# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-26-000772
**Filing Date:** 2026-6
**Character Count:** 175986
**Document Hash:** 957924b1b06020a29723aa77a164f670
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-26-000772.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001084380-26-000772

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 261114008

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### Nuveen Quant International Small Cap Equity Fund (Series ID: S000055721)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000175453 | Class I          | TAISX           |
| C000175454 | Class R6         | TIISX           |
| C000175455 | Premier Class    | TPISX           |
| C000175456 | Class A          | TLISX           |
| C000175457 | Retirement Class | TTISX           |
| C000202770 | Class W          | TAIWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

- **a. Name of Series:** Nuveen Quant International Small Cap Equity Fund

- **b. EDGAR series identifier (if any):** S000055721

- **c. LEI of Series:** 549300RSIV79MF5GGQ29

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

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

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1564130508.00

**Total Liabilities:** $34747983.00

**Net Assets:** $1529382525.00

**Cash Not Reported:** $1934395.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000175453 | 7.81%                | -9.17%               | 9.22%                |
| Class ID C000175454 | 7.81%                | -9.17%               | 9.22%                |
| Class ID C000175455 | 7.82%                | -9.15%               | 9.14%                |
| Class ID C000175456 | 7.79%                | -9.21%               | 9.12%                |
| Class ID C000175457 | 7.82%                | -9.19%               | 9.16%                |
| Class ID C000202770 | 7.86%                | -9.14%               | 9.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $17762638.10             | $92727708.88                               |
| Month 2  | $22914880.66             | $-164575324.95                             |
| Month 3  | $25654646.94             | $99903656.45                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Concentradora Fibra Danhos SA de CV                      | Concentradora Fibra Danhos S.A. de C.V.                                     | CUSIP: P2825H138<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    326175 | NS      | $517219.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Aluminium Co Ltd                                | National Aluminium Co Ltd                                                   | CUSIP: Y6211M130<br>LEI: 335800OM1V78CX7SSC72 | Long             | EC               | CORP              | IN        |   1376415 | NS      | $5823784.52   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON Financial Service Co Ltd                            | AEON Financial Service Co Ltd                                               | CUSIP: J0021H107<br>LEI: 35380044PRFENBU7WT74 | Long             | EC               | CORP              | JP        |    270600 | NS      | $2691010.05   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                               | Suzuken Co Ltd                                                              | CUSIP: J78454105<br>LEI: 529900LRLSX7F1Q8TN71 | Long             | EC               | CORP              | JP        |     44100 | NS      | $1560971.11   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstgroup PLC                                           | Firstgroup plc                                                              | CUSIP: G34604101<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |    359432 | NS      | $795271.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Serco Group PLC                                          | Serco Group plc                                                             | CUSIP: G80400107<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |    553373 | NS      | $2118948.06   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dios Fastigheter AB                                      | Dios Fastigheter AB                                                         | CUSIP: W2592B100<br>LEI: 549300G3VF7LZQ9IW435 | Long             | EC               | CORP              | SE        |     56861 | NS      | $391921.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Galapagos NV                                             | Galapagos NV                                                                | CUSIP: B44170106<br>LEI: 549300QKJ78IY0IOV655 | Long             | EC               | CORP              | NL        |    116781 | NS      | $3279032.24   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                              | Plus500 Ltd                                                                 | CUSIP: M7S2CK109<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | GB        |    153749 | NS      | $9339270.38   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Glass Co Ltd                                     | Central Glass Co Ltd                                                        | CUSIP: J05502109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     90700 | NS      | $2373942.53   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                            | Proximus plc                                                                | CUSIP: B6951K109<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |    392475 | NS      | $2998689.33   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sims Ltd                                                 | Sims Ltd                                                                    | CUSIP: Q8505L116<br>LEI: 5493002YM7ZHVDMFC916 | Long             | EC               | CORP              | AU        |    168914 | NS      | $2552809.77   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunka Shutter Co Ltd                                     | Bunka Shutter Co Ltd                                                        | CUSIP: J04788105<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |     51614 | NS      | $608284.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                                   | NCC AB (B Shares)                                                           | CUSIP: W5691F104<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |     53127 | NS      | $1146234.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Inaba Denki Sangyo Co Ltd                                | Inaba Denki Sangyo Co Ltd                                                   | CUSIP: J23683105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    203100 | NS      | $3426261.88   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Glanbia PLC                                              | Glanbia plc                                                                 | CUSIP: G39021103<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |     53298 | NS      | $1237301.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Securities Finance Co Ltd                          | Japan Securities Finance Co Ltd                                             | CUSIP: J27617109<br>LEI: 3538000FYEWEUFDCS891 | Long             | EC               | CORP              | JP        |    157400 | NS      | $2166945.87   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                 | Ubisoft Entertainment                                                       | CUSIP: F9396N106<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |    449812 | NS      | $2624115.65   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Future PLC                                               | Future plc                                                                  | CUSIP: G37005132<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |    268798 | NS      | $1220929.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Retail REIT                                 | Macquarie CountryWide Trust                                                 | CUSIP: Q2308D108<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1900054 | NS      | $5391199.49   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsui Securities Co Ltd                                 | Matsui Securities Co Ltd                                                    | CUSIP: J4086C102<br>LEI: 3538007PRKOSDN175V58 | Long             | EC               | CORP              | JP        |    168300 | NS      | $989965.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co Ltd                        | Electric Power Development Co                                               | CUSIP: J12915104<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |    243800 | NS      | $5966496.80   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Downer EDI Ltd                                           | Downer EDI Ltd                                                              | CUSIP: Q32623151<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |   1187184 | NS      | $6379241.00   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Semirara Mining & Power Corp                             | Semirara Mining & Power Corp                                                | CUSIP: Y7628G112<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    299700 | NS      | $126843.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                                        | PT Aneka Tambang Tbk                                                        | CUSIP: Y7116R158<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |  37058300 | NS      | $8042185.42   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| China Foods Ltd                                          | China Foods Ltd                                                             | CUSIP: G2154F109<br>LEI: 529900SKC2U9O25M2019 | Long             | EC               | CORP              | HK        |   2104000 | NS      | $993909.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris CR AS                                      | Philip Morris CR AS.                                                        | CUSIP: X6547B106<br>LEI: 315700LNPHNXCMNLQC73 | Long             | EC               | CORP              | CZ        |       515 | NS      | $470952.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GlaxoSmithKline Pharmaceuticals Ltd                      | GlaxoSmithKline Pharmaceuticals Ltd                                         | CUSIP: Y2709V112<br>LEI: 3358002TNSC1U2DWNY52 | Long             | EC               | CORP              | IN        |     83941 | NS      | $2073045.01   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kalbe Farma Tbk PT                                       | Kalbe Farma Tbk PT                                                          | CUSIP: Y71287208<br>LEI: 529900PRQI8S32HOE387 | Long             | EC               | CORP              | ID        |  40543000 | NS      | $2032423.55   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Radware Ltd                                              | Radware Ltd                                                                 | CUSIP: M81873107<br>LEI: 254900LYRZOTBQ99ZG59 | Long             | EC               | CORP              | US        |    110807 | NS      | $2969627.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Compeq Manufacturing Co Ltd                              | Compeq Manufacturing Co Ltd                                                 | CUSIP: Y1690B101<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1590000 | NS      | $12398725.66  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd             | Bezeq Israeli Telecommunication Corp Ltd                                    | CUSIP: M2012Q100<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |    941988 | NS      | $2562601.70   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom SA SOC Ltd                                        | Telkom S.A. Ltd                                                             | CUSIP: S84197102<br>LEI: 529900GES0BUVJEDKF90 | Long             | EC               | CORP              | ZA        |    921464 | NS      | $3324627.73   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Gas Negara Persero Tbk PT                     | PT Perusahaan Gas Negara Persero Tbk                                        | CUSIP: Y7136Y118<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |  30860125 | NS      | $3471717.21   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Zee Entertainment Enterprises Ltd                        | ZEE Telefilms Ltd                                                           | CUSIP: Y98893152<br>LEI: 254900EQIYPXZEO10B94 | Long             | EC               | CORP              | IN        |   3172114 | NS      | $3015052.77   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Subsea 7 SA                                              | Subsea 7 S.A.                                                               | CUSIP: L8882U106<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | NO        |    244859 | NS      | $8820744.94   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Bursa Malaysia Bhd                                       | Bursa Malaysia BHD                                                          | CUSIP: Y1028U102<br>LEI: 254900CXCSGW8M52ZU27 | Long             | EC               | CORP              | MY        |    884600 | NS      | $1904401.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chudenko Corp                                            | Chudenko Corp                                                               | CUSIP: J07056104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     81000 | NS      | $2460859.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Qatar QSC                                       | Vodafone Qatar QSC                                                          | CUSIP: M9764S101<br>LEI: 2763S93ZET8UKVY9R920 | Long             | EC               | CORP              | QA        |   1099471 | NS      | $804914.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Inari Amertron Bhd                                       | Inari Amertron Bhd                                                          | CUSIP: Y3887U108<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    392300 | NS      | $196170.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barwa Real Estate Co                                     | Barwa Real Estate Co                                                        | CUSIP: M1995R101<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |    925548 | NS      | $599588.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Development Co QSC                                | United Development Co QSC                                                   | CUSIP: M9405E107<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |    429755 | NS      | $100452.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Financial Market PJSC                              | Dubai Financial Market PJSC                                                 | CUSIP: M28814107<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |    368857 | NS      | $143602.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Group Ltd/Canada                                   | Altus Group Ltd                                                             | CUSIP: 02215R107<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |    203011 | NS      | $6749347.93   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Industri Jamu Dan Farmasi Sido Muncul Tbk PT             | Industri Jamu Dan Farmasi Sido Muncul Tbk PT                                | CUSIP: Y712DF105<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  19775837 | NS      | $571225.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elecom Co Ltd                                            | Elecom Co Ltd                                                               | CUSIP: J12884102<br>LEI: 353800BXFUVR7EPC0G35 | Long             | EC               | CORP              | JP        |    153100 | NS      | $1585248.47   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Burkhalter Holding AG                                    | Burkhalter Holding AG.                                                      | CUSIP: H1145M115<br>LEI: 3912002Q7RGEIHPQ0J90 | Long             | EC               | CORP              | CH        |     20995 | NS      | $4984524.91   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                   | iShares Core MSCI Emerging Markets ETF                                      | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |    457349 | NS      | $35897323.01  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Kiraboshi Financial Group Inc                      | Tokyo Kiraboshi Financial Group, Inc                                        | CUSIP: J9370A100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     61800 | NS      | $4599188.41   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ChipMOS Technologies Inc                                 | ChipMOS Technologies, Inc                                                   | CUSIP: Y1566L100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   3683000 | NS      | $8278332.15   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Daewoong Co Ltd                                          | Daewoong Co Ltd                                                             | CUSIP: Y19152100<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     27070 | NS      | $416840.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Happinet Corp                                            | Happinet Corp                                                               | CUSIP: J1877M109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13600 | NS      | $231857.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE Small-Cap ETF                          | iShares MSCI EAFE Small-Cap ETF                                             | CUSIP: 464288273<br>LEI: 549300MJV5OZGVS4LX86 | Long             | EC               | RF                | US        |    854823 | NS      | $71454654.57  | 4.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajanta Pharma Ltd                                        | Ajanta Pharma Ltd                                                           | CUSIP: Y0R6E1145<br>LEI: 3358008XLYJJZBFBCK12 | Long             | EC               | CORP              | IN        |     58279 | NS      | $1738442.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ISC Co Ltd                                               | ISC Co Ltd                                                                  | CUSIP: Y4177K107<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     65626 | NS      | $10977512.05  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Growthpoint Properties Australia Ltd                     | Growthpoint Properties Australia Ltd                                        | CUSIP: Q4359J133<br>LEI: 529900VCPJ9IEDF4TJ03 | Long             | EC               | CORP              | AU        |    133743 | NS      | $211672.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Elxsi Ltd                                           | Tata Elxsi Ltd                                                              | CUSIP: Y8560N107<br>LEI: 335800OWLDKWXSI48N33 | Long             | EC               | CORP              | IN        |     95976 | NS      | $4203027.51   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CS Wind Corp                                             | CS Wind Corp                                                                | CUSIP: Y1R23X102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    128548 | NS      | $6257609.41   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                  | SPIE S.A.                                                                   | CUSIP: F8691R101<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |    166952 | NS      | $9686987.91   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Spin Master Corp                                         | Spin Master Corp                                                            | CUSIP: 848510103<br>LEI: 254900ACUT127TXKWO71 | Long             | EC               | CORP              | CA        |      3380 | NS      | $51358.78     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sanyo Denki Co Ltd                                       | Sanyo Denki Co Ltd                                                          | CUSIP: J68768100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     78500 | NS      | $3475338.04   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Septeni Holdings Co Ltd                                  | Septeni Holdings Co Ltd                                                     | CUSIP: J7113C102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    254800 | NS      | $685065.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zigup PLC                                                | Redde Northgate plc                                                         | CUSIP: G7331W115<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |     60983 | NS      | $333175.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ME GROUP INTERNATIONAL PLC                               | Me Group International plc                                                  | CUSIP: G70695112<br>LEI: 2138006YJ65EKBYYYX41 | Long             | EC               | CORP              | GB        |     81505 | NS      | $162363.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Sang Sang Holdings International Ltd                | Chow Sang Sang Hldg                                                         | CUSIP: G2113M120<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    135000 | NS      | $202497.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Doshisha Co Ltd                                          | Doshisha Co Ltd                                                             | CUSIP: J1235R105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     83000 | NS      | $1733215.79   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co Ltd                                      | Asahi Intecc Co Ltd                                                         | CUSIP: J0279C107<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |     78100 | NS      | $1643424.66   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacom Co Ltd                                             | Wacom Co Ltd                                                                | CUSIP: J9467Z109<br>LEI: 353800R3B771OQOQPT02 | Long             | EC               | CORP              | JP        |    149300 | NS      | $687185.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxaro Resources Ltd                                     | Exxaro Resources Ltd                                                        | CUSIP: S26949107<br>LEI: 378900BC3D9BFF4E4A37 | Long             | EC               | CORP              | ZA        |    138785 | NS      | $1832220.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale Indonesia Tbk PT                                    | PT Vale Indonesia Tbk                                                       | CUSIP: Y7150Y101<br>LEI: 5299002HHYBH7C6WBQ62 | Long             | EC               | CORP              | ID        |   4310400 | NS      | $1710422.16   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Axial Retailing Inc                                      | Axial Retailing, Inc                                                        | CUSIP: J0392L109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33000 | NS      | $237769.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Attendo AB                                               | Attendo AB                                                                  | CUSIP: W1R94Z285<br>LEI: 549300KEJDL2FNITUW65 | Long             | EC               | CORP              | SE        |    640000 | NS      | $7404477.01   | 0.48%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zuken Inc                                                | Zuken, Inc                                                                  | CUSIP: J98974108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28200 | NS      | $796102.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| La Comer SAB de CV                                       | La Comer SAB de C.V.                                                        | CUSIP: P6125F114<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    506533 | NS      | $1151178.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandinavian Tobacco Group A/S                           | Scandinavian Tobacco Group A.S.                                             | CUSIP: K8553U105<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |    175371 | NS      | $1856404.42   | 0.12%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Taiwan Shin Kong Security Co Ltd                         | Taiwan-Sogo Shinkong Security Corp                                          | CUSIP: Y8462M108<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     37000 | NS      | $47060.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Technogym SpA                                            | Technogym S.p.A                                                             | CUSIP: T9200L101<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |     14973 | NS      | $352762.02    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JAC Recruitment Co Ltd                                   | JAC Recruitment Co Ltd                                                      | CUSIP: J2615R103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    281900 | NS      | $1556157.57   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE Automotive India Ltd                                 | CIE Automotive India Ltd                                                    | CUSIP: Y53867100<br>LEI: 335800NSDTMUFCMTUP82 | Long             | EC               | CORP              | IN        |     30239 | NS      | $151777.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Material Co Ltd                                    | Japan Material Co Ltd                                                       | CUSIP: J2789V104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    650400 | NS      | $7488385.77   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| SanBio Co Ltd                                            | SanBio Co Ltd                                                               | CUSIP: J67006106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     67700 | NS      | $821755.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Scandic Hotels Group AB                                  | Scandic Hotels Group AB                                                     | CUSIP: W7T14N102<br>LEI: 529900JY9ZBGUXGRKQ86 | Long             | EC               | CORP              | SE        |    780347 | NS      | $7610279.06   | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DoubleUGames Co Ltd                                      | DoubleUGames Co Ltd                                                         | CUSIP: Y2106F108<br>LEI: 549300YX1GSB0NJDFU35 | Long             | EC               | CORP              | KR        |     44495 | NS      | $1839170.70   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ituran Location and Control Ltd                          | Ituran Location and Control Ltd                                             | CUSIP: M6158M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74022 | NS      | $4263667.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Austal Ltd                                               | Austal Ltd                                                                  | CUSIP: Q07106109<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |    283029 | NS      | $853455.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokmanni Group Corp                                      | Tokmanni Group Corp                                                         | CUSIP: X9078R102<br>LEI: 743700VMG6KWF0FW1560 | Long             | EC               | CORP              | FI        |    264717 | NS      | $2364313.03   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinnihon Corp                                           | Shinnihon Corp                                                              | CUSIP: J73606105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    102100 | NS      | $1257575.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Foods PLC                                        | Premier Foods plc                                                           | CUSIP: G7S17N124<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |    924160 | NS      | $2486177.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                                    | IG Group Holdings plc                                                       | CUSIP: G4753Q106<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |    477103 | NS      | $9757743.13   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Inversiones Aguas Metropolitanas SA                      | Inversiones Aguas Metropolitanas S.A.                                       | CUSIP: P58595102<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |    180171 | NS      | $196227.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allreal Holding AG                                       | Allreal Holding AG.                                                         | CUSIP: H0151D100<br>LEI: 5067006XH174LA44H658 | Long             | EC               | CORP              | CH        |     10133 | NS      | $2767227.47   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Westgold Resources Ltd                                   | Westgold Resources Ltd                                                      | CUSIP: Q97159232<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |   2522083 | NS      | $10015671.98  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                                 | Ambea AB                                                                    | CUSIP: W0R88P139<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |    487203 | NS      | $7392937.13   | 0.48%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Paradox Interactive AB                                   | Paradox Interactive AB                                                      | CUSIP: W7S83E109<br>LEI: 529900QNSZUY53R5WW95 | Long             | EC               | CORP              | SE        |     67160 | NS      | $980549.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NCC Group PLC                                            | NCC Group plc                                                               | CUSIP: G64319109<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |     62327 | NS      | $101314.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Syngene International Ltd                                | Syngene International Ltd                                                   | CUSIP: Y8T288113<br>LEI: 335800FFAWRC77Z2EY68 | Long             | EC               | CORP              | IN        |    257726 | NS      | $1276196.05   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KH Neochem Co Ltd                                        | KH Neochem Co Ltd                                                           | CUSIP: J330C4109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    100400 | NS      | $1773105.01   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat Inc                                        | Doosan Bobcat, Inc                                                          | CUSIP: Y2103B100<br>LEI: 9884007K6X0Q0112FX44 | Long             | EC               | CORP              | KR        |    175342 | NS      | $8623966.45   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                         | Unicaja Banco S.A.                                                          | CUSIP: E92589105<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |   3372493 | NS      | $10948234.10  | 0.72%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Carmila SA                                               | Carmila S.A.                                                                | CUSIP: F1387K266<br>LEI: 222100P6D3QKU33LZQ72 | Long             | EC               | CORP              | FR        |    105065 | NS      | $2098481.27   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung E&A Co Ltd                                       | Samsung Engineering Co Ltd                                                  | CUSIP: Y7472L100<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |    343025 | NS      | $12423328.93  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Marine & Fire Insurance Co Ltd                   | Hyundai Marine & Fire Insurance Co Ltd                                      | CUSIP: Y3842K104<br>LEI: 988400SYR92543UITC37 | Long             | EC               | CORP              | KR        |     18224 | NS      | $375597.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cybozu Inc                                               | Cybozu, Inc                                                                 | CUSIP: J1146T109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    162600 | NS      | $2166971.43   | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| Shizuoka Gas Co Ltd                                      | Shizuoka Gas Co Ltd                                                         | CUSIP: J7444M100<br>LEI: 353800FKNOC1V6FE8T28 | Long             | EC               | CORP              | JP        |    102300 | NS      | $919982.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Justsystems Corp                                         | Justsystems Corp                                                            | CUSIP: J28783108<br>LEI: 5299006DS4ZV570NR192 | Long             | EC               | CORP              | JP        |     26800 | NS      | $637228.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Micronics Japan Co Ltd                                   | Micronics Japan Co Ltd                                                      | CUSIP: J4238M107<br>LEI: 353800FFW2OP7ZVXBO86 | Long             | EC               | CORP              | JP        |      9600 | NS      | $807125.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Air Shuttle ASA                                | Norwegian Air Shuttle AS                                                    | CUSIP: R63179247<br>LEI: 549300IEUH2FEM2Y6B51 | Long             | EC               | CORP              | NO        |   4215796 | NS      | $6609318.54   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunting PLC                                              | Hunting plc                                                                 | CUSIP: G46648104<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |    353376 | NS      | $2442749.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Worley Ltd                                               | Worley Ltd                                                                  | CUSIP: Q9858A103<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |    428229 | NS      | $3668304.73   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                                 | Nova Measuring Instruments Ltd                                              | CUSIP: M7516K103<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |     24852 | NS      | $12409510.06  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-Dan Co Ltd                                           | Dai-Dan Co Ltd                                                              | CUSIP: J62234109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    483500 | NS      | $8635325.49   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| JOST Werke SE                                            | JOST Werke SE                                                               | CUSIP: D3S57J100<br>LEI: 529900G977BSS7DATK68 | Long             | EC               | CORP              | DE        |      8786 | NS      | $534145.34    | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Central Depository Services India Ltd                    | Central Depository Services India Ltd                                       | CUSIP: Y1R465106<br>LEI: 335800YRV56TH7RQVH27 | Long             | EC               | CORP              | IN        |    240720 | NS      | $3245670.26   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mavi Giyim Sanayi Ve Ticaret AS                          | Mavi Giyim Sanayi Ve Ticaret AS.                                            | CUSIP: M68551114<br>LEI: 7890004V7753Z4N1L403 | Long             | EC               | CORP              | TR        |   3506584 | NS      | $3361869.19   | 0.22%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Gulf Oil Lubricants India Ltd                            | Gulf Oil Lubricants India Ltd                                               | CUSIP: Y6985P111<br>LEI: 3358009J8O762GKOHS20 | Long             | EC               | CORP              | IN        |      9334 | NS      | $97213.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco del Bajio SA                                       | Banco del Bajio S.A.                                                        | CUSIP: P1R2ZN117<br>LEI: 4469000001BD95FFLY16 | Long             | EC               | CORP              | MX        |   1752190 | NS      | $5484715.30   | 0.36%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Arjo AB                                                  | Arjo AB                                                                     | CUSIP: W0634J115<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |    559936 | NS      | $1478028.12   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| iQIYI Inc                                                | iQIYI, Inc (ADR)                                                            | CUSIP: 46267X108<br>LEI: 222100XL8T2Q5B8MS302 | Long             | EC               | CORP              | KY        |    448304 | NS      | $528998.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nan Ya Printed Circuit Board Corp                        | Nan Ya Printed Circuit Board Corp                                           | CUSIP: Y6205K108<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    230000 | NS      | $7449304.74   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Cafe24 Corp                                              | Cafe24 Corp                                                                 | CUSIP: Y7T37J102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     20949 | NS      | $358060.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Summit Real Estate Holdings Ltd                          | Summit Real Estate Holdings Ltd                                             | CUSIP: M8705C134<br>LEI: 254900R2MAR4ZEW3DO03 | Long             | EC               | CORP              | IL        |     12136 | NS      | $227255.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legend Holdings Corp                                     | Legend Holdings Corp                                                        | CUSIP: Y52237107<br>LEI: 5299003ONUYCE70HZ185 | Long             | EC               | CORP              | HK        |   1161725 | NS      | $1412144.41   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JNBY Design Ltd                                          | JNBY Design Ltd                                                             | CUSIP: G55044104<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    452500 | NS      | $1237478.46   | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Shoei Co Ltd                                             | Shoei Co Ltd                                                                | CUSIP: J74530114<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    132300 | NS      | $1474004.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IntegraFin Holdings PLC                                  | IntegraFin Holdings plc                                                     | CUSIP: G4796T109<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |   1031919 | NS      | $4577638.17   | 0.30%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Hornbach Holding AG & Co KGaA                            | Hornbach Holding AG. & Co KGaA                                              | CUSIP: D33875119<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |     33274 | NS      | $3163494.46   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Navigation QSC                                     | Qatar Navigation QSC                                                        | CUSIP: M81804102<br>LEI: 25490074EFRBM1MC1K04 | Long             | EC               | CORP              | QA        |    635326 | NS      | $1796394.82   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Boardwalk Real Estate Investment Trust                   | Boardwalk REIT                                                              | CUSIP: 096631106<br>LEI: 549300RMNRTTJRCOYW23 | Long             | EC               | CORP              | CA        |    130004 | NS      | $6496610.98   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sistema AFK PAO                                          | Sistema PJSFC (GDR)                                                         | CUSIP: 48122U204<br>LEI: 213800JSZ2UUK4QQK694 | Long             | EC               | CORP              | RU        |     81310 | NS      | $813.10       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AGL Energy Ltd                                           | AGL Energy Ltd                                                              | CUSIP: Q01630195<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |   1179379 | NS      | $8171869.49   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Lovisa Holdings Ltd                                      | Lovisa Holdings Ltd                                                         | CUSIP: Q56334107<br>LEI: 549300R4Y8GURIO5MN11 | Long             | EC               | CORP              | AU        |    177696 | NS      | $3076346.42   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Financial Holdings Inc                               | GMO Financial Holdings, Inc                                                 | CUSIP: J1819K104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    226300 | NS      | $1488612.26   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| United Energy Group Ltd                                  | United Energy Group Ltd                                                     | CUSIP: G9231L108<br>LEI: 254900I49QKOOISW8F62 | Long             | EC               | CORP              | HK        |   4712000 | NS      | $288766.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                | Hikma Pharmaceuticals plc                                                   | CUSIP: G4576K104<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |    401450 | NS      | $7632759.26   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| China Communications Services Corp Ltd                   | China Communications Services Corp Ltd                                      | CUSIP: Y1436A102<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | HK        |    686000 | NS      | $376610.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equital Ltd                                              | Equital Ltd                                                                 | CUSIP: M4060D106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18235 | NS      | $784489.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                          | DKSH Holding AG.                                                            | CUSIP: H2012M121<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |     78775 | NS      | $6013601.02   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Arabian Cement Co/Saudi Arabia                           | Arabian Cement Co                                                           | CUSIP: M1R20A108<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    104928 | NS      | $663673.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Maharashtra Scooters Ltd                                 | Maharashtra Scooters Ltd                                                    | CUSIP: Y54045110<br>LEI: 335800ROTYSJXSJL9M31 | Long             | EC               | CORP              | IN        |      9909 | NS      | $1284795.94   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ERO Copper Corp                                          | ERO Copper Corp                                                             | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |     18020 | NS      | $465772.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rorze Corp                                               | Rorze Corp                                                                  | CUSIP: J65487100<br>LEI: 529900ORJHC47686AS71 | Long             | EC               | CORP              | JP        |     43200 | NS      | $1035563.57   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Stream Ltd                                       | Service Stream Ltd                                                          | CUSIP: Q8462H165<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    168439 | NS      | $237473.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group PLC/Jersey                                     | Man Group plc                                                               | CUSIP: G57991104<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | GB        |     14205 | NS      | $49083.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Momentum Group Ltd                                       | Momentum Metropolitan Holdings                                              | CUSIP: S5S757103<br>LEI: 98450051AABCKEC84814 | Long             | EC               | CORP              | ZA        |   2758019 | NS      | $6266907.95   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Perenti Ltd                                              | Perenti Ltd                                                                 | CUSIP: Q73992101<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |   2904308 | NS      | $3930947.01   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TechMatrix Corp                                          | TechMatrix Corp                                                             | CUSIP: J82271107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    100050 | NS      | $1161585.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin Nippon Air Technologies Co Ltd                      | Shin Nippon Air Technologies Co Ltd                                         | CUSIP: J7366Q105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     55600 | NS      | $1272495.02   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesdome Gold Mines Ltd                                   | Wesdome Gold Mines Ltd                                                      | CUSIP: 95083R100<br>LEI: 254900D63U62QS84H719 | Long             | EC               | CORP              | CA        |     52105 | NS      | $925987.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                 | Nexi S.p.A                                                                  | CUSIP: T6S18J104<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |    515838 | NS      | $2458782.41   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: —       |
| JOYY Inc                                                 | JOYY, Inc (ADR)                                                             | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | KY        |    136100 | NS      | $8028539.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp                                        | Equinox Gold Corp                                                           | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |    898002 | NS      | $12547633.50  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Powertech Technology Inc                                 | Powertech Technology, Inc                                                   | CUSIP: Y7083Y103<br>LEI: 254900O6KNZXH2RI9Q14 | Long             | EC               | CORP              | TW        |    323000 | NS      | $2118366.36   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux Professional AB                               | Electrolux Professional AB                                                  | CUSIP: W2457W116<br>LEI: 254900KI62Q46ZWD8084 | Long             | EC               | CORP              | SE        |    390795 | NS      | $1965554.07   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Financial Holdings Ltd                          | Dah Sing Financial Holdings Ltd                                             | CUSIP: Y19182107<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |     72800 | NS      | $383123.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                    | Yangzijiang Shipbuilding Holdings Ltd                                       | CUSIP: Y9728A102<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |   2862200 | NS      | $9761428.76   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Fuel Cell Co Ltd                                  | Doosan Fuel Cell Co Ltd                                                     | CUSIP: Y2103X102<br>LEI: 98840048NCZOSPATEO49 | Long             | EC               | CORP              | KR        |    118758 | NS      | $4969663.34   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxvalu Tokai Co Ltd                                     | Maxvalu Tokai Co Ltd                                                        | CUSIP: J4165R103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15100 | NS      | $331311.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                                                | Loomis AB                                                                   | CUSIP: W5S50Y116<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |     51365 | NS      | $2380000.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Fuji Corp/Aichi                                          | Fuji Machine Manufacturing Co Ltd                                           | CUSIP: J1R541101<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |    189100 | NS      | $7366911.98   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Slate Grocery REIT                                       | Slate Grocery REIT                                                          | CUSIP: 831062203<br>LEI: 5493007WH5UCZ7KXH140 | Long             | EC               | CORP              | CA        |    177910 | NS      | $2113937.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Boubyan Petrochemicals Co KSCP                           | Boubyan Petrochemicals Co KSCP                                              | CUSIP: M2033T109<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |    667241 | NS      | $1332312.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Camtek Ltd/Israel                                        | Camtek Ltd                                                                  | CUSIP: M20791105<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |     53621 | NS      | $10252147.82  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Humansoft Holding Co KSC                                 | Humansoft Holding Co KSC                                                    | CUSIP: M5299Z107<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |    308464 | NS      | $2410152.13   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nickel Industries Ltd                                    | Nickel Industries Ltd                                                       | CUSIP: Q67949109<br>LEI: 54930007K0WX53TSIK16 | Long             | EC               | CORP              | AU        |   5510388 | NS      | $4179295.56   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HomeCo Daily Needs REIT                                  | HomeCo Daily Needs REIT                                                     | CUSIP: Q46596104<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   2982752 | NS      | $2743444.23   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ennostar Inc                                             | Ennostar, Inc                                                               | CUSIP: Y229G1108<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    335000 | NS      | $790162.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group PLC                                        | TP ICAP Group plc                                                           | CUSIP: G8963N100<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | GB        |   1971729 | NS      | $8483739.86   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Creades AB                                               | Creades AB                                                                  | CUSIP: W24211208<br>LEI: 549300MYLGD0VKNGTJ47 | Long             | EC               | CORP              | SE        |    116595 | NS      | $898124.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | Linea Directa Aseguradora S.A. Cia de Seguros y Reaseguros                  | CUSIP: E7S7AP108<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |    237005 | NS      | $331011.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkyl Amines Chemicals                                   | Alkyl Amines Chemicals                                                      | CUSIP: Y0031C166<br>LEI: 335800Q3QM17QE7P1X04 | Long             | EC               | CORP              | IN        |      9487 | NS      | $152402.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Badger Infrastructure Solutions Ltd                      | Badger Infrastructure Solutions Ltd                                         | CUSIP: 056533102<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |     79772 | NS      | $3858372.58   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nolato AB                                                | Nolato AB                                                                   | CUSIP: N/A<br>LEI: 213800T7T7I7WAOX8Y72       | Long             | EC               | CORP              | SE        |    197829 | NS      | $1062773.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphamab Oncology                                        | Alphamab Oncology                                                           | CUSIP: G0330A101<br>LEI: 254900VOW925DTFGNA02 | Long             | EC               | CORP              | HK        |    303500 | NS      | $403467.38    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Binjiang Service Group Co Ltd                            | Binjiang Service Group Co Ltd                                               | CUSIP: G1122A101<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     33500 | NS      | $99655.28     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Boursa Kuwait Securities Co KPSC                         | Boursa Kuwait Securities Co KPSC                                            | CUSIP: M2033U106<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |    134814 | NS      | $1236438.15   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Topaz Energy Corp                                        | Topaz Energy Corp                                                           | CUSIP: 89055A203<br>LEI: 98450056D90CB02FQ571 | Long             | EC               | CORP              | CA        |     42999 | NS      | $998408.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Plantations BHD                                   | United Plantations BHD                                                      | CUSIP: Y92490104<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    275600 | NS      | $2202579.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| XTB SA                                                   | XTB S.A.                                                                    | CUSIP: X98169117<br>LEI: 259400AVUPSABLEXNT19 | Long             | EC               | CORP              | PL        |    105161 | NS      | $2959176.23   | 0.19%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Hensoldt AG                                              | Hensoldt AG.                                                                | CUSIP: D3R14P109<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |     86436 | NS      | $7799457.49   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd                                     | Advantage Energy Ltd                                                        | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |    269180 | NS      | $2047064.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimamura Co Ltd                                         | Shimamura Co Ltd                                                            | CUSIP: J72208101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    249500 | NS      | $5217738.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Liontown Ltd                                             | Liontown Resources Ltd                                                      | CUSIP: Q5569M105<br>LEI: 529900LT0V2IEL7WZY56 | Long             | EC               | CORP              | AU        |    387932 | NS      | $679227.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Borosil Renewables Ltd                                   | Borosil Renewables Ltd                                                      | CUSIP: Y0931J139<br>LEI: 984500FB99E48CBAC192 | Long             | EC               | CORP              | IN        |    236734 | NS      | $1257217.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LT Group Inc                                             | LT Group, Inc                                                               | CUSIP: Y5342M100<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |   1814100 | NS      | $442643.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atoss Software SE                                        | Atoss Software AG.                                                          | CUSIP: D0426N101<br>LEI: 529900Q9G9280ADNOA39 | Long             | EC               | CORP              | DE        |     20054 | NS      | $1864080.57   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Riskified Ltd                                            | Riskified Ltd                                                               | CUSIP: M8216R109<br>LEI: 894500GU19M0O0BYWM49 | Long             | EC               | CORP              | US        |    218070 | NS      | $1005302.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gland Pharma Ltd                                         | Gland Pharma Ltd                                                            | CUSIP: Y270BD119<br>LEI: 335800JJVDY5R6KF5K34 | Long             | EC               | CORP              | IN        |     91221 | NS      | $1690125.22   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Primaris Real Estate Investment Trust                    | Primaris REIT                                                               | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |    210586 | NS      | $2925429.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SK REITs Co Ltd                                          | SK REITs Co Ltd                                                             | CUSIP: Y806SW102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     65552 | NS      | $298922.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Financial Holding Ltd                        | Yangzijiang Financial Holding Ltd                                           | CUSIP: Y972TH104<br>LEI: 984500E58A4F80AFB647 | Long             | EC               | CORP              | SG        |  18962200 | NS      | $3903847.39   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                        | Bachem Holding AG.                                                          | CUSIP: H04002145<br>LEI: 506700S81111XI7TG884 | Long             | EC               | CORP              | CH        |     30840 | NS      | $2803859.17   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BioGaia AB                                               | BioGaia AB                                                                  | CUSIP: W2R76H103<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |    547074 | NS      | $7061469.79   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventia Services Group Pty Ltd                            | Ventia Services Group Pty Ltd                                               | CUSIP: Q9394Q109<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    607744 | NS      | $2339620.02   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                  | Definity Financial Corp                                                     | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     47207 | NS      | $2406658.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| E-Finance for Digital & Financial Investments            | E-Finance for Digital & Financial Investments                               | CUSIP: M8S03A103<br>LEI: N/A                  | Long             | EC               | CORP              | EG        |   1080206 | NS      | $414769.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ESAB India Ltd                                           | ESAB India Ltd                                                              | CUSIP: Y2296R110<br>LEI: 3358001SJHTOXOICND66 | Long             | EC               | CORP              | IN        |      8472 | NS      | $561451.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd                       | HD Hyundai Heavy Industries Co Ltd                                          | CUSIP: Y3838M122<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |     13073 | NS      | $6088044.93   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| National Investments Co KSCP                             | National Investments Co KSCP                                                | CUSIP: M7233C103<br>LEI: 2549000LH3SWRWU99Y13 | Long             | EC               | CORP              | KW        |    695133 | NS      | $590015.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tuya Inc                                                 | Tuya, Inc (ADR)                                                             | CUSIP: 90114C107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   1402951 | NS      | $3226787.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sella Capital Real Estate Ltd                            | Sella Capital Real Estate Ltd                                               | CUSIP: M8274U101<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    231335 | NS      | $864830.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Quilter PLC                                              | Quilter plc                                                                 | CUSIP: G3651J115<br>LEI: 54930092XIVK28RZGM95 | Long             | EC               | CORP              | GB        |    836255 | NS      | $2088209.72   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| H Lundbeck A/S                                           | H Lundbeck A.S.                                                             | CUSIP: K4406L129<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |    642787 | NS      | $4321199.83   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Modern Times Group MTG AB                                | Modern Times Group MTG AB                                                   | CUSIP: W56523231<br>LEI: 549300E8NDODRSX29339 | Long             | EC               | CORP              | SE        |     74178 | NS      | $1011509.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dredging Environmental & Marine Engineering NV           | Dredging Environmental & Marine Engineering NV                              | CUSIP: B3S09H105<br>LEI: 549300Y1P1F6KL36DY14 | Long             | EC               | CORP              | BE        |     18271 | NS      | $4169365.16   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Corp                                               | Heiwa Corp                                                                  | CUSIP: J19194109<br>LEI: 529900N1BTC5X6TU7W19 | Long             | EC               | CORP              | JP        |    297700 | NS      | $3440634.72   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaken Pharmaceutical Co Ltd                              | Kaken Pharmaceutical Co Ltd                                                 | CUSIP: J29266103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    137000 | NS      | $3566097.32   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                                 | Accelleron Industries AG.                                                   | CUSIP: H0029X106<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |     60648 | NS      | $6497815.63   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Colt CZ Group SE                                         | Colt CZ Group SE                                                            | CUSIP: X1835H105<br>LEI: 315700O990GR61YDGF96 | Long             | EC               | CORP              | CZ        |     15234 | NS      | $780633.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Garden Reach Shipbuilders & Engineers Ltd                | Garden Reach Shipbuilders & Engineers Ltd                                   | CUSIP: Y2R8XK102<br>LEI: 3358005FGUY6TG2A8459 | Long             | EC               | CORP              | IN        |     84855 | NS      | $2636843.79   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Masane Al Kobra Mining Co                             | Al Masane Al Kobra Mining Co                                                | CUSIP: M08569101<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    284759 | NS      | $6197686.66   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Nahdi Medical Co                                         | Nahdi Medical Co                                                            | CUSIP: M7068U103<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     12212 | NS      | $342789.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medicover AB                                             | Medicover AB                                                                | CUSIP: W56135101<br>LEI: 5493000E9BUOYMOW2K53 | Long             | EC               | CORP              | SE        |     34640 | NS      | $778511.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DiscoverIE Group PLC                                     | DiscoverIE Group plc                                                        | CUSIP: G2887F103<br>LEI: 213800BMDLQU1VEEAN68 | Long             | EC               | CORP              | GB        |    366052 | NS      | $3251844.65   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Region Group                                             | Region RE Ltd                                                               | CUSIP: N/A<br>LEI: 549300MS6NZV0B7K7D28       | Long             | EC               | CORP              | AU        |    342237 | NS      | $572298.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Triple Flag Precious Metals Corp                         | Triple Flag Precious Metals Corp                                            | CUSIP: 89679M104<br>LEI: 254900R7NJ1TEYIM4E61 | Long             | EC               | CORP              | CA        |    275640 | NS      | $8798726.69   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| C Uyemura & Co Ltd                                       | C Uyemura & Co Ltd                                                          | CUSIP: J0845U102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50600 | NS      | $7575362.09   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI Canada ETF                                  | iShares MSCI Canada ETF                                                     | CUSIP: 464286509<br>LEI: 549300DXCD53F4JK3H45 | Long             | EC               | RF                | US        |    152958 | NS      | $8963338.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Betagro PCL                                              | Betagro PCL                                                                 | CUSIP: N/A<br>LEI: 549300V7W7WH9E6DPM03       | Long             | EC               | CORP              | TH        |    411800 | NS      | $284391.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd                        | IRB Infrastructure Developers Ltd                                           | CUSIP: Y41784128<br>LEI: 335800XGO3AITGW6AK27 | Long             | EC               | CORP              | IN        |  14273758 | NS      | $3260752.61   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Tripod Technology Corp                                   | Tripod Technology Corp                                                      | CUSIP: Y8974X105<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    762000 | NS      | $10978311.96  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| MIXI Inc                                                 | Mixi Inc                                                                    | CUSIP: J45993110<br>LEI: 529900IL3THMH0SFYQ49 | Long             | EC               | CORP              | JP        |    204600 | NS      | $3379814.98   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group PLC                                         | Keller Group plc                                                            | CUSIP: G5222K109<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |     34021 | NS      | $1034140.56   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiyo Holdings Co Ltd                                    | Taiyo Ink Manufacturing Co Ltd                                              | CUSIP: J80013105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    231700 | NS      | $7137914.63   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiga Bank Ltd/The                                       | Shiga Bank Ltd                                                              | CUSIP: J71692107<br>LEI: 3538002NUIQ8JFEJNS94 | Long             | EC               | CORP              | JP        |    188875 | NS      | $2328595.88   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Peugeot Invest SA                                        | Societe Fonciere Financiere et de Participations FFP                        | CUSIP: F7300Q108<br>LEI: 969500Z8LOO0H8JY2E60 | Long             | EC               | CORP              | FR        |     10301 | NS      | $780859.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                                | Nordex AG.                                                                  | CUSIP: D5736K135<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |    174587 | NS      | $9955372.46   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Corp                                               | Aichi Corp                                                                  | CUSIP: J00284109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    141400 | NS      | $1263467.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Banking Group Ltd                               | Dah Sing Banking Group Ltd                                                  | CUSIP: Y1923F101<br>LEI: 529900DXBMKJOLLQOM66 | Long             | EC               | CORP              | HK        |    978800 | NS      | $1575266.04   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                             | Amplifon S.p.A.                                                             | CUSIP: T0388E118<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |    483010 | NS      | $5350418.37   | 0.35%             |  |  |  | No            |                  2 | On Loan: —       |
| Banco di Desio e della Brianza SpA                       | Banco di Desio e della Brianza S.p.A.                                       | CUSIP: T1719F105<br>LEI: 81560026D234790EB288 | Long             | EC               | CORP              | IT        |     32297 | NS      | $350279.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Senior PLC                                               | Senior plc                                                                  | CUSIP: G8031U102<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |   1514292 | NS      | $5882934.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC Business Consultants Co Ltd                         | OBIC Business Consultants Ltd                                               | CUSIP: J59469106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $51096.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UACJ Corp                                                | UACJ Corp                                                                   | CUSIP: J9138T110<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |    576100 | NS      | $10164665.96  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Aviation Electronics Industry Ltd                  | Japan Aviation Electronics Industry Ltd                                     | CUSIP: J26273102<br>LEI: 353800OSHAMOO6TCTF61 | Long             | EC               | CORP              | JP        |    288900 | NS      | $4416971.64   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaguchi Financial Group Inc                            | Yamaguchi Financial Group, Inc                                              | CUSIP: J9579M103<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |      8900 | NS      | $152928.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global One Real Estate Investment Corp                   | Global One Real Estate Investment Corp                                      | CUSIP: J1727U103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       731 | NS      | $570897.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Huber + Suhner AG                                        | Huber & Suhner AG.                                                          | CUSIP: H44229187<br>LEI: 5067007PRZ9OSX7A6787 | Long             | EC               | CORP              | CH        |     10908 | NS      | $3167999.91   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiznext Corp                                            | Shinko Plantech Co Ltd                                                      | CUSIP: J6425P108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22900 | NS      | $330365.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Topre Corp                                               | Topre Corp                                                                  | CUSIP: J89365100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19000 | NS      | $288747.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yurtec Corp                                              | Yurtec Corp                                                                 | CUSIP: J85087104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     97300 | NS      | $1558495.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                                 | Koninklijke BAM Groep NV                                                    | CUSIP: N0157T177<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |    705470 | NS      | $7759907.53   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                               | Hiscox Ltd                                                                  | CUSIP: G4593F138<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | GB        |    452178 | NS      | $9514840.64   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Rotork PLC                                               | Rotork plc                                                                  | CUSIP: G76717134<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |   1342032 | NS      | $5639211.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ratos AB                                                 | Ratos AB (B Shares)                                                         | CUSIP: W72177111<br>LEI: 2138008KECUUB9VR4798 | Long             | EC               | CORP              | SE        |    259516 | NS      | $922323.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Financial Services Ltd                               | Max Financial Services Ltd                                                  | CUSIP: Y5903C145<br>LEI: 335800Y9FX8XGFB64S40 | Long             | EC               | CORP              | IN        |    331458 | NS      | $5537584.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Metalurgica Gerdau SA                                    | Metalurgica Gerdau S.A.                                                     | CUSIP: P4834C118<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    939712 | NS      | $1884433.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| G City Ltd                                               | Gazit Globe Ltd                                                             | CUSIP: M4793C102<br>LEI: 213800EO12XXGZSQ2A73 | Long             | EC               | CORP              | IL        |    938571 | NS      | $3313577.67   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Wendel SE                                                | Wendel                                                                      | CUSIP: F98370103<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |     53970 | NS      | $5348090.95   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Bradespar SA                                             | Bradespar S.A.                                                              | CUSIP: P1808W104<br>LEI: 9598001UD1DHEH3PZ471 | Long             | EC               | CORP              | BR        |    796966 | NS      | $3692071.58   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Ancora                                               | KBC Ancora                                                                  | CUSIP: B5341G109<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |     49005 | NS      | $4473334.44   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| China Zhongwang Holdings Ltd                             | China Zhongwang Holdings Ltd                                                | CUSIP: N/A<br>LEI: 529900J21TD2P9K4YC63       | Long             | EC               | CORP              | HK        |   4565760 | NS      | $5829.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Sime Darby Bhd                                           | Sime Darby BHD                                                              | CUSIP: Y7962G108<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   1767800 | NS      | $963504.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NetDragon Websoft Holdings Ltd                           | NetDragon Websoft Holdings Ltd                                              | CUSIP: G6427W104<br>LEI: 549300OAYL2PBUPUBR89 | Long             | EC               | CORP              | HK        |    990500 | NS      | $1095256.65   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Macmahon Holdings Ltd                                    | Macmahon Holdings Ltd                                                       | CUSIP: Q56970132<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   6607014 | NS      | $3472406.27   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Estado do Rio Grande do Sul SA                  | Banco do Estado do Rio Grande do Sul                                        | CUSIP: P12553247<br>LEI: 254900W2BN097WLYIM20 | Long             | EC               | CORP              | BR        |   1318982 | NS      | $4160608.03   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Shougang Fushan Resources Group Ltd                      | Shougang Fushan Resources Group Ltd                                         | CUSIP: Y7760F104<br>LEI: 529900OPUNJYLOX4OL37 | Long             | EC               | CORP              | HK        |  10204000 | NS      | $3621719.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Toenec Corp                                              | Toenec Corp                                                                 | CUSIP: J85624112<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    149200 | NS      | $2324687.17   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishio Holdings Co Ltd                                   | Nishio Rent All Co Ltd                                                      | CUSIP: J56902109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39600 | NS      | $1092421.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Raffles Medical Group Ltd                                | Raffles Medical Group Ltd                                                   | CUSIP: Y7174H118<br>LEI: 254900BARSOMRVZFY947 | Long             | EC               | CORP              | SG        |    294400 | NS      | $230144.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yankey Engineering Co Ltd                                | Yankey Engineering Co Ltd                                                   | CUSIP: Y973A5108<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    439000 | NS      | $8845141.42   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Northland Power Inc                                      | Northland Power Income Fund                                                 | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Long             | EC               | CORP              | CA        |    107908 | NS      | $1855730.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc                                        | Centerra Gold, Inc                                                          | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |    685941 | NS      | $11937751.86  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Baytex Energy Corp                                       | Baytex Energy Corp                                                          | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |    367356 | NS      | $1863351.01   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rightmove PLC                                            | Rightmove plc                                                               | CUSIP: G7565D106<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |    892831 | NS      | $5265461.25   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Electrical Industries Co                                 | Electrical Industries Co                                                    | CUSIP: M3046D107<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |   2591167 | NS      | $12586119.24  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamilnad Mercantile Bank Ltd                             | Tamilnad Mercantile Bank Ltd                                                | CUSIP: Y8T6KQ102<br>LEI: 335800AYAN6LJY14L887 | Long             | EC               | CORP              | IN        |    188706 | NS      | $1476460.19   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Power Systems Ltd                                     | TD Power Systems Ltd                                                        | CUSIP: Y854B8111<br>LEI: 335800X4CR12E4TJMM03 | Long             | EC               | CORP              | IN        |    439989 | NS      | $5365335.25   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| LuxNet Corp                                              | LuxNet Corp                                                                 | CUSIP: Y5346Y100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     67000 | NS      | $1331789.21   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltamp Transformers Ltd                                 | Voltamp Transformers Ltd                                                    | CUSIP: Y9380D105<br>LEI: 335800TOSPIKGI35EB96 | Long             | EC               | CORP              | IN        |     37225 | NS      | $4631449.83   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Food Group PLC                                    | Hilton Food Group plc                                                       | CUSIP: G4586W106<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |    490154 | NS      | $3591670.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Chemicals & Pharmaceuticals Ltd                       | JB Chemicals & Pharmaceuticals Ltd                                          | CUSIP: Y4429J114<br>LEI: 335800EZQUJ9BB5YBV04 | Long             | EC               | CORP              | IN        |    157097 | NS      | $3387004.56   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                    | MFE-MediaForEurope NV                                                       | CUSIP: N5673Q128<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | IT        |   2183017 | NS      | $7449443.70   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuwait Telecommunications Co                             | Kuwait Telecommunications Co                                                | CUSIP: M6S17J102<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |   1278147 | NS      | $2693461.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQA Insurance Group AG                                 | Uniqa Versicherungen AG.                                                    | CUSIP: A90015131<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |     42114 | NS      | $808081.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Mining Ltd                                      | Resolute Mining Ltd                                                         | CUSIP: Q81068100<br>LEI: 254900MP8JONT590XY28 | Long             | EC               | CORP              | AU        |  10257131 | NS      | $8777289.42   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Luk Fook Holdings International Ltd                      | Luk Fook Holdings International Ltd                                         | CUSIP: G5695X125<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | HK        |    100800 | NS      | $289086.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bukit Asam Persero Tbk PT                                | PT Tambang Batubara Bukit Asam Tbk                                          | CUSIP: Y8520P101<br>LEI: 529900XX13TXG5L4CN33 | Long             | EC               | CORP              | ID        |   1940300 | NS      | $321701.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancashire Holdings Ltd                                  | Lancashire Holdings Ltd                                                     | CUSIP: G5361W104<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | GB        |    720396 | NS      | $5626799.48   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hochschild Mining PLC                                    | Hochschild Mining plc                                                       | CUSIP: G4611M107<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | GB        |    446912 | NS      | $3815541.10   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagron                                                   | Fagron NV                                                                   | CUSIP: B3921R108<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |     77932 | NS      | $2198456.13   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbin Electric Co Ltd                                   | Harbin Power Equipment                                                      | CUSIP: Y30683109<br>LEI: 529900QH6Y4U07RU0U61 | Long             | EC               | CORP              | HK        |    390000 | NS      | $1164437.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tisco Financial Group PCL                                | Tisco Bank PCL                                                              | CUSIP: N/A<br>LEI: 529900OOUQI3OWX2WU06       | Long             | EC               | CORP              | TH        |    923800 | NS      | $3131525.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Securities Corp                                  | Capital Securities Corp                                                     | CUSIP: Y11003103<br>LEI: 5493004ZN3KE1X17MG42 | Long             | EC               | CORP              | TW        |   1590000 | NS      | $1417671.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Greatek Electronics Inc                                  | Greatek Electronics, Inc                                                    | CUSIP: Y2858G106<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2594000 | NS      | $6959103.57   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| King Yuan Electronics Co Ltd                             | King Yuan Electronics Co Ltd                                                | CUSIP: Y4801V107<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    344000 | NS      | $3363425.98   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&S Austria Technologie & Systemtechnik AG              | AT&S Austria Technologie & Systemtechnik AG.                                | CUSIP: A05345110<br>LEI: 529900EVOKN4LCCD9321 | Long             | EC               | CORP              | AT        |    117546 | NS      | $13020998.35  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Koei Tecmo Holdings Co Ltd                               | Koei Tecmo Holdings Co Ltd                                                  | CUSIP: J8239A103<br>LEI: 353800RQ25FIYLPYXP11 | Long             | EC               | CORP              | JP        |    299900 | NS      | $2971108.13   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Cewe Stiftung & Co KGAA                                  | Cewe Stiftung & Co KGAA                                                     | CUSIP: D1499B107<br>LEI: 529900IDFHN9MQ3WUD64 | Long             | EC               | CORP              | DE        |      6349 | NS      | $703502.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prima Meat Packers Ltd                                   | Prima Meat Packers Ltd                                                      | CUSIP: J64040132<br>LEI: 353800FLEUUL20RKCU14 | Long             | EC               | CORP              | JP        |     48800 | NS      | $778684.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd                                       | Perseus Mining Ltd                                                          | CUSIP: Q74174105<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |   1245331 | NS      | $4990897.64   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corp Ltd                                       | Lend Lease Corp Ltd                                                         | CUSIP: Q55368114<br>LEI: 549300MQ0F0TIIEK5592 | Long             | EC               | CORP              | AU        |    644533 | NS      | $1572129.02   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fleury SA                                                | Fleury S.A.                                                                 | CUSIP: P418BW104<br>LEI: 5299006BQZO91LA76784 | Long             | EC               | CORP              | BR        |   2139345 | NS      | $6947103.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Killam Apartment Real Estate Investment Trust            | Killam Apartment REIT                                                       | CUSIP: 49410M102<br>LEI: 2549001RZSL75H60JE41 | Long             | EC               | CORP              | CA        |      1897 | NS      | $23783.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Currys PLC                                               | Currys plc                                                                  | CUSIP: G2601D103<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |   4242871 | NS      | $7199536.45   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMONY Holdings Inc                                      | TOMONY Holdings, Inc                                                        | CUSIP: J8912M101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23200 | NS      | $131008.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaftesbury Capital PLC                                  | Shaftesbury Capital plc                                                     | CUSIP: G19406100<br>LEI: 549300TTXXZ1SHUI0D54 | Long             | EC               | CORP              | GB        |   3252238 | NS      | $5908018.39   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Innotek Co Ltd                                        | LG Innotek Co Ltd                                                           | CUSIP: Y5S54X104<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |      3899 | NS      | $1524336.78   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonking Holdings Ltd                                     | Lonking Holdings Ltd                                                        | CUSIP: G5636C107<br>LEI: 5299004M92ACMGS3QI84 | Long             | EC               | CORP              | HK        |  12467000 | NS      | $5307144.20   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinte Energy Co Ltd                                      | Xinte Energy Co Ltd                                                         | CUSIP: Y972BC104<br>LEI: 300300HSY4IIZWSPSY09 | Long             | EC               | CORP              | HK        |    691200 | NS      | $577364.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Megacable Holdings SAB de CV                             | Megacable Holdings SAB de C.V.                                              | CUSIP: P652AE117<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    317443 | NS      | $1111236.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| China Bills Finance Corp                                 | China Bills Finance Corp                                                    | CUSIP: Y1391N107<br>LEI: 254900P27RRO3L1J9C83 | Long             | EC               | CORP              | TW        |    849000 | NS      | $450163.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daishin Securities Co Ltd                                | Daishin Securities Co Ltd PF                                                | CUSIP: Y19538118<br>LEI: 549300A0MNIZNJBONO78 | Long             | EC               | CORP              | KR        |     25304 | NS      | $406226.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chambal Fertilisers and Chemicals Ltd                    | Chambal Fertilisers and Chemicals Ltd                                       | CUSIP: Y12916139<br>LEI: 335800DFMF2OEJ7HWM17 | Long             | EC               | CORP              | IN        |    550642 | NS      | $2541346.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Tabungan Negara Persero Tbk PT                      | Bank Tabungan Negara Persero Tbk PT                                         | CUSIP: Y71197100<br>LEI: 2549009BLYOGL9ZLAW17 | Long             | EC               | CORP              | ID        |   9075400 | NS      | $712296.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WNC Corp /Taiwan                                         | Wistron NeWeb Corp                                                          | CUSIP: Y96739100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    377000 | NS      | $2595520.51   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadyan Technology Corp                                 | Arcadyan Technology Corp                                                    | CUSIP: Y02020116<br>LEI: 254900R5W61G3GO1Q067 | Long             | EC               | CORP              | TW        |    700000 | NS      | $3544471.79   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ASROCK Inc                                               | ASROCK, Inc                                                                 | CUSIP: Y04080118<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    134000 | NS      | $1014674.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United Integrated Services Co Ltd                        | United Integrated Services Co Ltd                                           | CUSIP: Y9210Q102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    280000 | NS      | $8542306.93   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Alm Brand A/S                                            | Alm Brand AS                                                                | CUSIP: K0302B157<br>LEI: 549300H4TGLJVZ6VTA48 | Long             | EC               | CORP              | DK        |   1287554 | NS      | $3004963.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JSE Ltd                                                  | JSE Ltd                                                                     | CUSIP: S4254A102<br>LEI: 213800MZ1VUQEBWRFO39 | Long             | EC               | CORP              | ZA        |    190735 | NS      | $1804010.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Finolex Cables Ltd                                       | Finolex Cables Ltd                                                          | CUSIP: Y24953146<br>LEI: 335800KAEKSMUCIH3795 | Long             | EC               | CORP              | IN        |    119143 | NS      | $1248427.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova T&D India Ltd                                 | GE T&D India Ltd                                                            | CUSIP: Y2683R111<br>LEI: 549300NMRD6VZDFLN355 | Long             | EC               | CORP              | IN        |    267690 | NS      | $12596247.41  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Tong Hsing Electronic Industries Ltd                     | Tong Hsing Electronic Industries Ltd                                        | CUSIP: Y8862W102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1207000 | NS      | $6664869.89   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Daesang Corp                                             | Daesang Corp                                                                | CUSIP: Y7675E101<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     65944 | NS      | $924267.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Santam Ltd                                               | Santam Ltd                                                                  | CUSIP: S73323115<br>LEI: 37890092DC55C7D94B35 | Long             | EC               | CORP              | ZA        |     37832 | NS      | $905969.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Electronic Optical Co Ltd                         | Genius Electronic Optical Co Ltd                                            | CUSIP: Y2692U113<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    117000 | NS      | $1900767.79   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Ferro Ligas da Bahia FERBASA                      | Cia de Ferro Ligas da Bahia FERBASA                                         | CUSIP: P3054X117<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    779863 | NS      | $1211104.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Maharashtra Seamless Ltd                                 | Maharashtra Seamless Ltd                                                    | CUSIP: Y5405N144<br>LEI: 3358005CN9WUZJFMHV66 | Long             | EC               | CORP              | IN        |    179965 | NS      | $1217508.13   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Emami Ltd                                                | Emami Ltd                                                                   | CUSIP: Y22891132<br>LEI: 335800CCQHJCDEUS7G90 | Long             | EC               | CORP              | IN        |    218104 | NS      | $1026410.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Visual Photonics Epitaxy Co Ltd                          | Visual Photonics Epitaxy Co Ltd                                             | CUSIP: Y9379U100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    378000 | NS      | $4211141.51   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Eo Technics Co Ltd                                       | Eo Technics Co Ltd                                                          | CUSIP: Y2297V102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7013 | NS      | $2264268.42   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardentec Corp                                            | Ardentec Corp                                                               | CUSIP: Y02028119<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    593000 | NS      | $3722929.13   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigurd Microelectronics Corp                             | Sigurd Microelectronics Corp                                                | CUSIP: Y79355106<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2268000 | NS      | $13085970.24  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Xtep International Holdings Ltd                          | Xtep International Holdings Ltd                                             | CUSIP: G98277109<br>LEI: 529900ZZZZBTOKZQI549 | Long             | EC               | CORP              | HK        |   2263000 | NS      | $1242942.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Alpargatas SA                                            | Alpargatas S.A.                                                             | CUSIP: P0246W106<br>LEI: 254900LU3422XPKEQJ79 | Long             | EC               | CORP              | BR        |    384723 | NS      | $933876.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuexiu Transport Infrastructure Ltd                      | Yuexiu Transport Infrastructure Ltd                                         | CUSIP: G9880L102<br>LEI: 529900M1O3AXRD4IBL13 | Long             | EC               | CORP              | HK        |    190000 | NS      | $96770.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineros SA                                               | Mineros S.A.                                                                | CUSIP: P68068108<br>LEI: 549300991PEKFIGLDE07 | Long             | EC               | CORP              | CO        |     70406 | NS      | $262390.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Noah Holdings Ltd                                        | Noah Holdings Ltd (ADR)                                                     | CUSIP: 65487X102<br>LEI: 3003008QW3IHPD3NTU41 | Long             | EC               | CORP              | CN        |    131884 | NS      | $1372912.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| China Lesso Group Holdings Ltd                           | China Lesso Group Holdings Ltd                                              | CUSIP: G2157Q102<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1651000 | NS      | $981998.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PALTAC Corp                                              | PALTAC Corp                                                                 | CUSIP: J6349W106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37700 | NS      | $1113574.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Research Institute Inc                        | Mitsubishi Research Institute, Inc                                          | CUSIP: J44906105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13000 | NS      | $373191.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Container Lines PCL                             | Regional Container Lines PCL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |   1166700 | NS      | $1100575.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Wia Corp                                         | Hyundai Wia Corp                                                            | CUSIP: Y3R394104<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     16870 | NS      | $949764.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hutchison Port Holdings Trust                            | Hutchison Port Holdings Trust                                               | CUSIP: Y3780D104<br>LEI: 529900E8LS83XV4W6889 | Long             | EC               | CORP              | SG        |   2751800 | NS      | $577878.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Noevir Holdings Co Ltd                                   | Noevir Holdings Co Ltd                                                      | CUSIP: J5877N108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50500 | NS      | $1410377.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Triveni Turbine Ltd                                      | Triveni Turbine Ltd                                                         | CUSIP: Y89735107<br>LEI: 335800CN8OF2ECX4NK89 | Long             | EC               | CORP              | IN        |    505979 | NS      | $3069771.23   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PAX Global Technology Ltd                                | PAX Global Technology Ltd                                                   | CUSIP: G6955J103<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | HK        |    501000 | NS      | $249460.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Engine                                            | HSD Engine Co Ltd                                                           | CUSIP: Y2170N102<br>LEI: 9884003YHS5XI9WJAL96 | Long             | EC               | CORP              | KR        |    106859 | NS      | $6398829.89   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Torunlar Gayrimenkul Yatirim Ortakligi AS                | Torunlar Gayrimenkul Yatirim Ortakligi AS                                   | CUSIP: M8820E106<br>LEI: 789000AZI3NB7PA5A670 | Long             | EC               | CORP              | TR        |    327990 | NS      | $711368.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Systena Corp                                             | Systena Corp                                                                | CUSIP: J7864T106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1469400 | NS      | $4019634.66   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerflex Ltd                                             | Enerflex Ltd                                                                | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |     12464 | NS      | $334459.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Storebrand ASA                                           | Storebrand ASA                                                              | CUSIP: R85746106<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |    415934 | NS      | $8040399.83   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1 SA                                | Societe Television Francaise 1                                              | CUSIP: F91255103<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |    134741 | NS      | $1071782.26   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Anritsu Corp                                             | Anritsu Corp                                                                | CUSIP: J01554104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    380100 | NS      | $9949923.83   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Daicel Corp                                              | Daicel Chemical Industries Ltd                                              | CUSIP: J08484149<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |     98700 | NS      | $773890.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowa Holdings Co Ltd                                     | DOWA HOLDINGS CO Ltd                                                        | CUSIP: J12432225<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |    124800 | NS      | $7594270.97   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co Ltd                                   | Hirose Electric Co Ltd                                                      | CUSIP: J19782101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56400 | NS      | $7840706.84   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Real Estate Co Ltd                                 | Heiwa Real Estate Co Ltd                                                    | CUSIP: J19278100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52300 | NS      | $811441.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                            | GPT Group                                                                   | CUSIP: Q4252X155<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1382335 | NS      | $4767459.18   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Konica Minolta Inc                                       | Konica Minolta Holdings, Inc                                                | CUSIP: J36060119<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |    217700 | NS      | $692278.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Materials Corp                                | Mitsubishi Materials Corp                                                   | CUSIP: J44024107<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |    380100 | NS      | $12525331.04  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Koito Manufacturing Co Ltd                               | Koito Manufacturing Co Ltd                                                  | CUSIP: J34899104<br>LEI: 5299001FERC6CZM94C22 | Long             | EC               | CORP              | JP        |    437700 | NS      | $7101422.77   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co Ltd                                          | Kandenko Co Ltd                                                             | CUSIP: J29653102<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |     60400 | NS      | $2634739.13   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JAFCO Group Co ltd                                       | Jafco Co Ltd                                                                | CUSIP: J25832106<br>LEI: 353800R7EWCVA2488G32 | Long             | EC               | CORP              | JP        |    383400 | NS      | $5271356.64   | 0.34%             |  |  |  | No            |                  2 | On Loan: —       |
| NSK Ltd                                                  | NSK Ltd                                                                     | CUSIP: J55505101<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |    812900 | NS      | $6602666.33   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Intershop Holding AG                                     | Intershop Holding AG.                                                       | CUSIP: H42507279<br>LEI: 506700CGX4K77JX3R725 | Long             | EC               | CORP              | CH        |      5712 | NS      | $1239847.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NOF Corp                                                 | NOF Corp                                                                    | CUSIP: J58934100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    180950 | NS      | $3695539.23   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Kayaku Co Ltd                                     | Nippon Kayaku Co Ltd                                                        | CUSIP: J54236112<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    217000 | NS      | $2406675.45   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Holdings BHD                                    | Oriental Holdings BHD                                                       | CUSIP: Y65053103<br>LEI: 549300WBMDZXMUQT2I82 | Long             | EC               | CORP              | MY        |     20600 | NS      | $37449.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orient Corp                                              | Orient Corp                                                                 | CUSIP: J61890109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    301100 | NS      | $1954905.91   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Oki Electric Industry Co Ltd                             | Oki Electric Industry Co Ltd                                                | CUSIP: J60772100<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |    147100 | NS      | $3182297.26   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Corp                                                 | NGK Insulators Ltd                                                          | CUSIP: J49076110<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |    259500 | NS      | $8215907.87   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Heavy Industries Ltd                            | Sumitomo Heavy Industries Ltd                                               | CUSIP: J77497170<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |     33800 | NS      | $1143575.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Osaka Cement Co Ltd                             | Sumitomo Osaka Cement Co Ltd                                                | CUSIP: J77734101<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |    207600 | NS      | $5169949.26   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Kinzoku Co Ltd                                    | Mitsui Mining & Smelting Co Ltd                                             | CUSIP: J44948131<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |     10200 | NS      | $2802536.27   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Cia de Seguridad SA                             | Prosegur Cia de Seguridad S.A.                                              | CUSIP: E83453188<br>LEI: 549300N94L4D5NDBFG97 | Long             | EC               | CORP              | ES        |    283584 | NS      | $896972.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yodogawa Steel Works Ltd                                 | Yodogawa Steel Works Ltd                                                    | CUSIP: J97140115<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    304700 | NS      | $2616205.52   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutz AG                                                 | Deutz AG.                                                                   | CUSIP: D39176108<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |    285593 | NS      | $3339568.40   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MDA Space Ltd                                            | MDA Ltd                                                                     | CUSIP: 55293N109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    282581 | NS      | $8641671.69   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Kabel Ltd                                             | RR Kabel Ltd                                                                | CUSIP: Y7S37D122<br>LEI: 3358009R2X3MLNJQ9B10 | Long             | EC               | CORP              | IN        |    188201 | NS      | $3132469.87   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Futures Co Ltd                                    | Yuanta Futures Co Ltd                                                       | CUSIP: Y6979T103<br>LEI: 549300BDMX00VVKLOQ39 | Long             | EC               | CORP              | TW        |     19000 | NS      | $59720.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                                   | TUI AG.                                                                     | CUSIP: D8484K455<br>LEI: 529900SL2WSPV293B552 | Long             | EC               | CORP              | DE        |    659147 | NS      | $4905223.43   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Fincantieri SpA                                          | Fincantieri S.p.A                                                           | CUSIP: T4R92H129<br>LEI: 8156005BDF49128B6239 | Long             | EC               | CORP              | IT        |    436282 | NS      | $6135684.30   | 0.40%             |  |  |  | No            |                  2 | On Loan: —       |
| Fortuna Mining Corp                                      | Fortuna Silver Mines, Inc                                                   | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |    729022 | NS      | $7030727.13   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Arabian Centres Co                                       | Arabian Centres Co                                                          | CUSIP: M0000Y101<br>LEI: 8945006MT4ZZ5EBVCI56 | Long             | EC               | CORP              | SA        |    253610 | NS      | $1189018.62   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Thai Life Insurance PCL                                  | Thai Life Insurance PCL                                                     | CUSIP: N/A<br>LEI: 549300KV400XOCIS7Q68       | Long             | EC               | CORP              | TH        |   5987600 | NS      | $1935080.27   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                             | ams-OSRAM AG.                                                               | CUSIP: A0400Q156<br>LEI: 5299001JPPT2QFTV5D76 | Long             | EC               | CORP              | CH        |    221590 | NS      | $3559098.97   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Vault Minerals Ltd                                       | Vault Minerals Ltd                                                          | CUSIP: N/A<br>LEI: 5299008TF8KHQ8CIQG34       | Long             | EC               | CORP              | AU        |   1256228 | NS      | $4191100.43   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinmaywa Industries Ltd                                 | Shinmaywa Industries Ltd                                                    | CUSIP: J73434102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37300 | NS      | $609755.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GC Corp                                                  | Green Cross Holdings Corp                                                   | CUSIP: Y28840117<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     49850 | NS      | $471752.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wowprime Corp                                            | Wowprime Corp                                                               | CUSIP: Y969B9107<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    117000 | NS      | $839463.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheng Siong Group Ltd                                    | Sheng Siong Group Ltd                                                       | CUSIP: Y7709X109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    431600 | NS      | $1028817.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hysan Development Co Ltd                                 | Hysan Development Co Ltd                                                    | CUSIP: Y38203124<br>LEI: 5299007BABFLKIH9HL03 | Long             | EC               | CORP              | HK        |    635000 | NS      | $1591816.78   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rasan Information Technology Co                          | Rasan Information Technology Co                                             | CUSIP: M8189E101<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     23561 | NS      | $888583.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyadh Cement Co                                         | Riyadh Cement Co                                                            | CUSIP: M82164100<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    230164 | NS      | $1471012.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alef Education Holding PLC                               | Alef Education Holding plc                                                  | CUSIP: M223A6109<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |   1390943 | NS      | $371488.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Louis Hachette Group                                     | Louis Hachette Group                                                        | CUSIP: F5899T103<br>LEI: 969500CV8XQ2XKU2DO25 | Long             | EC               | CORP              | FR        |   1530525 | NS      | $2975296.42   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanki Engineering Co Ltd                                 | Sanki Engineering Co Ltd                                                    | CUSIP: J67435107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    359100 | NS      | $5533918.35   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                             | Santen Pharmaceutical Co Ltd                                                | CUSIP: J68467109<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |    544200 | NS      | $5608240.75   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Embracer Group AB                                        | Embracer Group AB                                                           | CUSIP: N/A<br>LEI: 549300RFXXKT652HB549       | Long             | EC               | CORP              | SE        |    610470 | NS      | $4210376.30   | 0.28%             |  |  |  | No            |                  2 | On Loan: —       |
| Kingboard Holdings Ltd                                   | Kingboard Chemical Holdings Ltd                                             | CUSIP: G52562140<br>LEI: 529900G89MY26MMSDR76 | Long             | EC               | CORP              | HK        |   1377500 | NS      | $7808692.86   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| iM Financial Group Co Ltd                                | DGB Financial Group, Inc                                                    | CUSIP: Y2058E109<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    606996 | NS      | $7855195.89   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Energy PJSC                                         | NMDC Energy PJSC                                                            | CUSIP: M73023109<br>LEI: 98450002B5J792BUCB43 | Long             | EC               | CORP              | AE        |    184217 | NS      | $141431.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Al Majed for Oud Co                                      | Al Majed for Oud Co                                                         | CUSIP: M0854M104<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     20688 | NS      | $809987.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichigo Office REIT Investment Corp                       | Ichigo Office REIT Investment Corp                                          | CUSIP: J2382Z106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3022 | NS      | $1752759.17   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| OR Royalties Inc                                         | OR Royalties, Inc                                                           | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |    211752 | NS      | $7799133.18   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Technologies Ltd                                    | Tata Technologies Ltd                                                       | CUSIP: Y8T42X110<br>LEI: 335800C73TP3LSSF2S14 | Long             | EC               | CORP              | IN        |    778814 | NS      | $4793818.23   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Friedrich Vorwerk Group SE                               | Friedrich Vorwerk Group SE                                                  | CUSIP: D2R9Z3109<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |      4186 | NS      | $359067.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Jingneng Clean Energy Co Ltd                     | Beijing Jingneng Clean Energy Co Ltd                                        | CUSIP: Y0R7A0107<br>LEI: 300300V2LM8I1L2JUP40 | Long             | EC               | CORP              | HK        |   2050000 | NS      | $580409.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MOIL Ltd                                                 | MOIL Ltd                                                                    | CUSIP: Y6131H104<br>LEI: 335800KIMZB1TBYBFI12 | Long             | EC               | CORP              | IN        |    579868 | NS      | $1911903.68   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanamoto Co Ltd                                          | Kanamoto Co Ltd                                                             | CUSIP: J29557105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    112600 | NS      | $3319190.71   | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| Bangkok Life Assurance PCL                               | Bangkok Life Assurance PCL                                                  | CUSIP: N/A<br>LEI: 254900S8RTAA59ZF6T09       | Long             | EC               | CORP              | TH        |    552050 | NS      | $337013.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Co Ltd                       | Nippon Light Metal Holdings Co Ltd                                          | CUSIP: J5470A107<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |    132400 | NS      | $2424845.78   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Derayah Financial Co                                     | Derayah Financial Co                                                        | CUSIP: M2723J106<br>LEI: 558600C5E6NWD3R7QJ90 | Long             | EC               | CORP              | SA        |     15563 | NS      | $92547.18     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| YSB Inc                                                  | YSB, Inc                                                                    | CUSIP: G9879S100<br>LEI: 655600S0RFW1TQ6MZP78 | Long             | EC               | CORP              | HK        |   1508000 | NS      | $995385.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Pfisterer Holding SE                                     | Pfisterer Holding SE                                                        | CUSIP: D6S83H105<br>LEI: 529900APPYG9TGZYS639 | Long             | EC               | CORP              | DE        |     45947 | NS      | $5593946.61   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritsu Koki Co Ltd                                      | Noritsu Koki Co Ltd                                                         | CUSIP: J59117101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    299800 | NS      | $3990917.94   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| LEENO Industrial Inc                                     | LEENO Industrial, Inc                                                       | CUSIP: Y5254W104<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    120646 | NS      | $9851827.83   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Wakita & Co Ltd                                          | Wakita & Co Ltd                                                             | CUSIP: J94852100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    119200 | NS      | $1378490.05   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GungHo Online Entertainment Inc                          | GungHo Online Entertainment, Inc                                            | CUSIP: J18912105<br>LEI: 529900TH7FB4RV6F5S47 | Long             | EC               | CORP              | JP        |    294800 | NS      | $4664113.93   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA Macquarie Mexico                                   | FIBRA Macquarie Mexico                                                      | CUSIP: BA5270166<br>LEI: 4469000001BRQKG5JK62 | Long             | EC               | CORP              | MX        |    972842 | NS      | $2410872.72   | 0.16%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Miura Co Ltd                                             | Miura Co Ltd                                                                | CUSIP: J45593100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    116700 | NS      | $2416869.78   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sangetsu Corp                                            | Sangetsu Co Ltd                                                             | CUSIP: J67177105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    121800 | NS      | $2318598.51   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Exedy Corp                                               | Exedy Corp                                                                  | CUSIP: J1326T101<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |    113300 | NS      | $4435740.78   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Pigeon Corp                                              | Pigeon Corp                                                                 | CUSIP: J63739106<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |    482200 | NS      | $5196074.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuda Denshi Co Ltd                                     | Fukuda Denshi Co Ltd                                                        | CUSIP: J15918105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $161355.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC Corp                                                 | TKC                                                                         | CUSIP: J83560102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     83700 | NS      | $1917910.47   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Investment Corp Ltd                                 | Tata Investment Corp Ltd                                                    | CUSIP: Y8T33Y127<br>LEI: 335800HMCCX6FK2I1449 | Long             | EC               | CORP              | IN        |    160148 | NS      | $1214012.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tkms AG& Co KGaA                                         | Tkms AG.& Co KGaA                                                           | CUSIP: D8T5DP107<br>LEI: 529900W81B194B0E0078 | Long             | EC               | CORP              | DE        |      8135 | NS      | $836461.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SRG Global Ltd                                           | SRG Global Ltd                                                              | CUSIP: Q8661T101<br>LEI: 984500DDOA7EBAC95715 | Long             | EC               | CORP              | AU        |   1222744 | NS      | $2554031.69   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Australia Holdings Ltd                            | Virgin Australia Holdings Ltd                                               | CUSIP: Q9460N154<br>LEI: 254900SNPW6V9967CJ18 | Long             | EC               | CORP              | AU        |    116250 | NS      | $181616.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Farm Medical And Health Industry Inc              | Beauty Farm Medical And Health Industry, Inc                                | CUSIP: G0929L104<br>LEI: 836800NPUXBHR3C81J44 | Long             | EC               | CORP              | HK        |    250000 | NS      | $653686.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weibo Corp                                               | Weibo Corp                                                                  | CUSIP: G9515T108<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | HK        |    367780 | NS      | $3044925.58   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Indie Games Holding AB                                   | Indie Games Holding AB                                                      | CUSIP: W2214K108<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    649645 | NS      | $1534572.56   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Aboitiz Equity Ventures Inc                              | Aboitiz Equity Ventures, Inc                                                | CUSIP: Y0001Z104<br>LEI: 254900MDNXYJKHXO0P61 | Long             | EC               | CORP              | PH        |    856100 | NS      | $405246.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Strathcona Resources Ltd                                 | Strathcona Resources Ltd                                                    | CUSIP: 862952207<br>LEI: 8945002R5I3793F4AZ38 | Long             | EC               | CORP              | CA        |     33090 | NS      | $1039703.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bure Equity AB                                           | Bure Equity AB                                                              | CUSIP: W72479103<br>LEI: 5493000EHCBQ7QQBGX32 | Long             | EC               | CORP              | SE        |    229077 | NS      | $6667849.78   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail plc                            | B&M European Value Retail plc                                               | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | GB        |   3163456 | NS      | $7228529.83   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                         | Venture Corp Ltd                                                            | CUSIP: Y9361F111<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |    697900 | NS      | $8907945.04   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenkoku Hosho Co Ltd                                     | Zenkoku Hosho Co Ltd                                                        | CUSIP: J98829104<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |    275500 | NS      | $5550298.62   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SmarTone Telecommunications Holdings Ltd                 | SmarTone Telecommunications Holding Ltd                                     | CUSIP: G8219Z105<br>LEI: 529900CT7EGMVQRYNQ45 | Long             | EC               | CORP              | HK        |    607500 | NS      | $389358.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanyo Chemical Industries Ltd                            | Sanyo Chemical Industries Ltd                                               | CUSIP: J68682103<br>LEI: 529900STCFY6RXOR2I79 | Long             | EC               | CORP              | JP        |     41100 | NS      | $1309746.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                          | Adecco S.A.                                                                 | CUSIP: H00392318<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     37017 | NS      | $853056.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| STATE STREET BANK AND TRUST COMPANY                      | Fixed Income Clearing Corporation                                           | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1390000 | PA      | $1390000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                            | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  15345481 | NS      | $15345481.41  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EBOS Group Ltd                                           | EBOS Group Ltd                                                              | CUSIP: Q33853112<br>LEI: 254900KJ40C7HBYTWC21 | Long             | EC               | CORP              | NZ        |    210288 | NS      | $2643564.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Infomart Corp                                            | Infomart Corp                                                               | CUSIP: J24436107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1147700 | NS      | $3186975.84   | 0.21%             |  |  |  | No            |                  2 | On Loan: —       |
| Bausch Health Cos Inc                                    | Bausch Health Cos, Inc                                                      | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | CA        |    850553 | NS      | $4877835.51   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KCE Electronics PCL                                      | KCE Electronics PCL                                                         | CUSIP: N/A<br>LEI: 529900LNPH5MFQ9L6T25       | Long             | EC               | CORP              | TH        |   7156500 | NS      | $6907018.67   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Suruga Bank Ltd                                          | Suruga Bank Ltd                                                             | CUSIP: J78400108<br>LEI: 3538003A9JIMKE5G3M02 | Long             | EC               | CORP              | JP        |    162800 | NS      | $2413830.29   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co Ltd                              | Square Enix Co Ltd                                                          | CUSIP: J7659R109<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |    383200 | NS      | $6014004.02   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokai Tokyo Financial Holdings Inc                       | Tokai Tokyo Securities Co Ltd                                               | CUSIP: J8609T104<br>LEI: 3538009U6UOURH99YH12 | Long             | EC               | CORP              | JP        |    564200 | NS      | $2542011.31   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NSD Co Ltd                                               | Nippon System Development Co Ltd                                            | CUSIP: J56107105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $92698.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magellan Financial Group Ltd                             | Magellan Financial Group Ltd                                                | CUSIP: Q5713S107<br>LEI: 549300X5WFW6USQQ9U26 | Long             | EC               | CORP              | AU        |    880876 | NS      | $6531064.04   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Morita Holdings Corp                                     | Morita Holdings Corp                                                        | CUSIP: J46604104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21500 | NS      | $345459.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Co Ltd                                            | Nomura Co Ltd                                                               | CUSIP: J58988106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    286700 | NS      | $2141590.16   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Raito Kogyo Co Ltd                                       | Raito Kogyo Co Ltd                                                          | CUSIP: J64253107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16800 | NS      | $409392.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JET2 PLC                                                 | JET2 plc                                                                    | CUSIP: G5112P101<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |     98436 | NS      | $1461251.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury NZ Ltd                                           | Mercury NZ Ltd                                                              | CUSIP: Q5971Q108<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |    223231 | NS      | $883554.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                             | Mirvac Group                                                                | CUSIP: Q62377108<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   4388277 | NS      | $5421476.23   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Nine Entertainment Co Holdings Ltd                       | Nine Entertainment Co Holdings Ltd                                          | CUSIP: Q6813N105<br>LEI: 529900WLXD3X7TFOAI42 | Long             | EC               | CORP              | AU        |   6913208 | NS      | $4783603.38   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** TIAA-CREF Funds

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting