Group Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58200 | NS      | $279220.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinfonia Technology Co Ltd                      | Sinfonia Technology Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $133088.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VITASOY INT'L                                   | Vitasoy International Holdings Ltd                       | CUSIP: 000000000<br>LEI: 5493003LPGHN62KWIZ77 | Long             | EC               | CORP              | HK        |    242000 | NS      | $194632.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldwin Inc                                     | Goldwin Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20400 | NS      | $326605.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rami Levy Chain Stores Hashikm                  | Rami Levy Chain Stores Hashikma Marketing 2006 Ltd       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6445 | NS      | $711212.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Glass Co Ltd                            | Central Glass Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $171198.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventia Services Group Pty Ltd                   | Ventia Services Group Pty Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    397681 | NS      | $1577901.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SAF-Holland SE                                  | SAF-Holland SE                                           | CUSIP: 000000000<br>LEI: 222100QJQLUJHWREL058 | Long             | EC               | CORP              | DE        |     27732 | NS      | $498318.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AddLife AB                                      | AddLife AB                                               | CUSIP: 000000000<br>LEI: 5493005T3M7CD7XWE013 | Long             | EC               | CORP              | SE        |      9248 | NS      | $159603.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fevertree Drinks PLC                            | Fevertree Drinks PLC                                     | CUSIP: 000000000<br>LEI: 2138007AJRLHRVQZLD07 | Long             | EC               | CORP              | GB        |     28314 | NS      | $311905.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intea Fastigheter AB                            | Intea Fastigheter AB                                     | CUSIP: 000000000<br>LEI: 549300KD3XGX3754UW61 | Long             | EC               | CORP              | SE        |     27026 | NS      | $193633.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Park24 Co Ltd                                   | Park24 Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300LFG2WZWCWM4M68 | Long             | EC               | CORP              | JP        |     11200 | NS      | $149338.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurocommercial Properties NV                    | Eurocommercial Properties NV                             | CUSIP: 000000000<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               | CORP              | NL        |     30555 | NS      | $934813.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Group PLC                        | Domino's Pizza Group PLC                                 | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |    242811 | NS      | $566311.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tristel PLC                                     | Tristel PLC                                              | CUSIP: 000000000<br>LEI: 2138009DZ4LH9CZGF662 | Long             | EC               | CORP              | GB        |     36751 | NS      | $206378.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DREY INST PREF GOV MM-M                         | DREY INST PREF GOV MM-M                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3737136 | NS      | $3737135.53   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Ion Beam Applications                           | Ion Beam Applications                                    | CUSIP: 000000000<br>LEI: 5493002RVRZ1S3CPUI26 | Long             | EC               | CORP              | BE        |     13158 | NS      | $199658.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kogan.com Ltd                                   | Kogan.com Ltd                                            | CUSIP: 000000000<br>LEI: 529900EOAC36USKQV388 | Long             | EC               | CORP              | AU        |    103199 | NS      | $252562.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fagerhult Group AB                              | Fagerhult Group AB                                       | CUSIP: 000000000<br>LEI: 549300G9NPD8LSJLMP91 | Long             | EC               | CORP              | SE        |     73179 | NS      | $329824.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nagoya Railroad Co Ltd                          | Nagoya Railroad Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800P62OOYUY3I8T51 | Long             | EC               | CORP              | JP        |     19600 | NS      | $210323.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Miton Group PLC                         | Premier Miton Group PLC                                  | CUSIP: 000000000<br>LEI: 213800LK2M4CLJ4H2V85 | Long             | EC               | CORP              | GB        |    266447 | NS      | $193527.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MyState Ltd                                     | MyState Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    105793 | NS      | $323110.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eolus AB                                        | Eolus AB                                                 | CUSIP: 000000000<br>LEI: 549300NNUPH6DE8DVO06 | Long             | EC               | CORP              | SE        |     32398 | NS      | $151468.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Gas Co Ltd                                 | Toho Gas Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800BCVTE4F8012906 | Long             | EC               | CORP              | JP        |      9200 | NS      | $273690.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIOX GROUP PLC                                  | NIOX GROUP PLC                                           | CUSIP: 000000000<br>LEI: 2138006YAT138TOGA556 | Long             | EC               | CORP              | GB        |    184534 | NS      | $164809.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Medical Solutions Gro                  | Advanced Medical Solutions Group PLC                     | CUSIP: 000000000<br>LEI: 213800HJP6OWOSZI1L74 | Long             | EC               | CORP              | GB        |     60246 | NS      | $176653.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yahagi Construction Co Ltd                      | Yahagi Construction Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $139910.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyokuto Kaihatsu Kogyo Co Ltd                   | Kyokuto Kaihatsu Kogyo Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14000 | NS      | $279562.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuller Smith & Turner PLC                       | Fuller Smith & Turner PLC                                | CUSIP: 000000000<br>LEI: 213800C7ACOFMRCQQW76 | Long             | EC               | CORP              | GB        |     19078 | NS      | $184758.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VT Holdings Co Ltd                              | VT Holdings Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24800 | NS      | $84805.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Borussia Dortmund GmbH & Co KG                  | Borussia Dortmund GmbH & Co KGaA                         | CUSIP: 000000000<br>LEI: 529900XO0YTOOKCLQB44 | Long             | EC               | CORP              | DE        |     50383 | NS      | $195268.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aryt Industries Ltd                             | Aryt Industries Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     15050 | NS      | $215613.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LA Holdings Co Ltd/Japan                        | LA Holdings Co Ltd/Japan                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $165734.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari Group PLC                               | Ferrari Group PLC                                        | CUSIP: 000000000<br>LEI: 984500Y7F9EB3DRC4406 | Long             | EC               | CORP              | GB        |     47607 | NS      | $511036.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiera Milano SpA                                | Fiera Milano SpA                                         | CUSIP: 000000000<br>LEI: 81560026FB4FD48C6110 | Long             | EC               | CORP              | IT        |     46581 | NS      | $428356.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Leopalace21 Corp                                | Leopalace21 Corp                                         | CUSIP: 000000000<br>LEI: 529900Z3BHJUW1DY6254 | Long             | EC               | CORP              | JP        |     34400 | NS      | $144407.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATALAYA MINING COPPER SA                        | ATALAYA MINING COPPER SA                                 | CUSIP: 000000000<br>LEI: 549300QNQPXVRXGXOX56 | Long             | EC               | CORP              | ES        |     24345 | NS      | $279971.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABC arbitrage                                   | ABC arbitrage                                            | CUSIP: 000000000<br>LEI: 969500IZ7E6B3QVX2I11 | Long             | EC               | CORP              | FR        |     46118 | NS      | $292481.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tubacex SA                                      | Tubacex SA                                               | CUSIP: 000000000<br>LEI: 95980020140005703680 | Long             | EC               | CORP              | ES        |     85272 | NS      | $333992.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Volution Group PLC                              | Volution Group PLC                                       | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |     41311 | NS      | $358396.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FastPartner AB                                  | FastPartner AB                                           | CUSIP: 000000000<br>LEI: 549300BG6SL5QQ7LQW56 | Long             | EC               | CORP              | SE        |     52852 | NS      | $272034.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kureha Corp                                     | Kureha Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $276251.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NSK Ltd                                         | NSK Ltd                                                  | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |    162300 | NS      | $1010382.09   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Greencore Group PLC                             | Greencore Group PLC                                      | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               | CORP              | IE        |     70833 | NS      | $241995.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Max Co Ltd                                      | Max Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $418801.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mivne Real Estate KD Ltd                        | Mivne Real Estate KD Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    100836 | NS      | $493248.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dowa Holdings Co Ltd                            | Dowa Holdings Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |      9800 | NS      | $464662.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutz AG                                        | Deutz AG                                                 | CUSIP: 000000000<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |     34743 | NS      | $346833.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EVS Broadcast Equipment SA                      | EVS Broadcast Equipment SA                               | CUSIP: 000000000<br>LEI: 549300J0AJACIPKLTD62 | Long             | EC               | CORP              | BE        |      5680 | NS      | $245821.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RaySearch Laboratories AB                       | RaySearch Laboratories AB                                | CUSIP: 000000000<br>LEI: 549300TYFVYGS0JFWM28 | Long             | EC               | CORP              | SE        |      8627 | NS      | $213363.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwabo Holdings Co Ltd                         | Daiwabo Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16700 | NS      | $328257.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinepolis Group NV                              | Kinepolis Group NV                                       | CUSIP: 000000000<br>LEI: 5493002BJQRO0S06F161 | Long             | EC               | CORP              | BE        |      7871 | NS      | $277323.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Furuno Electric Co Ltd                          | Furuno Electric Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $193460.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUTCHTEL HK                                     | Hutchison Telecommunications Hong Kong Holdings Ltd      | CUSIP: 000000000<br>LEI: 254900ZIRESZ56ME6215 | Long             | EC               | CORP              | HK        |   3026000 | NS      | $450974.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Shokubai Co Ltd                          | Nippon Shokubai Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64000 | NS      | $818858.66    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Elders Ltd                                      | Elders Ltd                                               | CUSIP: 000000000<br>LEI: 254900Y0SQG962QL6549 | Long             | EC               | CORP              | AU        |     91254 | NS      | $416841.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Yuasa Corp                                   | GS Yuasa Corp                                            | CUSIP: 000000000<br>LEI: 353800MW7O6PQQHLDR79 | Long             | EC               | CORP              | JP        |     12751 | NS      | $305057.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Talenom Oyj                                     | Talenom Oyj                                              | CUSIP: 000000000<br>LEI: 7437008E4R0N45B8J675 | Long             | EC               | CORP              | FI        |     43506 | NS      | $154564.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BW Offshore Ltd                                 | BW Offshore Ltd                                          | CUSIP: 000000000<br>LEI: 2138008LFKH8V2EOA915 | Long             | EC               | CORP              | NO        |    103936 | NS      | $465745.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| El.En. SpA                                      | El.En. SpA                                               | CUSIP: 000000000<br>LEI: 81560012F663E89E7085 | Long             | EC               | CORP              | IT        |     20557 | NS      | $336073.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Izumi Co Ltd                                    | Izumi Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11700 | NS      | $223930.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Electric Glass Co Ltd                    | Nippon Electric Glass Co Ltd                             | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |     17600 | NS      | $691109.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferretti SpA                                    | Ferretti SpA                                             | CUSIP: 000000000<br>LEI: 815600F40754716D2D91 | Long             | EC               | CORP              | IT        |    117338 | NS      | $423620.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Sindall Group PLC                        | Morgan Sindall Group PLC                                 | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |     17209 | NS      | $1076333.58   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryobi Ltd                                       | Ryobi Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $66426.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingenia Communities Group                       | Ingenia Communities Group                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     97425 | NS      | $335883.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inficon Holding AG                              | Inficon Holding AG                                       | CUSIP: 000000000<br>LEI: 5067008UT6890I0YM937 | Long             | EC               | CORP              | CH        |      4858 | NS      | $605832.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Totech Corp                                     | Totech Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13400 | NS      | $313317.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bufab AB                                        | Bufab AB                                                 | CUSIP: 000000000<br>LEI: 5493002TF62S16D67T17 | Long             | EC               | CORP              | SE        |     27874 | NS      | $304053.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamron Co Ltd                                   | Tamron Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45700 | NS      | $301469.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rvrc Holding AB                                 | Rvrc Holding AB                                          | CUSIP: 000000000<br>LEI: 549300YU7003VHQV3J57 | Long             | EC               | CORP              | SE        |     44119 | NS      | $319449.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dicker Data Ltd                                 | Dicker Data Ltd                                          | CUSIP: 000000000<br>LEI: 549300Z9AR1B5G2UQJ37 | Long             | EC               | CORP              | AU        |     85770 | NS      | $588543.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inaba Denki Sangyo Co Ltd                       | Inaba Denki Sangyo Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37800 | NS      | $614827.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Magellan Financial Group Ltd                    | Magellan Financial Group Ltd                             | CUSIP: 000000000<br>LEI: 549300X5WFW6USQQ9U26 | Long             | EC               | CORP              | AU        |     88325 | NS      | $587817.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Bank Services Ltd                     | Automatic Bank Services Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     32727 | NS      | $206090.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| San ju San Financial Group Inc                  | San ju San Financial Group Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $199531.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                    | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2377.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nishi-Nippon Financial Holding                  | Nishi-Nippon Financial Holdings Inc                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34900 | NS      | $714944.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Reach Subsea ASA                                | Reach Subsea ASA                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXK7FS45 | Long             | EC               | CORP              | NO        |    312847 | NS      | $211834.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yakin Kogyo Co Ltd                       | Nippon Yakin Kogyo Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $86605.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neto Malinda Trading Ltd                        | Neto Malinda Trading Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     13454 | NS      | $635741.71    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Austevoll Seafood ASA                           | Austevoll Seafood ASA                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |    112735 | NS      | $1089702.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix IT Ltd                                   | Matrix IT Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     17085 | NS      | $748349.91    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovisa Holdings Ltd                             | Lovisa Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 549300R4Y8GURIO5MN11 | Long             | EC               | CORP              | AU        |     31142 | NS      | $608681.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trusco Nakayama Corp                            | Trusco Nakayama Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $131898.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aica Kogyo Co Ltd                               | Aica Kogyo Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800I589BKZAOJD116 | Long             | EC               | CORP              | JP        |     23700 | NS      | $531925.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisan Industry Co Ltd                           | Aisan Industry Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11500 | NS      | $163976.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Per Aarsleff Holding A/S                        | Per Aarsleff Holding A/S                                 | CUSIP: 000000000<br>LEI: 5493008HS8STXVZXYZ63 | Long             | EC               | CORP              | DK        |      3975 | NS      | $546284.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORBIT ASA                                      | NORBIT ASA                                               | CUSIP: 000000000<br>LEI: 254900C08RCMXVZYFY97 | Long             | EC               | CORP              | NO        |     20386 | NS      | $378340.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tachibana Eletech Co Ltd                        | Tachibana Eletech Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $27464.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Kiraboshi Financial Grou                  | Tokyo Kiraboshi Financial Group Inc                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $327474.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fila SpA                                        | Fila SpA                                                 | CUSIP: 000000000<br>LEI: 81560094A389646CAF21 | Long             | EC               | CORP              | IT        |     24208 | NS      | $277487.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| McMillan Shakespeare Ltd                        | McMillan Shakespeare Ltd                                 | CUSIP: 000000000<br>LEI: 254900GPJQUGWJEAZ102 | Long             | EC               | CORP              | AU        |     55178 | NS      | $627362.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Takuma Co Ltd                                   | Takuma Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19100 | NS      | $301832.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toda Corp                                       | Toda Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     67104 | NS      | $541986.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cairn Homes PLC                                 | Cairn Homes PLC                                          | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |    259842 | NS      | $634756.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IntegraFin Holdings PLC                         | IntegraFin Holdings PLC                                  | CUSIP: 000000000<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |    112858 | NS      | $546478.59    | 0.13%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Systena Corp                                    | Systena Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     90400 | NS      | $296440.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nagase & Co Ltd                                 | Nagase & Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800VMIQIB0LSK1Q36 | Long             | EC               | CORP              | JP        |     20000 | NS      | $485374.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tachi-S Co Ltd                                  | Tachi-S Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15500 | NS      | $205981.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Austin Engineering Ltd                          | Austin Engineering Ltd                                   | CUSIP: 000000000<br>LEI: 549300PTFWS21NJC2396 | Long             | EC               | CORP              | AU        |    983826 | NS      | $157455.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kitz Corp                                       | Kitz Corp                                                | CUSIP: 000000000<br>LEI: 52990071D57KBWPS6S92 | Long             | EC               | CORP              | JP        |     22300 | NS      | $247406.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui E&S Co Ltd                               | Mitsui E&S Co Ltd                                        | CUSIP: 000000000<br>LEI: 5493007T2YKKWF2NYN82 | Long             | EC               | CORP              | JP        |      5800 | NS      | $205735.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Kayaku Co Ltd                            | Nippon Kayaku Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     44800 | NS      | $480597.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carasso Real Estate Ltd                         | Carasso Real Estate Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     21937 | NS      | $258734.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Hoegh Autoliners ASA                            | Hoegh Autoliners ASA                                     | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |    216771 | NS      | $2107139.15   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hazama Ando Corp                                | Hazama Ando Corp                                         | CUSIP: 000000000<br>LEI: 353800YSSP5B2GMQ6E51 | Long             | EC               | CORP              | JP        |     87500 | NS      | $1055615.81   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VGP NV                                          | VGP NV                                                   | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | EC               | CORP              | BE        |      7686 | NS      | $889142.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fintel PLC                                      | Fintel PLC                                               | CUSIP: 000000000<br>LEI: 213800DXP1VY21GCTH04 | Long             | EC               | CORP              | GB        |     61544 | NS      | $171354.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTS Corp                                        | DTS Corp                                                 | CUSIP: 000000000<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |     32500 | NS      | $254824.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiren Co Ltd                                   | Seiren Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800O8K6NWOIT8Q636 | Long             | EC               | CORP              | JP        |     12200 | NS      | $238170.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alleima AB                                      | Alleima AB                                               | CUSIP: 000000000<br>LEI: 529900EBHTYGLA6PGP77 | Long             | EC               | CORP              | SE        |     70559 | NS      | $626464.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyu Inc                                      | Sankyu Inc                                               | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |     16200 | NS      | $873949.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Daishi Hokuetsu Financial Grou                  | Daishi Hokuetsu Financial Group Inc                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    100300 | NS      | $1041745.51   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aztech Global Ltd                               | Aztech Global Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    623100 | NS      | $317364.31    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Corbion NV                                      | Corbion NV                                               | CUSIP: 000000000<br>LEI: 724500BKS1TSAVLTWG46 | Long             | EC               | CORP              | NL        |     23841 | NS      | $519961.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaneka Corp                                     | Kaneka Corp                                              | CUSIP: 000000000<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |     12100 | NS      | $339273.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinagawa Refra Co Ltd                          | Shinagawa Refra Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12700 | NS      | $171364.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macmahon Holdings Ltd                           | Macmahon Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 52990031UMN8E6ARZC86 | Long             | EC               | CORP              | AU        |   1225066 | NS      | $543261.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kusuri no Aoki Holdings Co Ltd                  | Kusuri no Aoki Holdings Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $214881.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Transcosmos Inc                                 | Transcosmos Inc                                          | CUSIP: 000000000<br>LEI: 353800AAR1GYRFDRTV97 | Long             | EC               | CORP              | JP        |      4900 | NS      | $121292.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellneo Sugar Co Ltd                            | Wellneo Sugar Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14000 | NS      | $252231.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| G City Ltd                                      | G City Ltd                                               | CUSIP: 000000000<br>LEI: 213800EO12XXGZSQ2A73 | Long             | EC               | CORP              | IL        |     86364 | NS      | $216783.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Financial Group Inc                      | Kyushu Financial Group Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     84400 | NS      | $548146.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hufvudstaden AB                                 | Hufvudstaden AB                                          | CUSIP: 000000000<br>LEI: 213800UEV5ZAFFVQ4J85 | Long             | EC               | CORP              | SE        |     44221 | NS      | $594806.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tel Aviv Stock Exchange Ltd                     | Tel Aviv Stock Exchange Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     10597 | NS      | $315539.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe BIC SA                                  | Societe BIC SA                                           | CUSIP: 000000000<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |     20079 | NS      | $1214462.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nafco Co Ltd                                    | Nafco Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800W3ZKFS2LI6AC19 | Long             | EC               | CORP              | JP        |      1900 | NS      | $26946.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumagai Gumi Co Ltd                             | Kumagai Gumi Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900M993KYZI2Q1Q47 | Long             | EC               | CORP              | JP        |     34000 | NS      | $335130.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stroeer SE & Co KGaA                            | Stroeer SE & Co KGaA                                     | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |     26075 | NS      | $1133080.51   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Chemring Group PLC                              | Chemring Group PLC                                       | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |     55962 | NS      | $355658.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FW Thorpe PLC                                   | FW Thorpe PLC                                            | CUSIP: 000000000<br>LEI: 2138007NXVPPRAXXHT76 | Long             | EC               | CORP              | GB        |     47947 | NS      | $179607.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ship Healthcare Holdings Inc                    | Ship Healthcare Holdings Inc                             | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |     10100 | NS      | $169111.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moltiply Group SpA                              | Moltiply Group SpA                                       | CUSIP: 000000000<br>LEI: 8156004E40D6A02C5046 | Long             | EC               | CORP              | IT        |      3371 | NS      | $137379.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APERAM SA                                       | APERAM SA                                                | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |     38052 | NS      | $1574882.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Martens PLC                                  | Dr Martens PLC                                           | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |    307176 | NS      | $316485.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ratos AB                                        | Ratos AB                                                 | CUSIP: 000000000<br>LEI: 2138008KECUUB9VR4798 | Long             | EC               | CORP              | SE        |     96226 | NS      | $397270.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equita Group SpA                                | Equita Group SpA                                         | CUSIP: 000000000<br>LEI: 815600CF5C54AA9C0721 | Long             | EC               | CORP              | IT        |     51342 | NS      | $378072.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Justsystems Corp                                | Justsystems Corp                                         | CUSIP: 000000000<br>LEI: 5299006DS4ZV570NR192 | Long             | EC               | CORP              | JP        |      4900 | NS      | $158180.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Noritake Co Ltd                                 | Noritake Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |      6700 | NS      | $244071.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tuan Sing Holdings Ltd                          | Tuan Sing Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 8755001UMEYVQ6IVUY87 | Long             | EC               | CORP              | SG        |    858600 | NS      | $216986.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peab AB                                         | Peab AB                                                  | CUSIP: 000000000<br>LEI: 549300FQS4VD3153I854 | Long             | EC               | CORP              | SE        |     80934 | NS      | $749307.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Autobacs Seven Co Ltd                           | Autobacs Seven Co Ltd                                    | CUSIP: 000000000<br>LEI: 5299006NCUSCPURTQB07 | Long             | EC               | CORP              | JP        |     17000 | NS      | $178844.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Itoham Yonekyu Holdings Inc                     | Itoham Yonekyu Holdings Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9680 | NS      | $345835.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesnara PLC                                    | Chesnara PLC                                             | CUSIP: 000000000<br>LEI: 213800VFRMBRTSZ3SJ06 | Long             | EC               | CORP              | GB        |    167983 | NS      | $680095.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Fund Management PLC                     | Jupiter Fund Management PLC                              | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |    225882 | NS      | $481862.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O Retailing Corp                              | H2O Retailing Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12700 | NS      | $166462.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Polar Capital Holdings PLC                      | Polar Capital Holdings PLC                               | CUSIP: 000000000<br>LEI: 549300OXX7YE1947B825 | Long             | EC               | CORP              | GB        |     76720 | NS      | $548982.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesure Global Tech Ltd                          | Wesure Global Tech Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     65656 | NS      | $274605.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aichi Steel Corp                                | Aichi Steel Corp                                         | CUSIP: 000000000<br>LEI: 353800P9OWOVHHY4ML18 | Long             | EC               | CORP              | JP        |     10100 | NS      | $188217.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rengo Co Ltd                                    | Rengo Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51450 | NS      | $398975.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiyo Yuden Co Ltd                              | Taiyo Yuden Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800V9G3X5PLB9AD43 | Long             | EC               | CORP              | JP        |     21000 | NS      | $474273.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNMC Goldmine Holdings Ltd                      | CNMC Goldmine Holdings Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    187000 | NS      | $151228.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBE Corp                                        | UBE Corp                                                 | CUSIP: 000000000<br>LEI: 529900XMRZ2VNF3ZPS69 | Long             | EC               | CORP              | JP        |     29800 | NS      | $488792.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamei Corp                                      | Kamei Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $121381.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heiwa Real Estate Co Ltd                        | Heiwa Real Estate Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15700 | NS      | $223763.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toenec Corp                                     | Toenec Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27100 | NS      | $335238.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Juroku Financial Group Inc                      | Juroku Financial Group Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $440971.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Terveystalo Oyj                                 | Terveystalo Oyj                                          | CUSIP: 000000000<br>LEI: 7437001AEZHLL3UEX093 | Long             | EC               | CORP              | FI        |     54665 | NS      | $627889.09    | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Yamaichi Electronics Co Ltd                     | Yamaichi Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $108233.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Supply Network Ltd                              | Supply Network Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     12078 | NS      | $261439.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palram Industries 1990 Ltd                      | Palram Industries 1990 Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     23022 | NS      | $390068.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichirei Corp                                   | Nichirei Corp                                            | CUSIP: 000000000<br>LEI: 529900MX3GPXXKO0MT06 | Long             | EC               | CORP              | JP        |     38600 | NS      | $459520.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Beach Energy Ltd                                | Beach Energy Ltd                                         | CUSIP: 000000000<br>LEI: 8Q9PJD25OKTQT5FHUF40 | Long             | EC               | CORP              | AU        |   1566997 | NS      | $1227818.23   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Safestore Holdings PLC                          | Safestore Holdings PLC                                   | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               | CORP              | GB        |     82302 | NS      | $814754.01    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CMC Markets PLC                                 | CMC Markets PLC                                          | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |    146885 | NS      | $590727.16    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Elkem ASA                                       | Elkem ASA                                                | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |    101486 | NS      | $306665.93    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ME GROUP INTERNATIONAL PLC                      | ME GROUP INTERNATIONAL PLC                               | CUSIP: 000000000<br>LEI: 2138006YJ65EKBYYYX41 | Long             | EC               | CORP              | GB        |    173812 | NS      | $353016.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Create SD Holdings Co Ltd                       | Create SD Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $153421.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SSP Group Plc                                   | SSP Group Plc                                            | CUSIP: 000000000<br>LEI: 213800QGNIWTXFMENJ24 | Long             | EC               | CORP              | GB        |    237338 | NS      | $657616.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Savills PLC                                     | Savills PLC                                              | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |     43122 | NS      | $577692.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Logistea AB                                     | Logistea AB                                              | CUSIP: 000000000<br>LEI: 549300ZSB0ZCKM1SL747 | Long             | EC               | CORP              | SE        |    109237 | NS      | $169920.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokian Renkaat Oyj                              | Nokian Renkaat Oyj                                       | CUSIP: 000000000<br>LEI: 743700YQIO8Y4L4WKR40 | Long             | EC               | CORP              | FI        |     49160 | NS      | $546471.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Brunel International NV                         | Brunel International NV                                  | CUSIP: 000000000<br>LEI: 724500Y5L5UIEYCJCZ03 | Long             | EC               | CORP              | NL        |     40172 | NS      | $366117.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokyo Seimitsu Co Ltd                           | Tokyo Seimitsu Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $446339.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Forterra PLC                                    | Forterra PLC                                             | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |     64325 | NS      | $160408.67    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Toagosei Co Ltd                                 | Toagosei Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31700 | NS      | $331975.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PHC Holdings Corp                               | PHC Holdings Corp                                        | CUSIP: 000000000<br>LEI: 3538001U3W83EUYS3187 | Long             | EC               | CORP              | JP        |     24800 | NS      | $175939.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Venture Corp Ltd                                | Venture Corp Ltd                                         | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |    120000 | NS      | $1412752.72   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pareto Bank ASA                                 | Pareto Bank ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZX75J484 | Long             | EC               | CORP              | NO        |     42216 | NS      | $381276.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heiwado Co Ltd                                  | Heiwado Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $137946.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brooks Macdonald Group PLC                      | Brooks Macdonald Group PLC                               | CUSIP: 000000000<br>LEI: 213800WRDF8LB8MIEX37 | Long             | EC               | CORP              | GB        |      9159 | NS      | $198648.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurocell PLC                                    | Eurocell PLC                                             | CUSIP: 000000000<br>LEI: 213800RH62IQ7S9OFQ55 | Long             | EC               | CORP              | GB        |    114436 | NS      | $200868.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RAI Way SpA                                     | RAI Way SpA                                              | CUSIP: 000000000<br>LEI: 815600303CCB3CFD2264 | Long             | EC               | CORP              | IT        |    193065 | NS      | $1267506.18   | 0.29%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Catana Group                                    | Catana Group                                             | CUSIP: 000000000<br>LEI: 96950079QAYBTB8V4F22 | Long             | EC               | CORP              | FR        |     41505 | NS      | $143311.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Life Corp                                       | Life Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23100 | NS      | $376685.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Clinical Labs Ltd                    | Australian Clinical Labs Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    159019 | NS      | $291614.93    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                         | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12669.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyorin Pharmaceutical Co Ltd                    | Kyorin Pharmaceutical Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1473 | NS      | $14443.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Svedbergs Group AB                              | Svedbergs Group AB                                       | CUSIP: 000000000<br>LEI: 549300233PQ1UWNYVK79 | Long             | EC               | CORP              | SE        |     38705 | NS      | $286336.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XPS Pensions Group PLC                          | XPS Pensions Group PLC                                   | CUSIP: 000000000<br>LEI: 2138004Y8OBPJEAACJ11 | Long             | EC               | CORP              | GB        |     80017 | NS      | $364854.97    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| IwaiCosmo Holdings Inc                          | IwaiCosmo Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $208619.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travis Perkins PLC                              | Travis Perkins PLC                                       | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |     48030 | NS      | $410550.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GR Engineering Services Ltd                     | GR Engineering Services Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    165258 | NS      | $490400.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Noevir Holdings Co Ltd                          | Noevir Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11073 | NS      | $323546.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DCM Holdings Co Ltd                             | DCM Holdings Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800S1QF5V2DN70A36 | Long             | EC               | CORP              | JP        |     22600 | NS      | $234297.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uchida Yoko Co Ltd                              | Uchida Yoko Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $130064.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimak Group AB                                 | Alimak Group AB                                          | CUSIP: 000000000<br>LEI: 549300LC2ER06GDV6565 | Long             | EC               | CORP              | SE        |     33301 | NS      | $524504.84    | 0.12%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Fujimi Inc                                      | Fujimi Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13000 | NS      | $196644.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Holdings Co Ltd                            | Toho Holdings Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800Z8BQ3ZHELA4J90 | Long             | EC               | CORP              | JP        |      5600 | NS      | $166772.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Soda Co Ltd                               | Osaka Soda Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $121603.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                                   | Proximus SADP                                            | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |    214654 | NS      | $1783611.07   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Shufersal Ltd                                   | Shufersal Ltd                                            | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |     98860 | NS      | $1233307.27   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| International Workplace Group                   | International Workplace Group PLC                        | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Long             | EC               | CORP              | CH        |     96832 | NS      | $301384.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums SA                                 | Interparfums SA                                          | CUSIP: 000000000<br>LEI: 969500SARWF33OPQED48 | Long             | EC               | CORP              | FR        |     29941 | NS      | $886841.71    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerillion PLC                                   | Cerillion PLC                                            | CUSIP: 000000000<br>LEI: 213800ISIZMUC3P46850 | Long             | EC               | CORP              | GB        |      9263 | NS      | $152002.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toa Corp/Tokyo                                  | Toa Corp/Tokyo                                           | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |     45900 | NS      | $829008.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Young & Co's Brewery PLC                        | Young & Co's Brewery PLC                                 | CUSIP: 000000000<br>LEI: 213800JMZDORXCMKFW06 | Long             | EC               | CORP              | GB        |     14983 | NS      | $149131.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pullup Entertainment                            | Pullup Entertainment                                     | CUSIP: 000000000<br>LEI: 969500GLMRELZ61HJS76 | Long             | EC               | CORP              | FR        |      9688 | NS      | $178180.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| More Provident Funds And Pensi                  | More Provident Funds And Pension Ltd                     | CUSIP: 000000000<br>LEI: 8945001Z4S0WYNZBSJ26 | Long             | EC               | CORP              | IL        |     65590 | NS      | $306639.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Okumura Corp                                    | Okumura Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10090 | NS      | $398463.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Hat Ltd                                  | Yellow Hat Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23300 | NS      | $243784.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IPD Group Ltd/Australia                         | IPD Group Ltd/Australia                                  | CUSIP: 000000000<br>LEI: 984500A59A3EAPEA7D69 | Long             | EC               | CORP              | AU        |     91800 | NS      | $269353.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryoyo Ryosan Holdings Inc                       | Ryoyo Ryosan Holdings Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15600 | NS      | $309024.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Personal Group Holdings PLC                     | Personal Group Holdings PLC                              | CUSIP: 000000000<br>LEI: 213800TN8BH2YYWAH345 | Long             | EC               | CORP              | GB        |     46464 | NS      | $195613.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Billerud Aktiebolag                             | Billerud Aktiebolag                                      | CUSIP: 000000000<br>LEI: 549300YJUYJ9A24RXL71 | Long             | EC               | CORP              | SE        |     92656 | NS      | $943766.91    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiday Hidaka Corp                               | Hiday Hidaka Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $68330.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AOKI Holdings Inc                               | AOKI Holdings Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40800 | NS      | $471394.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bravida Holding AB                              | Bravida Holding AB                                       | CUSIP: 000000000<br>LEI: 549300H88IJGPNNL3T61 | Long             | EC               | CORP              | SE        |     77135 | NS      | $750950.91    | 0.17%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nissin Foods Co Ltd                             | Nissin Foods Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800BDH75N9VLV9Z07 | Long             | EC               | CORP              | HK        |    298000 | NS      | $281402.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Paz Retail And Energy Ltd                       | Paz Retail And Energy Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $192.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamanashi Chuo Bank Ltd/The                     | Yamanashi Chuo Bank Ltd/The                              | CUSIP: 000000000<br>LEI: 353800DUD9B4IAIADJ68 | Long             | EC               | CORP              | JP        |      6400 | NS      | $164955.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Havas NV                                        | Havas NV                                                 | CUSIP: 000000000<br>LEI: 894500L53AVOFQK7T710 | Long             | EC               | CORP              | FR        |     48443 | NS      | $967188.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Far East Orchard Ltd                            | Far East Orchard Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    257500 | NS      | $248289.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishio Holdings Co Ltd                          | Nishio Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $102708.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AQ Group AB                                     | AQ Group AB                                              | CUSIP: 000000000<br>LEI: 549300CN568MD1JD3E40 | Long             | EC               | CORP              | SE        |     17270 | NS      | $369423.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelsian Group Ltd                               | Kelsian Group Ltd                                        | CUSIP: 000000000<br>LEI: 984500FAK68AD2A97558 | Long             | EC               | CORP              | AU        |    109835 | NS      | $311284.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Craneware PLC                                   | Craneware PLC                                            | CUSIP: 000000000<br>LEI: 213800O2CTJ1YFXNXG05 | Long             | EC               | CORP              | GB        |      9930 | NS      | $257777.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Leong Asia Ltd                             | Hong Leong Asia Ltd                                      | CUSIP: 000000000<br>LEI: 254900OXRICREAQ3VU73 | Long             | EC               | CORP              | SG        |    224700 | NS      | $419346.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Elopak ASA                                      | Elopak ASA                                               | CUSIP: 000000000<br>LEI: 529900BIDQN2AOKV6N08 | Long             | EC               | CORP              | NO        |     97265 | NS      | $535172.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| YD More Investments Ltd                         | YD More Investments Ltd                                  | CUSIP: 000000000<br>LEI: 8945002CZNG0EZOGOI09 | Long             | EC               | CORP              | IL        |     35022 | NS      | $620860.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeuchi Manufacturing Co Ltd                   | Takeuchi Manufacturing Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11300 | NS      | $486618.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OSG Corp                                        | OSG Corp                                                 | CUSIP: 000000000<br>LEI: 353800IWJAOVAFO6X450 | Long             | EC               | CORP              | JP        |     14200 | NS      | $207095.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontron AG                                      | Kontron AG                                               | CUSIP: 000000000<br>LEI: 5299002PSXXMVHB26433 | Long             | EC               | CORP              | AT        |     16163 | NS      | $432804.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Hakuhodo DY Holdings Inc                        | Hakuhodo DY Holdings Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     69900 | NS      | $520197.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Platzer Fastigheter Holding AB                  | Platzer Fastigheter Holding AB                           | CUSIP: 000000000<br>LEI: 5493009KPII4BZE70820 | Long             | EC               | CORP              | SE        |     40012 | NS      | $323349.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Redox Ltd/Australia                             | Redox Ltd/Australia                                      | CUSIP: 000000000<br>LEI: 984500FE9LB83BDC7K07 | Long             | EC               | CORP              | AU        |    233410 | NS      | $473174.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumitama Agri Ltd                               | Bumitama Agri Ltd                                        | CUSIP: 000000000<br>LEI: 529900BOE6UQFFDNZR10 | Long             | EC               | CORP              | ID        |    916800 | NS      | $962426.13    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Delfi Ltd                                       | Delfi Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    408000 | NS      | $255396.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Financial Group Inc                     | Okinawa Financial Group Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2742 | NS      | $83355.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Foods PLC                               | Premier Foods PLC                                        | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |    122216 | NS      | $283731.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IPSOS SA                                        | IPSOS SA                                                 | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |     19615 | NS      | $789242.39    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AG Barr PLC                                     | AG Barr PLC                                              | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |     42962 | NS      | $360584.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Baltic Classifieds Group PLC                    | Baltic Classifieds Group PLC                             | CUSIP: 000000000<br>LEI: 213800I1RPHCFSSQS969 | Long             | EC               | CORP              | LT        |     72891 | NS      | $199025.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Towa Pharmaceutical Co Ltd                      | Towa Pharmaceutical Co Ltd                               | CUSIP: 000000000<br>LEI: 35380036BH1C3PNO2426 | Long             | EC               | CORP              | JP        |      4500 | NS      | $104500.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Betsson AB                                      | Betsson AB                                               | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |     52621 | NS      | $843073.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fleetwood Ltd                                   | Fleetwood Ltd                                            | CUSIP: 000000000<br>LEI: 549300LT0ZUXCGI95197 | Long             | EC               | CORP              | AU        |    138378 | NS      | $245457.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Revo Insurance SpA                              | Revo Insurance SpA                                       | CUSIP: 000000000<br>LEI: 815600BF2EA41687F764 | Long             | EC               | CORP              | IT        |      7584 | NS      | $170658.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kainos Group PLC                                | Kainos Group PLC                                         | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |     34794 | NS      | $469868.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Orora Ltd                                       | Orora Ltd                                                | CUSIP: 000000000<br>LEI: 549300WFEQJK35VDF789 | Long             | EC               | CORP              | AU        |    567316 | NS      | $836075.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Elekta AB                                       | Elekta AB                                                | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |    164227 | NS      | $1010964.79   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DIC Corp                                        | DIC Corp                                                 | CUSIP: 000000000<br>LEI: 549300F1YB9ARLPUKB67 | Long             | EC               | CORP              | JP        |     16000 | NS      | $372885.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OEM International AB                            | OEM International AB                                     | CUSIP: 000000000<br>LEI: 549300Z7DLN54J8M4J79 | Long             | EC               | CORP              | SE        |     20948 | NS      | $330394.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nolato AB                                       | Nolato AB                                                | CUSIP: 000000000<br>LEI: 213800T7T7I7WAOX8Y72 | Long             | EC               | CORP              | SE        |     65731 | NS      | $440640.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Global Asset Management Co                  | SBI Global Asset Management Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4997 | NS      | $19382.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyakugo Bank Ltd/The                            | Hyakugo Bank Ltd/The                                     | CUSIP: 000000000<br>LEI: 549300BYCCERC5EKUX15 | Long             | EC               | CORP              | JP        |     33300 | NS      | $243464.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veidekke ASA                                    | Veidekke ASA                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |     58861 | NS      | $1042205.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Acomo NV                                        | Acomo NV                                                 | CUSIP: 000000000<br>LEI: 7245001M40ANG7IIS437 | Long             | EC               | CORP              | NL        |     20574 | NS      | $588372.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmera Group ASA                                | Elmera Group ASA                                         | CUSIP: 000000000<br>LEI: 2138006BSHJVCD9SR489 | Long             | EC               | CORP              | NO        |    121707 | NS      | $463330.85    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| As One Corp                                     | As One Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $131898.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Landis+Gyr Group AG                             | Landis+Gyr Group AG                                      | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |      5691 | NS      | $369223.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shibaura Mechatronics Corp                      | Shibaura Mechatronics Corp                               | CUSIP: 000000000<br>LEI: 529900K56IZ9LT5WLM42 | Long             | EC               | CORP              | JP        |      2100 | NS      | $253749.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiheiyo Cement Corp                            | Taiheiyo Cement Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $443431.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Yonex Co Ltd                                    | Yonex Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800AI38G8HRG7UJ91 | Long             | EC               | CORP              | JP        |      5500 | NS      | $116494.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Takara Standard Co Ltd                          | Takara Standard Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24400 | NS      | $453924.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LSL Property Services PLC                       | LSL Property Services PLC                                | CUSIP: 000000000<br>LEI: 213800T4VM5VR3C7S706 | Long             | EC               | CORP              | GB        |     70444 | NS      | $249194.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Montea NV                                       | Montea NV                                                | CUSIP: 000000000<br>LEI: 5493006K5LQDD0GK1T60 | Long             | EC               | CORP              | BE        |     10502 | NS      | $902854.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenrin Co Ltd                                   | Zenrin Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800AOWZ4V1DJ17N16 | Long             | EC               | CORP              | JP        |     11200 | NS      | $75240.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuit Group PLC                                | Genuit Group PLC                                         | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |     92929 | NS      | $408730.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sparebank 1 Oestlandet                          | Sparebank 1 Oestlandet                                   | CUSIP: 000000000<br>LEI: 549300VRM6G42M8OWN49 | Long             | EC               | CORP              | NO        |     30157 | NS      | $615436.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                      | Suzuken Co Ltd/Aichi Japan                               | CUSIP: 000000000<br>LEI: 529900LRLSX7F1Q8TN71 | Long             | EC               | CORP              | JP        |      8200 | NS      | $320738.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INVISIO AB                                      | INVISIO AB                                               | CUSIP: 000000000<br>LEI: 54930054EB7KX3MY2Q11 | Long             | EC               | CORP              | DK        |      5851 | NS      | $166921.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essentra PLC                                    | Essentra PLC                                             | CUSIP: 000000000<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |    118602 | NS      | $154101.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FP Corp                                         | FP Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $157721.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taikisha Ltd                                    | Taikisha Ltd                                             | CUSIP: 000000000<br>LEI: 3538005OOQOUE7DBWV52 | Long             | EC               | CORP              | JP        |     11400 | NS      | $239644.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NSD Co Ltd                                      | NSD Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15900 | NS      | $351383.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan-United Corp Ltd                             | Pan-United Corp Ltd                                      | CUSIP: 000000000<br>LEI: 25490013KRZW2JQ13645 | Long             | EC               | CORP              | SG        |    343300 | NS      | $309664.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nyab AB                                         | Nyab AB                                                  | CUSIP: 000000000<br>LEI: 63670051U25HZ74TIH87 | Long             | EC               | CORP              | SE        |    301584 | NS      | $197265.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NS United Kaiun Kaisha Ltd                      | NS United Kaiun Kaisha Ltd                               | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |      5900 | NS      | $229608.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enav SpA                                        | Enav SpA                                                 | CUSIP: 000000000<br>LEI: 81560048ECF8D2059980 | Long             | EC               | CORP              | IT        |    266729 | NS      | $1476707.72   | 0.34%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Aussie Broadband Ltd                            | Aussie Broadband Ltd                                     | CUSIP: 000000000<br>LEI: 98450090EAD3778B9832 | Long             | EC               | CORP              | AU        |     60679 | NS      | $203937.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comet Holding AG                                | Comet Holding AG                                         | CUSIP: 000000000<br>LEI: 506700PGOL747J76WC96 | Long             | EC               | CORP              | CH        |       987 | NS      | $280309.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hafnia Ltd                                      | Hafnia Ltd                                               | CUSIP: 000000000<br>LEI: 5493001KCFT0SCGJ2647 | Long             | EC               | CORP              | SG        |    430247 | NS      | $2320391.08   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouvet ASA                                      | Bouvet ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFMBC26 | Long             | EC               | CORP              | NO        |     68808 | NS      | $420207.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SWCC Corp                                       | SWCC Corp                                                | CUSIP: 000000000<br>LEI: 353800A7RNYOC4KL4T49 | Long             | EC               | CORP              | JP        |      2900 | NS      | $191304.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomsbury Publishing PLC                       | Bloomsbury Publishing PLC                                | CUSIP: 000000000<br>LEI: 213800ZL2PEC4C6UOQ53 | Long             | EC               | CORP              | GB        |     31824 | NS      | $206319.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Coats Group PLC                                 | Coats Group PLC                                          | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |    466654 | NS      | $530383.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirogin Holdings Inc                            | Hirogin Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     80700 | NS      | $814233.63    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| K's Holdings Corp                               | K's Holdings Corp                                        | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |     30100 | NS      | $310803.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ackerstein Group Ltd                            | Ackerstein Group Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     75607 | NS      | $210967.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ishihara Sangyo Kaisha Ltd                      | Ishihara Sangyo Kaisha Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17800 | NS      | $311382.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Implenia AG                                     | Implenia AG                                              | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |      3311 | NS      | $319711.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Keikyu Corp                                     | Keikyu Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42600 | NS      | $416773.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Danya Cebus Ltd                                 | Danya Cebus Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     10540 | NS      | $469605.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Taihei Dengyo Kaisha Ltd                        | Taihei Dengyo Kaisha Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $78657.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costain Group PLC                               | Costain Group PLC                                        | CUSIP: 000000000<br>LEI: 213800PKIJBZ2EDTKC88 | Long             | EC               | CORP              | GB        |     96472 | NS      | $207096.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MIPS AB                                         | MIPS AB                                                  | CUSIP: 000000000<br>LEI: 549300LZSA4S0L54VQ25 | Long             | EC               | CORP              | SE        |      8193 | NS      | $314076.26    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sanoma Oyj                                      | Sanoma Oyj                                               | CUSIP: 000000000<br>LEI: 743700XJC24THUPK0S03 | Long             | EC               | CORP              | FI        |     23003 | NS      | $256650.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-127008.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Maurel et Prom                   | Etablissements Maurel et Prom SA                         | CUSIP: 000000000<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |    119949 | NS      | $778329.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synsam AB                                       | Synsam AB                                                | CUSIP: 000000000<br>LEI: 5493000TMEGW9DHNOQ70 | Long             | EC               | CORP              | SE        |     60316 | NS      | $441633.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hakuto Co Ltd                                   | Hakuto Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $167345.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Ho Bee Land Ltd                                 | Ho Bee Land Ltd                                          | CUSIP: 000000000<br>LEI: 213800ZLK1VGWKHRQV31 | Long             | EC               | CORP              | SG        |    168900 | NS      | $290255.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MLP SE                                          | MLP SE                                                   | CUSIP: 000000000<br>LEI: 529900M25NF9TALIWQ20 | Long             | EC               | CORP              | DE        |     53721 | NS      | $436601.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Victorian Plumbing Group PLC                    | Victorian Plumbing Group PLC                             | CUSIP: 000000000<br>LEI: 894500R59II0S4WXGZ04 | Long             | EC               | CORP              | GB        |    204301 | NS      | $200600.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Senior PLC                                      | Senior PLC                                               | CUSIP: 000000000<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |     92083 | NS      | $241271.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Begbies Traynor Group PLC                       | Begbies Traynor Group PLC                                | CUSIP: 000000000<br>LEI: 21380075TB4ROF7KWK30 | Long             | EC               | CORP              | GB        |    149937 | NS      | $228898.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean PLC                                    | Energean PLC                                             | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | EC               | CORP              | GB        |    144424 | NS      | $1721120.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd                               | Swire Pacific Ltd                                        | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |    800000 | NS      | $1192265.69   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Supreme PLC                                     | Supreme PLC                                              | CUSIP: 000000000<br>LEI: 213800DBHCI5WQWECL16 | Long             | EC               | CORP              | GB        |     87483 | NS      | $175915.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Maytronics Ltd                                  | Maytronics Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $0.82         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bekaert SA                                      | Bekaert SA                                               | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |     22698 | NS      | $1010326.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemometec A/S                                  | Chemometec A/S                                           | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |      2834 | NS      | $306367.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Libra Insurance Co Ltd                          | Libra Insurance Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     37193 | NS      | $221843.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexpol AB                                       | Hexpol AB                                                | CUSIP: 000000000<br>LEI: 549300MN30TBRLYN3465 | Long             | EC               | CORP              | SE        |    137738 | NS      | $1314060.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Advisory Group PLC                          | FRP Advisory Group PLC                                   | CUSIP: 000000000<br>LEI: 213800IPCG6DE1CVLY36 | Long             | EC               | CORP              | GB        |    137741 | NS      | $248259.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saibu Gas Holdings Co Ltd                       | Saibu Gas Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: 353800SPVTXVJZ0EGD74 | Long             | EC               | CORP              | JP        |      4400 | NS      | $63300.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilan Ltd                                       | Hilan Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4124 | NS      | $341477.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ito En Ltd                                      | Ito En Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $121630.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trial Holdings Inc                              | Trial Holdings Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $158218.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Tomy Co Ltd                                     | Tomy Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $177681.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Raito Kogyo Co Ltd                              | Raito Kogyo Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11700 | NS      | $252668.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Softwareone Holding AG                          | Softwareone Holding AG                                   | CUSIP: 000000000<br>LEI: 529900GBI88JKWXLGI05 | Long             | EC               | CORP              | CH        |     72899 | NS      | $832737.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Genus PLC                                       | Genus PLC                                                | CUSIP: 000000000<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |     11143 | NS      | $388935.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPoint PLC                                    | PayPoint PLC                                             | CUSIP: 000000000<br>LEI: 5493004YKWI8U0GDD138 | Long             | EC               | CORP              | GB        |     37035 | NS      | $235868.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyobo Co Ltd                                   | Toyobo Co Ltd                                            | CUSIP: 000000000<br>LEI: 5299005EWBCNUAZ4PM62 | Long             | EC               | CORP              | JP        |     14700 | NS      | $118166.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Co                  | Nippon Light Metal Holdings Co Ltd                       | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |     10000 | NS      | $162684.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Store Holdings Ltd                    | Universal Store Holdings Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     54971 | NS      | $293259.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugin Financial Group Inc                      | Chugin Financial Group Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64300 | NS      | $1013449.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Paratus Energy Services Ltd                     | Paratus Energy Services Ltd                              | CUSIP: 000000000<br>LEI: 549300XB7T5BX418QX67 | Long             | EC               | CORP              | NO        |    107763 | NS      | $471570.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Property Franchise Group PLC/T                  | Property Franchise Group PLC/The                         | CUSIP: 000000000<br>LEI: 2138008J5PTJ8C77I535 | Long             | EC               | CORP              | GB        |     39109 | NS      | $270382.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARE Holdings Inc                                | ARE Holdings Inc                                         | CUSIP: 000000000<br>LEI: 353800W25FCOFE32EM73 | Long             | EC               | CORP              | JP        |     13200 | NS      | $269061.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resorttrust Inc                                 | Resorttrust Inc                                          | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |     40600 | NS      | $508325.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Kogyo Corp                                | Nitto Kogyo Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17300 | NS      | $454173.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elixirr International PLC                       | Elixirr International PLC                                | CUSIP: 000000000<br>LEI: 213800MKY7OHMVAKW681 | Long             | EC               | CORP              | GB        |     20903 | NS      | $232234.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokkaido Electric Power Co Inc                  | Hokkaido Electric Power Co Inc                           | CUSIP: 000000000<br>LEI: 353800XDXIIZDHUO0J51 | Long             | EC               | CORP              | JP        |     26500 | NS      | $177686.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Befesa SA                                       | Befesa SA                                                | CUSIP: 000000000<br>LEI: 222100VXGA8L6J4ZWG61 | Long             | EC               | CORP              | LU        |      9863 | NS      | $341716.37    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Keio Corp                                       | Keio Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20100 | NS      | $519859.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ProSiebenSat.1 Media SE                         | ProSiebenSat.1 Media SE                                  | CUSIP: 000000000<br>LEI: 529900NY0WWQUKOMWQ37 | Long             | EC               | CORP              | DE        |     34677 | NS      | $198174.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Retailors Ltd                                   | Retailors Ltd                                            | CUSIP: 000000000<br>LEI: 2549006QHZTQOYRBB695 | Long             | EC               | CORP              | IL        |     17382 | NS      | $231734.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matas A/S                                       | Matas A/S                                                | CUSIP: 000000000<br>LEI: 2138004PXX8LWGHGL872 | Long             | EC               | CORP              | DK        |     10373 | NS      | $203884.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vossloh AG                                      | Vossloh AG                                               | CUSIP: 000000000<br>LEI: 5299003HAEOUVX3HWX43 | Long             | EC               | CORP              | DE        |      3708 | NS      | $332711.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Gunze Ltd                                       | Gunze Ltd                                                | CUSIP: 000000000<br>LEI: 353800VSSDM5IY8UNW44 | Long             | EC               | CORP              | JP        |      6200 | NS      | $169491.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altshuler Shaham Finance Ltd                    | Altshuler Shaham Finance Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    126150 | NS      | $290923.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstgroup PLC                                  | Firstgroup PLC                                           | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |    223669 | NS      | $573412.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ai Holdings Corp                                | Ai Holdings Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13000 | NS      | $234546.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Odfjell SE                                      | Odfjell SE                                               | CUSIP: 000000000<br>LEI: 529900J8VSH14TP5VD23 | Long             | EC               | CORP              | NO        |     57736 | NS      | $726933.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-Dan Co Ltd                                  | Dai-Dan Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37500 | NS      | $592363.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Europris ASA                                    | Europris ASA                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |     62204 | NS      | $590783.37    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Hogy Medical Co Ltd                             | Hogy Medical Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $63925.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanamoto Co Ltd                                 | Kanamoto Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $82423.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marimekko Oyj                                   | Marimekko Oyj                                            | CUSIP: 000000000<br>LEI: 74370053IOY42B9YJ350 | Long             | EC               | CORP              | FI        |     19141 | NS      | $290893.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morimatsu International Holdin                  | Morimatsu International Holdings Co Ltd                  | CUSIP: 000000000<br>LEI: 254900S979D8JU8HAB24 | Long             | EC               | CORP              | CN        |    288000 | NS      | $341152.44    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Megmilk Snow Brand Co Ltd                       | Megmilk Snow Brand Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $208450.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mutares SE & Co KGaA                            | Mutares SE & Co KGaA                                     | CUSIP: 000000000<br>LEI: 391200NWMO6NLQFSCU64 | Long             | EC               | CORP              | DE        |     14127 | NS      | $497743.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| DMG Mori Co Ltd                                 | DMG Mori Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800P4I3FIXTQV2E13 | Long             | EC               | CORP              | JP        |     28800 | NS      | $484333.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eckert & Ziegler SE                             | Eckert & Ziegler SE                                      | CUSIP: 000000000<br>LEI: 391200EUDABLUKXCKG48 | Long             | EC               | CORP              | DE        |     11807 | NS      | $211606.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaufman & Broad SA                              | Kaufman & Broad SA                                       | CUSIP: 000000000<br>LEI: 969500CE0X343D8ALO86 | Long             | EC               | CORP              | FR        |     15957 | NS      | $560347.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Teijin Ltd                                      | Teijin Ltd                                               | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |     44500 | NS      | $384827.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clariant AG                                     | Clariant AG                                              | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |    161617 | NS      | $1460621.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansell Ltd                                      | Ansell Ltd                                               | CUSIP: 000000000<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |     29069 | NS      | $678656.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coor Service Management Holdin                  | Coor Service Management Holding AB                       | CUSIP: 000000000<br>LEI: 529900TMO6717OKBSU69 | Long             | EC               | CORP              | SE        |     48295 | NS      | $257851.34    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| dip Corp                                        | dip Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10641 | NS      | $150166.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc                   | SKY Perfect JSAT Holdings Inc                            | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |     47400 | NS      | $602989.57    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUSS MicroTec SE                                | SUSS MicroTec SE                                         | CUSIP: 000000000<br>LEI: 529900C3KRUTSYDK7N87 | Long             | EC               | CORP              | DE        |      4703 | NS      | $216187.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Gas Plus SpA                                    | Gas Plus SpA                                             | CUSIP: 000000000<br>LEI: 815600CF7B5169BBF109 | Long             | EC               | CORP              | IT        |     33224 | NS      | $262994.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Knights Group Holdings PLC                      | Knights Group Holdings PLC                               | CUSIP: 000000000<br>LEI: 213800URB59EOGJKT919 | Long             | EC               | CORP              | GB        |     96301 | NS      | $231858.02    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Exosens SAS                                     | Exosens SAS                                              | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |      3286 | NS      | $186980.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NPR-RIKEN CORP                                  | NPR-RIKEN CORP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $230629.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Luceco PLC                                      | Luceco PLC                                               | CUSIP: 000000000<br>LEI: 213800BBFZK4W4P98U76 | Long             | EC               | CORP              | GB        |    107678 | NS      | $190888.90    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Meidensha Corp                                  | Meidensha Corp                                           | CUSIP: 000000000<br>LEI: 529900VFKHJPVURD7985 | Long             | EC               | CORP              | JP        |      8900 | NS      | $316265.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco di Desio e della Brianza                  | Banco di Desio e della Brianza SpA                       | CUSIP: 000000000<br>LEI: 81560026D234790EB288 | Long             | EC               | CORP              | IT        |     69107 | NS      | $766988.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Senshu Ikeda Holdings Inc                       | Senshu Ikeda Holdings Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32700 | NS      | $165017.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leroy Seafood Group ASA                         | Leroy Seafood Group ASA                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ2JK50 | Long             | EC               | CORP              | NO        |    247286 | NS      | $1244170.83   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMG Critical Materials NV                       | AMG Critical Materials NV                                | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |      6887 | NS      | $229711.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hansen Technologies Ltd                         | Hansen Technologies Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     58186 | NS      | $204870.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissei ASB Machine Co Ltd                       | Nissei ASB Machine Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $116188.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Israel Brands Ltd                         | Delta Israel Brands Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8877 | NS      | $333677.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moonpig Group PLC                               | Moonpig Group PLC                                        | CUSIP: 000000000<br>LEI: 213800VAYO5KCAXZHK83 | Long             | EC               | CORP              | GB        |     79420 | NS      | $216852.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMSI SpA                                       | IMMSI SpA                                                | CUSIP: 000000000<br>LEI: 815600B5D89DAB660021 | Long             | EC               | CORP              | IT        |    358762 | NS      | $231741.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matsui Securities Co Ltd                        | Matsui Securities Co Ltd                                 | CUSIP: 000000000<br>LEI: 3538007PRKOSDN175V58 | Long             | EC               | CORP              | JP        |     82800 | NS      | $451650.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Volex PLC                                       | Volex PLC                                                | CUSIP: 000000000<br>LEI: 213800HBLQNH5FXXGE63 | Long             | EC               | CORP              | GB        |     40834 | NS      | $229581.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Parking Development Co                   | Nippon Parking Development Co Ltd                        | CUSIP: 000000000<br>LEI: 353800OBX8MRKQA9PG73 | Long             | EC               | CORP              | JP        |     44600 | NS      | $73980.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMP Ltd                                         | AMP Ltd                                                  | CUSIP: 000000000<br>LEI: 5299000D93LTLU0UJR35 | Long             | EC               | CORP              | AU        |    454421 | NS      | $551515.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Granges AB                                      | Granges AB                                               | CUSIP: 000000000<br>LEI: 5493006UG44TYSIXOB13 | Long             | EC               | CORP              | SE        |     29680 | NS      | $469082.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fonix PLC                                       | Fonix PLC                                                | CUSIP: 000000000<br>LEI: 213800GBZCWQ7HR2ZE92 | Long             | EC               | CORP              | GB        |     75763 | NS      | $171709.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NP3 Fastigheter AB                              | NP3 Fastigheter AB                                       | CUSIP: 000000000<br>LEI: 549300MGVITW8GYJHZ50 | Long             | EC               | CORP              | SE        |     14063 | NS      | $395096.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Inabata & Co Ltd                                | Inabata & Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13800 | NS      | $329713.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cafe de Coral Holdings Ltd                      | Cafe de Coral Holdings Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    440000 | NS      | $278126.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Hang Lung Group Ltd                             | Hang Lung Group Ltd                                      | CUSIP: 000000000<br>LEI: 529900V2T2EPOQYH0981 | Long             | EC               | CORP              | HK        |    662000 | NS      | $1296188.09   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mortgage Advice Bureau Holding                  | Mortgage Advice Bureau Holdings Ltd                      | CUSIP: 000000000<br>LEI: 2138008AY1RA61T6W960 | Long             | EC               | CORP              | GB        |     25895 | NS      | $239630.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wihlborgs Fastigheter AB                        | Wihlborgs Fastigheter AB                                 | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |     90810 | NS      | $898860.21    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Odfjell Drilling Ltd                            | Odfjell Drilling Ltd                                     | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | NO        |    205472 | NS      | $1782399.86   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 SMN                                 | SpareBank 1 SMN                                          | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |     77494 | NS      | $1583015.38   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cromwell Property Group                         | Cromwell Property Group                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1643584 | NS      | $504170.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Porr Ag                                         | Porr Ag                                                  | CUSIP: 000000000<br>LEI: 529900ARBU9SBJFNX419 | Long             | EC               | CORP              | AT        |     12070 | NS      | $455746.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BasicNet SpA                                    | BasicNet SpA                                             | CUSIP: 000000000<br>LEI: 8156008E82BF2BFE0A35 | Long             | EC               | CORP              | IT        |     25233 | NS      | $221669.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| VSTECS Holdings Ltd                             | VSTECS Holdings Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    384000 | NS      | $384814.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crystal International Group Lt                  | Crystal International Group Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1237500 | NS      | $1065234.15   | 0.25%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Land Development Nimrodi Group                  | Land Development Nimrodi Group Ltd                       | CUSIP: 000000000<br>LEI: 213800Z7833KR44LCC93 | Long             | EC               | CORP              | IL        |     21634 | NS      | $282380.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank of Toyama Ltd/The                    | First Bank of Toyama Ltd/The                             | CUSIP: 000000000<br>LEI: 98450054D3B87A37C666 | Long             | EC               | CORP              | JP        |     11300 | NS      | $130846.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Partners Ltd                              | Regal Partners Ltd                                       | CUSIP: 000000000<br>LEI: 21380053IWTO1FZTF831 | Long             | EC               | CORP              | AU        |    191808 | NS      | $410581.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Opmobility                                      | Opmobility                                               | CUSIP: 000000000<br>LEI: 9695001VLC2KYXX0DW73 | Long             | EC               | CORP              | FR        |     83685 | NS      | $1569593.77   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Katitas Co Ltd                                  | Katitas Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13900 | NS      | $282886.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Immobiliare Grande Distribuzio                  | Immobiliare Grande Distribuzione SIIQ SpA                | CUSIP: 000000000<br>LEI: 815600CF8C0389D0E272 | Long             | EC               | CORP              | IT        |     62575 | NS      | $255014.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westgold Resources Ltd                          | Westgold Resources Ltd                                   | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |     89054 | NS      | $382443.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Logistics Corp                       | Mitsubishi Logistics Corp                                | CUSIP: 000000000<br>LEI: 529900GJKGNRLQBJUH32 | Long             | EC               | CORP              | JP        |     71900 | NS      | $549301.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Elco Ltd                                        | Elco Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3621 | NS      | $208368.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Round One Corp                                  | Round One Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19800 | NS      | $141478.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** WisdomTree Trust

**Signature:** Clint Martin

**Name of Signer:** Clint Martin

**Title:** Assistant Treasurer