# EDGAR Filing Document

**Accession Number:** 0001350487
**File Stem:** 0001752724-23-047826
**Filing Date:** 2023-2
**Character Count:** 377828
**Document Hash:** 275063ab1994d77cc55ddc7908705707
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047826.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047826

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WisdomTree Trust
- **CENTRAL INDEX KEY:** 0001350487
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21864
- **FILM NUMBER:** 23686389

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000164635 | N/A          | DDLS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 250 West 34th Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10119

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $127293061.83

**Total Liabilities:** $7792687.95

**Net Assets:** $119500373.88

**Cash Not Reported:** $72656.51

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164635 | 2.61%                | 6.52%                | -0.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $49098.83                | $2049923.90                                |
| Month 2  | $-9844013.19             | $19491114.68                               |
| Month 3  | $-962638.75              | $2548980.14                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LondonMetric Property PLC                                | LondonMetric Property PLC                                                   | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               |  | GB        |    209689 | NS      | $434600.89    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamei Corp                                               | Kamei Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $1850.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Serica Energy PLC                                        | Serica Energy PLC                                                           | CUSIP: 000000000<br>LEI: 213800EZZOKA815VC426 | Long             | EC               | CORP              | GB        |     69965 | NS      | $239858.65    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitec Co Ltd                                           | Fujitec Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800YTI2P5MIZAV086 | Long             | EC               | CORP              | JP        |      5000 | NS      | $113570.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mortgage Advice Bureau Holdings Ltd                      | Mortgage Advice Bureau Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 2138008AY1RA61T6W960 | Long             | EC               | CORP              | GB        |       192 | NS      | $1224.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinko Industries Ltd                                     | Sinko Industries Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2190.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starts Corp Inc                                          | Starts Corp Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $126792.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD AUD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-39222.49    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ForFarmers NV                                            | ForFarmers NV                                                               | CUSIP: 000000000<br>LEI: 724500YEIHQKMHTXW058 | Long             | EC               | CORP              | NL        |     26424 | NS      | $82487.93     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Konica Minolta Inc                                       | Konica Minolta Inc                                                          | CUSIP: 000000000<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |     49500 | NS      | $197707.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Premier Foods PLC                                        | Premier Foods PLC                                                           | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |     32535 | NS      | $42502.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Almirall SA                                              | Almirall SA                                                                 | CUSIP: 000000000<br>LEI: 95980020140005007996 | Long             | EC               | CORP              | ES        |     11410 | NS      | $110082.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXEO Group Inc                                           | EXEO Group Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9800 | NS      | $166966.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| LISI                                                     | LISI                                                                        | CUSIP: 000000000<br>LEI: 969500UU4O58BR802Y55 | Long             | EC               | CORP              | FR        |      2636 | NS      | $54746.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesnara PLC                                             | Chesnara PLC                                                                | CUSIP: 000000000<br>LEI: 213800VFRMBRTSZ3SJ06 | Long             | EC               | CORP              | GB        |     30904 | NS      | $105389.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstgroup PLC                                           | Firstgroup PLC                                                              | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |     40445 | NS      | $49137.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPoint PLC                                             | PayPoint PLC                                                                | CUSIP: 000000000<br>LEI: 5493004YKWI8U0GDD138 | Long             | EC               | CORP              | GB        |     20019 | NS      | $122812.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Watkin Jones PLC                                         | Watkin Jones PLC                                                            | CUSIP: 000000000<br>LEI: 2138009X19O21NU5SG79 | Long             | EC               | CORP              | GB        |     81223 | NS      | $98093.99     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oesterreichische Post AG                                 | Oesterreichische Post AG                                                    | CUSIP: 000000000<br>LEI: 529900MVUWACNUTK8467 | Long             | EC               | CORP              | AT        |     15092 | NS      | $473543.74    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Elecom Co Ltd                                            | Elecom Co Ltd                                                               | CUSIP: 000000000<br>LEI: 353800BXFUVR7EPC0G35 | Long             | EC               | CORP              | JP        |      6500 | NS      | $66504.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elekta AB                                                | Elekta AB                                                                   | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |     51281 | NS      | $309078.82    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bufab AB                                                 | Bufab AB                                                                    | CUSIP: 000000000<br>LEI: 5493002TF62S16D67T17 | Long             | EC               | CORP              | SE        |       850 | NS      | $19089.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanyo Special Steel Co Ltd                               | Sanyo Special Steel Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $116284.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nagase & Co Ltd                                          | Nagase & Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $127453.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMTY Co Ltd                                             | SAMTY Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $108564.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuria Industrial REIT                                 | Centuria Industrial REIT                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     91060 | NS      | $192667.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Applus Services SA                                       | Applus Services SA                                                          | CUSIP: 000000000<br>LEI: 213800M9XCA6NR98E873 | Long             | EC               | CORP              | ES        |     11817 | NS      | $80903.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Portland Estates PLC                               | Great Portland Estates PLC                                                  | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               |  | GB        |     21224 | NS      | $126375.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CTT-Correios de Portugal SA                              | CTT-Correios de Portugal SA                                                 | CUSIP: 000000000<br>LEI: 529900G4A1IKOKC22K56 | Long             | EC               | CORP              | PT        |     24969 | NS      | $82076.31     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Wacoal Holdings Corp                                     | Wacoal Holdings Corp                                                        | CUSIP: 000000000<br>LEI: 3538002U6NJ8QTW6VR34 | Long             | EC               | CORP              | JP        |      5900 | NS      | $106065.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sparebanken Vest                                         | Sparebanken Vest                                                            | CUSIP: 000000000<br>LEI: 213800M7T3CYVZ3ZRT12 | Long             | EC               | CORP              | NO        |      7845 | NS      | $73584.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS SA                | REN - Redes Energeticas Nacionais SGPS SA                                   | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |    191220 | NS      | $514280.23    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioCodes Ltd                                           | AudioCodes Ltd                                                              | CUSIP: 000000000<br>LEI: 529900TA48138NEVR854 | Long             | EC               | CORP              | IL        |      2268 | NS      | $39941.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amano Corp                                               | Amano Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $110637.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TGS ASA                                                  | TGS ASA                                                                     | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |     14359 | NS      | $192405.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED DKK / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |         1 | NC      | $78.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                     | Sigma Healthcare Ltd                                                        | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |     86415 | NS      | $35747.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Asia Metals PLC                                  | Central Asia Metals PLC                                                     | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |     73801 | NS      | $220162.63    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mani Inc                                                 | Mani Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $44617.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyu Inc                                               | Sankyu Inc                                                                  | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |      3100 | NS      | $113479.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SRA Holdings                                             | SRA Holdings                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $94152.87     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Construcciones y Auxiliar de Ferrocarriles SA            | Construcciones y Auxiliar de Ferrocarriles SA                               | CUSIP: 000000000<br>LEI: 95980020140005275134 | Long             | EC               | CORP              | ES        |      4168 | NS      | $117879.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Victrex PLC                                              | Victrex PLC                                                                 | CUSIP: 000000000<br>LEI: 213800UYNPHAUNHPXL67 | Long             | EC               | CORP              | GB        |      8742 | NS      | $167936.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Comercial Portugues SA                             | Banco Comercial Portugues SA                                                | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    336862 | NS      | $52633.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| El.En. SpA                                               | El.En. SpA                                                                  | CUSIP: 000000000<br>LEI: 81560012F663E89E7085 | Long             | EC               | CORP              | IT        |       474 | NS      | $7208.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tatsuta Electric Wire and Cable Co Ltd                   | Tatsuta Electric Wire and Cable Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800Y3VD3S9K8KD177 | Long             | EC               | CORP              | JP        |       600 | NS      | $3228.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-129067.02   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co Ltd                                          | Kandenko Co Ltd                                                             | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |     11178 | NS      | $72941.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jenoptik AG                                              | Jenoptik AG                                                                 | CUSIP: 000000000<br>LEI: 529900P34GDHGXK6VB37 | Long             | EC               | CORP              | DE        |      2577 | NS      | $70297.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chip Eng Seng Corp Ltd                                   | Chip Eng Seng Corp Ltd                                                      | CUSIP: 000000000<br>LEI: 2549005EKK86CG8L6E59 | Long             | EC               | CORP              | SG        |    107000 | NS      | $59834.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Komeri Co Ltd                                            | Komeri Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $97351.93     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Materials Corp                                | Mitsubishi Materials Corp                                                   | CUSIP: 000000000<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |      7800 | NS      | $123196.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hansen Technologies Ltd                                  | Hansen Technologies Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22239 | NS      | $77518.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Harvia Oyj                                               | Harvia Oyj                                                                  | CUSIP: 000000000<br>LEI: 7437002ULTBOWQQOXL69 | Long             | EC               | CORP              | FI        |      3070 | NS      | $57927.74     | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nolato AB                                                | Nolato AB                                                                   | CUSIP: 000000000<br>LEI: 213800T7T7I7WAOX8Y72 | Long             | EC               | CORP              | SE        |     30703 | NS      | $161036.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuetsu Corp                                            | Hokuetsu Corp                                                               | CUSIP: 000000000<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |     11000 | NS      | $63526.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Co Ltd                                      | Nissin Foods Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800BDH75N9VLV9Z07 | Long             | EC               | CORP              | HK        |    132000 | NS      | $113143.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital & Counties Properties PLC                        | Capital & Counties Properties PLC                                           | CUSIP: 000000000<br>LEI: 549300TTXXZ1SHUI0D54 | Long             | EC               |  | GB        |     56726 | NS      | $72671.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenzing AG                                               | Lenzing AG                                                                  | CUSIP: 000000000<br>LEI: 529900BKFJBI0QRDJH63 | Long             | EC               | CORP              | AT        |      8329 | NS      | $487123.85    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-27648.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Tachibana Eletech Co Ltd                                 | Tachibana Eletech Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2675.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 77 Bank Ltd/The                                          | 77 Bank Ltd/The                                                             | CUSIP: 000000000<br>LEI: 549300U6CT3EHB9XS980 | Long             | EC               | CORP              | JP        |      9235 | NS      | $154680.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Furuno Electric Co Ltd                                   | Furuno Electric Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $1468.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                       | PURCHASED USD / SOLD ILS                                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $1905.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumiai Chemical Industry Co Ltd                          | Kumiai Chemical Industry Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $63241.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wihlborgs Fastigheter AB                                 | Wihlborgs Fastigheter AB                                                    | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |     44792 | NS      | $337460.72    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CPMC Holdings Ltd                                        | CPMC Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 300300SNUPY0GS36BS20 | Long             | EC               | CORP              | HK        |       900 | NS      | $486.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PZ Cussons PLC                                           | PZ Cussons PLC                                                              | CUSIP: 000000000<br>LEI: XB3CXKKKED7OMV80FY35 | Long             | EC               | CORP              | GB        |     48204 | NS      | $121477.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jumbo Interactive Ltd                                    | Jumbo Interactive Ltd                                                       | CUSIP: 000000000<br>LEI: 52990094T9F7X0NC0X54 | Long             | EC               | CORP              | AU        |      8679 | NS      | $82281.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartGroup Corp Ltd                                      | SmartGroup Corp Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     59991 | NS      | $207482.77    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                       | PURCHASED USD / SOLD DKK                                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-600.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indus Holding AG                                         | Indus Holding AG                                                            | CUSIP: 000000000<br>LEI: 529900GE4O7ZOMRWR939 | Long             | EC               | CORP              | DE        |      4638 | NS      | $108650.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirogin Holdings Inc                                     | Hirogin Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34500 | NS      | $172833.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Plastic Omnium SA                                    | Cie Plastic Omnium SA                                                       | CUSIP: 000000000<br>LEI: 9695001VLC2KYXX0DW73 | Long             | EC               | CORP              | FR        |     10790 | NS      | $156382.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemira Oyj                                               | Kemira Oyj                                                                  | CUSIP: 000000000<br>LEI: 74370031Y7RK5H88CQ48 | Long             | EC               | CORP              | FI        |     21094 | NS      | $322605.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovisa Holdings Ltd                                      | Lovisa Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300R4Y8GURIO5MN11 | Long             | EC               | CORP              | AU        |     19529 | NS      | $306059.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotetsu Holdings Inc                                     | Sotetsu Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $84277.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biffa PLC                                                | Biffa PLC                                                                   | CUSIP: 000000000<br>LEI: 2138008RB4WDK7HYYS91 | Long             | EC               | CORP              | GB        |     17525 | NS      | $85883.30     | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sakata Seed Corp                                         | Sakata Seed Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $59683.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TORM PLC                                                 | TORM PLC                                                                    | CUSIP: 000000000<br>LEI: 213800VL1H1ABVM1ZF63 | Long             | EC               | CORP              | GB        |      9660 | NS      | $275055.29    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chori Co Ltd                                             | Chori Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $111422.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GWA Group Ltd                                            | GWA Group Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     68108 | NS      | $94684.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemometec A/S                                           | Chemometec A/S                                                              | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |        22 | NS      | $2180.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NHK Spring Co Ltd                                        | NHK Spring Co Ltd                                                           | CUSIP: 000000000<br>LEI: 35380033IJ3XRDV8VH57 | Long             | EC               | CORP              | JP        |     28700 | NS      | $184017.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwa Co Ltd                                             | Hanwa Co Ltd                                                                | CUSIP: 000000000<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |      2239 | NS      | $63549.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Partners Group Co Ltd                          | Financial Partners Group Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10900 | NS      | $91945.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Greggs PLC                                               | Greggs PLC                                                                  | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |      9824 | NS      | $277233.71    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-27613.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sims Ltd                                                 | Sims Ltd                                                                    | CUSIP: 000000000<br>LEI: 5493002YM7ZHVDMFC916 | Long             | EC               | CORP              | AU        |     73804 | NS      | $655156.90    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Dominion Access SA                                | Global Dominion Access SA                                                   | CUSIP: 000000000<br>LEI: 95980020140005225955 | Long             | EC               | CORP              | ES        |     12216 | NS      | $46739.51     | 0.04%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Elders Ltd                                               | Elders Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900Y0SQG962QL6549 | Long             | EC               | CORP              | AU        |     31170 | NS      | $214338.67    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ST Corp                                                  | ST Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2294.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Saga Ltd/The                                     | Bank of Saga Ltd/The                                                        | CUSIP: 000000000<br>LEI: 353800F5W4TG8U8OOA26 | Long             | EC               | CORP              | JP        |      6700 | NS      | $90183.03     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ariake Japan Co Ltd                                      | Ariake Japan Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800PBX8D0J0H60M72 | Long             | EC               | CORP              | JP        |      1500 | NS      | $49622.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Resources Ltd                                      | First Resources Ltd                                                         | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |    407927 | NS      | $450143.13    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&S Austria Technologie & Systemtechnik AG              | AT&S Austria Technologie & Systemtechnik AG                                 | CUSIP: 000000000<br>LEI: 529900EVOKN4LCCD9321 | Long             | EC               | CORP              | AT        |      3000 | NS      | $102455.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mixi Inc                                                 | Mixi Inc                                                                    | CUSIP: 000000000<br>LEI: 529900IL3THMH0SFYQ49 | Long             | EC               | CORP              | JP        |      9000 | NS      | $168206.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon Parkerizing Co Ltd                                 | Nihon Parkerizing Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14240 | NS      | $101232.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Electra Real Estate Ltd                                  | Electra Real Estate Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9600 | NS      | $91959.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Makino Milling Machine Co Ltd                            | Makino Milling Machine Co Ltd                                               | CUSIP: 000000000<br>LEI: 353800JAOIGQ7V5T9078 | Long             | EC               | CORP              | JP        |      1800 | NS      | $59070.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED USD / SOLD ILS                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $11552.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED GBP / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-2129.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                 | Close Brothers Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |     31165 | NS      | $392503.46    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Group Corp                                         | Seiko Group Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $61184.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elematec Corp                                            | Elematec Corp                                                               | CUSIP: 000000000<br>LEI: 353800YNKFBFAAJK2232 | Long             | EC               | CORP              | JP        |     10100 | NS      | $118341.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruichi Steel Tube Ltd                                  | Maruichi Steel Tube Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $155692.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citycon Oyj                                              | Citycon Oyj                                                                 | CUSIP: 000000000<br>LEI: 549300P8N0P6KDGTJ206 | Long             | EC               | CORP              | FI        |     39616 | NS      | $264462.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Moneysupermarket.com Group PLC                           | Moneysupermarket.com Group PLC                                              | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |    111718 | NS      | $258557.95    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimak Group AB                                          | Alimak Group AB                                                             | CUSIP: 000000000<br>LEI: 549300LC2ER06GDV6565 | Long             | EC               | CORP              | SE        |       207 | NS      | $1482.05      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Platzer Fastigheter Holding AB                           | Platzer Fastigheter Holding AB                                              | CUSIP: 000000000<br>LEI: 5493009KPII4BZE70820 | Long             | EC               | CORP              | SE        |     12169 | NS      | $96118.69     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Catena AB                                                | Catena AB                                                                   | CUSIP: 000000000<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |      3461 | NS      | $129079.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Catella AB                                               | Catella AB                                                                  | CUSIP: 000000000<br>LEI: 213800WNI4X4LCFHV831 | Long             | EC               | CORP              | SE        |     15007 | NS      | $52426.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dermapharm Holding SE                                    | Dermapharm Holding SE                                                       | CUSIP: 000000000<br>LEI: 5299009F0KNZINQQQK37 | Long             | EC               | CORP              | DE        |      9827 | NS      | $393504.55    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Seria Co Ltd                                             | Seria Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $130463.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD NOK                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-991.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Musashino Bank Ltd/The                                   | Musashino Bank Ltd/The                                                      | CUSIP: 000000000<br>LEI: 353800L8RJMVN2OOS612 | Long             | EC               | CORP              | JP        |       200 | NS      | $3137.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scroll Corp                                              | Scroll Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13800 | NS      | $74571.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Current Group Ltd                                | Pacific Current Group Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10202 | NS      | $50643.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Izumi Co Ltd                                             | Izumi Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $113229.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyokuyo Co Ltd                                           | Kyokuyo Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800PIEETYXIDK6K51 | Long             | EC               | CORP              | JP        |       200 | NS      | $5759.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Infrastructure Trust                              | Keppel Infrastructure Trust                                                 | CUSIP: 000000000<br>LEI: 254900BF7L1ZCMAZS467 | Long             | EC               | CORP              | SG        |   1205491 | NS      | $485360.23    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Entra ASA                                                | Entra ASA                                                                   | CUSIP: 000000000<br>LEI: 549300APU14LQKTYCH34 | Long             | EC               | CORP              | NO        |     29062 | NS      | $312126.65    | 0.26%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Atrium Ljungberg AB                                      | Atrium Ljungberg AB                                                         | CUSIP: 000000000<br>LEI: 5493001NNP6HM67OVU09 | Long             | EC               | CORP              | SE        |     15680 | NS      | $257182.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dios Fastigheter AB                                      | Dios Fastigheter AB                                                         | CUSIP: 000000000<br>LEI: 549300G3VF7LZQ9IW435 | Long             | EC               | CORP              | SE        |     24143 | NS      | $174825.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED GBP / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-305.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Food Group PLC                                    | Hilton Food Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |     12865 | NS      | $86197.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Okasan Securities Group Inc                              | Okasan Securities Group Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37700 | NS      | $109432.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Ink SC Holdings Co Ltd                              | Toyo Ink SC Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7028 | NS      | $95876.31     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Travis Perkins PLC                                       | Travis Perkins PLC                                                          | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |     31655 | NS      | $338664.07    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AustAsia Group Ltd                                       | AustAsia Group Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     39600 | NS      | $32319.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlorenzo SpA/Ameglia                                   | Sanlorenzo SpA/Ameglia                                                      | CUSIP: 000000000<br>LEI: 8156006C71E895860132 | Long             | EC               | CORP              | IT        |      2461 | NS      | $97049.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD JPY                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-17335.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dip Corp                                                 | dip Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1741 | NS      | $50008.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stella Chemifa Corp                                      | Stella Chemifa Corp                                                         | CUSIP: 000000000<br>LEI: 529900413RCXZ2LOEY81 | Long             | EC               | CORP              | JP        |       200 | NS      | $3750.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yurtec Corp                                              | Yurtec Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19200 | NS      | $106953.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Maisons du Monde SA                                      | Maisons du Monde SA                                                         | CUSIP: 000000000<br>LEI: 9695009DV2698O4ZBU71 | Long             | EC               | CORP              | FR        |      8629 | NS      | $108209.23    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Monadelphous Group Ltd                                   | Monadelphous Group Ltd                                                      | CUSIP: 000000000<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |     18072 | NS      | $163733.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Aichi Corp                                               | Aichi Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15600 | NS      | $91274.39     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Netwealth Group Ltd                                      | Netwealth Group Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     16203 | NS      | $132955.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prima Meat Packers Ltd                                   | Prima Meat Packers Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       257 | NS      | $4283.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protector Forsikring ASA                                 | Protector Forsikring ASA                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXAIO813 | Long             | EC               | CORP              | NO        |     15645 | NS      | $199790.99    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Takara Holdings Inc                                      | Takara Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 3538001CXSU150WNEY98 | Long             | EC               | CORP              | JP        |     18600 | NS      | $147311.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aica Kogyo Co Ltd                                        | Aica Kogyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800I589BKZAOJD116 | Long             | EC               | CORP              | JP        |      6000 | NS      | $142332.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Puuilo Oyj                                               | Puuilo Oyj                                                                  | CUSIP: 000000000<br>LEI: 743700UJUT6FWHBXPR69 | Long             | EC               | CORP              | FI        |     17582 | NS      | $109677.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deterra Royalties Ltd                                    | Deterra Royalties Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    209951 | NS      | $652092.49    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| H.U. Group Holdings Inc                                  | H.U. Group Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $165944.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                       | PURCHASED USD / SOLD JPY                                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-16124.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Anora Group Oyj                                          | Anora Group Oyj                                                             | CUSIP: 000000000<br>LEI: 52990007AXNSS4PNX352 | Long             | EC               | CORP              | FI        |     13409 | NS      | $105327.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ariston Holding NV                                       | Ariston Holding NV                                                          | CUSIP: 000000000<br>LEI: 815600CC86D25A205563 | Long             | EC               | CORP              | NL        |      5429 | NS      | $55739.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilot Corp                                               | Pilot Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $65550.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| UNIQA Insurance Group AG                                 | UNIQA Insurance Group AG                                                    | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |     51961 | NS      | $388187.47    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Redrow PLC                                               | Redrow PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008WJZBBA7EYEL28 | Long             | EC               | CORP              | GB        |     87317 | NS      | $476642.74    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Future Corp                                              | Future Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $77391.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| GrainCorp Ltd                                            | GrainCorp Ltd                                                               | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |     23154 | NS      | $116507.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ship Healthcare Holdings Inc                             | Ship Healthcare Holdings Inc                                                | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |      4600 | NS      | $93711.77     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 7C Solarparken AG                                        | 7C Solarparken AG                                                           | CUSIP: 000000000<br>LEI: 529900SUURYOXKCQ6Z90 | Long             | EC               | CORP              | DE        |     12357 | NS      | $56312.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiki Aluminium Industry Co Ltd                          | Daiki Aluminium Industry Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800ETXWM22FC94B33 | Long             | EC               | CORP              | JP        |       200 | NS      | $1881.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Costa Group Holdings Ltd                                 | Costa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 529900NK4RFY5GMBBL27 | Long             | EC               | CORP              | AU        |     67605 | NS      | $126077.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Mears Group PLC                                          | Mears Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800DHCALLH8IRJV57 | Long             | EC               | CORP              | GB        |     23320 | NS      | $58347.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tethys Oil AB                                            | Tethys Oil AB                                                               | CUSIP: 000000000<br>LEI: 549300WI3UNWMNQDVQ18 | Long             | EC               | CORP              | SE        |       237 | NS      | $1376.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Georgia Group PLC                                | Bank of Georgia Group PLC                                                   | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |     15219 | NS      | $476895.83    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Elopak ASA                                               | Elopak ASA                                                                  | CUSIP: 000000000<br>LEI: 529900BIDQN2AOKV6N08 | Long             | EC               | CORP              | NO        |     23190 | NS      | $58851.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Global Investments Ltd                         | Navigator Global Investments Ltd                                            | CUSIP: 000000000<br>LEI: 9845000577CDA8B2C946 | Long             | EC               | CORP              | AU        |    158076 | NS      | $124351.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Furukawa Electric Co Ltd                                 | Furukawa Electric Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |      3300 | NS      | $61875.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Growthpoint Properties Australia Ltd                     | Growthpoint Properties Australia Ltd                                        | CUSIP: 000000000<br>LEI: 529900VCPJ9IEDF4TJ03 | Long             | EC               |  | AU        |    166278 | NS      | $336029.05    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Altri SGPS SA                                            | Altri SGPS SA                                                               | CUSIP: 000000000<br>LEI: 213800AKSTYRLHY3X497 | Long             | EC               | CORP              | PT        |     29673 | NS      | $158500.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bekaert SA                                               | Bekaert SA                                                                  | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |      9915 | NS      | $383906.94    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouvet ASA                                               | Bouvet ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFMBC26 | Long             | EC               | CORP              | NO        |     14255 | NS      | $86823.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morita Holdings Corp                                     | Morita Holdings Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $1759.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD SEK                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-24588.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd                                  | Daiwabo Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $115038.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Financial Group Inc                               | Kyushu Financial Group Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39100 | NS      | $134536.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippn Corp                                               | Nippn Corp                                                                  | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |      9600 | NS      | $117867.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harel Insurance Investments & Financial Services Ltd     | Harel Insurance Investments & Financial Services Ltd                        | CUSIP: 000000000<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |     42025 | NS      | $369334.07    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyman PLC                                                | Tyman PLC                                                                   | CUSIP: 000000000<br>LEI: 213800AAFUV5PKGQU848 | Long             | EC               | CORP              | GB        |     41181 | NS      | $111705.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fagron                                                   | Fagron                                                                      | CUSIP: 000000000<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |      4132 | NS      | $58519.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AJ Bell PLC                                              | AJ Bell PLC                                                                 | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |     30722 | NS      | $132374.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nick Scali Ltd                                           | Nick Scali Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23433 | NS      | $169081.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Barco NV                                                 | Barco NV                                                                    | CUSIP: 000000000<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |      5843 | NS      | $143925.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Begbies Traynor Group PLC                                | Begbies Traynor Group PLC                                                   | CUSIP: 000000000<br>LEI: 21380075TB4ROF7KWK30 | Long             | EC               | CORP              | GB        |      1142 | NS      | $1994.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NS United Kaiun Kaisha Ltd                               | NS United Kaiun Kaisha Ltd                                                  | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |      3800 | NS      | $111599.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokyo Steel Manufacturing Co Ltd                         | Tokyo Steel Manufacturing Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $94190.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon Kohden Corp                                        | Nihon Kohden Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $68013.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Co Ltd                       | Nippon Light Metal Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |      7200 | NS      | $82561.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Senko Group Holdings Co Ltd                              | Senko Group Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: 35380077MB9W0NB6BA14 | Long             | EC               | CORP              | JP        |     16380 | NS      | $119797.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ki-Star Real Estate Co Ltd                               | Ki-Star Real Estate Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $66095.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Fujimi Inc                                               | Fujimi Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $104210.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijer Alma AB                                           | Beijer Alma AB                                                              | CUSIP: 000000000<br>LEI: 549300HJX9BNG5055Z38 | Long             | EC               | CORP              | SE        |      5439 | NS      | $85295.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Topcon Corp                                              | Topcon Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $89345.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Popolare di Sondrio SPA                            | Banca Popolare di Sondrio SPA                                               | CUSIP: 000000000<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | EC               | CORP              | IT        |     78148 | NS      | $315264.91    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lintec Corp                                              | Lintec Corp                                                                 | CUSIP: 000000000<br>LEI: 3538002YOJO0IAM1PD28 | Long             | EC               | CORP              | JP        |     10000 | NS      | $162719.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinsho Corp                                             | Shinsho Corp                                                                | CUSIP: 000000000<br>LEI: 353800MF9VQ3QTWAAX41 | Long             | EC               | CORP              | JP        |      2100 | NS      | $81806.81     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Etablissements Maurel et Prom SA                         | Etablissements Maurel et Prom SA                                            | CUSIP: 000000000<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |     30656 | NS      | $131361.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Construction Co Ltd                                | Tokyu Construction Co Ltd                                                   | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |       200 | NS      | $964.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARB Corp Ltd                                             | ARB Corp Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8209 | NS      | $142903.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Speedy Hire PLC                                          | Speedy Hire PLC                                                             | CUSIP: 000000000<br>LEI: 213800U78SIYAZDYXM61 | Long             | EC               | CORP              | GB        |    167026 | NS      | $79863.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacker Neuson SE                                         | Wacker Neuson SE                                                            | CUSIP: 000000000<br>LEI: 529900RJL86244E1I652 | Long             | EC               | CORP              | DE        |      9014 | NS      | $157193.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Mines Ltd                                        | Jupiter Mines Ltd                                                           | CUSIP: 000000000<br>LEI: 254900OFKP9ZQXBCHE19 | Long             | EC               | CORP              | AU        |    415550 | NS      | $61997.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inabata & Co Ltd                                         | Inabata & Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $103117.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johns Lyng Group Ltd                                     | Johns Lyng Group Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9893 | NS      | $41528.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| INFRONEER Holdings Inc                                   | INFRONEER Holdings Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21623 | NS      | $164042.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lookers PLC                                              | Lookers PLC                                                                 | CUSIP: 000000000<br>LEI: 213800TSB8PJEACDAV33 | Long             | EC               | CORP              | GB        |     73689 | NS      | $67544.09     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Singamas Container Holdings Ltd                          | Singamas Container Holdings Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1492000 | NS      | $139547.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Construction Co Ltd                      | Sumitomo Mitsui Construction Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26000 | NS      | $82170.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Peab AB                                                  | Peab AB                                                                     | CUSIP: 000000000<br>LEI: 549300FQS4VD3153I854 | Long             | EC               | CORP              | SE        |     73916 | NS      | $419255.78    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pact Group Holdings Ltd                                  | Pact Group Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1902 | NS      | $1309.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APM Human Services International ltd                     | APM Human Services International ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     51472 | NS      | $83075.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ezaki Glico Co Ltd                                       | Ezaki Glico Co Ltd                                                          | CUSIP: 000000000<br>LEI: 3538001RG4BHKDFV6G61 | Long             | EC               | CORP              | JP        |      4200 | NS      | $115229.83    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Samudera Shipping Line Ltd                               | Samudera Shipping Line Ltd                                                  | CUSIP: 000000000<br>LEI: 254900YRA2OBY5SUJW72 | Long             | EC               | CORP              | SG        |    270500 | NS      | $169415.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Bigben Interactive                                       | Bigben Interactive                                                          | CUSIP: 000000000<br>LEI: 9695008GVA59G8SVGO83 | Long             | EC               | CORP              | FR        |        95 | NS      | $645.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corticeira Amorim SGPS SA                                | Corticeira Amorim SGPS SA                                                   | CUSIP: 000000000<br>LEI: 213800J5M11TDEP3LQ76 | Long             | EC               | CORP              | PT        |     13778 | NS      | $128223.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishio Rent All Co Ltd                                   | Nishio Rent All Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $110959.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mutares SE & Co KGaA                                     | Mutares SE & Co KGaA                                                        | CUSIP: 000000000<br>LEI: 391200NWMO6NLQFSCU64 | Long             | EC               | CORP              | DE        |      4375 | NS      | $84045.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energiekontor AG                                         | Energiekontor AG                                                            | CUSIP: 000000000<br>LEI: 529900MCVP6QF0PTPQ72 | Long             | EC               | CORP              | DE        |       749 | NS      | $61551.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Idec Corp/Japan                                          | Idec Corp/Japan                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $70817.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Parking Development Co Ltd                        | Nippon Parking Development Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800OBX8MRKQA9PG73 | Long             | EC               | CORP              | JP        |      1200 | NS      | $2819.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokai Rika Co Ltd                                        | Tokai Rika Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $99593.77     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   5403758 | NS      | $5403758.20   | 4.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Maas Group Holdings Ltd                                  | Maas Group Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6167 | NS      | $11124.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD SGD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-531.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nitta Corp                                               | Nitta Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $120873.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rottneros AB                                             | Rottneros AB                                                                | CUSIP: 000000000<br>LEI: 213800DM8OBVX8QWUR14 | Long             | EC               | CORP              | SE        |      1594 | NS      | $1869.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| alstria office REIT-AG                                   | alstria office REIT-AG                                                      | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | EC               |  | DE        |      5895 | NS      | $49073.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosegur Cash SA                                         | Prosegur Cash SA                                                            | CUSIP: 000000000<br>LEI: 9598005HY5DEFPU2SM35 | Long             | EC               | CORP              | ES        |     95576 | NS      | $60998.06     | 0.05%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Shin-Etsu Polymer Co Ltd                                 | Shin-Etsu Polymer Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $78071.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nagoya Ltd/The                                   | Bank of Nagoya Ltd/The                                                      | CUSIP: 000000000<br>LEI: 353800P9H4582TP8FA91 | Long             | EC               | CORP              | JP        |      2049 | NS      | $51634.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemring Group PLC                                       | Chemring Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |     24266 | NS      | $86839.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FDM Group Holdings PLC                                   | FDM Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 213800YR62D7GUZLMZ71 | Long             | EC               | CORP              | GB        |     21477 | NS      | $193501.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AUB Group Ltd                                            | AUB Group Ltd                                                               | CUSIP: 000000000<br>LEI: 5493005X7SUBQF3OEG82 | Long             | EC               | CORP              | AU        |      9248 | NS      | $141297.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| D/S Norden A/S                                           | D/S Norden A/S                                                              | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |     17314 | NS      | $1038663.58   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Kokuyo Co Ltd                                            | Kokuyo Co Ltd                                                               | CUSIP: 000000000<br>LEI: 3538001EN1YX65H42410 | Long             | EC               | CORP              | JP        |     10300 | NS      | $145040.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Kanematsu Corp                                           | Kanematsu Corp                                                              | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |     10400 | NS      | $118231.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED JPY / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $975.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terveystalo Oyj                                          | Terveystalo Oyj                                                             | CUSIP: 000000000<br>LEI: 7437001AEZHLL3UEX093 | Long             | EC               | CORP              | FI        |     23108 | NS      | $154137.51    | 0.13%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Reliance Worldwide Corp Ltd                              | Reliance Worldwide Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 52990084PQSDDJ8F5447 | Long             | EC               | CORP              | AU        |    116004 | NS      | $232857.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BayWa AG                                                 | BayWa AG                                                                    | CUSIP: 000000000<br>LEI: 529900SM0FDLLYATXU36 | Long             | EC               | CORP              | DE        |      2497 | NS      | $115124.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Healius Ltd                                              | Healius Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900MBZK3SLWK8SJ55 | Long             | EC               | CORP              | AU        |    138876 | NS      | $289128.79    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Iren SpA                                                 | Iren SpA                                                                    | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | EC               | CORP              | IT        |    299503 | NS      | $469238.03    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pressance Corp                                           | Pressance Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       286 | NS      | $3335.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsubakimoto Chain Co                                     | Tsubakimoto Chain Co                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5956 | NS      | $134607.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Raffles Medical Group Ltd                                | Raffles Medical Group Ltd                                                   | CUSIP: 000000000<br>LEI: 254900BARSOMRVZFY947 | Long             | EC               | CORP              | SG        |    141700 | NS      | $147912.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| StarHub Ltd                                              | StarHub Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900993L0UTJFD3A68 | Long             | EC               | CORP              | SG        |    201300 | NS      | $156093.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alm Brand A/S                                            | Alm Brand A/S                                                               | CUSIP: 000000000<br>LEI: 549300H4TGLJVZ6VTA48 | Long             | EC               | CORP              | DK        |    173399 | NS      | $279962.79    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OVS SpA                                                  | OVS SpA                                                                     | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |     22692 | NS      | $51003.16     | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ADEKA Corp                                               | ADEKA Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $131206.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Helia Group Ltd                                          | Helia Group Ltd                                                             | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |    179375 | NS      | $334518.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurabo Industries Ltd                                    | Kurabo Industries Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6163 | NS      | $101171.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Instruments PLC                                   | Oxford Instruments PLC                                                      | CUSIP: 000000000<br>LEI: 213800J364EZD6UCE231 | Long             | EC               | CORP              | GB        |      2447 | NS      | $66523.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Betsson AB                                               | Betsson AB                                                                  | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |     19145 | NS      | $155758.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Inaba Denki Sangyo Co Ltd                                | Inaba Denki Sangyo Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $149989.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiday Hidaka Corp                                        | Hiday Hidaka Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2931.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRESS Ltd                                                | IRESS Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493006KZJMJI8PQXA35 | Long             | EC               | CORP              | AU        |     31393 | NS      | $203311.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Autobacs Seven Co Ltd                                    | Autobacs Seven Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5299006NCUSCPURTQB07 | Long             | EC               | CORP              | JP        |     13500 | NS      | $147743.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RAI Way SpA                                              | RAI Way SpA                                                                 | CUSIP: 000000000<br>LEI: 815600303CCB3CFD2264 | Long             | EC               | CORP              | IT        |     36751 | NS      | $212193.66    | 0.18%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Musti Group Oyj                                          | Musti Group Oyj                                                             | CUSIP: 000000000<br>LEI: 743700IE9NQGF9YZAI97 | Long             | EC               | CORP              | FI        |      3016 | NS      | $50245.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Infomedia Ltd                                            | Infomedia Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     66067 | NS      | $53539.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Takara Bio Inc                                           | Takara Bio Inc                                                              | CUSIP: 000000000<br>LEI: 529900OUPLSGTCWC5447 | Long             | EC               | CORP              | JP        |      6500 | NS      | $84880.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mie Kotsu Group Holdings Inc                             | Mie Kotsu Group Holdings Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $2205.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel DC REIT                                           | Keppel DC REIT                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | SG        |    392600 | NS      | $518119.59    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Onoken Co Ltd                                            | Onoken Co Ltd                                                               | CUSIP: 000000000<br>LEI: 353800HJJJZ8VMSWL025 | Long             | EC               | CORP              | JP        |       200 | NS      | $2205.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Silverlake Axis Ltd                                      | Silverlake Axis Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    306400 | NS      | $82242.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mycronic AB                                              | Mycronic AB                                                                 | CUSIP: 000000000<br>LEI: 549300S5CCFESE4C6Y07 | Long             | EC               | CORP              | SE        |      6425 | NS      | $120736.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intervest Offices & Warehouses NV                        | Intervest Offices & Warehouses NV                                           | CUSIP: 000000000<br>LEI: 549300MEVEE709A1SM83 | Long             | EC               |  | BE        |      6982 | NS      | $143367.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikkon Holdings Co Ltd                                   | Nikkon Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Long             | EC               | CORP              | JP        |      6800 | NS      | $121214.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UBE Corp                                                 | UBE Corp                                                                    | CUSIP: 000000000<br>LEI: 529900XMRZ2VNF3ZPS69 | Long             | EC               | CORP              | JP        |      9100 | NS      | $133660.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Toyo Tire Corp                                           | Toyo Tire Corp                                                              | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     14300 | NS      | $162242.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD ILS                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $11516.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| As One Corp                                              | As One Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $65481.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CKD Corp                                                 | CKD Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $103957.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PALTAC Corp                                              | PALTAC Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $73769.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Geo Energy Resources Ltd                                 | Geo Energy Resources Ltd                                                    | CUSIP: 000000000<br>LEI: 254900KDTNYQVU0QS743 | Long             | EC               | CORP              | SG        |    761100 | NS      | $184429.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Jeol Ltd                                                 | Jeol Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $32649.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOW IT AB                                               | KNOW IT AB                                                                  | CUSIP: 000000000<br>LEI: 549300CM6KSG2GY3HV62 | Long             | EC               | CORP              | SE        |      4206 | NS      | $82267.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deceuninck NV                                            | Deceuninck NV                                                               | CUSIP: 000000000<br>LEI: 549300R6YGQQ24P6WW72 | Long             | EC               | CORP              | BE        |       543 | NS      | $1419.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alps Alpine Co Ltd                                       | Alps Alpine Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |     13000 | NS      | $117935.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Raisio Oyj                                               | Raisio Oyj                                                                  | CUSIP: 000000000<br>LEI: 74370083282NHIP4QD02 | Long             | EC               | CORP              | FI        |     28409 | NS      | $75495.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichias Corp                                             | Nichias Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7074 | NS      | $126634.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacquet Metals SACA                                      | Jacquet Metals SACA                                                         | CUSIP: 000000000<br>LEI: 969500V8OL3NGL0GKZ37 | Long             | EC               | CORP              | FR        |      4360 | NS      | $77801.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cementir Holding NV                                      | Cementir Holding NV                                                         | CUSIP: 000000000<br>LEI: 8156008B101B97A43B02 | Long             | EC               | CORP              | NL        |     20695 | NS      | $135612.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Instalco AB                                              | Instalco AB                                                                 | CUSIP: 000000000<br>LEI: 549300DZ9ONT2AXY4029 | Long             | EC               | CORP              | SE        |     16984 | NS      | $64597.72     | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Kyudenko Corp                                            | Kyudenko Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $128674.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| en Japan Inc                                             | en Japan Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $47765.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hornbach Holding AG & Co KGaA                            | Hornbach Holding AG & Co KGaA                                               | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |       965 | NS      | $79559.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dah Sing Banking Group Ltd                               | Dah Sing Banking Group Ltd                                                  | CUSIP: 000000000<br>LEI: 529900DXBMKJOLLQOM66 | Long             | EC               | CORP              | HK        |    119200 | NS      | $85525.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinfonia Technology Co Ltd                               | Sinfonia Technology Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2234.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamar Petroleum Ltd                                      | Tamar Petroleum Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     13829 | NS      | $36017.72     | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sectra AB                                                | Sectra AB                                                                   | CUSIP: 000000000<br>LEI: 549300R9ZBT8YSFFK266 | Long             | EC               | CORP              | SE        |      4545 | NS      | $64906.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan African Resources PLC                                | Pan African Resources PLC                                                   | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |    346237 | NS      | $68887.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Loomis AB                                                | Loomis AB                                                                   | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |      7228 | NS      | $198398.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IntegraFin Holdings PLC                                  | IntegraFin Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |     37781 | NS      | $137340.17    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SpareBank 1 Nord Norge                                   | SpareBank 1 Nord Norge                                                      | CUSIP: 000000000<br>LEI: 549300SXM92LQ05OJQ76 | Long             | EC               | CORP              | NO        |     17727 | NS      | $172753.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eizo Corp                                                | Eizo Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $46724.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Borregaard ASA                                           | Borregaard ASA                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGYXC05 | Long             | EC               | CORP              | NO        |      5327 | NS      | $82195.11     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishi-Nippon Railroad Co Ltd                             | Nishi-Nippon Railroad Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $103001.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| G-7 Holdings Inc                                         | G-7 Holdings Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2507.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Daiichikosho Co Ltd                                      | Daiichikosho Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $126689.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kureha Corp                                              | Kureha Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $67194.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medmix AG                                                | Medmix AG                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4700 | NS      | $89407.70     | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Webuild SpA                                              | Webuild SpA                                                                 | CUSIP: 000000000<br>LEI: 549300UKR289DF4UXQ47 | Long             | EC               | CORP              | IT        |    129478 | NS      | $190004.83    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Atea ASA                                                 | Atea ASA                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXINVS13 | Long             | EC               | CORP              | NO        |     17466 | NS      | $202124.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Heiwa Corp                                               | Heiwa Corp                                                                  | CUSIP: 000000000<br>LEI: 529900N1BTC5X6TU7W19 | Long             | EC               | CORP              | JP        |      8149 | NS      | $153475.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gunma Bank Ltd/The                                       | Gunma Bank Ltd/The                                                          | CUSIP: 000000000<br>LEI: 54930054A69VC4I5BP89 | Long             | EC               | CORP              | JP        |     38587 | NS      | $147393.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Logistics Corp                                | Mitsubishi Logistics Corp                                                   | CUSIP: 000000000<br>LEI: 529900GJKGNRLQBJUH32 | Long             | EC               | CORP              | JP        |      7000 | NS      | $160748.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOL SpA                                                  | SOL SpA                                                                     | CUSIP: 000000000<br>LEI: 81560096A9AEBBBD4B25 | Long             | EC               | CORP              | IT        |      3735 | NS      | $70555.33     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CropEnergies AG                                          | CropEnergies AG                                                             | CUSIP: 000000000<br>LEI: 529900FXN57YQ7H5S098 | Long             | EC               | CORP              | DE        |      8762 | NS      | $121753.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KYB Corp                                                 | KYB Corp                                                                    | CUSIP: 000000000<br>LEI: 353800TNYJJSI69KPE33 | Long             | EC               | CORP              | JP        |      3200 | NS      | $82579.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                   | PURCHASED USD / SOLD NOK                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-8862.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dunelm Group PLC                                         | Dunelm Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800WCOWEI3T5DUV19 | Long             | EC               | CORP              | GB        |     32177 | NS      | $378929.07    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamma Communications PLC                                 | Gamma Communications PLC                                                    | CUSIP: 000000000<br>LEI: 213800LAQZXPRIZUEH50 | Long             | EC               | CORP              | GB        |      4092 | NS      | $53258.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JM AB                                                    | JM AB                                                                       | CUSIP: 000000000<br>LEI: 529900X0UEM9DOM6FK12 | Long             | EC               | CORP              | SE        |     19414 | NS      | $320663.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Land Development Co Ltd/The                       | Israel Land Development Co Ltd/The                                          | CUSIP: 000000000<br>LEI: 213800Z7833KR44LCC93 | Long             | EC               | CORP              | IL        |      4087 | NS      | $44918.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamborner REIT AG                                        | Hamborner REIT AG                                                           | CUSIP: 000000000<br>LEI: 529900EJTD8IR1GN0P96 | Long             | EC               |  | DE        |     17272 | NS      | $124057.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcosmos Inc                                          | Transcosmos Inc                                                             | CUSIP: 000000000<br>LEI: 353800AAR1GYRFDRTV97 | Long             | EC               | CORP              | JP        |      7400 | NS      | $182553.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacom Co Ltd                                             | Wacom Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800R3B771OQOQPT02 | Long             | EC               | CORP              | JP        |     12900 | NS      | $57096.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Kenon Holdings Ltd/Singapore                             | Kenon Holdings Ltd/Singapore                                                | CUSIP: 000000000<br>LEI: 254900N5LVBX92GMVN72 | Long             | EC               | CORP              | SG        |     15550 | NS      | $513852.91    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NOK Corp                                                 | NOK Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14600 | NS      | $129905.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED USD / SOLD SEK                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-24696.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux Professional AB                               | Electrolux Professional AB                                                  | CUSIP: 000000000<br>LEI: 254900KI62Q46ZWD8084 | Long             | EC               | CORP              | SE        |     13795 | NS      | $58015.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mochida Pharmaceutical Co Ltd                            | Mochida Pharmaceutical Co Ltd                                               | CUSIP: 000000000<br>LEI: 3538008YGVRYRM8B7Q95 | Long             | EC               | CORP              | JP        |      3000 | NS      | $79123.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Technogym SpA                                            | Technogym SpA                                                               | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |      3672 | NS      | $28020.42     | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| PAL GROUP Holdings Co Ltd                                | PAL GROUP Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4490 | NS      | $85379.59     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                   | PURCHASED USD / SOLD CHF                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-6793.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sulzer AG                                                | Sulzer AG                                                                   | CUSIP: 000000000<br>LEI: 529900NZ6MAST5IJF669 | Long             | EC               | CORP              | CH        |      6003 | NS      | $467159.53    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuyama Transporting Co Ltd                             | Fukuyama Transporting Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900Z7D20PNX4HSO85 | Long             | EC               | CORP              | JP        |      2600 | NS      | $60396.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenrin Co Ltd                                            | Zenrin Co Ltd                                                               | CUSIP: 000000000<br>LEI: 353800AOWZ4V1DJ17N16 | Long             | EC               | CORP              | JP        |       300 | NS      | $1880.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Galil Ltd                                          | Delta Galil Ltd                                                             | CUSIP: 000000000<br>LEI: 213800THWVY4MIDWYH93 | Long             | EC               | CORP              | IL        |      2329 | NS      | $97225.93     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Craneware PLC                                            | Craneware PLC                                                               | CUSIP: 000000000<br>LEI: 213800O2CTJ1YFXNXG05 | Long             | EC               | CORP              | GB        |      2251 | NS      | $49145.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerresheimer AG                                          | Gerresheimer AG                                                             | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |      2170 | NS      | $145440.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizen Watch Co Ltd                                     | Citizen Watch Co Ltd                                                        | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |     32800 | NS      | $147412.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| PWR Holdings Ltd                                         | PWR Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7984 | NS      | $58312.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services International-Dentsu Ltd            | Information Services International-Dentsu Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $107090.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Okumura Corp                                             | Okumura Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5390 | NS      | $121938.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Clinical Labs Ltd                             | Australian Clinical Labs Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    132851 | NS      | $268476.86    | 0.22%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Valqua Ltd                                               | Valqua Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $115828.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Long Wale REIT                              | Charter Hall Long Wale REIT                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    266637 | NS      | $801032.08    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| TKC Corp                                                 | TKC Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $90162.57     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Bakelite Co Ltd                                 | Sumitomo Bakelite Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $89014.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Post Ltd                                       | Singapore Post Ltd                                                          | CUSIP: 000000000<br>LEI: 2549001SP50468BWD892 | Long             | EC               | CORP              | SG        |    303200 | NS      | $117554.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HMS Networks AB                                          | HMS Networks AB                                                             | CUSIP: 000000000<br>LEI: 549300MOY2FDUUDIQ179 | Long             | EC               | CORP              | SE        |      1909 | NS      | $62219.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuestenrot & Wuerttembergische AG                        | Wuestenrot & Wuerttembergische AG                                           | CUSIP: 000000000<br>LEI: 5299003H07ZT0Z5ZNN35 | Long             | EC               | CORP              | DE        |      4798 | NS      | $79063.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tomy Co Ltd                                              | Tomy Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8900 | NS      | $85259.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Semperit AG Holding                                      | Semperit AG Holding                                                         | CUSIP: 000000000<br>LEI: 529900PG9O7YFYX5UM88 | Long             | EC               | CORP              | AT        |      4104 | NS      | $86811.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New Wave Group AB                                        | New Wave Group AB                                                           | CUSIP: 000000000<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |      4935 | NS      | $97757.47     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AFRY AB                                                  | AFRY AB                                                                     | CUSIP: 000000000<br>LEI: 549300Q87LKPPD4X9R30 | Long             | EC               | CORP              | SE        |     14790 | NS      | $242584.67    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Woods Properties Ltd                               | Cedar Woods Properties Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     34549 | NS      | $101449.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fnac Darty SA                                            | Fnac Darty SA                                                               | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | EC               | CORP              | FR        |      5681 | NS      | $208811.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Yaoko Co Ltd                                             | Yaoko Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800Y2SZOLTECIV233 | Long             | EC               | CORP              | JP        |      1100 | NS      | $56523.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                  | SSAB AB                                                                     | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    136118 | NS      | $743851.33    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Breville Group Ltd                                       | Breville Group Ltd                                                          | CUSIP: 000000000<br>LEI: 529900MM4WH0KSB3KW37 | Long             | EC               | CORP              | AU        |     10228 | NS      | $127277.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Bank USA                                   | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-27576.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| XPS Pensions Group PLC                                   | XPS Pensions Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138004Y8OBPJEAACJ11 | Long             | EC               | CORP              | GB        |     44897 | NS      | $75069.20     | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-27552.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Grieg Seafood ASA                                        | Grieg Seafood ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH5VC37 | Long             | EC               | CORP              | NO        |      8977 | NS      | $71626.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Currys PLC                                               | Currys PLC                                                                  | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |    167677 | NS      | $108110.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Daiseki Co Ltd                                           | Daiseki Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $48171.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insignia Financial Ltd                                   | Insignia Financial Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    173548 | NS      | $394266.78    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Awa Bank Ltd/The                                         | Awa Bank Ltd/The                                                            | CUSIP: 000000000<br>LEI: 353800YH8XWV0XAHXR13 | Long             | EC               | CORP              | JP        |       270 | NS      | $4362.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                       | PURCHASED USD / SOLD SGD                                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-549.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mabuchi Motor Co Ltd                                     | Mabuchi Motor Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $96244.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                             | Fujikura Ltd                                                                | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      9400 | NS      | $71526.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Ohka Kogyo Co Ltd                                  | Tokyo Ohka Kogyo Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $131653.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersen SA                                                | Mersen SA                                                                   | CUSIP: 000000000<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |      2340 | NS      | $94275.49     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Cellular Telephone Co                            | Okinawa Cellular Telephone Co                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $151967.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMEDA Holdings Co Ltd                                   | KOMEDA Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $133718.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bic Camera Inc                                           | Bic Camera Inc                                                              | CUSIP: 000000000<br>LEI: 353800MQU1LJXY6N8N97 | Long             | EC               | CORP              | JP        |       200 | NS      | $1943.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Altshuler Shaham Penn Ltd                                | Altshuler Shaham Penn Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     77789 | NS      | $151742.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuto Corp                                              | Hokuto Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2846.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD JPY                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-280190.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Zumtobel Group AG                                        | Zumtobel Group AG                                                           | CUSIP: 000000000<br>LEI: 529900IIODYNYAZ2ID26 | Long             | EC               | CORP              | AT        |      7911 | NS      | $57496.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichiyoshi Securities Co Ltd                              | Ichiyoshi Securities Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800A8M3VE49QYFV53 | Long             | EC               | CORP              | JP        |       400 | NS      | $1867.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Inwido AB                                                | Inwido AB                                                                   | CUSIP: 000000000<br>LEI: 529900A9NKQW5UTHBG13 | Long             | EC               | CORP              | SE        |     13379 | NS      | $142142.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DFS Furniture PLC                                        | DFS Furniture PLC                                                           | CUSIP: 000000000<br>LEI: 213800GDSOBNKS1U1P93 | Long             | EC               | CORP              | GB        |     65575 | NS      | $122264.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Spar Nord Bank A/S                                       | Spar Nord Bank A/S                                                          | CUSIP: 000000000<br>LEI: 549300DHT635Q5P8J715 | Long             | EC               | CORP              | DK        |     11031 | NS      | $168444.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vesuvius PLC                                             | Vesuvius PLC                                                                | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |     54432 | NS      | $264655.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bell System24 Holdings Inc                               | Bell System24 Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 353800JZJDPUWIH3M649 | Long             | EC               | CORP              | JP        |     10201 | NS      | $105376.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanto Denka Kogyo Co Ltd                                 | Kanto Denka Kogyo Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $1402.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcs Co Ltd                                              | Arcs Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $113174.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Retailors Ltd                                            | Retailors Ltd                                                               | CUSIP: 000000000<br>LEI: 2549006QHZTQOYRBB695 | Long             | EC               | CORP              | IL        |      1822 | NS      | $34235.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaguchi Financial Group Inc                            | Yamaguchi Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |     21800 | NS      | $142254.73    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                   | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-129047.71   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaga Electronics Co Ltd                                  | Kaga Electronics Co Ltd                                                     | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |      3000 | NS      | $92879.61     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ratos AB                                                 | Ratos AB                                                                    | CUSIP: 000000000<br>LEI: 2138008KECUUB9VR4798 | Long             | EC               | CORP              | SE        |     28512 | NS      | $113533.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| C Uyemura & Co Ltd                                       | C Uyemura & Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $64511.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Workspace Group PLC                                      | Workspace Group PLC                                                         | CUSIP: 000000000<br>LEI: 2138003GUZRFIN3UT430 | Long             | EC               |  | GB        |     33372 | NS      | $178476.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Myer Holdings Ltd                                        | Myer Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    270378 | NS      | $124682.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Matsui Securities Co Ltd                                 | Matsui Securities Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3538007PRKOSDN175V58 | Long             | EC               | CORP              | JP        |     23900 | NS      | $142191.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Europris ASA                                             | Europris ASA                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |     35558 | NS      | $247797.86    | 0.21%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Itochu Enex Co Ltd                                       | Itochu Enex Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |     16200 | NS      | $128917.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dainichiseika Color & Chemicals Manufacturing Co Ltd     | Dainichiseika Color & Chemicals Manufacturing Co Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2591.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| u-blox Holding AG                                        | u-blox Holding AG                                                           | CUSIP: 000000000<br>LEI: 506700B2W2NUXS9X8479 | Long             | EC               | CORP              | CH        |       419 | NS      | $49906.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| San ju San Financial Group Inc                           | San ju San Financial Group Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $93993.71     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Smart Metering Systems PLC                               | Smart Metering Systems PLC                                                  | CUSIP: 000000000<br>LEI: 213800FGOUFSDPE33S71 | Long             | EC               | CORP              | GB        |     19353 | NS      | $182047.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Sindall Group PLC                                 | Morgan Sindall Group PLC                                                    | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |      9441 | NS      | $173755.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                   | PURCHASED USD / SOLD DKK                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-16879.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ohsho Food Service Corp                                  | Ohsho Food Service Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1572 | NS      | $71246.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEKO AB                                                  | MEKO AB                                                                     | CUSIP: 000000000<br>LEI: 529900R809HC1RFRQA91 | Long             | EC               | CORP              | SE        |      7255 | NS      | $78402.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamazen Corp                                             | Yamazen Corp                                                                | CUSIP: 000000000<br>LEI: 353800VADDW91MPELT42 | Long             | EC               | CORP              | JP        |     13300 | NS      | $101101.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BML Inc                                                  | BML Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $63568.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atresmedia Corp de Medios de Comunicacion SA             | Atresmedia Corp de Medios de Comunicacion SA                                | CUSIP: 000000000<br>LEI: 95980020140005491929 | Long             | EC               | CORP              | ES        |     89623 | NS      | $305315.14    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. International PLC                   | PURCHASED USD / SOLD CHF                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-6793.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cargotec Oyj                                             | Cargotec Oyj                                                                | CUSIP: 000000000<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |      5813 | NS      | $256346.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MARR SpA                                                 | MARR SpA                                                                    | CUSIP: 000000000<br>LEI: 815600576D5536AC7B34 | Long             | EC               | CORP              | IT        |      9227 | NS      | $112261.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OKUMA Corp                                               | OKUMA Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $71241.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lectra                                                   | Lectra                                                                      | CUSIP: 000000000<br>LEI: 9695000KWQEBUDT6IO19 | Long             | EC               | CORP              | FR        |      2504 | NS      | $94068.23     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Asanuma Corp                                             | Asanuma Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $80109.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baby Bunting Group Ltd                                   | Baby Bunting Group Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     34722 | NS      | $63811.62     | 0.05%             |  |  |  | Yes           |                  1 | On Loan: —       |
| MIRAIT ONE corp                                          | MIRAIT ONE corp                                                             | CUSIP: 000000000<br>LEI: 353800RI3EZVEIDAEL62 | Long             | EC               | CORP              | JP        |      9400 | NS      | $108287.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T Hasegawa Co Ltd                                        | T Hasegawa Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $64090.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichibanya Co Ltd                                         | Ichibanya Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $94744.02     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| FIBI Holdings Ltd                                        | FIBI Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6317 | NS      | $262454.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alleanza Holdings Co Ltd                                 | Alleanza Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $1500.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Genuit Group PLC                                         | Genuit Group PLC                                                            | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |     35439 | NS      | $119789.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JAC Recruitment Co Ltd                                   | JAC Recruitment Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $110455.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FLSmidth & Co A/S                                        | FLSmidth & Co A/S                                                           | CUSIP: 000000000<br>LEI: 213800MXXDGQ3ITPXI41 | Long             | EC               | CORP              | DK        |      3684 | NS      | $133077.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LSL Property Services PLC                                | LSL Property Services PLC                                                   | CUSIP: 000000000<br>LEI: 213800T4VM5VR3C7S706 | Long             | EC               | CORP              | GB        |     13555 | NS      | $40763.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Musashi Seimitsu Industry Co Ltd                         | Musashi Seimitsu Industry Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800J742CBBV9MSZ43 | Long             | EC               | CORP              | JP        |      5900 | NS      | $69979.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| S Foods Inc                                              | S Foods Inc                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $74255.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Restar Holdings Corp                                     | Restar Holdings Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4654 | NS      | $72590.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daicel Corp                                              | Daicel Corp                                                                 | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |     25300 | NS      | $183117.97    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DiscoverIE Group PLC                                     | DiscoverIE Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800BMDLQU1VEEAN68 | Long             | EC               | CORP              | GB        |      5505 | NS      | $48406.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Safestore Holdings PLC                                   | Safestore Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               |  | GB        |     28751 | NS      | $326824.38    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                      | Samhallsbyggnadsbolaget i Norden AB                                         | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | EC               | CORP              | SE        |     86415 | NS      | $156748.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Capitaland India Trust                                   | Capitaland India Trust                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    280500 | NS      | $236329.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hochschild Mining PLC                                    | Hochschild Mining PLC                                                       | CUSIP: 000000000<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | GB        |    102272 | NS      | $86423.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Financial Group Inc                              | Okinawa Financial Group Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       242 | NS      | $4275.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S IMMO AG                                                | S IMMO AG                                                                   | CUSIP: 000000000<br>LEI: 5299001QKV44IT3WPL26 | Long             | EC               | CORP              | AT        |      6243 | NS      | $83152.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumitama Agri Ltd                                        | Bumitama Agri Ltd                                                           | CUSIP: 000000000<br>LEI: 529900BOE6UQFFDNZR10 | Long             | EC               | CORP              | SG        |    217800 | NS      | $95811.21     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiskars OYJ Abp                                          | Fiskars OYJ Abp                                                             | CUSIP: 000000000<br>LEI: 743700BKTW4EQIVKYY42 | Long             | EC               | CORP              | FI        |     10188 | NS      | $167228.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seikitokyu Kogyo Co Ltd                                  | Seikitokyu Kogyo Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $2993.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD CHF                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-250.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ridley Corp Ltd                                          | Ridley Corp Ltd                                                             | CUSIP: 000000000<br>LEI: 549300UQM21UZW8DVW82 | Long             | EC               | CORP              | AU        |     59917 | NS      | $80452.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED NOK / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $567.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paz Oil Co Ltd                                           | Paz Oil Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $106.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Troax Group AB                                           | Troax Group AB                                                              | CUSIP: 000000000<br>LEI: 5493003TBEWGBIEG1X97 | Long             | EC               | CORP              | SE        |      4345 | NS      | $76145.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIDENDUM PLC                                             | VIDENDUM PLC                                                                | CUSIP: 000000000<br>LEI: 2138007H5DQ4X8YOCF14 | Long             | EC               | CORP              | GB        |      7333 | NS      | $95088.97     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Mining & Smelting Co Ltd                          | Mitsui Mining & Smelting Co Ltd                                             | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |      5800 | NS      | $135609.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sawai Group Holdings Co Ltd                              | Sawai Group Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $84410.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Malt Grp Ltd                                      | United Malt Grp Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22147 | NS      | $52115.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Takara Standard Co Ltd                                   | Takara Standard Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $85949.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkway Life Real Estate Investment Trust                | Parkway Life Real Estate Investment Trust                                   | CUSIP: 000000000<br>LEI: 549300I4DKVD2OF5LW91 | Long             | EC               |  | SG        |    112400 | NS      | $315108.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CONEXIO Corp                                             | CONEXIO Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2892.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Road Resources Ltd                                  | Gold Road Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 213800HJWH96TDEMNY83 | Long             | EC               | CORP              | AU        |     49383 | NS      | $56596.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $5437.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takamatsu Construction Group Co Ltd                      | Takamatsu Construction Group Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2902.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AURELIUS Equity Opportunities SE & Co KGaA               | AURELIUS Equity Opportunities SE & Co KGaA                                  | CUSIP: 000000000<br>LEI: 3912001SWR0QKOSUHR50 | Long             | EC               | CORP              | DE        |      6685 | NS      | $130705.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resorttrust Inc                                          | Resorttrust Inc                                                             | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |      6800 | NS      | $121059.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Gaia Corp                                              | T-Gaia Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $84004.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanamoto Co Ltd                                          | Kanamoto Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $97761.19     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichigo Inc                                               | Ichigo Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26500 | NS      | $57239.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Resurs Holding AB                                        | Resurs Holding AB                                                           | CUSIP: 000000000<br>LEI: 5493006KHWZ6OVF3IO54 | Long             | EC               | CORP              | SE        |     73591 | NS      | $176217.23    | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Vicat SA                                                 | Vicat SA                                                                    | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |      9609 | NS      | $240484.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                   | PURCHASED USD / SOLD SEK                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-24688.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Oil Refineries Ltd                                       | Oil Refineries Ltd                                                          | CUSIP: 000000000<br>LEI: 213800CWUC7NV7VR3D03 | Long             | EC               | CORP              | IL        |    574775 | NS      | $200523.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MyState Ltd                                              | MyState Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     28034 | NS      | $74524.13     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Juroku Financial Group Inc                               | Juroku Financial Group Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $123897.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Macnica Holdings Inc                                     | Macnica Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $147781.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IPH Ltd                                                  | IPH Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900KRTADQ17ANK140 | Long             | EC               | CORP              | AU        |     25718 | NS      | $152256.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Delight Co Ltd                                      | Aeon Delight Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $107931.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Azimut Holding SpA                                       | Azimut Holding SpA                                                          | CUSIP: 000000000<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |     36613 | NS      | $817844.08    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Zehnder Group AG                                         | Zehnder Group AG                                                            | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |       966 | NS      | $58260.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kato Sangyo Co Ltd                                       | Kato Sangyo Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4548 | NS      | $120985.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Huber + Suhner AG                                        | Huber + Suhner AG                                                           | CUSIP: 000000000<br>LEI: 5067007PRZ9OSX7A6787 | Long             | EC               | CORP              | CH        |      2286 | NS      | $213231.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-4021.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Econocom Group SA/NV                                     | Econocom Group SA/NV                                                        | CUSIP: 000000000<br>LEI: 5493006G5O9JP185PU76 | Long             | EC               | CORP              | BE        |      1408 | NS      | $4282.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nickel Industries Ltd                                    | Nickel Industries Ltd                                                       | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | EC               | CORP              | AU        |    541790 | NS      | $356392.45    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Hutchison Port Holdings Trust                            | Hutchison Port Holdings Trust                                               | CUSIP: 000000000<br>LEI: 529900E8LS83XV4W6889 | Long             | EC               | CORP              | SG        |   2025500 | NS      | $392947.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sala Corp                                                | Sala Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $2216.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiutian Chemical Group Ltd                               | Jiutian Chemical Group Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   1729900 | NS      | $104475.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiheiyo Cement Corp                                     | Taiheiyo Cement Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $134072.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD SEK                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1110.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exedy Corp                                               | Exedy Corp                                                                  | CUSIP: 000000000<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |      9730 | NS      | $119168.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobilezone Holding AG                                    | Mobilezone Holding AG                                                       | CUSIP: 000000000<br>LEI: 506700P3R89PJL1LM545 | Long             | EC               | CORP              | CH        |     12123 | NS      | $200739.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TT Electronics plc                                       | TT Electronics plc                                                          | CUSIP: 000000000<br>LEI: 213800TJGBW5VFHQEV54 | Long             | EC               | CORP              | GB        |       834 | NS      | $1745.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Electric Co Ltd                                   | Nissin Electric Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $69655.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caverion Oyj                                             | Caverion Oyj                                                                | CUSIP: 000000000<br>LEI: 7437007ECQWVPCJIS695 | Long             | EC               | CORP              | FI        |     16858 | NS      | $124682.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitie Group PLC                                          | Mitie Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |    124909 | NS      | $112088.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga & Co Ltd/Japan                                  | Morinaga & Co Ltd/Japan                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $124938.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IVE Group Ltd                                            | IVE Group Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     62674 | NS      | $99880.58     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Aviation Electronics Industry Ltd                  | Japan Aviation Electronics Industry Ltd                                     | CUSIP: 000000000<br>LEI: 353800OSHAMOO6TCTF61 | Long             | EC               | CORP              | JP        |      6600 | NS      | $105493.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xior Student Housing NV                                  | Xior Student Housing NV                                                     | CUSIP: 000000000<br>LEI: 549300JK7HFOCP0U8K85 | Long             | EC               |  | BE        |      3956 | NS      | $122016.93    | 0.10%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Nippon Signal Company Ltd                                | Nippon Signal Company Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $3152.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Telecom International Holdings Ltd                 | CITIC Telecom International Holdings Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    629678 | NS      | $213793.39    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Noevir Holdings Co Ltd                                   | Noevir Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3273 | NS      | $143625.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coor Service Management Holding AB                       | Coor Service Management Holding AB                                          | CUSIP: 000000000<br>LEI: 529900TMO6717OKBSU69 | Long             | EC               | CORP              | SE        |     20908 | NS      | $129025.81    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ABG Sundal Collier Holding ASA                           | ABG Sundal Collier Holding ASA                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIEMG82 | Long             | EC               | CORP              | NO        |    164686 | NS      | $94120.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD CHF                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-6791.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kitz Corp                                                | Kitz Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15100 | NS      | $90294.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Okamura Corp                                             | Okamura Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $94906.21     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TIV TAAM HOLDINGS 1 LTD                                  | Tiv Taam Holdings 1 Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       676 | NS      | $1207.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cromwell Property Group                                  | Cromwell Property Group                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    826483 | NS      | $375521.23    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Bridgepoint Group PLC                                    | Bridgepoint Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |     74878 | NS      | $171674.91    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Yuasa Trading Co Ltd                                     | Yuasa Trading Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $79563.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valor Holdings Co Ltd                                    | Valor Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $107708.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Kiraboshi Financial Group Inc                      | Tokyo Kiraboshi Financial Group Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $100882.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Energy PLC                                            | I3 Energy PLC                                                               | CUSIP: 000000000<br>LEI: 213800949OZA9QA9FS17 | Long             | EC               | CORP              | GB        |    157701 | NS      | $46760.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Frontier Fudousan Co Ltd                             | Sun Frontier Fudousan Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12100 | NS      | $100967.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Maytronics Ltd                                           | Maytronics Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12317 | NS      | $122171.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Anima Holding SpA                                        | Anima Holding SpA                                                           | CUSIP: 000000000<br>LEI: 549300T1EREIRH8ICX03 | Long             | EC               | CORP              | IT        |    101196 | NS      | $404141.17    | 0.34%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Crest Nicholson Holdings plc                             | Crest Nicholson Holdings plc                                                | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |     65852 | NS      | $187418.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED DKK / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |         1 | NC      | $319.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyakujushi Bank Ltd/The                                  | Hyakujushi Bank Ltd/The                                                     | CUSIP: 000000000<br>LEI: 5493009ZQOZS8JYRQN62 | Long             | EC               | CORP              | JP        |      8100 | NS      | $117437.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Impax Asset Management Group PLC                         | Impax Asset Management Group PLC                                            | CUSIP: 000000000<br>LEI: 213800AJDNW4S2B7E680 | Long             | EC               | CORP              | GB        |     15800 | NS      | $137412.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Belc Co Ltd                                              | Belc Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $34863.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mehadrin Ltd                                             | Mehadrin Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         0 | NS      | $12.79        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neinor Homes SA                                          | Neinor Homes SA                                                             | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | EC               | CORP              | ES        |     11298 | NS      | $98632.68     | 0.08%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Totetsu Kogyo Co Ltd                                     | Totetsu Kogyo Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4845 | NS      | $96536.47     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DMG Mori Co Ltd                                          | DMG Mori Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800P4I3FIXTQV2E13 | Long             | EC               | CORP              | JP        |     10000 | NS      | $133009.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Toyo Construction Co Ltd                                 | Toyo Construction Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $52733.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED SGD / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $134.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Denka Co Ltd                                             | Denka Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800Y94EKQEH8MVD43 | Long             | EC               | CORP              | JP        |      7200 | NS      | $165068.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissui Corp                                              | Nissui Corp                                                                 | CUSIP: 000000000<br>LEI: 529900MPH5BMANQ3EC50 | Long             | EC               | CORP              | JP        |     15800 | NS      | $65741.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Takuma Co Ltd                                            | Takuma Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $70199.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Co Ltd                                            | Nomura Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8558 | NS      | $62330.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin Nippon Air Technologies Co Ltd                      | Shin Nippon Air Technologies Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2842.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Carbon Co Ltd                                     | Nippon Carbon Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $101981.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsuboshi Belting Ltd                                   | Mitsuboshi Belting Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $171071.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| MJ Gleeson PLC                                           | MJ Gleeson PLC                                                              | CUSIP: 000000000<br>LEI: 21380064K7N2W7FD6434 | Long             | EC               | CORP              | GB        |       326 | NS      | $1348.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi Shokuhin Co Ltd                               | Mitsubishi Shokuhin Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $118231.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NRW Holdings Ltd                                         | NRW Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 5493003S2MORCH0HEL95 | Long             | EC               | CORP              | AU        |    121398 | NS      | $231336.21    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Outokumpu Oyj                                            | Outokumpu Oyj                                                               | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |     58532 | NS      | $295537.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Sanki Engineering Co Ltd                                 | Sanki Engineering Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $99787.79     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Hat Ltd                                           | Yellow Hat Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $107412.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gestamp Automocion SA                                    | Gestamp Automocion SA                                                       | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | EC               | CORP              | ES        |     46285 | NS      | $178523.09    | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Prosegur Cia de Seguridad SA                             | Prosegur Cia de Seguridad SA                                                | CUSIP: 000000000<br>LEI: 549300N94L4D5NDBFG97 | Long             | EC               | CORP              | ES        |     46790 | NS      | $88537.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Nisshinbo Holdings Inc                                   | Nisshinbo Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |     16750 | NS      | $123646.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PEXA Group Ltd                                           | PEXA Group Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2855 | NS      | $23136.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD ILS                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1465.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED USD / SOLD NOK                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-8869.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Data#3 Ltd                                               | Data#3 Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900WW6OYX86LFDA80 | Long             | EC               | CORP              | AU        |     16000 | NS      | $73457.21     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shufersal Ltd                                            | Shufersal Ltd                                                               | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |     20925 | NS      | $120325.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duerr AG                                                 | Duerr AG                                                                    | CUSIP: 000000000<br>LEI: 5299003APZ54EDTSRO20 | Long             | EC               | CORP              | DE        |      4638 | NS      | $156020.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hill & Smith PLC                                         | Hill & Smith PLC                                                            | CUSIP: 000000000<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |      7833 | NS      | $110429.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED SEK / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-454.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRP Advisory Group PLC                                   | FRP Advisory Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800IPCG6DE1CVLY36 | Long             | EC               | CORP              | GB        |     27482 | NS      | $52562.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Yamaichi Electronics Co Ltd                              | Yamaichi Electronics Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $74991.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Arbonia AG                                               | Arbonia AG                                                                  | CUSIP: 000000000<br>LEI: 52990053OCTMTW77M139 | Long             | EC               | CORP              | CH        |      6095 | NS      | $85113.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                   | PURCHASED USD / SOLD JPY                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-280242.36   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Dalrymple Bay Infrastructure Ltd                         | Dalrymple Bay Infrastructure Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     51435 | NS      | $84759.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GUD Holdings Ltd                                         | GUD Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900KHH5GGEGUIZS22 | Long             | EC               | CORP              | AU        |     28339 | NS      | $145673.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokmanni Group Corp                                      | Tokmanni Group Corp                                                         | CUSIP: 000000000<br>LEI: 743700VMG6KWF0FW1560 | Long             | EC               | CORP              | FI        |     16569 | NS      | $199643.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DIC Corp                                                 | DIC Corp                                                                    | CUSIP: 000000000<br>LEI: 549300F1YB9ARLPUKB67 | Long             | EC               | CORP              | JP        |      8000 | NS      | $141028.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Dah Sing Financial Holdings Ltd                          | Dah Sing Financial Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |     36000 | NS      | $83393.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $614.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bytes Technology Group PLC                               | Bytes Technology Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800LA4DZLFBAC9O33 | Long             | EC               | CORP              | GB        |     18136 | NS      | $84427.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED ILS / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |         1 | NC      | $-132.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rana Gruber ASA                                          | Rana Gruber ASA                                                             | CUSIP: 000000000<br>LEI: 5493003MBTQHX9VNKN13 | Long             | EC               | CORP              | NO        |     28118 | NS      | $145570.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger PLC                                             | Grainger PLC                                                                | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               | CORP              | GB        |     55485 | NS      | $168192.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BWP Trust                                                | BWP Trust                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    150907 | NS      | $400139.95    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Cloetta AB                                               | Cloetta AB                                                                  | CUSIP: 000000000<br>LEI: 549300CSLHPO6Y1AZN37 | Long             | EC               | CORP              | SE        |     11881 | NS      | $23785.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDION Corp                                               | EDION Corp                                                                  | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |     10500 | NS      | $102338.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD NOK                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-8872.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hakuto Co Ltd                                            | Hakuto Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $107582.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexerials Corp                                           | Dexerials Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $61843.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| UACJ Corp                                                | UACJ Corp                                                                   | CUSIP: 000000000<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |      4400 | NS      | $73964.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichiden Corp                                            | Nichiden Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2608.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waypoint REIT Ltd                                        | Waypoint REIT Ltd                                                           | CUSIP: 000000000<br>LEI: 5493003CS5K82RREKA54 | Long             | EC               |  | AU        |    221409 | NS      | $412908.42    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Yuasa Corp                                            | GS Yuasa Corp                                                               | CUSIP: 000000000<br>LEI: 353800MW7O6PQQHLDR79 | Long             | EC               | CORP              | JP        |      4851 | NS      | $77942.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Esprinet SpA                                             | Esprinet SpA                                                                | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |     14114 | NS      | $101450.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamburger Hafen und Logistik AG                          | Hamburger Hafen und Logistik AG                                             | CUSIP: 000000000<br>LEI: 52990003RXKZ9J9ERW70 | Long             | EC               | CORP              | DE        |     14188 | NS      | $180191.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD ILS                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $11524.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramelius Resources Ltd                                   | Ramelius Resources Ltd                                                      | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |      2564 | NS      | $1617.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO internet group Inc                                   | GMO internet group Inc                                                      | CUSIP: 000000000<br>LEI: 529900BFZEY3BESHBW90 | Long             | EC               | CORP              | JP        |      6900 | NS      | $128958.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Codan Ltd/Australia                                      | Codan Ltd/Australia                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     37101 | NS      | $103156.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Ogaki Kyoritsu Bank Ltd/The                              | Ogaki Kyoritsu Bank Ltd/The                                                 | CUSIP: 000000000<br>LEI: 549300M5X5T6C27W3H96 | Long             | EC               | CORP              | JP        |      6600 | NS      | $93989.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Oil Holdings Inc                                    | Fuji Oil Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $71050.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Schoeller-Bleckmann Oilfield Equipment AG                | Schoeller-Bleckmann Oilfield Equipment AG                                   | CUSIP: 000000000<br>LEI: 549300ZD9ED8GSG3JW36 | Long             | EC               | CORP              | AT        |       863 | NS      | $53604.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvelous Inc                                            | Marvelous Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $2073.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uponor Oyj                                               | Uponor Oyj                                                                  | CUSIP: 000000000<br>LEI: 743700KA2GMSYJM3CM12 | Long             | EC               | CORP              | FI        |     10808 | NS      | $191593.57    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Landis+Gyr Group AG                                      | Landis+Gyr Group AG                                                         | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |      3461 | NS      | $244088.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Nishi-Nippon Financial Holdings Inc                      | Nishi-Nippon Financial Holdings Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17700 | NS      | $129183.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Plus PLC                                         | Telecom Plus PLC                                                            | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |     10767 | NS      | $284288.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O Retailing Corp                                       | H2O Retailing Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $71370.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Porr Ag                                                  | Porr Ag                                                                     | CUSIP: 000000000<br>LEI: 529900ARBU9SBJFNX419 | Long             | EC               | CORP              | AT        |      5615 | NS      | $70473.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                       | PURCHASED USD / SOLD NOK                                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-154.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS                                                    | IPSOS                                                                       | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |      5286 | NS      | $330026.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hachijuni Bank Ltd/The                                   | Hachijuni Bank Ltd/The                                                      | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |     42200 | NS      | $175586.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| G City Ltd                                               | G City Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800EO12XXGZSQ2A73 | Long             | EC               | CORP              | IL        |     52478 | NS      | $159136.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pets at Home Group Plc                                   | Pets at Home Group Plc                                                      | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |     68134 | NS      | $232434.07    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ES-Con Japan Ltd                                         | ES-Con Japan Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16300 | NS      | $96605.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| St Marc Holdings Co Ltd                                  | St Marc Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2561.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volution Group PLC                                       | Volution Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |     13901 | NS      | $61033.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLS Holdings PLC                                         | CLS Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 213800A357TKB2TD9U78 | Long             | EC               | CORP              | GB        |     81454 | NS      | $155593.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapporo Holdings Ltd                                     | Sapporo Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800ITDYV3AD2X5M34 | Long             | EC               | CORP              | JP        |      3400 | NS      | $84520.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Tocalo Co Ltd                                            | Tocalo Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11000 | NS      | $96123.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matas A/S                                                | Matas A/S                                                                   | CUSIP: 000000000<br>LEI: 2138004PXX8LWGHGL872 | Long             | EC               | CORP              | DK        |       140 | NS      | $1400.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wincanton PLC                                            | Wincanton PLC                                                               | CUSIP: 000000000<br>LEI: 213800Z5WTW8QKOHWQ82 | Long             | EC               | CORP              | GB        |     23182 | NS      | $93974.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED NOK / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $77.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNO ASA                                                  | DNO ASA                                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH3K072 | Long             | EC               | CORP              | NO        |    173281 | NS      | $207740.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Swissquote Group Holding SA                              | Swissquote Group Holding SA                                                 | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |      1012 | NS      | $146024.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Token Corp                                               | Token Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $67482.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon Chouzai Co Ltd                                     | Nihon Chouzai Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $2764.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Megmilk Snow Brand Co Ltd                                | Megmilk Snow Brand Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $113291.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Bed Holdings Co Ltd                            | Paramount Bed Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $111369.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Real Estate Investment Trust                     | Fortune Real Estate Investment Trust                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | HK        |    493000 | NS      | $400466.37    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Trigano SA                                               | Trigano SA                                                                  | CUSIP: 000000000<br>LEI: 969500KLZPNMO8TUM811 | Long             | EC               | CORP              | FR        |      1195 | NS      | $162736.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Optorun Co Ltd                                           | Optorun Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $3398.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NSD Co Ltd                                               | NSD Co Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $136750.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Domain Holdings Australia Ltd                            | Domain Holdings Australia Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43900 | NS      | $80678.83     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Computer Engineering & Consulting Ltd                    | Computer Engineering & Consulting Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2316.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halfords Group PLC                                       | Halfords Group PLC                                                          | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |     39028 | NS      | $98118.81     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Austevoll Seafood ASA                                    | Austevoll Seafood ASA                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |     40832 | NS      | $366621.70    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokorei Co Ltd                                           | Yokorei Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $4058.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coface SA                                                | Coface SA                                                                   | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |     55894 | NS      | $724185.54    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Gav-Yam Lands Corp Ltd                                   | Gav-Yam Lands Corp Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     21460 | NS      | $166644.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inghams Group Ltd                                        | Inghams Group Ltd                                                           | CUSIP: 000000000<br>LEI: 529900ZZ4VRHSGVBNE41 | Long             | EC               | CORP              | AU        |     46668 | NS      | $90513.01     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-129051.56   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Immobiliare Grande Distribuzione SIIQ SpA                | Immobiliare Grande Distribuzione SIIQ SpA                                   | CUSIP: 000000000<br>LEI: 815600CF8C0389D0E272 | Long             | EC               |  | IT        |     42410 | NS      | $140991.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seino Holdings Co Ltd                                    | Seino Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 3538001D12EPCPYTTF24 | Long             | EC               | CORP              | JP        |     10700 | NS      | $95042.63     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TS Tech Co Ltd                                           | TS Tech Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $127450.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Empiric Student Property PLC                             | Empiric Student Property PLC                                                | CUSIP: 000000000<br>LEI: 213800FPF38IBPRFPU87 | Long             | EC               |  | GB        |    158620 | NS      | $160657.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Forterra PLC                                             | Forterra PLC                                                                | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |     59458 | NS      | $133460.16    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nordic Waterproofing Holding AB                          | Nordic Waterproofing Holding AB                                             | CUSIP: 000000000<br>LEI: 5493000T8MZ5GQREJW94 | Long             | EC               | CORP              | SE        |      4367 | NS      | $61023.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McMillan Shakespeare Ltd                                 | McMillan Shakespeare Ltd                                                    | CUSIP: 000000000<br>LEI: 254900GPJQUGWJEAZ102 | Long             | EC               | CORP              | AU        |     32785 | NS      | $298813.51    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiga Bank Ltd/The                                       | Shiga Bank Ltd/The                                                          | CUSIP: 000000000<br>LEI: 3538002NUIQ8JFEJNS94 | Long             | EC               | CORP              | JP        |      6900 | NS      | $138319.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Perseus Mining Ltd                                       | Perseus Mining Ltd                                                          | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |     99763 | NS      | $142750.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kloeckner & Co SE                                        | Kloeckner & Co SE                                                           | CUSIP: 000000000<br>LEI: 529900CQ31CN6GV5LL52 | Long             | EC               | CORP              | DE        |     41146 | NS      | $405537.01    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumagai Gumi Co Ltd                                      | Kumagai Gumi Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900M993KYZI2Q1Q47 | Long             | EC               | CORP              | JP        |      5400 | NS      | $107676.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Money UK PLC                                      | Virgin Money UK PLC                                                         | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | EC               | CORP              | GB        |    137066 | NS      | $300240.57    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Credito Emiliano SpA                                     | Credito Emiliano SpA                                                        | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | EC               | CORP              | IT        |     32128 | NS      | $227333.37    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Holdings Inc                                       | Asahi Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 353800W25FCOFE32EM73 | Long             | EC               | CORP              | JP        |      8200 | NS      | $119633.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Arnoldo Mondadori Editore SpA                            | Arnoldo Mondadori Editore SpA                                               | CUSIP: 000000000<br>LEI: 815600049A1F9AFE6666 | Long             | EC               | CORP              | IT        |     43784 | NS      | $84485.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanoma Oyj                                               | Sanoma Oyj                                                                  | CUSIP: 000000000<br>LEI: 743700XJC24THUPK0S03 | Long             | EC               | CORP              | FI        |      8432 | NS      | $88370.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Piolax Inc                                               | Piolax Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $59336.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AMSC ASA                                                 | AMSC ASA                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHXNC41 | Long             | EC               | CORP              | NO        |     18347 | NS      | $81295.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advan Group Co Ltd                                       | Advan Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $1302.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rengo Co Ltd                                             | Rengo Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18150 | NS      | $124902.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTERIA Networks Corp                                    | ARTERIA Networks Corp                                                       | CUSIP: 000000000<br>LEI: 353800EX93NBF7DHNR51 | Long             | EC               | CORP              | JP        |      9900 | NS      | $93263.86     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Salzgitter AG                                            | Salzgitter AG                                                               | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |      7008 | NS      | $213309.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldcrest Co Ltd                                         | Goldcrest Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $101921.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Capitol Health Ltd                                       | Capitol Health Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8182 | NS      | $1775.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Industry Co Ltd                                    | Eagle Industry Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $63371.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BeNext-Yumeshin Group Co                                 | BeNext-Yumeshin Group Co                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $85085.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ASKUL Corp                                               | ASKUL Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $66057.07     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokai Carbon Co Ltd                                      | Tokai Carbon Co Ltd                                                         | CUSIP: 000000000<br>LEI: 5299002HKWA5B57KLT43 | Long             | EC               | CORP              | JP        |     13500 | NS      | $109784.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Teijin Ltd                                               | Teijin Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |     12800 | NS      | $124949.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Daishi Hokuetsu Financial Group Inc                      | Daishi Hokuetsu Financial Group Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $139112.51    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                   | PURCHASED USD / SOLD ILS                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $11483.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                       | Aker Solutions ASA                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |     12356 | NS      | $46910.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Piaggio & C SpA                                          | Piaggio & C SpA                                                             | CUSIP: 000000000<br>LEI: 8156000256C2431C2E92 | Long             | EC               | CORP              | IT        |     72596 | NS      | $217248.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Enterprises PLC                                   | Origin Enterprises PLC                                                      | CUSIP: 000000000<br>LEI: 213800AIB4U7N5BLS350 | Long             | EC               | CORP              | IE        |     23039 | NS      | $105975.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventia Services Group Pty Ltd                            | Ventia Services Group Pty Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     99975 | NS      | $163393.29    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Networks & System Integration Corp                   | NEC Networks & System Integration Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $98910.91     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IwaiCosmo Holdings Inc                                   | IwaiCosmo Holdings Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $1967.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GR Engineering Services Ltd                              | GR Engineering Services Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     49151 | NS      | $67996.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD JPY                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-280588.73   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Faes Farma SA                                            | Faes Farma SA                                                               | CUSIP: 000000000<br>LEI: 959800FXZQY7U3P1G969 | Long             | EC               | CORP              | ES        |     65640 | NS      | $245890.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Osaka Cement Co Ltd                             | Sumitomo Osaka Cement Co Ltd                                                | CUSIP: 000000000<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |      2400 | NS      | $59206.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Nakanishi Inc                                            | Nakanishi Inc                                                               | CUSIP: 000000000<br>LEI: 353800EXA7IQ42YKF224 | Long             | EC               | CORP              | JP        |      4917 | NS      | $95287.95     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pareto Bank ASA                                          | Pareto Bank ASA                                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZX75J484 | Long             | EC               | CORP              | NO        |     13444 | NS      | $65302.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd                                           | Kobe Steel Ltd                                                              | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |     49300 | NS      | $239877.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Keiyo Bank Ltd/The                                       | Keiyo Bank Ltd/The                                                          | CUSIP: 000000000<br>LEI: 353800HBJ702X2J5OX58 | Long             | EC               | CORP              | JP        |     23700 | NS      | $105437.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pigeon Corp                                              | Pigeon Corp                                                                 | CUSIP: 000000000<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |      8600 | NS      | $141307.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Super Retail Group Ltd                                   | Super Retail Group Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     61961 | NS      | $450021.91    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Fevertree Drinks PLC                                     | Fevertree Drinks PLC                                                        | CUSIP: 000000000<br>LEI: 2138007AJRLHRVQZLD07 | Long             | EC               | CORP              | GB        |      6880 | NS      | $85325.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essentra PLC                                             | Essentra PLC                                                                | CUSIP: 000000000<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |     30498 | NS      | $86762.53     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Automotive Systems Ltd                             | Delek Automotive Systems Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     21178 | NS      | $247341.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Canada T.R Ltd                                    | Israel Canada T.R Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     25387 | NS      | $55040.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED SEK / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $363.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagers Automotive Ltd                                    | Eagers Automotive Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     51498 | NS      | $378918.55    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Hokuhoku Financial Group Inc                             | Hokuhoku Financial Group Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14006 | NS      | $103708.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wing Tai Holdings Ltd                                    | Wing Tai Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    149200 | NS      | $166865.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagax AB                                                 | Sagax AB                                                                    | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |     49251 | NS      | $126205.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yanlord Land Group Ltd                                   | Yanlord Land Group Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    187609 | NS      | $142679.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sparebank 1 Oestlandet                                   | Sparebank 1 Oestlandet                                                      | CUSIP: 000000000<br>LEI: 549300VRM6G42M8OWN49 | Long             | EC               | CORP              | NO        |      8614 | NS      | $105980.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RWS Holdings PLC                                         | RWS Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 213800YGBGTTSKUVK111 | Long             | EC               | CORP              | GB        |     54430 | NS      | $245919.86    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Taikisha Ltd                                             | Taikisha Ltd                                                                | CUSIP: 000000000<br>LEI: 3538005OOQOUE7DBWV52 | Long             | EC               | CORP              | JP        |      1800 | NS      | $45496.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beneteau SA                                              | Beneteau SA                                                                 | CUSIP: 000000000<br>LEI: 969500FHXW3AEY6Z0B25 | Long             | EC               | CORP              | FR        |      8638 | NS      | $130355.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lagercrantz Group AB                                     | Lagercrantz Group AB                                                        | CUSIP: 000000000<br>LEI: 5493002L6I4YHANEYR87 | Long             | EC               | CORP              | SE        |     12485 | NS      | $123777.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 SMN                                          | SpareBank 1 SMN                                                             | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |     16953 | NS      | $219248.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Bridge Holdings Corp                            | Yokogawa Bridge Holdings Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $82508.62     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Relia Inc                                                | Relia Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $1521.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamron Co Ltd                                            | Tamron Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $94730.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Jadestone Energy PLC                                     | Jadestone Energy PLC                                                        | CUSIP: 000000000<br>LEI: 21380076GWJ8XDYKVQ37 | Long             | EC               | CORP              | GB        |     80629 | NS      | $74196.33     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Co Ltd/Ehime                                        | Fuji Co Ltd/Ehime                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $37447.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Group PLC                                 | Domino's Pizza Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |     65833 | NS      | $232345.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ME GROUP INTERNATIONAL PLC                               | ME GROUP INTERNATIONAL PLC                                                  | CUSIP: 000000000<br>LEI: 2138006YJ65EKBYYYX41 | Long             | EC               | CORP              | GB        |    116507 | NS      | $161168.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                   | PURCHASED USD / SOLD AUD                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-39233.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CSR Ltd                                                  | CSR Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300TOGR54OMW2T093 | Long             | EC               | CORP              | AU        |    174847 | NS      | $558476.45    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Munters Group AB                                         | Munters Group AB                                                            | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |      8043 | NS      | $79430.37     | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Zignago Vetro SpA                                        | Zignago Vetro SpA                                                           | CUSIP: 000000000<br>LEI: 815600DFC29A91FF0C71 | Long             | EC               | CORP              | IT        |     10058 | NS      | $151354.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Soda Co Ltd                                        | Osaka Soda Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $60957.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Noritake Co Ltd/Nagoya Japan                             | Noritake Co Ltd/Nagoya Japan                                                | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |      2400 | NS      | $73121.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD SGD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-12262.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED USD / SOLD SGD                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-12257.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sydbank AS                                               | Sydbank AS                                                                  | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |     15150 | NS      | $636191.94    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Max Stock Ltd                                            | Max Stock Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     51439 | NS      | $85661.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishimatsu Construction Co Ltd                           | Nishimatsu Construction Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7350 | NS      | $218085.19    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Takasago International Corp                              | Takasago International Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $3857.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Denko Co Ltd                                      | Nippon Denko Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3538004G9RTDJWY4O927 | Long             | EC               | CORP              | JP        |     23700 | NS      | $63226.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Skandinaviska Enskilda Banken AB                         | Skandinaviska Enskilda Banken AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      1201 | NS      | $14315.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Per Aarsleff Holding A/S                                 | Per Aarsleff Holding A/S                                                    | CUSIP: 000000000<br>LEI: 5493008HS8STXVZXYZ63 | Long             | EC               | CORP              | DK        |      2797 | NS      | $105170.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED USD / SOLD AUD                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-39132.11    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Corem Property Group AB                                  | Corem Property Group AB                                                     | CUSIP: 000000000<br>LEI: 213800CHXQQD7TSS1T59 | Long             | EC               | CORP              | SE        |    215482 | NS      | $173510.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Horiba Ltd                                               | Horiba Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |      2900 | NS      | $125938.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Siltronic AG                                             | Siltronic AG                                                                | CUSIP: 000000000<br>LEI: 5299003NKV26NNGHHR90 | Long             | EC               | CORP              | DE        |      4948 | NS      | $359883.16    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD DKK                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-16824.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Max Co Ltd                                               | Max Co Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $91629.09     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liontrust Asset Management PLC                           | Liontrust Asset Management PLC                                              | CUSIP: 000000000<br>LEI: 549300XVXU6S7PLCL855 | Long             | EC               | CORP              | GB        |     21211 | NS      | $285764.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hogy Medical Co Ltd                                      | Hogy Medical Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $56857.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Senshu Ikeda Holdings Inc                                | Senshu Ikeda Holdings Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     63700 | NS      | $122142.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VGP NV                                                   | VGP NV                                                                      | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | EC               | CORP              | BE        |      6141 | NS      | $509899.59    | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Gas Co Ltd                                        | Nippon Gas Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300N3DC5V2XON9C60 | Long             | EC               | CORP              | JP        |      8900 | NS      | $140435.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Derichebourg SA                                          | Derichebourg SA                                                             | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |     39564 | NS      | $233080.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Selvaag Bolig ASA                                        | Selvaag Bolig ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIHPK59 | Long             | EC               | CORP              | NO        |     13871 | NS      | $45128.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui High-Tec Inc                                      | Mitsui High-Tec Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $32521.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Maire Tecnimont SpA                                      | Maire Tecnimont SpA                                                         | CUSIP: 000000000<br>LEI: 815600D85A61200A1B83 | Long             | EC               | CORP              | IT        |     65421 | NS      | $216583.29    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Bapcor Ltd                                               | Bapcor Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     44033 | NS      | $192901.93    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| North Pacific Bank Ltd                                   | North Pacific Bank Ltd                                                      | CUSIP: 000000000<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |     40300 | NS      | $77884.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiken Chemical Co Ltd                                    | Eiken Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $94552.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetual Ltd                                            | Perpetual Ltd                                                               | CUSIP: 000000000<br>LEI: 549300US8OE0UQWXPO82 | Long             | EC               | CORP              | AU        |     16310 | NS      | $272091.41    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsui-Soko Holdings Co Ltd                              | Mitsui-Soko Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $125332.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Soda Co Ltd                                       | Nippon Soda Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $137511.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc                            | SKY Perfect JSAT Holdings Inc                                               | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |     33400 | NS      | $122770.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiznext Corp                                            | Raiznext Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $81785.59     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentric AB                                            | Concentric AB                                                               | CUSIP: 000000000<br>LEI: 5493002G9GMTKIP3PW19 | Long             | EC               | CORP              | SE        |      2667 | NS      | $49963.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Micronics Co Ltd                                    | Star Micronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800YVVMLCGEV0Q544 | Long             | EC               | CORP              | JP        |      6500 | NS      | $79756.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| RHI Magnesita NV                                         | RHI Magnesita NV                                                            | CUSIP: 000000000<br>LEI: 724500UWG6A61XNA3Y36 | Long             | EC               | CORP              | NL        |     13127 | NS      | $351180.14    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuria Capital Group                                   | Centuria Capital Group                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    200909 | NS      | $232300.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| AMG Advanced Metallurgical Group NV                      | AMG Advanced Metallurgical Group NV                                         | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |      2533 | NS      | $92995.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Funai Soken Holdings Inc                                 | Funai Soken Holdings Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $113297.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Cairn Homes PLC                                          | Cairn Homes PLC                                                             | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |    148181 | NS      | $137270.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED AUD / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $1201.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibstock PLC                                              | Ibstock PLC                                                                 | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |    108182 | NS      | $201444.61    | 0.17%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Daido Steel Co Ltd                                       | Daido Steel Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $140622.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Shokubai Co Ltd                                   | Nippon Shokubai Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $180075.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Systena Corp                                             | Systena Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $1245.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Totech Corp                                              | Totech Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $60388.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Television Francaise 1                                   | Television Francaise 1                                                      | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |     47695 | NS      | $364207.15    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Assura PLC                                               | Assura PLC                                                                  | CUSIP: 000000000<br>LEI: 21380026T19N2Y52XF72 | Long             | EC               |  | GB        |    739353 | NS      | $485150.27    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cairo Communication SpA                                  | Cairo Communication SpA                                                     | CUSIP: 000000000<br>LEI: 8156000BA1E707067579 | Long             | EC               | CORP              | IT        |     50434 | NS      | $80092.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKAI Holdings Corp                                      | TOKAI Holdings Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18600 | NS      | $121091.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OSG Corp                                                 | OSG Corp                                                                    | CUSIP: 000000000<br>LEI: 353800IWJAOVAFO6X450 | Long             | EC               | CORP              | JP        |      7900 | NS      | $108790.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| G8 Education Ltd                                         | G8 Education Ltd                                                            | CUSIP: 000000000<br>LEI: 5299008FNTQ0LDQ3UZ44 | Long             | EC               | CORP              | AU        |    136987 | NS      | $102652.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| InvoCare Ltd                                             | InvoCare Ltd                                                                | CUSIP: 000000000<br>LEI: 254900NXGMD1P0TNBV71 | Long             | EC               | CORP              | AU        |     19932 | NS      | $149091.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Round One Corp                                           | Round One Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10900 | NS      | $39652.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Diagnostics Ltd                                 | Integral Diagnostics Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     29452 | NS      | $58520.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Advanced Materials PLC                            | Morgan Advanced Materials PLC                                               | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |     39566 | NS      | $149683.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanematsu Electronics Ltd                                | Kanematsu Electronics Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $97805.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros                    | CUSIP: 000000000<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |    185642 | NS      | $204466.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Azorim-Investment Development & Construction Co Ltd      | Azorim-Investment Development & Construction Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     15325 | NS      | $49034.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeCo Daily Needs REIT                                  | HomeCo Daily Needs REIT                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    492426 | NS      | $429111.22    | 0.36%             |  |  |  | Yes           |                  1 | On Loan: —       |
| CMC Markets PLC                                          | CMC Markets PLC                                                             | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |     46525 | NS      | $125361.47    | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| MIPS AB                                                  | MIPS AB                                                                     | CUSIP: 000000000<br>LEI: 549300LZSA4S0L54VQ25 | Long             | EC               | CORP              | SE        |      1573 | NS      | $64900.69     | 0.05%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Cranswick PLC                                            | Cranswick PLC                                                               | CUSIP: 000000000<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |      6573 | NS      | $243367.13    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sheng Siong Group Ltd                                    | Sheng Siong Group Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    301800 | NS      | $371286.91    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lassila & Tikanoja Oyj                                   | Lassila & Tikanoja Oyj                                                      | CUSIP: 000000000<br>LEI: 743700Z9Z54VGHZA0028 | Long             | EC               | CORP              | FI        |      4344 | NS      | $49328.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Plus500 Ltd                                              | Plus500 Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |     25016 | NS      | $542855.30    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Electric Power Co Inc/The                        | Okinawa Electric Power Co Inc/The                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       270 | NS      | $2068.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Learning Technologies Group PLC                          | Learning Technologies Group PLC                                             | CUSIP: 000000000<br>LEI: 21380039DW5LJ4FIC214 | Long             | EC               | CORP              | GB        |     43372 | NS      | $60206.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD SEK                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-24689.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED ILS / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |         1 | NC      | $-638.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                 | Svenska Handelsbanken AB                                                    | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      2253 | NS      | $26423.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Next Fifteen Communications Group PLC                    | Next Fifteen Communications Group PLC                                       | CUSIP: 000000000<br>LEI: 213800BK9MBUZUUPMZ63 | Long             | EC               | CORP              | GB        |      5662 | NS      | $67427.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Miroku Jyoho Service Co Ltd                              | Miroku Jyoho Service Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3538009FEB7DY7VJDQ12 | Long             | EC               | CORP              | JP        |       200 | NS      | $2187.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savills PLC                                              | Savills PLC                                                                 | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |     18930 | NS      | $187973.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD AUD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-636.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED AUD / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $1413.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Matrix IT Ltd                                            | Matrix IT Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12173 | NS      | $254051.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $2432.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ai Holdings Corp                                         | Ai Holdings Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $88915.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AEM Holdings Ltd                                         | AEM Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     63700 | NS      | $162432.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Marimekko Oyj                                            | Marimekko Oyj                                                               | CUSIP: 000000000<br>LEI: 74370053IOY42B9YJ350 | Long             | EC               | CORP              | FI        |      5250 | NS      | $49082.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corbion NV                                               | Corbion NV                                                                  | CUSIP: 000000000<br>LEI: 724500BKS1TSAVLTWG46 | Long             | EC               | CORP              | NL        |      4212 | NS      | $143128.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Monash IVF Group Ltd                                     | Monash IVF Group Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    120325 | NS      | $77926.47     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Accent Group Ltd                                         | Accent Group Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    104633 | NS      | $119207.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Co PLC                                | Diversified Energy Co PLC                                                   | CUSIP: 000000000<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | GB        |    334553 | NS      | $468433.11    | 0.39%             |  |  |  | Yes           |                  1 | On Loan: No      |
| NCC AB                                                   | NCC AB                                                                      | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |     22398 | NS      | $209050.87    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JOST Werke AG                                            | JOST Werke AG                                                               | CUSIP: 000000000<br>LEI: 529900G977BSS7DATK68 | Long             | EC               | CORP              | DE        |      1524 | NS      | $85553.28     | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Joyful Honda Co Ltd                                      | Joyful Honda Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $120068.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank N.A.                                            | PURCHASED CHF / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $72.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoei Steel Ltd                                          | Kyoei Steel Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $1903.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Headlam Group PLC                                        | Headlam Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800I4AZZUJEYX9O90 | Long             | EC               | CORP              | GB        |     26137 | NS      | $94949.43     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Healthcare Ltd                                     | Regis Healthcare Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     41277 | NS      | $52764.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Recticel SA                                              | Recticel SA                                                                 | CUSIP: 000000000<br>LEI: 549300R8K43AXHYP5M15 | Long             | EC               | CORP              | BE        |      4026 | NS      | $66771.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Belships ASA                                             | Belships ASA                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJCKO49 | Long             | EC               | CORP              | NO        |    137859 | NS      | $199840.27    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Instone Real Estate Group SE                             | Instone Real Estate Group SE                                                | CUSIP: 000000000<br>LEI: 391200DINUIRPDZQHX03 | Long             | EC               | CORP              | DE        |     13383 | NS      | $115263.81    | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SAF-Holland SE                                           | SAF-Holland SE                                                              | CUSIP: 000000000<br>LEI: 222100QJQLUJHWREL058 | Long             | EC               | CORP              | DE        |      8161 | NS      | $76777.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meitec Corp                                              | Meitec Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $136193.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NCC Group PLC                                            | NCC Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |     26725 | NS      | $64295.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-129117.08   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One PLC                                           | Ninety One PLC                                                              | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |    154262 | NS      | $344959.44    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Bunka Shutter Co Ltd                                     | Bunka Shutter Co Ltd                                                        | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |      8200 | NS      | $68858.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank N.A.                                            | PURCHASED USD / SOLD DKK                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-16857.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hazama Ando Corp                                         | Hazama Ando Corp                                                            | CUSIP: 000000000<br>LEI: 353800YSSP5B2GMQ6E51 | Long             | EC               | CORP              | JP        |     16700 | NS      | $106443.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED CHF / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $142.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| bpost SA                                                 | bpost SA                                                                    | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | EC               | CORP              | BE        |     58543 | NS      | $300153.87    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Dfds A/S                                                 | Dfds A/S                                                                    | CUSIP: 000000000<br>LEI: 549300JZVW1Y1UZ5UK38 | Long             | EC               | CORP              | DK        |      7657 | NS      | $281759.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CompuGroup Medical SE & Co KgaA                          | CompuGroup Medical SE & Co KgaA                                             | CUSIP: 000000000<br>LEI: 529900CUXZGOCJZR7O57 | Long             | EC               | CORP              | DE        |      2960 | NS      | $113662.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UMS Holdings Ltd                                         | UMS Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    199425 | NS      | $175455.93    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Penta-Ocean Construction Co Ltd                          | Penta-Ocean Construction Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |     16800 | NS      | $78687.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KYORIN Holdings Inc                                      | KYORIN Holdings Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7173 | NS      | $93505.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Steel Works Ltd/The                                | Japan Steel Works Ltd/The                                                   | CUSIP: 000000000<br>LEI: 529900AWFTILIHHO0936 | Long             | EC               | CORP              | JP        |      2600 | NS      | $51410.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primary Health Properties PLC                            | Primary Health Properties PLC                                               | CUSIP: 000000000<br>LEI: 213800Y5CJHXOATK7X11 | Long             | EC               |  | GB        |    240468 | NS      | $320499.04    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Quilter PLC                                              | Quilter PLC                                                                 | CUSIP: 000000000<br>LEI: 54930092XIVK28RZGM95 | Long             | EC               | CORP              | GB        |    268263 | NS      | $299846.97    | 0.25%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Taihei Dengyo Kaisha Ltd                                 | Taihei Dengyo Kaisha Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $79184.51     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ence Energia y Celulosa SA                               | Ence Energia y Celulosa SA                                                  | CUSIP: 000000000<br>LEI: 95980020140005309084 | Long             | EC               | CORP              | ES        |     63301 | NS      | $189837.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Kainos Group PLC                                         | Kainos Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |      8327 | NS      | $154555.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Helical PLC                                              | Helical PLC                                                                 | CUSIP: 000000000<br>LEI: 2138003SBD2Z7WV2MP70 | Long             | EC               | CORP              | GB        |     14503 | NS      | $58181.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic Paper Holding AB                                  | Nordic Paper Holding AB                                                     | CUSIP: 000000000<br>LEI: 549300IA1EP1W7DZP567 | Long             | EC               | CORP              | SE        |     23282 | NS      | $73737.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SThree PLC                                               | SThree PLC                                                                  | CUSIP: 000000000<br>LEI: 2138003NEBX5VRP3EX50 | Long             | EC               | CORP              | GB        |     16711 | NS      | $81009.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Investment Management Group Ltd                 | Pinnacle Investment Management Group Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     24255 | NS      | $143595.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Orora Ltd                                                | Orora Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300WFEQJK35VDF789 | Long             | EC               | CORP              | AU        |    226639 | NS      | $444179.24    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Abacus Property Group                                    | Abacus Property Group                                                       | CUSIP: 000000000<br>LEI: 2138009R3Y4TK4IZDW59 | Long             | EC               |  | AU        |    328748 | NS      | $586333.41    | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Hunting PLC                                              | Hunting PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |     19059 | NS      | $76343.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilia AB                                                 | Bilia AB                                                                    | CUSIP: 000000000<br>LEI: 2138002GW5WN1UYZAO32 | Long             | EC               | CORP              | SE        |     20144 | NS      | $220975.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| James Halstead PLC                                       | James Halstead PLC                                                          | CUSIP: 000000000<br>LEI: 213800C8FFBYVO6UL498 | Long             | EC               | CORP              | GB        |     33382 | NS      | $75491.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Varta AG                                                 | Varta AG                                                                    | CUSIP: 000000000<br>LEI: 529900E7KB95KOXBWP63 | Long             | EC               | CORP              | DE        |     11718 | NS      | $281885.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Pricer AB                                                | Pricer AB                                                                   | CUSIP: 000000000<br>LEI: 5493000MATG2DYK19F35 | Long             | EC               | CORP              | SE        |      1013 | NS      | $1590.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hammerson PLC                                            | Hammerson PLC                                                               | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | EC               |  | GB        |    259514 | NS      | $74296.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toagosei Co Ltd                                          | Toagosei Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17100 | NS      | $144114.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Tam Jai International Co Ltd                             | Tam Jai International Co Ltd                                                | CUSIP: 000000000<br>LEI: 98450080E0L0ACS84C98 | Long             | EC               | CORP              | HK        |    455000 | NS      | $153319.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                       | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-4546.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaneka Corp                                              | Kaneka Corp                                                                 | CUSIP: 000000000<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |      4200 | NS      | $104725.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Group Ltd                                          | Delek Group Ltd                                                             | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |         0 | NS      | $37.29        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nipro Corp                                               | Nipro Corp                                                                  | CUSIP: 000000000<br>LEI: 353800AKDDNW0E810O26 | Long             | EC               | CORP              | JP        |      9100 | NS      | $71313.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HUB24 Ltd                                                | HUB24 Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       188 | NS      | $3390.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roland Corp                                              | Roland Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $55386.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Press Kogyo Co Ltd                                       | Press Kogyo Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800Z8ABLQL0MHSA16 | Long             | EC               | CORP              | JP        |     31700 | NS      | $101386.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Matsushima Holdings Co Ltd                        | Mitsui Matsushima Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $49637.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Heiwa Real Estate Co Ltd                                 | Heiwa Real Estate Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $69441.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Iron Ltd                                        | Champion Iron Ltd                                                           | CUSIP: 000000000<br>LEI: 894500WQI96G4T75O202 | Long             | EC               | CORP              | AU        |     80689 | NS      | $399997.69    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Kayaku Co Ltd                                     | Nippon Kayaku Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18800 | NS      | $162431.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ordina NV                                                | Ordina NV                                                                   | CUSIP: 000000000<br>LEI: 724500MMGD8ICL21IZ39 | Long             | EC               | CORP              | NL        |     21543 | NS      | $89093.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kagome Co Ltd                                            | Kagome Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300QC5KRGKXSZKO90 | Long             | EC               | CORP              | JP        |      4300 | NS      | $99560.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Japan Lifeline Co Ltd                                    | Japan Lifeline Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800QUW6LROZVA6765 | Long             | EC               | CORP              | JP        |      9000 | NS      | $62480.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heijmans NV                                              | Heijmans NV                                                                 | CUSIP: 000000000<br>LEI: 724500OUE3PCA809DZ79 | Long             | EC               | CORP              | NL        |     10349 | NS      | $111775.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PHC Holdings Corp                                        | PHC Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 3538001U3W83EUYS3187 | Long             | EC               | CORP              | JP        |     12600 | NS      | $140663.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Japfa Ltd                                                | Japfa Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900A471SL0Z6E1X90 | Long             | EC               | CORP              | SG        |    198000 | NS      | $50932.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Austal Ltd                                               | Austal Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |     47403 | NS      | $66864.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilfinger SE                                             | Bilfinger SE                                                                | CUSIP: 000000000<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |      5285 | NS      | $152742.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mega Or Holdings Ltd                                     | Mega Or Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4031 | NS      | $110813.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingenia Communities Group                                | Ingenia Communities Group                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     51330 | NS      | $155598.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Daihen Corp                                              | Daihen Corp                                                                 | CUSIP: 000000000<br>LEI: 353800VGTLA3QRNG5478 | Long             | EC               | CORP              | JP        |      1737 | NS      | $50946.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magic Software Enterprises Ltd                           | Magic Software Enterprises Ltd                                              | CUSIP: 000000000<br>LEI: 529900PT36UHAIVEFN60 | Long             | EC               | CORP              | IL        |      5682 | NS      | $90209.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryoden Corp                                              | Ryoden Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2567.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED USD / SOLD DKK                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-16845.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DTS Corp                                                 | DTS Corp                                                                    | CUSIP: 000000000<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |      5400 | NS      | $122041.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerion Cleanpower SpA                                   | Alerion Cleanpower SpA                                                      | CUSIP: 000000000<br>LEI: 81560090173FFC67B069 | Long             | EC               | CORP              | IT        |      3457 | NS      | $118801.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga Milk Industry Co Ltd                            | Morinaga Milk Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |      2000 | NS      | $75713.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                      | Danieli & C Officine Meccaniche SpA                                         | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EP               | CORP              | IT        |      5459 | NS      | $83429.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bravida Holding AB                                       | Bravida Holding AB                                                          | CUSIP: 000000000<br>LEI: 549300H88IJGPNNL3T61 | Long             | EC               | CORP              | SE        |     21751 | NS      | $232550.64    | 0.19%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Blackmores Ltd                                           | Blackmores Ltd                                                              | CUSIP: 000000000<br>LEI: 984500ECF802BDJ8D935 | Long             | EC               | CORP              | AU        |      1167 | NS      | $57139.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nachi-Fujikoshi Corp                                     | Nachi-Fujikoshi Corp                                                        | CUSIP: 000000000<br>LEI: 353800VMZ8DPGXDO5U37 | Long             | EC               | CORP              | JP        |      3300 | NS      | $90037.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| MPC Container Ships ASA                                  | MPC Container Ships ASA                                                     | CUSIP: 000000000<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |    276428 | NS      | $455989.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| France Bed Holdings Co Ltd                               | France Bed Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $2849.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galliford Try Holdings PLC                               | Galliford Try Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |     28489 | NS      | $54488.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokuyama Corp                                            | Tokuyama Corp                                                               | CUSIP: 000000000<br>LEI: 529900MHGZKHNMNCQB62 | Long             | EC               | CORP              | JP        |      6400 | NS      | $87115.09     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                       | PURCHASED USD / SOLD SEK                                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $1010.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarkson PLC                                             | Clarkson PLC                                                                | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |      3194 | NS      | $124290.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA                                        | Indra Sistemas SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     10023 | NS      | $113923.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MCJ Co Ltd                                               | MCJ Co Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8900 | NS      | $63809.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Salcef Group SpA                                         | Salcef Group SpA                                                            | CUSIP: 000000000<br>LEI: 815600DB65870B3F2A12 | Long             | EC               | CORP              | IT        |      6040 | NS      | $112292.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                       | PURCHASED USD / SOLD CHF                                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-294.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESPEC Corp                                               | ESPEC Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2876.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Link Administration Holdings Ltd                         | Link Administration Holdings Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     21477 | NS      | $28765.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyobo Co Ltd                                            | Toyobo Co Ltd                                                               | CUSIP: 000000000<br>LEI: 5299005EWBCNUAZ4PM62 | Long             | EC               | CORP              | JP        |      8000 | NS      | $60570.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Frencken Group Ltd                                       | Frencken Group Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    101900 | NS      | $71798.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Dometic Group AB                                         | Dometic Group AB                                                            | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | EC               | CORP              | SE        |     46961 | NS      | $303232.98    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuden Corp                                             | Suzuden Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $96597.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                        | PURCHASED USD / SOLD JPY                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-280355.02   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Coats Group PLC                                          | Coats Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |    162899 | NS      | $129719.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED JPY / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $7906.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD CHF                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-6788.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Katitas Co Ltd                                           | Katitas Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $59509.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokai Tokyo Financial Holdings Inc                       | Tokai Tokyo Financial Holdings Inc                                          | CUSIP: 000000000<br>LEI: 3538009U6UOURH99YH12 | Long             | EC               | CORP              | JP        |     45518 | NS      | $121776.91    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wickes Group PLC                                         | Wickes Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |     86137 | NS      | $151587.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Pillar Packing Co Ltd                             | Nippon Pillar Packing Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $95315.47     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Bank Services Ltd                              | Automatic Bank Services Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12565 | NS      | $51136.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirarth Holdings Inc                                     | Mirarth Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29800 | NS      | $83565.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AF Gruppen ASA                                           | AF Gruppen ASA                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFU1405 | Long             | EC               | CORP              | NO        |      2925 | NS      | $42697.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiho Corp                                               | Daiho Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $80522.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoei Co Ltd                                             | Shoei Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $69983.71     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marusan Securities Co Ltd                                | Marusan Securities Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800JHV8QLA94CQ930 | Long             | EC               | CORP              | JP        |       600 | NS      | $1818.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kid ASA                                                  | Kid ASA                                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH53K17 | Long             | EC               | CORP              | NO        |     10981 | NS      | $80704.94     | 0.07%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Goldman Sachs Bank USA                                   | PURCHASED USD / SOLD SGD                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-12257.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kelsian Group Ltd                                        | Kelsian Group Ltd                                                           | CUSIP: 000000000<br>LEI: 984500FAK68AD2A97558 | Long             | EC               | CORP              | AU        |     30952 | NS      | $120693.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank N.A.                                            | PURCHASED USD / SOLD NOK                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-8862.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Electric Glass Co Ltd                             | Nippon Electric Glass Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |     13300 | NS      | $236274.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonae SGPS SA                                            | Sonae SGPS SA                                                               | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |    361442 | NS      | $360675.13    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiyo Holdings Co Ltd                                    | Taiyo Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $100028.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD AUD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-39158.69    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                       | TBC Bank Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |     12602 | NS      | $344108.19    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Anritsu Corp                                             | Anritsu Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $65098.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enav SpA                                                 | Enav SpA                                                                    | CUSIP: 000000000<br>LEI: 81560048ECF8D2059980 | Long             | EC               | CORP              | IT        |     46565 | NS      | $196798.04    | 0.16%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nippon Steel Trading Corp                                | Nippon Steel Trading Corp                                                   | CUSIP: 000000000<br>LEI: 353800F2E977DJG1MD36 | Long             | EC               | CORP              | JP        |      4200 | NS      | $294122.55    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bando Chemical Industries Ltd                            | Bando Chemical Industries Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12600 | NS      | $91292.58     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Fagerhult AB                                             | Fagerhult AB                                                                | CUSIP: 000000000<br>LEI: 549300G9NPD8LSJLMP91 | Long             | EC               | CORP              | SE        |       267 | NS      | $1036.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Kanzai Co Ltd                                     | Nippon Kanzai Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $95418.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Huscompagniet A/S                                        | Huscompagniet A/S                                                           | CUSIP: 000000000<br>LEI: 894500SWECYCFZ58R246 | Long             | EC               | CORP              | DK        |       158 | NS      | $929.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Shatai Co Ltd                                     | Nissan Shatai Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $2501.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Inui Global Logistics Co Ltd                             | Inui Global Logistics Co Ltd                                                | CUSIP: 000000000<br>LEI: 353800YCG0HC4CSTYR51 | Long             | EC               | CORP              | JP        |      7700 | NS      | $116131.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Create SD Holdings Co Ltd                                | Create SD Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $82659.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD DKK                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-536.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maruha Nichiro Corp                                      | Maruha Nichiro Corp                                                         | CUSIP: 000000000<br>LEI: 529900HGXVKT576NWZ27 | Long             | EC               | CORP              | JP        |      6200 | NS      | $117943.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bodycote PLC                                             | Bodycote PLC                                                                | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |     22273 | NS      | $152313.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adbri Ltd                                                | Adbri Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900XNYGV6JJJ38J47 | Long             | EC               | CORP              | AU        |    178806 | NS      | $200680.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Bonheur ASA                                              | Bonheur ASA                                                                 | CUSIP: 000000000<br>LEI: 213800HOQE1B34SUA323 | Long             | EC               | CORP              | NO        |      2051 | NS      | $59754.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PSC Insurance Group Ltd                                  | PSC Insurance Group Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     30617 | NS      | $104022.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindab International AB                                  | Lindab International AB                                                     | CUSIP: 000000000<br>LEI: 54930085MH6IRQ1JP227 | Long             | EC               | CORP              | SE        |      9013 | NS      | $110202.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeuchi Manufacturing Co Ltd                            | Takeuchi Manufacturing Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $72880.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HMC Capital Ltd                                          | HMC Capital Ltd                                                             | CUSIP: 000000000<br>LEI: 9845005E59E4DCFA1C33 | Long             | EC               |  | AU        |     31899 | NS      | $92153.63     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ashmore Group PLC                                        | Ashmore Group PLC                                                           | CUSIP: 000000000<br>LEI: 549300U3L59WB4YI2X12 | Long             | EC               | CORP              | GB        |    198887 | NS      | $572743.58    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediterranean Towers Ltd                                 | Mediterranean Towers Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     26730 | NS      | $61717.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VT Holdings Co Ltd                                       | VT Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25600 | NS      | $91577.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichicon Corp                                            | Nichicon Corp                                                               | CUSIP: 000000000<br>LEI: 353800QK5U8ET4YJHF28 | Long             | EC               | CORP              | JP        |      6700 | NS      | $62254.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomsbury Publishing PLC                                | Bloomsbury Publishing PLC                                                   | CUSIP: 000000000<br>LEI: 213800ZL2PEC4C6UOQ53 | Long             | EC               | CORP              | GB        |     16459 | NS      | $88994.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropole Television SA                                  | Metropole Television SA                                                     | CUSIP: 000000000<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |     31150 | NS      | $510308.03    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Benesse Holdings Inc                                     | Benesse Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 549300XOPEJA8L2IV934 | Long             | EC               | CORP              | JP        |      5600 | NS      | $85138.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Kogyo Corp                                         | Nitto Kogyo Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $67852.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Migdal Insurance & Financial Holdings Ltd                | Migdal Insurance & Financial Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 549300W4Y1WPXVCYYE42 | Long             | EC               | CORP              | IL        |     43896 | NS      | $49886.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genus PLC                                                | Genus PLC                                                                   | CUSIP: 000000000<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |      2820 | NS      | $101222.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| K's Holdings Corp                                        | K's Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |     23200 | NS      | $198337.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenmare Resources PLC                                    | Kenmare Resources PLC                                                       | CUSIP: 000000000<br>LEI: 635400ETHWP1EKJMDO16 | Long             | EC               | CORP              | IE        |     23676 | NS      | $124884.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TP ICAP Group PLC                                        | TP ICAP Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |    129597 | NS      | $272032.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Redde Northgate PLC                                      | Redde Northgate PLC                                                         | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |     53031 | NS      | $262818.97    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nafco Co Ltd                                             | Nafco Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800W3ZKFS2LI6AC19 | Long             | EC               | CORP              | JP        |       200 | NS      | $2358.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCM Holdings Co Ltd                                      | DCM Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800S1QF5V2DN70A36 | Long             | EC               | CORP              | JP        |     11000 | NS      | $100208.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Glass Co Ltd                                     | Central Glass Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $57501.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangetsu Corp                                            | Sangetsu Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $149771.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED SGD / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $277.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NET One Systems Co Ltd                                   | NET One Systems Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $114380.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirent Communications PLC                               | Spirent Communications PLC                                                  | CUSIP: 000000000<br>LEI: 213800HKCUNWP1916L38 | Long             | EC               | CORP              | GB        |     45676 | NS      | $142963.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Daio Paper Corp                                          | Daio Paper Corp                                                             | CUSIP: 000000000<br>LEI: 353800VL9DQ781ZR1G70 | Long             | EC               | CORP              | JP        |     10300 | NS      | $78999.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sacyr SA                                                 | Sacyr SA                                                                    | CUSIP: 000000000<br>LEI: 959800XKAB9VNAVN9425 | Long             | EC               | CORP              | ES        |     99873 | NS      | $277132.47    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Bravura Solutions Ltd                                    | Bravura Solutions Ltd                                                       | CUSIP: 000000000<br>LEI: 529900RBSF446W3SB455 | Long             | EC               | CORP              | AU        |     76160 | NS      | $45191.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Soft Inc                                            | Fuji Soft Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $80215.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Devro PLC                                                | Devro PLC                                                                   | CUSIP: 000000000<br>LEI: 549300Z9YLY7LEMLJ904 | Long             | EC               | CORP              | GB        |     38374 | NS      | $142173.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AcadeMedia AB                                            | AcadeMedia AB                                                               | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |      6628 | NS      | $28396.17     | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Granges AB                                               | Granges AB                                                                  | CUSIP: 000000000<br>LEI: 5493006UG44TYSIXOB13 | Long             | EC               | CORP              | SE        |     11745 | NS      | $96151.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clas Ohlson AB                                           | Clas Ohlson AB                                                              | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |     11756 | NS      | $81235.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Osaki Electric Co Ltd                                    | Osaki Electric Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $2387.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandinavian Tobacco Group A/S                           | Scandinavian Tobacco Group A/S                                              | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |     20039 | NS      | $351150.20    | 0.29%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Itoham Yonekyu Holdings Inc                              | Itoham Yonekyu Holdings Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30900 | NS      | $164166.13    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nufarm Ltd/Australia                                     | Nufarm Ltd/Australia                                                        | CUSIP: 000000000<br>LEI: 529900QVU58IVMPRWJ98 | Long             | EC               | CORP              | AU        |     19898 | NS      | $82717.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Electra Consumer Products 1970 Ltd                       | Electra Consumer Products 1970 Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1823 | NS      | $52439.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Corp                                                | Life Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $72166.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Okuwa Co Ltd                                             | Okuwa Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $2689.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alliance Pharma PLC                                      | Alliance Pharma PLC                                                         | CUSIP: 000000000<br>LEI: 213800RYIWZA4Q5WPZ13 | Long             | EC               | CORP              | GB        |      2347 | NS      | $1496.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tama Home Co Ltd                                         | Tama Home Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $85535.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinmaywa Industries Ltd                                 | Shinmaywa Industries Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $75088.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Seimitsu Co Ltd                                    | Tokyo Seimitsu Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $171518.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Glory Ltd                                                | Glory Ltd                                                                   | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |      5300 | NS      | $88129.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Region RE Ltd                                            | Region RE Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    329999 | NS      | $606467.71    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sligro Food Group NV                                     | Sligro Food Group NV                                                        | CUSIP: 000000000<br>LEI: 724500YLB8OA6WK5CH48 | Long             | EC               | CORP              | NL        |      3464 | NS      | $60038.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synsam AB                                                | Synsam AB                                                                   | CUSIP: 000000000<br>LEI: 5493000TMEGW9DHNOQ70 | Long             | EC               | CORP              | SE        |     13878 | NS      | $52637.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Akelius Residential Property AB                          | Akelius Residential Property AB                                             | CUSIP: 000000000<br>LEI: 213800REBFN6T3PU8L97 | Long             | EC               | CORP              | SE        |     51691 | NS      | $101838.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Collins Foods Ltd                                        | Collins Foods Ltd                                                           | CUSIP: 000000000<br>LEI: 529900SNO1ZIFF0A2094 | Long             | EC               | CORP              | AU        |     11945 | NS      | $58242.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Morningstar Japan KK                                     | Morningstar Japan KK                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       697 | NS      | $2398.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monex Group Inc                                          | Monex Group Inc                                                             | CUSIP: 000000000<br>LEI: 353800SGXKLYGPUJ4648 | Long             | EC               | CORP              | JP        |     16600 | NS      | $52462.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Keller Group PLC                                         | Keller Group PLC                                                            | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |     11055 | NS      | $106384.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunel International NV                                  | Brunel International NV                                                     | CUSIP: 000000000<br>LEI: 724500Y5L5UIEYCJCZ03 | Long             | EC               | CORP              | NL        |      8385 | NS      | $85730.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Schouw & Co A/S                                          | Schouw & Co A/S                                                             | CUSIP: 000000000<br>LEI: 213800V2R9WMMZASKK57 | Long             | EC               | CORP              | DK        |      2826 | NS      | $212522.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Toda Corp                                                | Toda Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23704 | NS      | $127551.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIS Group PLC                                           | EMIS Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800K474ZZK76NX913 | Long             | EC               | CORP              | GB        |      2008 | NS      | $45216.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD SGD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-12256.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wowow Inc                                                | Wowow Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $1926.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carel Industries SpA                                     | Carel Industries SpA                                                        | CUSIP: 000000000<br>LEI: 815600115DA6E507AE33 | Long             | EC               | CORP              | IT        |      2637 | NS      | $66136.92     | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Pharma Mar SA                                            | Pharma Mar SA                                                               | CUSIP: 000000000<br>LEI: 959800QWKZ45ZQC2AV58 | Long             | EC               | CORP              | ES        |       746 | NS      | $51193.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagegroup PLC                                            | Pagegroup PLC                                                               | CUSIP: 000000000<br>LEI: 213800JK5ZEQW4AB8G71 | Long             | EC               | CORP              | GB        |    107252 | NS      | $595010.15    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Veidekke ASA                                             | Veidekke ASA                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |     18040 | NS      | $177268.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KH Neochem Co Ltd                                        | KH Neochem Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $100009.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Raito Kogyo Co Ltd                                       | Raito Kogyo Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $87516.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsumura & Co                                             | Tsumura & Co                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4913 | NS      | $107907.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMABIKO Corp                                            | YAMABIKO Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $59137.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AddLife AB                                               | AddLife AB                                                                  | CUSIP: 000000000<br>LEI: 5493005T3M7CD7XWE013 | Long             | EC               | CORP              | SE        |      7277 | NS      | $75846.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DDH1 Ltd                                                 | DDH1 Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    111060 | NS      | $67030.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unieuro SpA                                              | Unieuro SpA                                                                 | CUSIP: 000000000<br>LEI: 815600583BE5BC67EB82 | Long             | EC               | CORP              | IT        |      8379 | NS      | $109903.13    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Iino Kaiun Kaisha Ltd                                    | Iino Kaiun Kaisha Ltd                                                       | CUSIP: 000000000<br>LEI: 353800VWL98SRNE0NX81 | Long             | EC               | CORP              | JP        |     17900 | NS      | $126166.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Konecranes Oyj                                           | Konecranes Oyj                                                              | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |     14859 | NS      | $456083.58    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OKEA ASA                                                 | OKEA ASA                                                                    | CUSIP: 000000000<br>LEI: 549300H385IGBB58CN91 | Long             | EC               | CORP              | NO        |     24639 | NS      | $85539.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| One Software Technologies Ltd                            | One Software Technologies Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6617 | NS      | $91739.73     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hour Glass Ltd/The                                       | Hour Glass Ltd/The                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    152500 | NS      | $231956.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryosan Co Ltd                                            | Ryosan Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $96926.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dicker Data Ltd                                          | Dicker Data Ltd                                                             | CUSIP: 000000000<br>LEI: 549300Z9AR1B5G2UQJ37 | Long             | EC               | CORP              | AU        |     30520 | NS      | $210903.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Daiken Corp                                              | Daiken Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $82485.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Terracom Ltd                                             | Terracom Ltd                                                                | CUSIP: 000000000<br>LEI: 5299008CZ6QOXMYKVY20 | Long             | EC               | CORP              | AU        |    312872 | NS      | $197321.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Nittoc Construction Co Ltd                               | Nittoc Construction Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14300 | NS      | $100358.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulvac Inc                                                | Ulvac Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $88491.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutz AG                                                 | Deutz AG                                                                    | CUSIP: 000000000<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |     20286 | NS      | $87596.81     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AG Barr PLC                                              | AG Barr PLC                                                                 | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |     14131 | NS      | $90600.33     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Takasago Thermal Engineering Co Ltd                      | Takasago Thermal Engineering Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $71619.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SkiStar AB                                               | SkiStar AB                                                                  | CUSIP: 000000000<br>LEI: 529900CD7HSJ1CZS7089 | Long             | EC               | CORP              | SE        |      4651 | NS      | $49547.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Bank USA N.A.                                       | PURCHASED USD / SOLD AUD                                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-1303.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                              | NOS SGPS SA                                                                 | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |    165098 | NS      | $666743.68    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Comet Holding AG                                         | Comet Holding AG                                                            | CUSIP: 000000000<br>LEI: 506700PGOL747J76WC96 | Long             | EC               | CORP              | CH        |       697 | NS      | $147506.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quadient SA                                              | Quadient SA                                                                 | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |      4127 | NS      | $60650.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| San-In Godo Bank Ltd/The                                 | San-In Godo Bank Ltd/The                                                    | CUSIP: 000000000<br>LEI: 353800I3C5900CEME762 | Long             | EC               | CORP              | JP        |     31800 | NS      | $187264.39    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaken Pharmaceutical Co Ltd                              | Kaken Pharmaceutical Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $135617.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Sangyo Co Ltd                                      | Tokyo Sangyo Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800F767RIJ2KRGL03 | Long             | EC               | CORP              | JP        |       800 | NS      | $4559.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** WisdomTree Trust

**Signature:** CLINT MARTIN

**Name of Signer:** CLINT MARTIN

**Title:** ASSISTANT TREASURER