# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0001752724-25-159836
**Filing Date:** 2025-6
**Character Count:** 148429
**Document Hash:** 322d9b822e9c6e5dc64e52d9094edecd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-159836.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-159836

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Catholic Responsible Investments Funds
- **CENTRAL INDEX KEY:** 0001872555

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23718
- **FILM NUMBER:** 251079767

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610-676-1000

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### CATHOLIC RESPONSIBLE INVESTMENTS INTERNATIONAL SMALL-CAP FUND (Series ID: S000073788)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000230956 | Institutional Shares | CRNSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Catholic Responsible Investments Funds

- **b. Investment Company Act file number:** 811-23718

- **c. CIK number of Registrant:** 0001872555

- **d. LEI of Registrant:** 549300NTV87BU611VE10

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 6106761000

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

- **a. Name of Series:** Catholic Responsible Investments International Small-Cap Fund

- **b. EDGAR series identifier (if any):** S000073788

- **c. LEI of Series:** 549300KFD0KW3XKVTC30

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $108030083.51

**Total Liabilities:** $303559.24

**Net Assets:** $107726524.27

**Cash Not Reported:** $681045.09

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230956 | 3.45%                | 1.07%                | 0.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $108665.89               | $3186839.46                                |
| Month 2  | $1162120.79              | $-286562.55                                |
| Month 3  | $414231.05               | $322632.75                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KCC Corporation                                                    | KCC CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: 988400BF3M5UFPF3PH17       | Long             | EC               |  | KR        |      1029 | NS      | $180698.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EMECO HOLDINGS LIMITED                                             | EMECO HOLDINGS LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 5299005P968PATHZP480       | Long             | EC               |  | AU        |    137148 | NS      | $66821.29     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Namura Shipbuilding Co.,Ltd.                                       | NAMURA SHIPBUILDING CO LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 353800L4EGBFKO3C4X44       | Long             | EC               |  | JP        |     12900 | NS      | $182473.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Thangamayil Jewellery Ltd                                          | THANGA MAYIL JEWELLERY LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 335800NK8SU8YY8XAS29       | Long             | EC               |  | IN        |      4059 | NS      | $100753.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTURE PLC                                                         | FUTURE PLC COMMON STOCK                         | CUSIP: N/A<br>LEI: 213800K2581YRLEXV353       | Long             | EC               |  | GB        |      6732 | NS      | $64166.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macbee Planet Inc                                                  | MACBEE PLANET INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2000 | NS      | $40046.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Jingneng Clean Energy Co., Limited                         | BEIJING JINGNENG CLEAN ENE-H COMMON STOCK       | CUSIP: N/A<br>LEI: 300300V2LM8I1L2JUP40       | Long             | EC               |  | HK        |    442000 | NS      | $136106.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONES Aktiengesellschaft                                          | KRONES AG COMMON STOCK                          | CUSIP: N/A<br>LEI: 529900NY2GSZWWUBW049       | Long             | EC               |  | DE        |      4756 | NS      | $697569.56    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Puuilo Oyj                                                         | PUUILO OYJ COMMON STOCK                         | CUSIP: N/A<br>LEI: 743700UJUT6FWHBXPR69       | Long             | EC               |  | FI        |      4204 | NS      | $60073.21     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oki Electric Industry Company, Limited                             | OKI ELECTRIC INDUSTRY CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: 529900VJ2Q0182B3J852       | Long             | EC               |  | JP        |     85700 | NS      | $572145.68    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JB FINANCIAL GROUP CO.,LTD                                         | JB FINANCIAL GROUP CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     22607 | NS      | $271624.13    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AURIONPRO SOLUTIONS LIMITED                                        | AURIONPRO SOLUTIONS LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 335800MR487397CQOL11       | Long             | EC               |  | IN        |      2454 | NS      | $41543.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIWOOM Securities Co., Ltd.                                        | KIWOOM SECURITIES CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: 988400O27CNGJA2QWJ18       | Long             | EC               |  | KR        |      1594 | NS      | $153277.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CPN RETAIL GROWTH LEASEHOLD REIT                                   | CPN RETAIL GROWTH LEASEH-FOR REIT               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    227900 | NS      | $83897.69     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishi-Nippon Railroad Co., Ltd.                                    | NISHI-NIPPON RAILROAD CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     37800 | NS      | $582509.01    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINSONS LAND CORPORATION                                         | ROBINSONS LAND CO COMMON STOCK                  | CUSIP: N/A<br>LEI: 254900BUUS5N9MUSIS52       | Long             | EC               |  | PH        |    497200 | NS      | $103989.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ETABLISSEMENTS MAUREL ET PROM SA                                   | MAUREL ET PROM COMMON STOCK                     | CUSIP: N/A<br>LEI: 969500ZTYI9C1C594X25       | Long             | EC               |  | FR        |     28593 | NS      | $147692.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JUSUNG ENGINEERING Co.,Ltd.                                        | JUSUNG ENGINEERING CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      3829 | NS      | $90375.47     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INGHAMS GROUP LIMITED                                              | INGHAMS GROUP LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900ZZ4VRHSGVBNE41       | Long             | EC               |  | AU        |     26525 | NS      | $58168.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROUND ONE Corporation                                              | ROUND ONE CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5900 | NS      | $36710.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Msci Eafe Small Cap Index Fund                             | ISHARES MSCI EAFE SMALL-CAP MUTUAL FUND         | CUSIP: 464288273<br>LEI: N/A                  | Long             | EC               | RF                | US        |     18716 | NS      | $1244614.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ami Organics Ltd                                                   | AMI ORGANICS LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 335800BQIYJ5LQOLWE94       | Long             | EC               |  | IN        |      3182 | NS      | $42646.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRAIRIESKY ROYALTY LTD.                                            | PRAIRIESKY ROYALTY LTD COMMON STOCK             | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Long             | EC               |  | CA        |     50800 | NS      | $853592.99    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| LEOPALACE21 CORPORATION                                            | LEOPALACE21 CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: 529900Z3BHJUW1DY6254       | Long             | EC               |  | JP        |     36900 | NS      | $151530.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Technip Energies N.V.                                              | TECHNIP ENERGIES NV COMMON STOCK                | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               |  | FR        |      7307 | NS      | $250203.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Limited                                                    | CAPITAL LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: 213800XG175G91JW8W37       | Long             | EC               |  | GB        |     89031 | NS      | $80229.22     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                          | BUZZI SPA COMMON STOCK                          | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               |  | IT        |      9045 | NS      | $475617.47    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MITIE GROUP PLC                                                    | MITIE GROUP PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               |  | GB        |     42339 | NS      | $81829.07     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BINGGRAE CO.,LTD                                                   | BINGGRAE CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      1018 | NS      | $67654.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST PACIFIC COMPANY LIMITED                                      | FIRST PACIFIC CO COMMON STOCK                   | CUSIP: N/A<br>LEI: 254900VS1MDQSDM9DE09       | Long             | EC               |  | HK        |    360000 | NS      | $242260.59    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcadyan Technology Corporation                                    | ARCADYAN TECHNOLOGY CORP COMMON STOCK           | CUSIP: N/A<br>LEI: 254900R5W61G3GO1Q067       | Long             | EC               |  | TW        |     18000 | NS      | $133199.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Saneamento do Parana - Sanepar                        | Cia De Sanena Do Parana PREFERRED STOCK         | CUSIP: N/A<br>LEI: 254900SZW9X2D21A7X94       | Long             | EP               |  | BR        |     46800 | NS      | $50095.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PORR AG                                                            | PORR AG COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900ARBU9SBJFNX419       | Long             | EC               |  | AT        |      5872 | NS      | $206320.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC SPOLKA AKCYJNA                                                 | CCC SA COMMON STOCK                             | CUSIP: X5818P109<br>LEI: 259400NWPQ2HCSMZP970 | Long             | EC               |  | PL        |      1458 | NS      | $84690.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lacto Japan Co., Ltd.                                              | LACTO JAPAN CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9800 | NS      | $242069.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANSWICK PLC                                                      | CRANSWICK PLC COMMON STOCK                      | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               |  | GB        |      1840 | NS      | $127634.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AREIT, INC                                                         | AREIT INC REIT                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |    439600 | NS      | $310451.29    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IRISH RESIDENTIAL PROPERTIES REIT PUBLIC LIMITED COMPANY           | IRISH RESIDENTIAL PROPERTIES REIT               | CUSIP: N/A<br>LEI: 635400EOPACLULRENY18       | Long             | EC               |  | IE        |    186627 | NS      | $216611.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI AG                                                             | TUI AG COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               |  | DE        |     15236 | NS      | $117636.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HORNBACH Holding AG & Co. KGaA                                     | HORNBACH HOLDING AG & CO KGA COMMON STOCK       | CUSIP: N/A<br>LEI: 529900EGQZ79V21LBL44       | Long             | EC               |  | DE        |      3197 | NS      | $361180.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bravura Solutions Ltd                                              | BRAVURA SOLUTIONS LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 529900RBSF446W3SB455       | Long             | EC               |  | AU        |     33888 | NS      | $47592.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EL AL ISRAEL AIRLINES LTD                                          | EL AL ISRAEL AIRLINES COMMON STOCK              | CUSIP: N/A<br>LEI: 549300TW18OUVFDCDP95       | Long             | EC               |  | IL        |     12995 | NS      | $39719.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RUBIS SCA                                                          | RUBIS COMMON STOCK                              | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               |  | FR        |     11216 | NS      | $366346.57    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTEC LIMITED                                                   | INVESTEC LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800CU7SM6O4UWOZ70       | Long             | EC               |  | ZA        |     64796 | NS      | $404288.69    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DAH SING BANKING GROUP LIMITED                                     | DAH SING BANKING GROUP LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 529900DXBMKJOLLQOM66       | Long             | EC               |  | HK        |     81200 | NS      | $87510.01     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBICO GROUP PLC                                                   | MOBICO GROUP PLC COMMON STOCK                   | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EC               |  | GB        |    128598 | NS      | $53519.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOHGO SECURITY SERVICES CO.,LTD.                                   | SOHGO SECURITY SERVICES CO COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     54200 | NS      | $429399.61    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Elnusa Tbk                                                      | ELNUSA PT COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |   1902100 | NS      | $52951.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuexiu Services Group Ltd                                          | YUEXIU SERVICES GROUP LTD COMMON STOCK          | CUSIP: N/A<br>LEI: 254900WR21N8920CD126       | Long             | EC               |  | HK        |    382500 | NS      | $141859.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Technip Energies N.V.                                              | TECHNIP ENERGIES NV COMMON STOCK                | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               |  | FR        |     11836 | NS      | $405284.01    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CECONOMY AG                                                        | CECONOMY AG COMMON STOCK                        | CUSIP: N/A<br>LEI: 5299001X9L42HXEBCZ51       | Long             | EC               |  | DE        |     24795 | NS      | $88422.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | MSCI EAFE         JUN25 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        14 | NC      | $1746290.00   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| JINS HOLDINGS Inc.                                                 | JINS HOLDINGS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: 353800IG2NOMKC105309       | Long             | EC               |  | JP        |      1800 | NS      | $113153.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COHORT PLC                                                         | COHORT PLC COMMON STOCK                         | CUSIP: N/A<br>LEI: 213800WE61C73LZZNW11       | Long             | EC               |  | GB        |      5435 | NS      | $100291.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KAVERI SEED COMPANY LTD.                                           | KAVERI SEED CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 894500FEWZB4Q6S1O477       | Long             | EC               |  | IN        |     33645 | NS      | $571450.40    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Saison Co.,Ltd.                                             | CREDIT SAISON CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               |  | JP        |      6800 | NS      | $159178.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO ENGINEERING CORPORATION                                       | TOYO ENGINEERING CORP COMMON STOCK              | CUSIP: N/A<br>LEI: 353800SPB3B3BM0FO630       | Long             | EC               |  | JP        |     10000 | NS      | $47326.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrotec Holdings Corporation                                      | FERROTEC HOLDINGS CORP COMMON STOCK             | CUSIP: N/A<br>LEI: 3538005N4KWZD4R07U97       | Long             | EC               |  | JP        |     10100 | NS      | $174785.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VUSIONGROUP SA                                                     | VUSIONGROUP COMMON STOCK                        | CUSIP: N/A<br>LEI: 969500U51BYOMEW9M549       | Long             | EC               |  | FR        |       480 | NS      | $96593.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Comercial Portugues, S.A.                                    | BANCO COMERCIAL PORTUGUES-R COMMON STOCK        | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               |  | PT        |    376277 | NS      | $241494.81    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LES VETEMENTS DE SPORT GILDAN INC.                                 | GILDAN ACTIVEWEAR INC COMMON STOCK              | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               |  | CA        |      4400 | NS      | $202368.78    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VIA TECHNOLOGIES, INC.                                             | VIA TECHNOLOGIES INC COMMON STOCK               | CUSIP: N/A<br>LEI: 5299002SBIE6B075LQ70       | Long             | EC               |  | TW        |     17000 | NS      | $38586.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSHIZAKI CORPORATION                                              | HOSHIZAKI CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               |  | JP        |     15300 | NS      | $652047.05    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | MSCI EMGMKT       JUN25 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $555000.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| L & K ENGINEERING CO., LTD.                                        | L&K ENGINEERING CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     25000 | NS      | $184778.99    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TOEI COMPANY, LTD.                                                 | TOEI CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1300 | NS      | $47741.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S1 Corp                                                            | S-1 CORPORATION COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     14083 | NS      | $627686.61    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENTIS PLC                                                      | ELEMENTIS PLC COMMON STOCK                      | CUSIP: N/A<br>LEI: 549300LQIH685LI2ML36       | Long             | EC               |  | GB        |    194871 | NS      | $328281.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Newborn Town Inc                                                   | NEWBORN TOWN INC COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    194000 | NS      | $204171.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichitan Group PCL                                                  | ICHITAN GROUP PCL-FOREIGN COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    224600 | NS      | $80654.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SAKATA INX CORPORATION                                             | SAKATA INX CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     22000 | NS      | $286216.93    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KARUR VYSYA BANK LIMITED                                       | KARUR VYSYA BANK LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 335800GFMDHTPWI6JP97       | Long             | EC               |  | IN        |     88961 | NS      | $229982.18    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AAK AB (publ)                                                      | AAK AB COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300GK4LGIDDWJWL07       | Long             | EC               |  | SE        |     13029 | NS      | $341460.57    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FinVolution Group                                                  | FINVOLUTION GROUP-ADR DEPOSITARY RECEIPT        | CUSIP: 31810T101<br>LEI: 3003000RAVUT809U6P08 | Long             | EC               |  | US        |     48523 | NS      | $383816.93    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentera, S.A.B. de C.V.                                            | GENTERA SAB DE CV COMMON STOCK                  | CUSIP: N/A<br>LEI: 4469000001ECOWXFNE33       | Long             | EC               |  | MX        |    108000 | NS      | $188634.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangchak Corporation Public Company Limited                        | BANGCHAK CORP PCL-NVDR DEPOSITARY RECEIPT       | CUSIP: N/A<br>LEI: 254900M7L6ML94L1YX58       | Long             | EC               |  | TH        |    136100 | NS      | $145525.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hodogaya Chemical Co., Ltd.                                        | HODOGAYA CHEMICAL CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4800 | NS      | $50176.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLY S.P.A.                                                       | REPLY SPA COMMON STOCK                          | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               |  | IT        |       558 | NS      | $99962.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AOYAMA TRADING Co., Ltd.                                           | AOYAMA TRADING CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 549300FYZLM486BSOQ14       | Long             | EC               |  | JP        |     19500 | NS      | $280692.01    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KYUNG DONG NAVIEN CO.,LTD                                          | KYUNG DONG NAVIEN CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     12350 | NS      | $632071.76    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKAI CARBON CO.,LTD.                                              | TOKAI CARBON CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 5299002HKWA5B57KLT43       | Long             | EC               |  | JP        |     21100 | NS      | $136478.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AJANTA PHARMA LIMITED                                              | AJANTA PHARMA LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 3358008XLYJJZBFBCK12       | Long             | EC               |  | IN        |      7595 | NS      | $243240.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| D'Amico International Shipping SA                                  | D'AMICO INTERNATIONAL SHIPPI COMMON STOCK       | CUSIP: N/A<br>LEI: 2221005IWV4R4EP4D553       | Long             | EC               |  | IT        |     35181 | NS      | $130926.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BIRD CONSTRUCTION INC.                                             | BIRD CONSTRUCTION INC COMMON STOCK              | CUSIP: 09076P104<br>LEI: 549300P1WGG3QPKID017 | Long             | EC               |  | CA        |     12588 | NS      | $192378.69    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Asker Healthcare Group AB                                          | ASKER HEALTHCARE GROUP AB COMMON STOCK          | CUSIP: N/A<br>LEI: 636700RZEYK9TOWV8F05       | Long             | EC               |  | SE        |     21649 | NS      | $191913.81    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE WORLDWIDE CORPORATION LIMITED                             | RELIANCE WORLDWIDE CORP LTD COMMON STOCK        | CUSIP: N/A<br>LEI: 52990084PQSDDJ8F5447       | Long             | EC               |  | AU        |    151032 | NS      | $405571.17    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIS HEALTHCARE LIMITED                                           | REGIS HEALTHCARE LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      9058 | NS      | $39575.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VALEO SE                                                           | VALEO COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               |  | FR        |      5549 | NS      | $55297.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruha Nichiro Corporation                                         | MARUHA NICHIRO CORP COMMON STOCK                | CUSIP: N/A<br>LEI: 529900HGXVKT576NWZ27       | Long             | EC               |  | JP        |      7000 | NS      | $160327.73    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPFRE, S.A.                                                       | MAPFRE SA COMMON STOCK                          | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               |  | ES        |     29856 | NS      | $106653.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANE (Cayman) Inc                                                   | ANE CAYMAN INC COMMON STOCK                     | CUSIP: G1904L101<br>LEI: N/A                  | Long             | EC               |  | HK        |    217000 | NS      | $230702.81    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DAYANG ENTERPRISE HOLDINGS BHD                                     | DAYANG ENTERPRISE HLDGS BHD COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    170800 | NS      | $68186.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHIGA BANK, LTD.                                               | SHIGA BANK LTD/THE COMMON STOCK                 | CUSIP: N/A<br>LEI: 3538002NUIQ8JFEJNS94       | Long             | EC               |  | JP        |      2800 | NS      | $112856.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WALLENIUS WILHELMSEN ASA                                           | WALLENIUS WILHELMSEN ASA COMMON STOCK           | CUSIP: N/A<br>LEI: 549300NBN0URT3RA3Y54       | Long             | EC               |  | NO        |     13856 | NS      | $100745.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MAN GROUP PLC                                                      | MAN GROUP PLC/JERSEY COMMON STOCK               | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               |  | GB        |     35625 | NS      | $77932.37     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S P SETIA BERHAD                                                   | SP SETIA BHD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    801600 | NS      | $204147.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ESR-REIT                                                           | ESR-LOGOS REIT REIT                             | CUSIP: N/A<br>LEI: 5493008PFX3JN1RMMD48       | Long             | EC               |  | SG        |    173030 | NS      | $291541.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | GOLDMAN SACHS COLLATERAL                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    249372 | PA      | $249371.80    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Gremz Inc                                                          | GREMZ INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6200 | NS      | $102864.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA ELECTRIC TERMINAL CO.,LTD                                    | KOREA ELECTRIC TERMINAL CO COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      5433 | NS      | $246297.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Inc - iShares MSCI Canada ETF                              | ISHARES MSCI CANADA ETF MUTUAL FUND             | CUSIP: 464286509<br>LEI: 549300DXCD53F4JK3H45 | Long             | EC               | RF                | US        |      3374 | NS      | $143226.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Springer Nature AG & Co. KGaA                                      | SPRINGER NATURE AG & CO KGAA COMMON STOCK       | CUSIP: N/A<br>LEI: 549300UMNC43HQB3JA96       | Long             | EC               |  | DE        |      5704 | NS      | $115677.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJITA KANKO INC.                                                  | FUJITA KANKO INC COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4500 | NS      | $284916.57    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| S4 CAPITAL PLC                                                     | S4 CAPITAL PLC COMMON STOCK                     | CUSIP: N/A<br>LEI: 21380068SP9V65KPQN68       | Long             | EC               |  | GB        |    170930 | NS      | $62099.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Oyj                                                          | METSO CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               |  | FI        |     28857 | NS      | $314631.34    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRIS PLC                                                       | SPECTRIS PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800Z4CO2CZO3M3T10       | Long             | EC               |  | GB        |     28270 | NS      | $758501.46    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SQUARE ENIX HOLDINGS CO.,LTD.                                      | SQUARE ENIX HOLDINGS CO LTD COMMON STOCK        | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               |  | JP        |      1200 | NS      | $69553.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI CO.,LTD.                                                     | ASAHI CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     19900 | NS      | $193022.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TATE & LYLE PUBLIC LIMITED COMPANY                                 | TATE & LYLE PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Long             | EC               |  | GB        |    117731 | NS      | $879427.46    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify N.V.                                                       | SIGNIFY NV COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               |  | NL        |      2295 | NS      | $47737.06     | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ARCADIS N.V.                                                       | ARCADIS NV COMMON STOCK                         | CUSIP: N/A<br>LEI: 7245000UZH70GO047N03       | Long             | EC               |  | NL        |      8462 | NS      | $411744.72    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SECURE WASTE INFRASTRUCTURE CORP                                   | SECURE WASTE INFRASTRUCTURE COMMON STOCK        | CUSIP: 813921103<br>LEI: 894500UQR7AONHFERA55 | Long             | EC               |  | CA        |      7467 | NS      | $70977.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LEXINFINTECH HOLDINGS LTD.                                         | LEXINFINTECH HOLDINGS L-ADR DEPOSITARY RECEIPT  | CUSIP: 528877103<br>LEI: 549300F9QU71NQ28CS19 | Long             | EC               |  | US        |     13161 | NS      | $103313.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SANKO GOSEI LTD.                                                   | SANKO GOSEI LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     13400 | NS      | $57414.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ezaki Glico Co., Ltd.                                              | EZAKI GLICO CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 3538001RG4BHKDFV6G61       | Long             | EC               |  | JP        |     12500 | NS      | $413387.49    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sumitomo Warehouse Co., Ltd.                                   | SUMITOMO WAREHOUSE CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     25300 | NS      | $492604.02    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnologyOne Ltd                                                  | TECHNOLOGY ONE LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               |  | AU        |     13688 | NS      | $263918.73    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avi Ltd                                                            | AVI LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 378900C2D68805FAAF75       | Long             | EC               |  | ZA        |     48623 | NS      | $236458.89    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVA LIMITED                                                       | NAVA LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 3358001S6IZR91SKJT54       | Long             | EC               |  | IN        |     74932 | NS      | $403365.05    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyoto Financial Group, Inc.                                        | KYOTO FINANCIAL GROUP INC COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6100 | NS      | $104953.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wereldhave N.V.                                                    | WERELDHAVE NV REIT                              | CUSIP: N/A<br>LEI: 724500YRQCY3BD9RJZ92       | Long             | EC               |  | NL        |      8503 | NS      | $161157.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CES ENERGY SOLUTIONS CORP                                          | CES ENERGY SOLUTIONS CORP COMMON STOCK          | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               |  | CA        |      9671 | NS      | $42568.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX JREIT Inc.                                                    | ORIX JREIT INC REIT                             | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               |  | JP        |       817 | NS      | $1031444.71   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVERR INTERNATIONAL LTD                                           | FIVERR INTERNATIONAL LTD COMMON STOCK           | CUSIP: M4R82T106<br>LEI: 549300Z8OREY6THCPF67 | Long             | EC               |  | US        |      1586 | NS      | $40363.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANK 1 SMN                                                    | SPAREBANK 1 SMN COMMON STOCK                    | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | EC               |  | NO        |     39607 | NS      | $721098.63    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| FULGENT SUN INTERNATIONAL (HOLDING) CO., LTD.                      | FULGENT SUN INTERNATIONAL COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     21000 | NS      | $66914.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA OVERSEAS PROPERTY HOLDINGS LIMITED                           | CHINA OVERSEAS PROPERTY HOLD COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    140000 | NS      | $97241.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Garware Technical Fibres Ltd                                       | GARWARE TECHNICAL FIBRES LTD COMMON STOCK       | CUSIP: N/A<br>LEI: 335800H5C4ZE32ECG861       | Long             | EC               |  | IN        |     10110 | NS      | $103003.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTAD OFFSHORE ASA                                               | SOLSTAD OFFSHORE ASA COMMON STOCK               | CUSIP: N/A<br>LEI: 5967007LIEEXZXHGO849       | Long             | EC               |  | NO        |     26038 | NS      | $95365.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP                                                          | FX Forward Contract: USD/EUR SETTLE 2025-05-02  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |         1 | NC      | $2.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charm Care Corp                                                    | CHARM CARE CORP COMMON STOCK                    | CUSIP: J0625A102<br>LEI: N/A                  | Long             | EC               |  | JP        |      4300 | NS      | $38053.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MAVI GIYIM SANAYI VE TICARET ANONIM SIRKETI                        | MAVI GIYIM SANAYI VE TICA-B COMMON STOCK        | CUSIP: N/A<br>LEI: 7890004V7753Z4N1L403       | Long             | EC               |  | TR        |    111982 | NS      | $94382.60     | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ZhongAn Online P & C Insurance Co., Ltd.                           | ZHONGAN ONLINE P&C INSURAN-H COMMON STOCK       | CUSIP: N/A<br>LEI: 5299006845ISFI2WAI41       | Long             | EC               |  | HK        |     29400 | NS      | $42458.47     | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Beijer Ref AB (publ)                                               | BEIJER REF AB COMMON STOCK                      | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               |  | SE        |     20698 | NS      | $316388.21    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SATO CORPORATION                                                   | SATO CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     20900 | NS      | $303169.31    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIBA,Ltd.                                                        | HORIBA LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900OOTWPYSNW0EC84       | Long             | EC               |  | JP        |      9900 | NS      | $678296.61    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Magyar Telekom Tavkozlesi Nyilvanosan Mukodo Reszvenytarsasag      | MAGYAR TELEKOM TELECOMMUNICA COMMON STOCK       | CUSIP: N/A<br>LEI: 529900CA1YDA41X76751       | Long             | EC               |  | HU        |    120598 | NS      | $572202.27    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ISB Corp                                                           | ISB CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6600 | NS      | $62708.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FINNING INTERNATIONAL INC.                                         | FINNING INTERNATIONAL INC COMMON STOCK          | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               |  | CA        |      3625 | NS      | $102113.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The 77 Bank, Ltd.                                                  | 77 BANK LTD/THE COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300U6CT3EHB9XS980       | Long             | EC               |  | JP        |      4800 | NS      | $150794.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribuidora Internacional de Alimentacion, S.A.                  | DISTRIBUIDORA INTERNACIONAL COMMON STOCK        | CUSIP: E3685C153<br>LEI: 54930063C6K2TNFL6H10 | Long             | EC               |  | ES        |      6623 | NS      | $171645.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK INSULATORS, LTD.                                               | NGK INSULATORS LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               |  | JP        |     19900 | NS      | $246151.61    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pluxee N.V.                                                        | PLUXEE NV COMMON STOCK                          | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | EC               |  | FR        |      7467 | NS      | $168508.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENS CO.,LTD.                                                    | GREENS CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5100 | NS      | $82602.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAGON BANKING GROUP PLC                                          | PARAGON BANKING GROUP PLC COMMON STOCK          | CUSIP: N/A<br>LEI: 213800S1TDKIB1IUTS72       | Long             | EC               |  | GB        |     68809 | NS      | $779091.46    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group N.V.                                                   | IVECO GROUP NV COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               |  | IT        |     38232 | NS      | $612901.20    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | E-MINI RUSS 2000  JUN25 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $196980.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COFORGE LIMITED                                                    | COFORGE LIMITED COMMON STOCK                    | CUSIP: N/A<br>LEI: 3358004YL9JGBNP4KF72       | Long             | EC               |  | IN        |       503 | NS      | $43730.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hachijuni Bank, Ltd.                                           | HACHIJUNI BANK LTD/THE COMMON STOCK             | CUSIP: N/A<br>LEI: FE70I3MHDCWOZWK19W48       | Long             | EC               |  | JP        |      9900 | NS      | $74903.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN CEMENT INTERNATIONAL SA                                      | TITAN CEMENT INTERNATIONAL T COMMON STOCK       | CUSIP: N/A<br>LEI: 213800H2CDP9I374WH83       | Long             | EC               |  | GR        |     11356 | NS      | $528992.43    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SUSS MicroTec SE                                                   | SUSS MICROTEC SE COMMON STOCK                   | CUSIP: N/A<br>LEI: 529900C3KRUTSYDK7N87       | Long             | EC               |  | DE        |     12285 | NS      | $474677.89    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ORSERO S.P.A.                                                      | ORSERO SPA COMMON STOCK                         | CUSIP: N/A<br>LEI: 8156001895E0F4E7A803       | Long             | EC               |  | IT        |      5349 | NS      | $79654.31     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL PLC                                                       | CARNIVAL PLC-ADR DEPOSITARY RECEIPT             | CUSIP: 14365C103<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               |  | US        |     19228 | NS      | $319569.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonae, SGPS, SA                                                    | SONAE COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300847SOBT7HY7R50       | Long             | EC               |  | PT        |    284786 | NS      | $362905.16    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OSB GROUP PLC                                                      | OSB GROUP PLC COMMON STOCK                      | CUSIP: N/A<br>LEI: 213800ZBKL9BHSL2K459       | Long             | EC               |  | GB        |     29340 | NS      | $186912.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNA MINING CORP.                                               | FORTUNA MINING CORP COMMON STOCK                | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               |  | CA        |     19570 | NS      | $121843.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Kiraboshi Financial Group, Inc.                              | TOKYO KIRABOSHI FINANCIAL GR COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3200 | NS      | $126794.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| thyssenkrupp AG                                                    | THYSSENKRUPP AG COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               |  | DE        |      7803 | NS      | $89795.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gestamp Automocion, S.A.                                           | GESTAMP AUTOMOCION SA COMMON STOCK              | CUSIP: N/A<br>LEI: 95980020140005484363       | Long             | EC               |  | ES        |     22308 | NS      | $66866.86     | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Indegene Ltd                                                       | INDEGENE LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 335800XFEREFIW9LG995       | Long             | EC               |  | IN        |     65620 | NS      | $425461.05    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TOHO Co.,Ltd.                                                      | TOHO CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5800 | NS      | $133017.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCO NV                                                           | BARCO N.V. COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300N17QCD827TII61       | Long             | EC               |  | BE        |     32715 | NS      | $449175.31    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Swissquote Group Holding SA                                        | SWISSQUOTE GROUP HOLDING-REG COMMON STOCK       | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               |  | CH        |       557 | NS      | $288781.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rojana Industrial Park Public Company Limited                      | ROJANA INDUS PARK PCL-FORGN COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    683300 | NS      | $119576.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| METALS X LIMITED                                                   | METALS X LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300PYQIA9NE598013       | Long             | EC               |  | AU        |    102534 | NS      | $37034.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stella International Holdings Ltd                                  | STELLA INTERNATIONAL COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     59500 | NS      | $106651.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHANGE Holdings, Inc.                                              | CHANGE HOLDINGS INC COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4300 | NS      | $40924.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIKO GROUP CORPORATION                                            | SEIKO GROUP CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4800 | NS      | $127006.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGMA HEALTHCARE LIMITED                                           | SIGMA HEALTHCARE LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 529900BZSP3BK7GYAO50       | Long             | EC               |  | AU        |     87007 | NS      | $167711.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| San-A Co Ltd                                                       | SAN-A CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     31200 | NS      | $621027.05    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERDEEN GROUP PLC                                                 | ABERDEEN GROUP PLC COMMON STOCK                 | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | EC               |  | GB        |     17621 | NS      | $34880.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intermestic Inc                                                    | INTERMESTIC INC COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4600 | NS      | $53436.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                          | BUZZI SPA COMMON STOCK                          | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               |  | IT        |     18317 | NS      | $963171.39    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI PLC                                                            | IMI PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               |  | GB        |     25033 | NS      | $595441.34    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMELIUS RESOURCES LIMITED                                         | RAMELIUS RESOURCES LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 254900E44AIGW7KKNR98       | Long             | EC               |  | AU        |    177569 | NS      | $298487.07    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cybozu Inc                                                         | CYBOZU INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     19700 | NS      | $409577.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SOOP CO., LTD.                                                     | SOOP CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      1170 | NS      | $67507.07     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBUILD S.P.A.                                                     | WEBUILD SPA COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               |  | IT        |    140922 | NS      | $513034.90    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ATOSS Software SE                                                  | ATOSS SOFTWARE SE COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900Q9G9280ADNOA39       | Long             | EC               |  | DE        |      4125 | NS      | $622230.27    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paper Industries Co., Ltd.                                  | NIPPON PAPER INDUSTRIES CO L COMMON STOCK       | CUSIP: N/A<br>LEI: 3538007UWR5N9X8B8S30       | Long             | EC               |  | JP        |     41100 | NS      | $318525.58    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Electronic Optical Co Ltd                                   | GENIUS ELECTRONIC OPTICAL CO COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      6000 | NS      | $70473.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aichi Financial Group, Inc.                                        | AICHI FINANCIAL GROUP INC COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6723 | NS      | $129121.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MERSEN SA                                                          | MERSEN COMMON STOCK                             | CUSIP: N/A<br>LEI: OQXDLNM5DTBULYMF5U27       | Long             | EC               |  | FR        |      2281 | NS      | $49056.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIYODA CO., LTD.                                                  | CHIYODA CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6500 | NS      | $55767.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTILAL OSWAL FINANCIAL SERVICES LIMITED                           | MOTILAL OSWAL FINANCIAL SERV COMMON STOCK       | CUSIP: N/A<br>LEI: 3358004GYYY6FUXX1P93       | Long             | EC               |  | IN        |      4336 | NS      | $33591.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUGO BOSS AG                                                       | HUGO BOSS AG  -ORD COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900LFVU534EBRXD13       | Long             | EC               |  | DE        |      1053 | NS      | $44071.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Esso Societe Anonyme Francaise SA                                  | ESSO STE ANONYME FRANCAISE COMMON STOCK         | CUSIP: N/A<br>LEI: 969500NI2T909ECQHX32       | Long             | EC               |  | FR        |      2384 | NS      | $384531.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPY INDUSTRIES, LIMITED                                           | TOPY INDUSTRIES LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5900 | NS      | $85723.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Communications Inc.                                          | JAPAN COMMUNICATIONS INC COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     41000 | NS      | $46151.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schulz SA                                                          | Schulz SA PREFERRED STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | BR        |     60600 | NS      | $58551.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bls International Services Ltd                                     | BLS INTERNATIONAL LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 335800SN9BX5PUTSHV77       | Long             | EC               |  | IN        |     10965 | NS      | $46073.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCETEK ENTERPRISE CO.,LTD.                                     | ADVANCETEK ENTERPRISE CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     94000 | NS      | $211870.63    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GeoPark Limited                                                    | GEOPARK LTD COMMON STOCK                        | CUSIP: G38327105<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | EC               |  | US        |      4710 | NS      | $31651.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLVAY SA                                                          | SOLVAY SA COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               |  | BE        |      2494 | NS      | $94704.26     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nankai Electric Railway Co.,Ltd.                                   | NANKAI ELECTRIC RAILWAY CO COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9100 | NS      | $144423.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shizuoka Financial Group, Inc.                                     | SHIZUOKA FINANCIAL GROUP INC COMMON STOCK       | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               |  | JP        |     31100 | NS      | $346423.76    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Westshore Terminals Investment Corporation                         | WESTSHORE TERMINALS INVESTME COMMON STOCK       | CUSIP: 96145A200<br>LEI: 549300IERWRM7D8GK487 | Long             | EC               |  | CA        |      3427 | NS      | $63190.97     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Extendicare Inc.                                                   | EXTENDICARE INC COMMON STOCK                    | CUSIP: 30224T863<br>LEI: 5493001DQ0G74DE4CY39 | Long             | EC               |  | CA        |     38467 | NS      | $384307.97    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LONKING HOLDINGS LIMITED                                           | LONKING HOLDINGS LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 5299004M92ACMGS3QI84       | Long             | EC               |  | HK        |    299000 | NS      | $75297.71     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tips Music Ltd                                                     | TIPS MUSIC LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 894500VNJRDRQC3GJX49       | Long             | EC               |  | IN        |      7802 | NS      | $58102.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORORA LIMITED                                                      | ORORA LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300WFEQJK35VDF789       | Long             | EC               |  | AU        |    140265 | NS      | $162336.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYODA GOSEI CO., LTD.                                             | TOYODA GOSEI CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 353800ZV4HXVM4DWPO50       | Long             | EC               |  | JP        |      9800 | NS      | $188624.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Excellent, Inc.                                              | JAPAN EXCELLENT INC REIT                        | CUSIP: N/A<br>LEI: 35380015J62221TE0D86       | Long             | EC               |  | JP        |        95 | NS      | $86038.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global One Real Estate Investment Corporation                      | GLOBAL ONE REIT REIT                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       621 | NS      | $519770.55    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Foster Electric Company, Limited                                   | FOSTER ELECTRIC CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     26500 | NS      | $226142.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ITH Corp                                                           | ITH CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     38000 | NS      | $56888.93     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Artemis Medicare Services Ltd                                      | ARTEMIS MEDICARE SERVICES LT COMMON STOCK       | CUSIP: N/A<br>LEI: 335800CM22IT2KZH2923       | Long             | EC               |  | IN        |     20414 | NS      | $61015.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CERAGON NETWORKS LTD                                               | CERAGON NETWORKS LTD COMMON STOCK               | CUSIP: M22013102<br>LEI: 529900WC6JZN5WQLZ645 | Long             | EC               |  | US        |     36335 | NS      | $79210.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL KSK HOLDINGS, INC.                                           | VITAL KSK HOLDINGS INC COMMON STOCK             | CUSIP: N/A<br>LEI: 353800RLGNMAZY8D4488       | Long             | EC               |  | JP        |      5700 | NS      | $52595.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATEA ASA                                                           | ATEA ASA COMMON STOCK                           | CUSIP: N/A<br>LEI: 5967007LIEEXZXINVS13       | Long             | EC               |  | NO        |     36127 | NS      | $495889.14    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SANYO SHOKAI LTD.                                                  | SANYO SHOKAI LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6400 | NS      | $123852.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADERS HOLDINGS CO., LTD.                                         | TRADERS HOLDINGS CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     15400 | NS      | $95091.45     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMTEK LTD                                                         | CAMTEK LTD COMMON STOCK                         | CUSIP: M20791105<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               |  | US        |       836 | NS      | $54624.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AZIMUT HOLDING S.P.A.                                              | AZIMUT HOLDING SPA COMMON STOCK                 | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               |  | IT        |     22575 | NS      | $629499.97    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Reit, Inc.                                           | SEKISUI HOUSE REIT INC REIT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       920 | NS      | $497504.24    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| GS Yuasa Corporation                                               | GS YUASA CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: 353800MW7O6PQQHLDR79       | Long             | EC               |  | JP        |     25500 | NS      | $448972.43    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambea AB ( publ )                                                  | AMBEA AB COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300AEVNZRHYI5HV24       | Long             | EC               |  | SE        |     19394 | NS      | $234790.49    | 0.22%             |  |  |  | Yes           |                  1 | On Loan: No      |
| IMI PLC                                                            | IMI PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               |  | GB        |     15310 | NS      | $364167.58    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FORCE MOTORS LIMITED                                               | FORCE MOTORS LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 33580016Z4KICZI73L36       | Long             | EC               |  | IN        |      2682 | NS      | $283425.81    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MITCHELLS & BUTLERS PLC                                            | MITCHELLS & BUTLERS PLC COMMON STOCK            | CUSIP: N/A<br>LEI: 213800JHYNDNB1NS2W10       | Long             | EC               |  | GB        |     17215 | NS      | $57259.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Definity Financial Corporation                                     | DEFINITY FINANCIAL CORP COMMON STOCK            | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               |  | CA        |      3611 | NS      | $179883.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviz Technologies Ltd                                           | INNOVIZ TECHNOLOGIES LTD COMMON STOCK           | CUSIP: M5R635108<br>LEI: N/A                  | Long             | EC               |  | US        |     46572 | NS      | $32325.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcopolo S.A.                                                     | MARCOPOLO SA COMMON STOCK                       | CUSIP: N/A<br>LEI: 254900XL58LF2D2QUX37       | Long             | EC               |  | BR        |     79800 | NS      | $76961.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMAKYOREX CO., LTD.                                               | HAMAKYOREX CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     14000 | NS      | $131048.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKIYE SINAI KALKINMA BANKASI ANONIM SIRKETI                      | TURKIYE SINAI KALKINMA BANK COMMON STOCK        | CUSIP: N/A<br>LEI: 549300MFCXK5HOOEWP84       | Long             | EC               |  | TR        |    217279 | NS      | $59327.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                                       | STONECO LTD-A COMMON STOCK                      | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               |  | US        |     15585 | NS      | $219125.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNID CO.,LTD                                                       | UNID CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       723 | NS      | $44669.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIHON PARKERIZING CO., LTD.                                        | NIHON PARKERIZING CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     43700 | NS      | $364896.96    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JNBY Design Ltd                                                    | JNBY DESIGN LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    105500 | NS      | $199529.97    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WESDOME GOLD MINES LTD.                                            | WESDOME GOLD MINES LTD COMMON STOCK             | CUSIP: 95083R100<br>LEI: 254900D63U62QS84H719 | Long             | EC               |  | CA        |      6424 | NS      | $78875.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Limited                                                | NOMAD FOODS LTD COMMON STOCK                    | CUSIP: G6564A105<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               |  | US        |     47058 | NS      | $940689.42    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Juroku Financial Group, Inc.                                       | JUROKU FINANCIAL GROUP INC COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3700 | NS      | $125458.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hemnet Group AB (publ)                                             | HEMNET GROUP AB COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493008VIU67J3HUAR07       | Long             | EC               |  | SE        |     14611 | NS      | $502604.63    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Earth Corporation                                                  | EARTH CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1400 | NS      | $50533.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Chicmax Cosmetic Co Ltd                                   | SHANGHAI CHICMAX COSMETIC CO COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |      7500 | NS      | $64712.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                           | PRIMO BRANDS CORP COMMON STOCK                  | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               |  | US        |     17135 | NS      | $559800.45    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXPOL AB                                                          | HEXPOL AB COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300MN30TBRLYN3465       | Long             | EC               |  | SE        |     57982 | NS      | $505257.49    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Controladora Vuela Compania de Aviacion SAB de CV                  | CONTROLADORA VUELA CIA DE-A COMMON STOCK        | CUSIP: N/A<br>LEI: 549300G8NLCMP9Z44X52       | Long             | EC               |  | MX        |    429100 | NS      | $160460.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bucher Industries AG                                               | BUCHER INDUSTRIES AG-REG COMMON STOCK           | CUSIP: N/A<br>LEI: 52990014AQ91A29HPB27       | Long             | EC               |  | CH        |       915 | NS      | $396942.23    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FOXCONN INTERCONNECT TECHNOLOGY LIMITED                            | FIT HON TENG LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 3003001IDFNIKMGLFJ67       | Long             | EC               |  | HK        |    266000 | NS      | $66786.97     | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| NATIONAL ALUMINIUM CO LTD                                          | NATIONAL ALUMINIUM CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: 335800OM1V78CX7SSC72       | Long             | EC               |  | IN        |     30785 | NS      | $57075.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuria Capital Group                                             | CENTURIA CAPITAL GROUP UNIT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |    166389 | NS      | $167470.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co.,LTD.                                          | OPEN HOUSE GROUP CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               |  | JP        |      3000 | NS      | $133342.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTES CO., LTD                                                     | LOTES CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      8000 | NS      | $314557.83    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ITE Tech Inc                                                       | ITE TECHNOLOGY INC COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     22000 | NS      | $89497.41     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASHIRE HOLDINGS LIMITED                                        | LANCASHIRE HOLDINGS LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               |  | GB        |     99924 | NS      | $753832.06    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ELOPAK ASA                                                         | ELOPAK ASA COMMON STOCK                         | CUSIP: R2R8AG112<br>LEI: 529900BIDQN2AOKV6N08 | Long             | EC               |  | NO        |     41518 | NS      | $170053.21    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DTS CORPORATION                                                    | DTS CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900WBOTPBINBCF151       | Long             | EC               |  | JP        |     32200 | NS      | $918011.14    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Colruyt Group NV                                                   | COLRUYT GROUP N.V COMMON STOCK                  | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               |  | BE        |       784 | NS      | $37830.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YUE YUEN INDUSTRIAL (HOLDINGS) LIMITED                             | YUE YUEN INDUSTRIAL HLDG COMMON STOCK           | CUSIP: N/A<br>LEI: 254900YUFIBANZ1XU687       | Long             | EC               |  | HK        |     37000 | NS      | $53127.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AZELIS GROUP NV                                                    | AZELIS GROUP NV COMMON STOCK                    | CUSIP: N/A<br>LEI: 699400M9RRMTV264FM70       | Long             | EC               |  | BE        |     19780 | NS      | $307547.23    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Taikisha Ltd.                                                      | TAIKISHA LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 3538005OOQOUE7DBWV52       | Long             | EC               |  | JP        |     27600 | NS      | $452833.22    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PERENTI LIMITED                                                    | PERENTI LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: 25490044GUNE4S2E6K11       | Long             | EC               |  | AU        |    552039 | NS      | $482264.37    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Seal International, Inc.                                      | FUJI SEAL INTERNATIONAL INC COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     32000 | NS      | $572723.30    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Management Solutions co., ltd.                                     | MANAGEMENT SOLUTIONS CO LTD COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8000 | NS      | $108579.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KDX Realty Investment Corporation                                  | KDX REALTY INVESTMENT CO REIT                   | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               |  | JP        |        80 | NS      | $83507.99     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BOE VARITRONIX LIMITED                                             | BOE VARITRONIX LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900SG21VXEZYNQO29       | Long             | EC               |  | HK        |    246000 | NS      | $172899.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERCORP METALS INC.                                             | SILVERCORP METALS INC COMMON STOCK              | CUSIP: 82835P103<br>LEI: 52990092RT3UCQ7G3177 | Long             | EC               |  | CA        |      9713 | NS      | $36213.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBOUR ENERGY PLC                                                 | HARBOUR ENERGY PLC COMMON STOCK                 | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               |  | GB        |     52446 | NS      | $107427.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI MOTORS CORPORATION                                      | MITSUBISHI MOTORS CORP COMMON STOCK             | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               |  | JP        |     72100 | NS      | $200078.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aica Kogyo Company, Limited                                        | AICA KOGYO CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 353800I589BKZAOJD116       | Long             | EC               |  | JP        |     13100 | NS      | $304438.42    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LINTEC Corporation                                                 | LINTEC CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 3538002YOJO0IAM1PD28       | Long             | EC               |  | JP        |      4500 | NS      | $86284.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Company, Ltd.                          | NIPPON LIGHT METAL HOLDINGS COMMON STOCK        | CUSIP: N/A<br>LEI: 353800J9KCFJSF2CGT47       | Long             | EC               |  | JP        |     36500 | NS      | $381453.65    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEX CORPORATION                                                   | ONEX CORPORATION COMMON STOCK                   | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               |  | CA        |      4700 | NS      | $332126.98    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DEME GROUP NV                                                      | DEME GROUP COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300FPFPQPKI3PJV37       | Long             | EC               |  | BE        |      1910 | NS      | $287287.94    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON SERVICE GROUP PLC                                          | JOHNSON SERVICE GROUP PLC COMMON STOCK          | CUSIP: N/A<br>LEI: 2138004WZUPWV53KWV11       | Long             | EC               |  | GB        |    107465 | NS      | $201698.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BROWN BROTHERS HARRIMAN SWEEP INTEREST          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    288117 | PA      | $288117.47    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanken Electric Co., Ltd.                                          | SANKEN ELECTRIC CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 529900516DFVRCC25K90       | Long             | EC               |  | JP        |      3100 | NS      | $137240.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Company (Japan), Ltd.                          | MCDONALD'S HOLDINGS CO JAPAN COMMON STOCK       | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               |  | JP        |      8900 | NS      | $377219.22    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMONY Holdings, Inc.                                              | TOMONY HOLDINGS INC COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     28700 | NS      | $110238.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLORY LTD.                                                         | GLORY LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 3538003FKID28TGG5U64       | Long             | EC               |  | JP        |     49400 | NS      | $871893.90    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corporation                                            | MAZDA MOTOR CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               |  | JP        |     18500 | NS      | $110871.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TAG Immobilien AG                                                  | TAG IMMOBILIEN AG COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | EC               |  | DE        |     44876 | NS      | $733139.77    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRY GARDEN SERVICES HOLDINGS COMPANY LIMITED                   | COUNTRY GARDEN SERVICES HOLD COMMON STOCK       | CUSIP: N/A<br>LEI: 549300P2JRKENZSEBB42       | Long             | EC               |  | HK        |    101000 | NS      | $90181.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REX INTERNATIONAL HOLDING LIMITED                                  | REX INTERNATIONAL HOLDING COMMON STOCK          | CUSIP: N/A<br>LEI: 254900GB4SX7JAK74O59       | Long             | EC               |  | SG        |   1091200 | NS      | $99610.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIIX Corp.                                                         | SIIX CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     35100 | NS      | $259081.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Saneamento do Parana - Sanepar                        | CIA DE SANEAMENTO DO PA-UNIT UNIT               | CUSIP: N/A<br>LEI: 254900SZW9X2D21A7X94       | Long             | EC               |  | BR        |     70600 | NS      | $380597.03    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STEADFAST GROUP LTD                                                | STEADFAST GROUP LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 9845003B6BEAA12DBD91       | Long             | EC               |  | AU        |    124192 | NS      | $466185.62    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZLEY PLC                                                        | BEAZLEY PLC COMMON STOCK                        | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               |  | GB        |     31114 | NS      | $369489.79    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VIDRALA, S.A.                                                      | VIDRALA SA COMMON STOCK                         | CUSIP: N/A<br>LEI: 95980020140005399488       | Long             | EC               |  | ES        |      3925 | NS      | $429290.21    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIPPING CORPORATION OF INDIA LIMITED                              | SHIPPING CORP OF INDIA LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 335800K6AUA2ZT15FA32       | Long             | EC               |  | IN        |     18503 | NS      | $39046.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Himax Technologies Inc                                             | HIMAX TECHNOLOGIES INC-ADR DEPOSITARY RECEIPT   | CUSIP: 43289P106<br>LEI: 529900Z6XWS79D8T1X09 | Long             | EC               |  | US        |      3664 | NS      | $25922.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA BOSHOKU CORPORATION                                         | TOYOTA BOSHOKU CORP COMMON STOCK                | CUSIP: N/A<br>LEI: 529900KS87U6EY7PWG26       | Long             | EC               |  | JP        |      2800 | NS      | $40272.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSELL LIMITED                                                     | ANSELL LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300NEGJ5G23VCJM45       | Long             | EC               |  | AU        |     17749 | NS      | $343945.53    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Atour Lifestyle Holdings Ltd                                       | ATOUR LIFESTYLE HOLDINGS-ADR DEPOSITARY RECEIPT | CUSIP: 04965M106<br>LEI: N/A                  | Long             | EC               |  | US        |      5389 | NS      | $131707.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BROWN BROTHERS HARRIMAN SWEEP INTEREST          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    526596 | PA      | $526596.42    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CONVERGE INFORMATION AND COMMUNICATIONS TECHNOLOGY SOLUTIONS, INC. | CONVERGE INFORMATION AND COM COMMON STOCK       | CUSIP: N/A<br>LEI: 254900CGJPNECN6ENN96       | Long             | EC               |  | PH        |    207800 | NS      | $70994.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| artience Co., Ltd.                                                 | ARTIENCE CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4700 | NS      | $97223.79     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Games Workshop Group PLC                                           | GAMES WORKSHOP GROUP PLC COMMON STOCK           | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               |  | GB        |      3635 | NS      | $750286.88    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortnox AB                                                         | FORTNOX AB COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300MSNMHPC3O60W78       | Long             | EC               |  | SE        |      8422 | NS      | $76423.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Slate Grocery REIT                                                 | SLATE GROCERY REIT-CL U REIT                    | CUSIP: 831062203<br>LEI: 5493007WH5UCZ7KXH140 | Long             | EC               |  | CA        |     22235 | NS      | $223750.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STOLT-NIELSEN LIMITED                                              | STOLT-NIELSEN LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 213800VZX4LWJSGRLR94       | Long             | EC               |  | NO        |      7128 | NS      | $160554.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OITA BANK, LTD.                                                | OITA BANK LTD/THE COMMON STOCK                  | CUSIP: N/A<br>LEI: 35380074A4QB6YEFB933       | Long             | EC               |  | JP        |      2700 | NS      | $64597.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JINAN ACETATE CHEMICAL CO., LTD.                                   | JINAN ACETATE CHEMICAL CO LT COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      1000 | NS      | $26324.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONADELPHOUS GROUP LIMITED                                         | MONADELPHOUS GROUP LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 5299007YT51BCWZTYW93       | Long             | EC               |  | AU        |     61025 | NS      | $630352.95    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTEN SA                                                           | ALTEN SA COMMON STOCK                           | CUSIP: N/A<br>LEI: 969500Y7G9TY7Y24GN07       | Long             | EC               |  | FR        |     12444 | NS      | $1058426.83   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Pakuwon Jati Tbk                                                | PAKUWON JATI TBK PT COMMON STOCK                | CUSIP: N/A<br>LEI: 254900GUXQAQB065PM73       | Long             | EC               |  | ID        |   6139800 | NS      | $141127.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS CORPORATION                                                    | ATS CORP COMMON STOCK                           | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               |  | CA        |      7200 | NS      | $181081.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER FOODS PLC                                                  | PREMIER FOODS PLC COMMON STOCK                  | CUSIP: N/A<br>LEI: 213800ZD5I8XHNMCJA67       | Long             | EC               |  | GB        |    158383 | NS      | $420853.21    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiseki Co.,Ltd.                                                   | DAISEKI CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     28900 | NS      | $738295.53    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharma Foods International Co., Ltd.                               | PHARMA FOODS INTERNATIONAL COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     13100 | NS      | $84178.99     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Century Corporation                                          | TOKYO CENTURY CORP COMMON STOCK                 | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Long             | EC               |  | JP        |      4500 | NS      | $47503.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CURRYS PLC                                                         | CURRYS PLC COMMON STOCK                         | CUSIP: N/A<br>LEI: 2138001E12GWLLDQQF16       | Long             | EC               |  | GB        |    307746 | NS      | $457119.57    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nesco Ltd                                                          | NESCO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 98450089BC981FEO9C12       | Long             | EC               |  | IN        |      5912 | NS      | $65981.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government MMF                       | State Street Institutional US Government MMF    | CUSIP: 857492706<br>LEI: N/A                  | Long             | STIV             |  | US        |    984457 | PA      | $984457.21    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI Group Inc.                                                  | MISUMI GROUP INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               |  | JP        |     19500 | NS      | $273831.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Docebo Inc                                                         | DOCEBO INC COMMON STOCK                         | CUSIP: 25609L105<br>LEI: 98450059461F12KCE754 | Long             | EC               |  | CA        |      4113 | NS      | $128574.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTH AMERICAN CONSTRUCTION GROUP LTD                              | NORTH AMERICAN CONSTRUCTION COMMON STOCK        | CUSIP: 656811106<br>LEI: 549300DQ6060LO4XGI15 | Long             | EC               |  | CA        |      6748 | NS      | $102590.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                                            | TOWER SEMICONDUCTOR LTD COMMON STOCK            | CUSIP: M87915274<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               |  | US        |      4407 | NS      | $157682.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GULF OIL LUBRICANTS INDIA LIMITED                                  | GULF OIL LUBRICANTS INDIA LT COMMON STOCK       | CUSIP: N/A<br>LEI: 3358009J8O762GKOHS20       | Long             | EC               |  | IN        |      3028 | NS      | $42603.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellebrite DI Ltd                                                  | CELLEBRITE DI LTD COMMON STOCK                  | CUSIP: M2197Q107<br>LEI: 254900G03462YGP1IO36 | Long             | EC               |  | US        |     31784 | NS      | $629005.36    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MEGMILK SNOW BRAND Co.,Ltd.                                        | MEGMILK SNOW BRAND CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8400 | NS      | $154824.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL WORKPLACE GROUP PLC                                  | INTERNATIONAL WORKPLACE GROU COMMON STOCK       | CUSIP: N/A<br>LEI: 2138003LWDII27UTAG52       | Long             | EC               |  | GB        |     81870 | NS      | $203165.69    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamigumi Co.,Ltd.                                                  | KAMIGUMI CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     28300 | NS      | $694422.60    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | C$ CURRENCY FUT   JUN25 CURRENCY FUTURE.        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         3 | NC      | $218145.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIA OPTICAL CO., INC.                                             | ASIA OPTICAL CO INC COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     56000 | NS      | $238033.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| C&A Modas S.A.                                                     | C&A MODAS LTDA COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |     76600 | NS      | $179275.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DD GROUP Co., Ltd.                                                 | DD GROUP CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2200 | NS      | $19063.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Andritz AG                                                         | ANDRITZ AG COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               |  | AT        |      1009 | NS      | $72756.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiyoda Corporation                                                | CHIYODA CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300QKY84OVLK4L190       | Long             | EC               |  | JP        |     24600 | NS      | $58986.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA GROUP PLC                                           | DOMINO'S PIZZA GROUP PLC COMMON STOCK           | CUSIP: N/A<br>LEI: 213800Q6ZKHAOV48JL75       | Long             | EC               |  | GB        |    177218 | NS      | $638915.78    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MANAPPURAM FINANCE LIMITED                                         | MANAPPURAM FINANCE LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 335800JL5WTUSKOSPN77       | Long             | EC               |  | IN        |     27997 | NS      | $76490.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SSP GROUP PLC                                                      | SSP GROUP PLC COMMON STOCK                      | CUSIP: N/A<br>LEI: 213800QGNIWTXFMENJ24       | Long             | EC               |  | GB        |    178180 | NS      | $353692.55    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinofert Holdings Limited                                          | SINOFERT HOLDINGS LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 5299003MF6ZDA7K38F96       | Long             | EC               |  | HK        |   1556000 | NS      | $234959.27    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRY ELECTRONICS CO., LTD.                                        | MERRY ELECTRONICS CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: 254900TUK5GIZWBLM571       | Long             | EC               |  | TW        |     40000 | NS      | $141635.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REYSAS GAYRIMENKUL YATIRIM ORTAKLIGI ANONIM SIRKETI                | REYSAS GAYRIMENKUL YATIRIM O REIT               | CUSIP: N/A<br>LEI: 789000T4S7UQTKKLGO34       | Long             | EC               |  | TR        |   1231447 | NS      | $448343.09    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUMP GROUP S.P.A.                                             | INTERPUMP GROUP SPA COMMON STOCK                | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               |  | IT        |     20082 | NS      | $691139.89    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontobel Holding AG                                                | VONTOBEL HOLDING AG-REG COMMON STOCK            | CUSIP: N/A<br>LEI: 529900G69W5VR3DDPW23       | Long             | EC               |  | CH        |      3076 | NS      | $223256.74    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bechtle AG                                                         | BECHTLE AG COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900HA2QT774RUXW59       | Long             | EC               |  | DE        |     15003 | NS      | $642272.17    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ECO WORLD DEVELOPMENT GROUP BERHAD                                 | ECO WORLD DEVELOPMENT GROUP COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    276200 | NS      | $120441.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mindspace Business Parks REIT                                      | MINDSPACE BUSINESS PARKS REI REIT               | CUSIP: N/A<br>LEI: 335800KNDFQZVN5X6W64       | Long             | EC               |  | IN        |     15849 | NS      | $72287.91     | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SIME DARBY PROPERTY BERHAD                                         | SIME DARBY PROPERTY BHD COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |   1898300 | NS      | $545229.15    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Oddity Tech Ltd                                                    | ODDITY TECH LTD-CL A COMMON STOCK               | CUSIP: M7518J104<br>LEI: N/A                  | Long             | EC               |  | US        |      6821 | NS      | $419082.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DEPO AUTO PARTS INDUSTRIAL Co., LTD.                               | DEPO AUTO PARTS IND CO LTD COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    111000 | NS      | $633413.38    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                                                          | LOOMIS AB COMMON STOCK                          | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               |  | SE        |     12484 | NS      | $520711.77    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITEC Group Holdings Inc.                                         | MEITEC GROUP HOLDINGS INC COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     50800 | NS      | $1045185.21   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Aalberts N.V.                                                      | AALBERTS NV COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               |  | NL        |      9987 | NS      | $332776.69    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMOS GOLD INC.                                                   | ALAMOS GOLD INC-CLASS A COMMON STOCK            | CUSIP: 011532108<br>LEI: N/A                  | Long             | EC               |  | CA        |      4693 | NS      | $133896.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FUFENG GROUP LIMITED                                               | FUFENG GROUP LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 549300OQ91X6COVM4483       | Long             | EC               |  | HK        |    474000 | NS      | $396048.16    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FINNING INTERNATIONAL INC.                                         | FINNING INTERNATIONAL INC COMMON STOCK          | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               |  | CA        |     13500 | NS      | $380283.07    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MDA SPACE LTD                                                      | MDA SPACE LTD COMMON STOCK                      | CUSIP: 55293N109<br>LEI: N/A                  | Long             | EC               |  | CA        |     11527 | NS      | $224564.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumou Real Estate Company SJSC                                     | SUMOU REAL ESTATE CO COMMON STOCK               | CUSIP: N/A<br>LEI: 558600LYNCD6RKSEZ372       | Long             | EC               |  | SA        |      6257 | NS      | $74456.53     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Camurus AB                                                         | CAMURUS AB COMMON STOCK                         | CUSIP: N/A<br>LEI: 5493003S6Z6VI7WYFQ06       | Long             | EC               |  | SE        |      6969 | NS      | $448832.70    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IAMGOLD CORPORATION                                                | IAMGOLD CORP COMMON STOCK                       | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               |  | CA        |     16170 | NS      | $114371.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Heijmans N.V.                                          | KONINKLIJKE HEIJMANS NV DEPOSITARY RECEIPT      | CUSIP: N/A<br>LEI: 724500OUE3PCA809DZ79       | Long             | EC               |  | NL        |      2718 | NS      | $139692.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BROWN BROTHERS HARRIMAN SWEEP INTEREST          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   2471231 | PA      | $2471231.14   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Clas Ohlson Aktiebolag                                             | CLAS OHLSON AB-B SHS COMMON STOCK               | CUSIP: N/A<br>LEI: 549300MH8OETHBBKJU80       | Long             | EC               |  | SE        |      6768 | NS      | $192133.81    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Showa Sangyo Co., Ltd.                                             | SHOWA SANGYO CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 549300JPYQ7YV93EU469       | Long             | EC               |  | JP        |     11200 | NS      | $237734.73    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Anup Engineering Ltd                                               | ANUP ENGINEERING LIMITED/THE COMMON STOCK       | CUSIP: N/A<br>LEI: 335800QXMG8OQDUX2B89       | Long             | EC               |  | IN        |      6508 | NS      | $230994.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hyakugo Bank, Ltd.                                             | HYAKUGO BANK LTD/THE COMMON STOCK               | CUSIP: N/A<br>LEI: 549300BYCCERC5EKUX15       | Long             | EC               |  | JP        |     24800 | NS      | $120504.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Huhtamaki Oyj                                                      | HUHTAMAKI OYJ COMMON STOCK                      | CUSIP: N/A<br>LEI: 5493007050SJVMXN6L29       | Long             | EC               |  | FI        |     16482 | NS      | $608918.90    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Al-Babtain Power and Telecommunication Company SJSC                | AL BABTAIN POWER & TELECOMMU COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     23792 | NS      | $301121.37    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Epigral Ltd                                                        | EPIGRAL LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: 3358008YTT28JYLL4516       | Long             | EC               |  | IN        |      3172 | NS      | $64905.21     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELIS SA                                                            | ELIS SA COMMON STOCK                            | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               |  | FR        |      2663 | NS      | $68592.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COGECO INC.                                                        | COGECO INC COMMON STOCK                         | CUSIP: 19238T100<br>LEI: 5493000KSZQCX0QM2V25 | Long             | EC               |  | CA        |      2193 | NS      | $101799.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                                                          | LOOMIS AB COMMON STOCK                          | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               |  | SE        |      1815 | NS      | $75704.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Electric Co., Ltd.                                         | STANLEY ELECTRIC CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     36600 | NS      | $687479.25    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| DE ' LONGHI S.P.A.                                                 | DE'LONGHI SPA COMMON STOCK                      | CUSIP: N/A<br>LEI: 8156000E09A52C4F8A38       | Long             | EC               |  | IT        |     13238 | NS      | $411084.73    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KION GROUP AG                                                      | KION GROUP AG COMMON STOCK                      | CUSIP: D4S14D103<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               |  | DE        |       816 | NS      | $34845.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TBC BANK GROUP PLC                                                 | TBC BANK GROUP PLC COMMON STOCK                 | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               |  | GB        |      8878 | NS      | $562749.65    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Bossard Holding AG                                                 | BOSSARD HOLDING AG-REG A COMMON STOCK           | CUSIP: N/A<br>LEI: 5067001959OEPG6X8016       | Long             | EC               |  | CH        |      2301 | NS      | $503977.27    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMABIKO CORPORATION                                               | YAMABIKO CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     32800 | NS      | $492026.12    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Aussie Broadband Ltd                                               | AUSSIE BROADBAND LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 98450090EAD3778B9832       | Long             | EC               |  | AU        |     15687 | NS      | $41166.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAS INVESTMENT COMPANY LTD.                                      | ISRAS INVESTMENT COMPANY LTD COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |       368 | NS      | $79364.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OVS SPA                                                            | OVS SPA COMMON STOCK                            | CUSIP: N/A<br>LEI: 8156001A772766DCAA71       | Long             | EC               |  | IT        |     10047 | NS      | $36387.18     | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Namchow Holdings Co., Ltd.                                         | NAMCHOW HOLDINGS CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    116000 | NS      | $170771.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCONTINENTAL INC.                                              | TRANSCONTINENTAL INC-CL A COMMON STOCK          | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               |  | CA        |     23566 | NS      | $320741.91    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GODAWARI POWER AND ISPAT LIMITED                                   | GODAWARI POWER AND ISPAT LTD COMMON STOCK       | CUSIP: N/A<br>LEI: 335800BC29IHAN5IOG37       | Long             | EC               |  | IN        |    231420 | NS      | $498503.06    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoist Finance AB (publ)                                            | HOIST FINANCE AB COMMON STOCK                   | CUSIP: N/A<br>LEI: 549300NPK3FB2BEL4D08       | Long             | EC               |  | SE        |     13648 | NS      | $122784.24    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Makalot Industrial Co., Ltd.                                       | MAKALOT INDUSTRIAL CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      5100 | NS      | $45378.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HANWHA LIFE INSURANCE CO., LTD.                                    | HANWHA LIFE INSURANCE CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: 988400ZKCI3R9DQHR320       | Long             | EC               |  | KR        |     26319 | NS      | $49094.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JS GLOBAL LIFESTYLE COMPANY LIMITED                                | JS GLOBAL LIFESTYLE CO LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 254900YP54EOBADL7333       | Long             | EC               |  | HK        |    415000 | NS      | $96328.68     | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| N/A                                                                | S&P/TSX 60 IX FUT JUN25 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         1 | NC      | $216462.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INFICON HOLDING AG                                                 | INFICON HOLDING AG-REG COMMON STOCK             | CUSIP: H7190K128<br>LEI: 5067008UT6890I0YM937 | Long             | EC               |  | CH        |      5040 | NS      | $537126.38    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TOREX GOLD RESOURCES INC.                                          | TOREX GOLD RESOURCES INC COMMON STOCK           | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               |  | CA        |      6815 | NS      | $220292.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PixArt Imaging Inc                                                 | PIXART IMAGING INC COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     31000 | NS      | $208101.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nan Pao Resins Chemical Co Ltd                                     | NAN PAO RESINS CHEMICAL CO L COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     41000 | NS      | $436818.96    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTGOLD RESOURCES LIMITED                                         | WESTGOLD RESOURCES LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 2549003AMX9BL7CKBQ74       | Long             | EC               |  | AU        |    111857 | NS      | $212265.13    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                             | ISHARES CORE MSCI EMERGING MUTUAL FUND          | CUSIP: 46434G103<br>LEI: N/A                  | Long             | EC               | RF                | US        |      7606 | NS      | $412017.02    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPLIFON S.P.A.                                                    | AMPLIFON SPA COMMON STOCK                       | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               |  | IT        |     22563 | NS      | $433319.22    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARINGTECHNOLOGY INC.                                             | SHARINGTECHNOLOGY INC COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     18200 | NS      | $145215.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Montana Aerospace AG                                               | MONTANA AEROSPACE AG COMMON STOCK               | CUSIP: N/A<br>LEI: 506700YRG9330Q97U450       | Long             | EC               |  | CH        |     12574 | NS      | $252211.49    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayr-Melnhof Karton Aktiengesellschaft                             | MAYR-MELNHOF KARTON AG COMMON STOCK             | CUSIP: N/A<br>LEI: 5299001AMHDLKUM80611       | Long             | EC               |  | AT        |      1760 | NS      | $163630.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| B-Lot Company Limited                                              | B-LOT CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9000 | NS      | $83355.49     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Insyde Software Corp.                                              | INSYDE SOFTWARE CORP COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      8000 | NS      | $64237.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Airoha Technology Corp                                             | AIROHA TECHNOLOGY CORP Common Stock             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     10000 | NS      | $158356.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Primaris Real Estate Investment Trust                              | PRIMARIS REIT REIT                              | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               |  | CA        |     57339 | NS      | $596926.68    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| J Trust Co.,Ltd.                                                   | J TRUST CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     24700 | NS      | $67903.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN ELEVATOR SERVICE HOLDINGS CO.,LTD.                           | JAPAN ELEVATOR SERVICE HOLDI COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8700 | NS      | $188535.17    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP                                                          | FX Forward Contract: USD/ZAR SETTLE 2025-05-02  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |         1 | NC      | $-57.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTN CORPORATION                                                    | NTN CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: 3538008XP7ZG9BKBQX64       | Long             | EC               |  | JP        |    113500 | NS      | $175219.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE UNITED LABORATORIES INTERNATIONAL HOLDINGS LIMITED             | THE UNITED LABORATORIES INTE COMMON STOCK       | CUSIP: N/A<br>LEI: 2549007JL3XIH77JXN70       | Long             | EC               |  | HK        |     54000 | NS      | $96782.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA S.P.A.                             | BANCA MONTE DEI PASCHI SIENA COMMON STOCK       | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               |  | IT        |     65310 | NS      | $554214.11    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGHTMOVE PLC                                                      | RIGHTMOVE PLC COMMON STOCK                      | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               |  | GB        |     42249 | NS      | $418197.78    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PAREX RESOURCES INC.                                               | PAREX RESOURCES INC COMMON STOCK                | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               |  | CA        |     33922 | NS      | $272594.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pullup Entertainment SA                                            | PULLUP ENTERTAINMENT COMMON STOCK               | CUSIP: N/A<br>LEI: 969500GLMRELZ61HJS76       | Long             | EC               |  | FR        |      2580 | NS      | $48619.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSEUS MINING LIMITED                                             | PERSEUS MINING LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               |  | AU        |    266578 | NS      | $570707.22    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha General Insurance Co., Ltd.                                 | HANWHA GENERAL INSURANCE CO COMMON STOCK        | CUSIP: N/A<br>LEI: 9884009N7RORLEXZUF33       | Long             | EC               |  | KR        |     46683 | NS      | $133840.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAMURA CO., Ltd.                                                | SHIMAMURA CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10300 | NS      | $686985.19    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Viscofan, S.A.                                                     | VISCOFAN SA COMMON STOCK                        | CUSIP: N/A<br>LEI: 95980020140005684765       | Long             | EC               |  | ES        |     16355 | NS      | $1183936.71   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Attendo AB (publ)                                                  | ATTENDO AB COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300KEJDL2FNITUW65       | Long             | EC               |  | SE        |     65229 | NS      | $444989.76    | 0.41%             |  |  |  | Yes           |                  1 | On Loan: No      |
| N/A                                                                | BROWN BROTHERS HARRIMAN SWEEP INTEREST          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    979102 | PA      | $979101.54    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| HOEGH AUTOLINERS ASA                                               | HOEGH AUTOLINERS ASA COMMON STOCK               | CUSIP: N/A<br>LEI: 549300D7GNMPKTA4HD46       | Long             | EC               |  | NO        |     44596 | NS      | $360090.90    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAX GROUP PLC                                                     | DRAX GROUP PLC COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               |  | GB        |     51729 | NS      | $427671.08    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Airways Public Company Limited                             | BANGKOK AIRWAYS-FOREIGN COMMON STOCK            | CUSIP: N/A<br>LEI: 2549008213W0DMOZ4M30       | Long             | EC               |  | TH        |     59900 | NS      | $28651.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avex Inc.                                                          | AVEX INC COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5400 | NS      | $49944.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIENNA SENIOR LIVING INC.                                          | SIENNA SENIOR LIVING INC COMMON STOCK           | CUSIP: 82621K102<br>LEI: 549300K3HNLZV4V5LL42 | Long             | EC               |  | CA        |     26554 | NS      | $325460.96    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| BAWAG Group AG                                                     | BAWAG GROUP AG COMMON STOCK                     | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               |  | AT        |      4827 | NS      | $530899.70    | 0.49%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Omnia Holdings Limited                                             | OMNIA HOLDINGS LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900T6L5CEOP1PNP91       | Long             | EC               |  | ZA        |     29171 | NS      | $107473.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALK-ABELLO A/S                                                     | ALK-ABELLO A/S COMMON STOCK                     | CUSIP: N/A<br>LEI: 529900SGCREUZCZ7P020       | Long             | EC               |  | DK        |     26658 | NS      | $623640.34    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Per Aarsleff Holding A/S                                           | PER AARSLEFF HOLDING A/S COMMON STOCK           | CUSIP: N/A<br>LEI: 5493008HS8STXVZXYZ63       | Long             | EC               |  | DK        |      3359 | NS      | $271609.58    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Qt Group Oyj                                                       | QT GROUP OYJ COMMON STOCK                       | CUSIP: N/A<br>LEI: 743700GO2XU2ZYYDKW67       | Long             | EC               |  | FI        |       916 | NS      | $59976.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENTEX BERHAD                                                    | SCIENTEX BHD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     76800 | NS      | $62276.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIENNA INSURANCE GROUP AG Wiener Versicherung Gruppe               | VIENNA INSURANCE GROUP AG COMMON STOCK          | CUSIP: N/A<br>LEI: 549300JCRU23I1THU176       | Long             | EC               |  | AT        |      8758 | NS      | $417985.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Drilling Corporation                                     | PRECISION DRILLING CORP COMMON STOCK            | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               |  | CA        |      1358 | NS      | $56707.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION MINING LIMITED                                           | EVOLUTION MINING LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               |  | AU        |     92137 | NS      | $461563.12    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Peab AB                                                            | PEAB AB-CLASS B COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300FQS4VD3153I854       | Long             | EC               |  | SE        |     34839 | NS      | $290412.47    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCERE NAVIGATION CORPORATION                                     | SINCERE NAVIGATION COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     92000 | NS      | $66791.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pavilion Real Estate Investment Trust                              | PAVILION REAL ESTATE INVEST REIT                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    508300 | NS      | $170761.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

**Name of Applicant:** Catholic Responsible Investments Funds

**Signature:** Paul Ainslie

**Name of Signer:** Paul Ainslie

**Title:** CCO