# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001410368-25-040399
**Filing Date:** 2025-12
**Character Count:** 103388
**Document Hash:** c3e112b60c94a29815cfa7d5ca7c21f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040399.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040399

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DFA INVESTMENT TRUST CO
- **CENTRAL INDEX KEY:** 0000896162

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07436
- **FILM NUMBER:** 251590295

**BUSINESS ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746
- **BUSINESS PHONE:** (512) 306-7400

**MAIL ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746

## Series and Classes Contracts Data

### THE UNITED KINGDOM SMALL COMPANY SERIES (Series ID: S000001005)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000002756 | THE UNITED KINGDOM SMALL COMPANY SERIES |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DFA INVESTMENT TRUST CO

- **b. Investment Company Act file number:** 811-07436

- **c. CIK number of Registrant:** 0000896162

- **d. LEI of Registrant:** 549300FSKWEXKF6YBM56

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

  - **Street Address 1:** 6300 BEE CAVE ROAD

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

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

- **a. Name of Series:** THE UNITED KINGDOM SMALL COMPANY SERIES

- **b. EDGAR series identifier (if any):** S000001005

- **c. LEI of Series:** 549300FCYEDRJO2L0O02

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $1783811457.32

**Total Liabilities:** $49255601.24

**Net Assets:** $1734555856.08

**Cash Not Reported:** $12883929.15

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002756 | 0.89%                | 2.63%                | -1.85%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2203976.51             | $10322336.70                               |
| Month 2  | $-38785188.80            | $81051897.36                               |
| Month 3  | $-17448955.97            | $-21403730.02                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| DiscoverIE Group PLC                     | DiscoverIE Group PLC                       | CUSIP: 000000000<br>LEI: 213800BMDLQU1VEEAN68 | Long             | EC               | CORP              | GB        |    484892 | NS      | $3708463.89   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Speedy Hire PLC                          | Speedy Hire PLC                            | CUSIP: 000000000<br>LEI: 213800U78SIYAZDYXM61 | Long             | EC               | CORP              | GB        |   2419041 | NS      | $876113.41    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Anglo-Eastern Plantations PLC            | Anglo-Eastern Plantations PLC              | CUSIP: 000000000<br>LEI: 2138009ROZICGP42QP19 | Long             | EC               | CORP              | GB        |    126037 | NS      | $2318450.03   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| BRAEMAR PLC                              | Braemar PLC                                | CUSIP: 000000000<br>LEI: 213800EV6IKTTHJ83C19 | Long             | EC               | CORP              | GB        |     80822 | NS      | $249972.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Barratt Redrow PLC                       | Barratt Redrow PLC                         | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |   3831770 | NS      | $18961429.59  | 1.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Bellway PLC                              | Bellway PLC                                | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |    621599 | NS      | $21453234.68  | 1.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Balfour Beatty PLC                       | Balfour Beatty PLC                         | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |   2656137 | NS      | $23475130.22  | 1.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Henry Boot PLC                           | Henry Boot PLC                             | CUSIP: 000000000<br>LEI: 213800H5873O9TC3XT22 | Long             | EC               | CORP              | GB        |    519628 | NS      | $1511225.83   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| INDUSTRIAL + COMME                       | Industrial & Commercial Bank of China Ltd. | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5000 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Tullow Oil PLC                           | Tullow Oil PLC                             | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | EC               | CORP              | GB        |   1314538 | NS      | $169679.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Xaar PLC                                 | Xaar PLC                                   | CUSIP: 000000000<br>LEI: 213800MXEC3KAOBBPO57 | Long             | EC               | CORP              | GB        |    546489 | NS      | $909812.30    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| J D Wetherspoon PLC                      | J D Wetherspoon PLC                        | CUSIP: 000000000<br>LEI: 213800CHWARFAAN7UB85 | Long             | EC               | CORP              | GB        |    573741 | NS      | $4867499.44   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| accesso Technology Group PLC             | Accesso Technology Group PLC               | CUSIP: 000000000<br>LEI: 213800VY7MXUO7STIN73 | Long             | EC               | CORP              | GB        |     45591 | NS      | $212436.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Castings PLC                             | Castings PLC                               | CUSIP: 000000000<br>LEI: 2138004LKVACAUE94W70 | Long             | EC               | CORP              | GB        |    172431 | NS      | $551828.85    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistry Group PLC                         | Vistry Group PLC                           | CUSIP: 000000000<br>LEI: 2138001KOWN7CG9SLK53 | Long             | EC               | CORP              | GB        |   1576816 | NS      | $13356664.70  | 0.77%             |  |  |  | No            | 2                  | On Loan: No      |
| Clarkson PLC                             | Clarkson PLC                               | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |    215527 | NS      | $10272918.91  | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Rathbones Group PLC                      | Rathbones Group PLC                        | CUSIP: 000000000<br>LEI: 213800MBTHM6UE8ZQP29 | Long             | EC               | CORP              | GB        |    259126 | NS      | $6073788.53   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Gooch & Housego PLC                      | Gooch & Housego PLC                        | CUSIP: 000000000<br>LEI: 213800DO3DOOKYOPA952 | Long             | EC               | CORP              | GB        |      6822 | NS      | $51612.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cranswick PLC                            | Cranswick PLC                              | CUSIP: 000000000<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |    354250 | NS      | $22981865.49  | 1.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Elementis PLC                            | Elementis PLC                              | CUSIP: 000000000<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |   3748957 | NS      | $8103635.26   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| DCC PLC                                  | DCC PLC                                    | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |    259111 | NS      | $17069976.05  | 0.98%             |  |  |  | No            | 2                  | On Loan: —       |
| IDOX PLC                                 | IDOX PLC                                   | CUSIP: 000000000<br>LEI: 213800Z3FE6PWVSUGE70 | Long             | EC               | CORP              | GB        |    140149 | NS      | $129941.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| RS GROUP PLC                             | RS Group PLC                               | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |   2358995 | NS      | $17265206.52  | 1.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Spectris PLC                             | Spectris PLC                               | CUSIP: 000000000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |    105831 | NS      | $5709308.48   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| James Fisher & Sons PLC                  | James Fisher & Sons PLC                    | CUSIP: 000000000<br>LEI: 213800J975E5OYR6S216 | Long             | EC               | CORP              | GB        |    176232 | NS      | $921003.89    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Firstgroup PLC                           | Firstgroup PLC                             | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |   3460037 | NS      | $9557852.84   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Games Workshop Group PLC                 | Games Workshop Group PLC                   | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |    167256 | NS      | $35024773.17  | 2.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Goodwin PLC                              | Goodwin PLC                                | CUSIP: 000000000<br>LEI: 213800N4T1NMSJ57B322 | Long             | EC               | CORP              | GB        |      1490 | NS      | $425231.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Greencore Group PLC                      | Greencore Group PLC                        | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               | CORP              | IE        |   2447152 | NS      | $7665886.27   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Hays PLC                                 | Hays PLC                                   | CUSIP: 000000000<br>LEI: 213800QC8AWD4BO8TH08 | Long             | EC               | CORP              | GB        |   5594253 | NS      | $4344144.79   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Headlam Group PLC                        | Headlam Group PLC                          | CUSIP: 000000000<br>LEI: 213800I4AZZUJEYX9O90 | Long             | EC               | CORP              | GB        |    392703 | NS      | $265000.19    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hill & Smith PLC                         | Hill & Smith PLC                           | CUSIP: 000000000<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |    533904 | NS      | $15107869.48  | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| iomart Group PLC                         | iomart Group PLC                           | CUSIP: 000000000<br>LEI: 213800MME6X5NGP7NC68 | Long             | EC               | CORP              | GB        |    334680 | NS      | $112101.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan African Resources PLC                | Pan African Resources PLC                  | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |   8231540 | NS      | $9044670.71   | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| Hunting PLC                              | Hunting PLC                                | CUSIP: 000000000<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |    812125 | NS      | $3647052.08   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Advanced Medical Solutions Group PLC     | Advanced Medical Solutions Group PLC       | CUSIP: 000000000<br>LEI: 213800HJP6OWOSZI1L74 | Long             | EC               | CORP              | GB        |    813162 | NS      | $2297408.66   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitie Group PLC                          | Mitie Group PLC                            | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |   7919335 | NS      | $17129229.61  | 0.99%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Service Group PLC                | Johnson Service Group PLC                  | CUSIP: 000000000<br>LEI: 2138004WZUPWV53KWV11 | Long             | EC               | CORP              | GB        |   1636246 | NS      | $2913751.68   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Keller Group PLC                         | Keller Group PLC                           | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |    521948 | NS      | $10887784.04  | 0.63%             |  |  |  | No            | 2                  | On Loan: No      |
| Impax Asset Management Group PLC         | Impax Asset Management Group PLC           | CUSIP: 000000000<br>LEI: 213800AJDNW4S2B7E680 | Long             | EC               | CORP              | GB        |    218614 | NS      | $548001.84    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kier Group PLC                           | Kier Group PLC                             | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | EC               | CORP              | GB        |   1832808 | NS      | $5215163.17   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Renew Holdings PLC                       | Renew Holdings PLC                         | CUSIP: 000000000<br>LEI: 213800O3DC3V4WYA2E09 | Long             | EC               | CORP              | GB        |    213735 | NS      | $2602978.49   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Macfarlane Group PLC                     | Macfarlane Group PLC                       | CUSIP: 000000000<br>LEI: 213800LVRYDERSJAAZ73 | Long             | EC               | CORP              | GB        |     41210 | NS      | $37700.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Howden Joinery Group PLC                 | Howden Joinery Group PLC                   | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |   2409358 | NS      | $27365156.39  | 1.58%             |  |  |  | No            | 2                  | On Loan: No      |
| Mears Group PLC                          | Mears Group PLC                            | CUSIP: 000000000<br>LEI: 213800DHCALLH8IRJV57 | Long             | EC               | CORP              | GB        |    801169 | NS      | $3734224.35   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| McBride PLC                              | McBride PLC                                | CUSIP: 000000000<br>LEI: 213800HX7FMPA2CIEF02 | Long             | EC               | CORP              | GB        |    876914 | NS      | $1351528.29   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Advanced Materials PLC            | Morgan Advanced Materials PLC              | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |   1583217 | NS      | $4245733.46   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Mobico Group PLC                         | Mobico Group PLC                           | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | EC               | CORP              | GB        |     24423 | NS      | $8432.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nichols PLC                              | Nichols PLC                                | CUSIP: 000000000<br>LEI: 213800EF5CMR3K8PND54 | Long             | EC               | CORP              | GB        |      6023 | NS      | $81902.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ECORA RESOURCES PLC                      | Ecora Resources PLC                        | CUSIP: 000000000<br>LEI: 213800LXSV317746JZ71 | Long             | EC               | CORP              | GB        |    941386 | NS      | $1187825.38   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| 4imprint Group PLC                       | 4imprint Group PLC                         | CUSIP: 000000000<br>LEI: 213800G95T751RN2CT94 | Long             | EC               | CORP              | GB        |    164812 | NS      | $7217562.39   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Persimmon PLC                            | Persimmon PLC                              | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |   1615712 | NS      | $25678689.89  | 1.48%             |  |  |  | No            | 2                  | On Loan: No      |
| GB Group PLC                             | GB Group PLC                               | CUSIP: 000000000<br>LEI: 213800RBAFZIBCV7XR29 | Long             | EC               | CORP              | GB        |   1089612 | NS      | $3372864.65   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Porvair PLC                              | Porvair PLC                                | CUSIP: 000000000<br>LEI: 213800ECKHS8LAQO3C45 | Long             | EC               | CORP              | GB        |     14560 | NS      | $146701.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Liontrust Asset Management PLC           | Liontrust Asset Management PLC             | CUSIP: 000000000<br>LEI: 549300XVXU6S7PLCL855 | Long             | EC               | CORP              | GB        |     86087 | NS      | $351635.91    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MP Evans Group PLC                       | MP Evans Group PLC                         | CUSIP: 000000000<br>LEI: 2138003IBXJUCR4SZG26 | Long             | EC               | CORP              | GB        |     15270 | NS      | $270883.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| S&U PLC                                  | S&U PLC                                    | CUSIP: 000000000<br>LEI: 213800QZ1X2A7J64SQ31 | Long             | EC               | CORP              | GB        |     34770 | NS      | $814554.22    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Close Brothers Group PLC                 | Close Brothers Group PLC                   | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |    961440 | NS      | $5303430.81   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| St James's Place PLC                     | St. James's Place PLC                      | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |     90092 | NS      | $1537153.50   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Senior PLC                               | Senior PLC                                 | CUSIP: 000000000<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |   2191421 | NS      | $5488984.08   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Serco Group PLC                          | Serco Group PLC                            | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |   5760619 | NS      | $19222993.13  | 1.11%             |  |  |  | No            | 2                  | On Loan: No      |
| SIG PLC                                  | SIG PLC                                    | CUSIP: 000000000<br>LEI: 213800VDC1BKJEZ8PV53 | Long             | EC               | CORP              | GB        |   1802083 | NS      | $213503.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Sindall Group PLC                 | Morgan Sindall Group PLC                   | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |    292134 | NS      | $17849293.41  | 1.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Robert Walters PLC                       | Robert Walters PLC                         | CUSIP: 000000000<br>LEI: 213800LIE15BDEN3VW43 | Long             | EC               | CORP              | GB        |    355104 | NS      | $702957.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ME GROUP INTERNATIONAL PLC               | Me Group International PLC                 | CUSIP: 000000000<br>LEI: 2138006YJ65EKBYYYX41 | Long             | EC               | CORP              | GB        |   1618258 | NS      | $4005332.53   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| TT Electronics plc                       | TT Electronics PLC                         | CUSIP: 000000000<br>LEI: 213800TJGBW5VFHQEV54 | Long             | EC               | CORP              | GB        |    804382 | NS      | $1631114.61   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Taylor Wimpey PLC                        | Taylor Wimpey PLC                          | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |  18670044 | NS      | $25825158.11  | 1.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Plus PLC                         | Telecom Plus PLC                           | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |    409607 | NS      | $9554200.08   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Trifast PLC                              | Trifast PLC                                | CUSIP: 000000000<br>LEI: 213800WFIVE6RWK3CR22 | Long             | EC               | CORP              | GB        |    611313 | NS      | $610059.39    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Reach PLC                                | Reach PLC                                  | CUSIP: 000000000<br>LEI: 213800GNI5XF3XOATR61 | Long             | EC               | CORP              | GB        |   1590842 | NS      | $1235130.42   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Vp PLC                                   | Vp PLC                                     | CUSIP: 000000000<br>LEI: 213800TBQKKQR7UXZP80 | Long             | EC               | CORP              | GB        |    153784 | NS      | $1150243.24   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Victrex PLC                              | Victrex PLC                                | CUSIP: 000000000<br>LEI: 213800UYNPHAUNHPXL67 | Long             | EC               | CORP              | GB        |    289194 | NS      | $2457380.25   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| VIDENDUM PLC                             | Videndum PLC                               | CUSIP: 000000000<br>LEI: 2138007H5DQ4X8YOCF14 | Long             | EC               | CORP              | GB        |    310061 | NS      | $163238.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Volex PLC                                | Volex PLC                                  | CUSIP: 000000000<br>LEI: 213800HBLQNH5FXXGE63 | Long             | EC               | CORP              | GB        |    750042 | NS      | $3695458.17   | 0.21%             |  |  |  | No            | 2                  | On Loan: —       |
| IQE PLC                                  | IQE PLC                                    | CUSIP: 000000000<br>LEI: 213800Y33WHD3ESJJP16 | Long             | EC               | CORP              | GB        |   3021212 | NS      | $228167.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Wilmington PLC                           | Wilmington PLC                             | CUSIP: 000000000<br>LEI: 213800PFUQT4HHFYZJ63 | Long             | EC               | CORP              | GB        |    323980 | NS      | $1323520.54   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Babcock International Group PLC          | Babcock International Group PLC            | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |   1906120 | NS      | $30438874.05  | 1.75%             |  |  |  | No            | 2                  | On Loan: No      |
| Zotefoams PLC                            | Zotefoams PLC                              | CUSIP: 000000000<br>LEI: 213800B6P256B5XN8D32 | Long             | EC               | CORP              | GB        |    120813 | NS      | $727347.25    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company         | DFA Investment Trust Co.                   | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   2039191 | NS      | $23587323.49  | 1.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                | DFA Short Term Investment Fund             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  23769226 | NS      | $23769226.33  | 1.37%             |  |  |  | No            | N/A                | On Loan: No      |
| Next 15 Group PLC                        | Next 15 Group PLC                          | CUSIP: 000000000<br>LEI: 213800BK9MBUZUUPMZ63 | Long             | EC               | CORP              | GB        |    149977 | NS      | $814706.72    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Pagegroup PLC                            | Pagegroup PLC                              | CUSIP: 000000000<br>LEI: 213800JK5ZEQW4AB8G71 | Long             | EC               | CORP              | GB        |   1666054 | NS      | $5171366.54   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| ASOS PLC                                 | ASOS PLC                                   | CUSIP: 000000000<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |     17408 | NS      | $58257.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| EKF Diagnostics Holdings PLC             | EKF Diagnostics Holdings PLC               | CUSIP: 000000000<br>LEI: 213800DXTF3EAUK1AR05 | Long             | EC               | CORP              | GB        |     79384 | NS      | $27519.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Burberry Group PLC                       | Burberry Group PLC                         | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |    943589 | NS      | $15359423.04  | 0.89%             |  |  |  | No            | 2                  | On Loan: No      |
| Bloomsbury Publishing PLC                | Bloomsbury Publishing PLC                  | CUSIP: 000000000<br>LEI: 213800ZL2PEC4C6UOQ53 | Long             | EC               | CORP              | GB        |    488835 | NS      | $3207527.55   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingfisher PLC                           | Kingfisher PLC                             | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |   6266059 | NS      | $25412503.60  | 1.47%             |  |  |  | No            | 2                  | On Loan: No      |
| ITV PLC                                  | ITV PLC                                    | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |  17180470 | NS      | $15726241.22  | 0.91%             |  |  |  | No            | 2                  | On Loan: No      |
| Centaur Media PLC                        | Centaur Media PLC                          | CUSIP: 000000000<br>LEI: 2138005WK87G7DQRQI62 | Long             | EC               | CORP              | GB        |    138516 | NS      | $80079.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WPP PLC                                  | WPP PLC                                    | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |      4844 | NS      | $91890.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Capital Ltd                              | Capital Ltd.                               | CUSIP: 000000000<br>LEI: 213800XG175G91JW8W37 | Long             | EC               | CORP              | BM        |     59308 | NS      | $93484.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WATERLOO INVESTMENT HOLDINGS             | Waterloo Investment Holdings Ltd.          | CUSIP: 000000000<br>LEI: 213800TZIK14GMV2YL02 | Long             | EC               | CORP              | VG        |      4000 | NS      | $1400.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RM PLC                                   | RM PLC                                     | CUSIP: 000000000<br>LEI: 2138005RKUCIEKLXWM61 | Long             | EC               | CORP              | GB        |     33750 | NS      | $49157.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Treatt PLC                               | Treatt PLC                                 | CUSIP: 000000000<br>LEI: 213800G4OJM9F7G9LG39 | Long             | EC               | CORP              | GB        |     24863 | NS      | $78691.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FDM Group Holdings PLC                   | FDM Group Holdings PLC                     | CUSIP: 000000000<br>LEI: 213800YR62D7GUZLMZ71 | Long             | EC               | CORP              | GB        |    102988 | NS      | $162748.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kainos Group PLC                         | Kainos Group PLC                           | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |    479814 | NS      | $5953926.53   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Norcros PLC                              | Norcros PLC                                | CUSIP: 000000000<br>LEI: 213800EIMJZZA1GBIE18 | Long             | EC               | CORP              | GB        |    206704 | NS      | $814500.04    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ICG PLC                                  | ICG PLC                                    | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |     34136 | NS      | $867186.34    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| XPS Pensions Group PLC                   | XPS Pensions Group PLC                     | CUSIP: 000000000<br>LEI: 2138004Y8OBPJEAACJ11 | Long             | EC               | CORP              | GB        |    567610 | NS      | $2514345.36   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Trainline PLC                            | Trainline PLC                              | CUSIP: 000000000<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |   1076105 | NS      | $3552248.17   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Dr Martens PLC                           | Dr. Martens PLC                            | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |   1923650 | NS      | $2300986.22   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Trustpilot Group PLC                     | Trustpilot Group PLC                       | CUSIP: 000000000<br>LEI: 2138002ILUNMGNPSGG46 | Long             | EC               | CORP              | GB        |    602746 | NS      | $1629456.09   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Kitwave Group Plc                        | Kitwave Group PLC                          | CUSIP: 000000000<br>LEI: 2138007DLCYPVY95UD40 | Long             | EC               | CORP              | GB        |    126364 | NS      | $356688.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Capita PLC                               | Capita PLC                                 | CUSIP: 000000000<br>LEI: CMIGEWPLHL4M7ZV0IZ88 | Long             | EC               | CORP              | GB        |    178056 | NS      | $734054.08    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| PayPoint PLC                             | PayPoint PLC                               | CUSIP: 000000000<br>LEI: 5493004YKWI8U0GDD138 | Long             | EC               | CORP              | GB        |    273468 | NS      | $2503322.41   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Chesnara PLC                             | Chesnara PLC                               | CUSIP: 000000000<br>LEI: 213800VFRMBRTSZ3SJ06 | Long             | EC               | CORP              | GB        |   1271179 | NS      | $4593415.80   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Grafton Group PLC                        | Grafton Group PLC                          | CUSIP: 000000000<br>LEI: 635400BE9SBAG61DJ963 | Long             | EC               | CORP              | IE        |   1441958 | NS      | $18031081.37  | 1.04%             |  |  |  | No            | 2                  | On Loan: No      |
| C&C Group PLC                            | C&C Group PLC                              | CUSIP: 000000000<br>LEI: 635400LNUHA2LDXXV850 | Long             | EC               | CORP              | IE        |   1935088 | NS      | $3476657.69   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Marshalls PLC                            | Marshalls PLC                              | CUSIP: 000000000<br>LEI: 213800S21IFC367J5V62 | Long             | EC               | CORP              | GB        |    872833 | NS      | $1936111.50   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Halfords Group PLC                       | Halfords Group PLC                         | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |   1104212 | NS      | $2169259.17   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| M&C Saatchi PLC                          | M&C Saatchi PLC                            | CUSIP: 000000000<br>LEI: 213800XBLFQZ1T1KBA87 | Long             | EC               | CORP              | GB        |      4260 | NS      | $7623.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NCC Group PLC                            | NCC Group PLC                              | CUSIP: 000000000<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |   1553643 | NS      | $3055809.43   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Grainger PLC                             | Grainger PLC                               | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               |  | GB        |   4236886 | NS      | $10439091.68  | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| Brooks Macdonald Group PLC               | Brooks Macdonald Group PLC                 | CUSIP: 000000000<br>LEI: 213800WRDF8LB8MIEX37 | Long             | EC               | CORP              | GB        |      1612 | NS      | $36947.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IG Group Holdings PLC                    | IG Group Holdings PLC                      | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |   1821587 | NS      | $26663607.17  | 1.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Essentra PLC                             | Essentra PLC                               | CUSIP: 000000000<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |    390710 | NS      | $499699.45    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Serica Energy PLC                        | Serica Energy PLC                          | CUSIP: 000000000<br>LEI: 213800EZZOKA815VC426 | Long             | EC               | CORP              | GB        |    899604 | NS      | $2571155.31   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Helical PLC                              | Helical PLC                                | CUSIP: 000000000<br>LEI: 2138003SBD2Z7WV2MP70 | Long             | EC               |  | GB        |     28412 | NS      | $77868.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SThree PLC                               | SThree PLC                                 | CUSIP: 000000000<br>LEI: 2138003NEBX5VRP3EX50 | Long             | EC               | CORP              | GB        |    649133 | NS      | $1342736.03   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Evoke PLC                                | Evoke PLC                                  | CUSIP: 000000000<br>LEI: 213800H84UJQYSVF9750 | Long             | EC               | CORP              | GI        |     20108 | NS      | $11379.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hikma Pharmaceuticals PLC                | Hikma Pharmaceuticals PLC                  | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |    759798 | NS      | $18379131.62  | 1.06%             |  |  |  | No            | 2                  | On Loan: No      |
| James Halstead PLC                       | James Halstead PLC                         | CUSIP: 000000000<br>LEI: 213800C8FFBYVO6UL498 | Long             | EC               | CORP              | GB        |    335760 | NS      | $615769.58    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Hargreaves Services PLC                  | Hargreaves Services PLC                    | CUSIP: 000000000<br>LEI: 213800O17BER1SHMH466 | Long             | EC               | CORP              | GB        |      6046 | NS      | $52137.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lancashire Holdings Ltd                  | Lancashire Holdings Ltd.                   | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | BM        |   1376998 | NS      | $12091719.32  | 0.70%             |  |  |  | No            | 2                  | On Loan: No      |
| SolGold PLC                              | SolGold PLC                                | CUSIP: 000000000<br>LEI: 213800HGFADQBMIEVI76 | Long             | EC               | CORP              | GB        |    278563 | NS      | $64344.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| QinetiQ Group PLC                        | QinetiQ Group PLC                          | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |   3125466 | NS      | $19736312.51  | 1.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Cohort PLC                               | Cohort PLC                                 | CUSIP: 000000000<br>LEI: 213800WE61C73LZZNW11 | Long             | EC               | CORP              | GB        |     14202 | NS      | $250836.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| City of London Investment Group PLC      | London Investment Group PLC                | CUSIP: 000000000<br>LEI: 549300BV85TFYXK2Y635 | Long             | EC               | CORP              | GB        |       887 | NS      | $4377.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| International Paper Co                   | International Paper Co.                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     56045 | NS      | $2194590.22   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Pantheon Resources PLC                   | Pantheon Resources PLC                     | CUSIP: 000000000<br>LEI: 213800SWHY5DNQS64J23 | Long             | EC               | CORP              | GB        |   2780230 | NS      | $1022273.96   | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| IP Group PLC                             | IP Group PLC                               | CUSIP: 000000000<br>LEI: 213800HG22UM138WFG43 | Long             | EC               | CORP              | GB        |   4377546 | NS      | $3478860.00   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashmore Group PLC                        | Ashmore Group PLC                          | CUSIP: 000000000<br>LEI: 549300U3L59WB4YI2X12 | Long             | EC               | CORP              | GB        |   2179920 | NS      | $5381815.77   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Savills PLC                              | Savills PLC                                | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |    859891 | NS      | $11394920.07  | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| CMC Markets PLC                          | CMC Markets PLC                            | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |    653661 | NS      | $1849403.40   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| JET2 PLC                                 | JET2 PLC                                   | CUSIP: 000000000<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |    813756 | NS      | $14210532.55  | 0.82%             |  |  |  | No            | 2                  | On Loan: No      |
| Investec PLC                             | Investec PLC                               | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |    805420 | NS      | $6064519.76   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Smiths News PLC                          | Smiths News PLC                            | CUSIP: 000000000<br>LEI: 2138004O33ONVOOQXB02 | Long             | EC               | CORP              | GB        |    317784 | NS      | $254612.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Topps Tiles PLC                          | Topps Tiles PLC                            | CUSIP: 000000000<br>LEI: 2138009NA4K1NTLN7Q97 | Long             | EC               | CORP              | GB        |    394944 | NS      | $178871.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PZ Cussons PLC                           | PZ Cussons PLC                             | CUSIP: 000000000<br>LEI: XB3CXKKKED7OMV80FY35 | Long             | EC               | CORP              | GB        |    842785 | NS      | $820122.41    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Dunelm Group PLC                         | Dunelm Group PLC                           | CUSIP: 000000000<br>LEI: 213800WCOWEI3T5DUV19 | Long             | EC               | CORP              | GB        |    732209 | NS      | $10753738.51  | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitchells & Butlers PLC                  | Mitchells & Butlers PLC                    | CUSIP: 000000000<br>LEI: 213800JHYNDNB1NS2W10 | Long             | EC               | CORP              | GB        |   1505456 | NS      | $4814180.19   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Hochschild Mining PLC                    | Hochschild Mining PLC                      | CUSIP: 000000000<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | GB        |   2307041 | NS      | $10028657.15  | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| LSL Property Services PLC                | LSL Property Services PLC                  | CUSIP: 000000000<br>LEI: 213800T4VM5VR3C7S706 | Long             | EC               | CORP              | GB        |    315917 | NS      | $1059244.90   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Polar Capital Holdings PLC               | Polar Capital Holdings PLC                 | CUSIP: 000000000<br>LEI: 549300OXX7YE1947B825 | Long             | EC               | CORP              | GB        |    429838 | NS      | $3240399.23   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertu Motors PLC                         | Vertu Motors PLC                           | CUSIP: 000000000<br>LEI: 213800GIKJEIUIGMI575 | Long             | EC               | CORP              | GB        |   1572903 | NS      | $1294869.03   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Marston's PLC                            | Marston's PLC                              | CUSIP: 000000000<br>LEI: 213800Q6RP3ZJ2CZR962 | Long             | EC               | CORP              | GB        |   3065176 | NS      | $1845071.59   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Whitbread PLC                            | Whitbread PLC                              | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |    499829 | NS      | $19028594.67  | 1.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Rank Group PLC                           | Rank Group PLC                             | CUSIP: 000000000<br>LEI: 213800TXKD6XZWOFTE12 | Long             | EC               | CORP              | GB        |    858851 | NS      | $1339102.35   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Frasers Group PLC                        | Frasers Group PLC                          | CUSIP: 000000000<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |    826342 | NS      | $7932754.67   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| XP Power Ltd                             | XP Power Ltd.                              | CUSIP: 000000000<br>LEI: 213800I7RWQ3FV72EZ26 | Long             | EC               | CORP              | SG        |     59144 | NS      | $785487.52    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Food Group PLC                    | Hilton Food Group PLC                      | CUSIP: 000000000<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |    366500 | NS      | $3099292.85   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Drax Group PLC                           | Drax Group PLC                             | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |   1809663 | NS      | $17151403.70  | 0.99%             |  |  |  | No            | 2                  | On Loan: No      |
| YouGov PLC                               | YouGov PLC                                 | CUSIP: 000000000<br>LEI: 213800MZGBGCJIPOBB41 | Long             | EC               | CORP              | GB        |    219003 | NS      | $752991.71    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| International Personal Finance PLC       | International Personal Finance PLC         | CUSIP: 000000000<br>LEI: 213800II1O44IRKUZB59 | Long             | EC               | CORP              | GB        |   1325561 | NS      | $3561880.65   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuller Smith & Turner PLC                | Fuller Smith & Turner PLC                  | CUSIP: 000000000<br>LEI: 213800C7ACOFMRCQQW76 | Long             | EC               | CORP              | GB        |    163787 | NS      | $1325979.49   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Vanquis Banking Group PLC                | Vanquis Banking Group PLC                  | CUSIP: 000000000<br>LEI: 213800U93SZC44VXN635 | Long             | EC               | CORP              | GB        |    623923 | NS      | $934491.51    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| PPHE Hotel Group Ltd                     | PPHE Hotel Group Ltd.                      | CUSIP: 000000000<br>LEI: 2138003H1BZGR6KM5823 | Long             | EC               | CORP              | GG        |     38973 | NS      | $732792.39    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| MONY Group PLC                           | MONY Group PLC                             | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |   2887765 | NS      | $7364605.20   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Severfield PLC                           | Severfield PLC                             | CUSIP: 000000000<br>LEI: 21380025AWPR781CY104 | Long             | EC               | CORP              | GB        |   1036816 | NS      | $409146.57    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Group PLC                            | CVS Group PLC                              | CUSIP: 000000000<br>LEI: 213800J41XDQ2NX48O05 | Long             | EC               | CORP              | GB        |    367262 | NS      | $5991222.96   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Young & Co's Brewery PLC                 | Young & Co.'s Brewery PLC                  | CUSIP: 000000000<br>LEI: 213800JMZDORXCMKFW06 | Long             | EC               | CORP              | GB        |     87143 | NS      | $881351.95    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Young & Co's Brewery PLC                 | Young & Co.'s Brewery PLC                  | CUSIP: 000000000<br>LEI: 213800JMZDORXCMKFW06 | Long             | EC               | CORP              | GB        |      4589 | NS      | $37132.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Paragon Banking Group PLC                | Paragon Banking Group PLC                  | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |   1869236 | NS      | $20386603.98  | 1.18%             |  |  |  | No            | 2                  | On Loan: No      |
| WH Smith PLC                             | WH Smith PLC                               | CUSIP: 000000000<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |    615814 | NS      | $5470284.93   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Bodycote PLC                             | Bodycote PLC                               | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |   1168905 | NS      | $9477081.50   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Ocado Group PLC                          | Ocado Group PLC                            | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | EC               | CORP              | GB        |   1844776 | NS      | $5313032.62   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| dotdigital group plc                     | dotdigital group PLC                       | CUSIP: 000000000<br>LEI: 2138006LZ7HHQ6DWFD42 | Long             | EC               | CORP              | GB        |    388565 | NS      | $347503.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Zigup PLC                                | Zigup PLC                                  | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |   1528686 | NS      | $6964167.86   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Chemring Group PLC                       | Chemring Group PLC                         | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |    965469 | NS      | $7277952.09   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Afentra PLC                              | Afentra PLC                                | CUSIP: 000000000<br>LEI: 21380028BFDFJK8BRX92 | Long             | EC               | CORP              | GB        |    315115 | NS      | $188391.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Currys PLC                               | Currys PLC                                 | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |   5461826 | NS      | $10081470.20  | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| Coats Group PLC                          | Coats Group PLC                            | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |   7571796 | NS      | $8137008.17   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Jupiter Fund Management PLC              | Jupiter Fund Management PLC                | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |   1588673 | NS      | $3180176.02   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Genel Energy Plc                         | Genel Energy PLC                           | CUSIP: 000000000<br>LEI: 549300IVCJDWC3LR8F94 | Long             | EC               | CORP              | JE        |    833082 | NS      | $703091.23    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Pharos Energy PLC                        | Pharos Energy PLC                          | CUSIP: 000000000<br>LEI: 549300DDKLXYLLO4N524 | Long             | EC               | CORP              | GB        |   1305299 | NS      | $353438.28    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| John Wood Group PLC                      | John Wood Group PLC                        | CUSIP: 000000000<br>LEI: 549300PLYY6I10B6S323 | Long             | EC               | CORP              | GB        |   2947172 | NS      | $713941.20    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Inchcape PLC                             | Inchcape PLC                               | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |   2097728 | NS      | $21050382.60  | 1.21%             |  |  |  | No            | 2                  | On Loan: No      |
| EnQuest PLC                              | EnQuest PLC                                | CUSIP: 000000000<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | EC               | CORP              | GB        |  11059965 | NS      | $1768018.82   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Greggs PLC                               | Greggs PLC                                 | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |    585443 | NS      | $12408636.08  | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| Costain Group PLC                        | Costain Group PLC                          | CUSIP: 000000000<br>LEI: 213800PKIJBZ2EDTKC88 | Long             | EC               | CORP              | GB        |    565811 | NS      | $1141047.85   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Central Asia Metals PLC                  | Central Asia Metals PLC                    | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |    897873 | NS      | $1877844.02   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Secure Trust Bank PLC                    | Secure Trust Bank PLC                      | CUSIP: 000000000<br>LEI: 213800CXIBLC2TMIGI76 | Long             | EC               | CORP              | GB        |     21050 | NS      | $269520.30    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AG Barr PLC                              | AG Barr PLC                                | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |    515029 | NS      | $4526948.54   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| easyJet PLC                              | easyJet PLC                                | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |    966101 | NS      | $6150968.72   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Premier Foods PLC                        | Premier Foods PLC                          | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |   4396319 | NS      | $10544790.87  | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| Playtech Plc                             | Playtech PLC                               | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | EC               | CORP              | IM        |   1232321 | NS      | $4265138.51   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Vesuvius PLC                             | Vesuvius PLC                               | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |   1288338 | NS      | $6357700.22   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Studio Retail Group PLC                  | Studio Retail Group PLC                    | CUSIP: 000000000<br>LEI: 2138006V9ZT2KO6PZY81 | Long             | EC               | CORP              | GB        |    220669 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| WPP PLC                                  | WPP PLC                                    | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |    629649 | NS      | $2379235.28   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Crest Nicholson Holdings plc             | Crest Nicholson Holdings PLC               | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |   1264206 | NS      | $2748552.63   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Gaming Realms PLC                        | Gaming Realms PLC                          | CUSIP: 000000000<br>LEI: 213800MJYF3DX78F6A39 | Long             | EC               | CORP              | GB        |    257953 | NS      | $139509.85    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Frontier Developments PLC                | Frontier Developments PLC                  | CUSIP: 000000000<br>LEI: 213800B9LGPWUAZ9GX18 | Long             | EC               | CORP              | GB        |      7420 | NS      | $50848.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Plus500 Ltd                              | Plus500 Ltd.                               | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |    549753 | NS      | $22874919.37  | 1.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Team Internet Group PLC                  | Team Internet Group PLC                    | CUSIP: 000000000<br>LEI: 213800M4IINBWMXEKV82 | Long             | EC               | CORP              | GB        |    390482 | NS      | $233267.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Foxtons Group PLC                        | Foxtons Group PLC                          | CUSIP: 000000000<br>LEI: 5493001HCMG6R1MYKC59 | Long             | EC               | CORP              | GB        |   1304990 | NS      | $943169.85    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Just Group PLC                           | Just Group PLC                             | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |   6028405 | NS      | $16828761.54  | 0.97%             |  |  |  | No            | 2                  | On Loan: No      |
| Hollywood Bowl Group PLC                 | Hollywood Bowl Group PLC                   | CUSIP: 000000000<br>LEI: 213800XB8YZNGJYDEZ97 | Long             | EC               | CORP              | GB        |    781790 | NS      | $2769802.39   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Convatec Group PLC                       | Convatec Group PLC                         | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |   5146765 | NS      | $16529263.76  | 0.95%             |  |  |  | No            | 2                  | On Loan: No      |
| IntegraFin Holdings PLC                  | IntegraFin Holdings PLC                    | CUSIP: 000000000<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |    401847 | NS      | $1913814.89   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Watkin Jones PLC                         | Watkin Jones PLC                           | CUSIP: 000000000<br>LEI: 2138009X19O21NU5SG79 | Long             | EC               | CORP              | GB        |    100285 | NS      | $37639.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alfa Financial Software Holdings PLC     | Alfa Financial Software Holdings PLC       | CUSIP: 000000000<br>LEI: 213800C5UOZHUTNUGA28 | Long             | EC               | CORP              | GB        |    204932 | NS      | $610447.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Strix Group PLC                          | Strix Group PLC                            | CUSIP: 000000000<br>LEI: 213800KZEW5W6BZMNT62 | Long             | EC               | CORP              | IM        |    247902 | NS      | $108750.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lion Finance Group PLC                   | Lion Finance Group PLC                     | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |    258093 | NS      | $27170420.34  | 1.57%             |  |  |  | No            | 2                  | On Loan: No      |
| Georgia Capital PLC                      | Georgia Capital PLC                        | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |    102534 | NS      | $3489276.57   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Bakkavor Group PLC                       | Bakkavor Group PLC                         | CUSIP: 000000000<br>LEI: 213800COL7AD54YU9949 | Long             | EC               | CORP              | GB        |    829558 | NS      | $2417765.73   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Aberdeen Group PLC                       | Aberdeen Group PLC                         | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |   9506777 | NS      | $25354893.94  | 1.46%             |  |  |  | No            | 2                  | On Loan: No      |
| AJ Bell PLC                              | AJ Bell PLC                                | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |   1489249 | NS      | $10513779.95  | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| S4 Capital PLC                           | S4 Capital PLC                             | CUSIP: 000000000<br>LEI: 21380068SP9V65KPQN68 | Long             | EC               | CORP              | GB        |    237273 | NS      | $73586.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Funding Circle Holdings PLC              | Funding Circle Holdings PLC                | CUSIP: 000000000<br>LEI: 2138003EK6UAINBBUS19 | Long             | EC               | CORP              | GB        |    192002 | NS      | $333804.34    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Energean PLC                             | Energean PLC                               | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | EC               | CORP              | GB        |    682614 | NS      | $8651220.39   | 0.50%             |  |  |  | No            | 2                  | On Loan: —       |
| boohoo Group PLC                         | boohoo Group PLC                           | CUSIP: 000000000<br>LEI: 213800SZF3KFCECWY243 | Long             | EC               | CORP              | JE        |   1509218 | NS      | $237901.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| SSP Group Plc                            | SSP Group PLC                              | CUSIP: 000000000<br>LEI: 213800QGNIWTXFMENJ24 | Long             | EC               | CORP              | GB        |   4302390 | NS      | $8695191.14   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| Rightmove PLC                            | Rightmove PLC                              | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |   1334129 | NS      | $11714257.25  | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| IMI PLC                                  | IMI PLC                                    | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |    813111 | NS      | $25563373.49  | 1.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Man Group PLC/Jersey                     | Man Group PLC                              | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |   7151308 | NS      | $19757706.78  | 1.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Pets at Home Group Plc                   | Pets at Home Group PLC                     | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |   2756736 | NS      | $7765508.92   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Watches of Switzerland Group PLC         | Watches of Switzerland Group PLC           | CUSIP: 000000000<br>LEI: 2138008ZOT5K9PJW7168 | Long             | EC               | CORP              | GB        |    662223 | NS      | $3418110.77   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Croda International PLC                  | Croda International PLC                    | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |    329146 | NS      | $12494730.83  | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| Ninety One PLC                           | Ninety One PLC                             | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |   1769286 | NS      | $5378321.85   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| AO World PLC                             | AO World PLC                               | CUSIP: 000000000<br>LEI: 2138005FFOAJIUZY4375 | Long             | EC               | CORP              | GB        |    534298 | NS      | $747216.60    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Helios Towers PLC                        | Helios Towers PLC                          | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |   3166518 | NS      | $6227047.09   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Gulf Marine Services PLC                 | Gulf Marine Services PLC                   | CUSIP: 000000000<br>LEI: 213800IGS2QE89SAJF77 | Long             | EC               | CORP              | GB        |    363413 | NS      | $80288.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brickability Group PLC                   | Brickability Group PLC                     | CUSIP: 000000000<br>LEI: 213800SK28MWXB3K3P26 | Long             | EC               | CORP              | GB        |    107269 | NS      | $78998.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Travis Perkins PLC                       | Travis Perkins PLC                         | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |    960009 | NS      | $7937350.69   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| M&G PLC                                  | M&G PLC                                    | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |    543195 | NS      | $1880631.32   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Genuit Group PLC                         | Genuit Group PLC                           | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |   1430710 | NS      | $6956029.03   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Galliford Try Holdings PLC               | Galliford Try Holdings PLC                 | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |    673469 | NS      | $4596625.80   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Wickes Group PLC                         | Wickes Group PLC                           | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |   1469747 | NS      | $4276272.18   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| OSB Group PLC                            | OSB Group PLC                              | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |   1826039 | NS      | $12942898.72  | 0.75%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashtead Technology Holdings plc          | Ashtead Technology Holdings PLC            | CUSIP: 000000000<br>LEI: 213800LHEWVY66RPGR58 | Long             | EC               | CORP              | GB        |     48171 | NS      | $207329.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Integrated Diagnostics Holdings PLC      | Integrated Diagnostics Holdings PLC        | CUSIP: 000000000<br>LEI: 2138007JN9NUWKKTS790 | Long             | EC               | CORP              | JE        |   1220599 | NS      | $684684.02    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Card Factory PLC                         | Card Factory PLC                           | CUSIP: 000000000<br>LEI: 213800TTSOPFVCKPFQ11 | Long             | EC               | CORP              | GB        |   1432881 | NS      | $1947326.63   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Breedon Group PLC                        | Breedon Group PLC                          | CUSIP: 000000000<br>LEI: 213800DQGNQE3X76WS92 | Long             | EC               | CORP              | GB        |    994262 | NS      | $4500744.37   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| JD Sports Fashion PLC                    | JD Sports Fashion PLC                      | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |   7783016 | NS      | $9537190.14   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Harbour Energy PLC                       | Harbour Energy PLC                         | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |   1864998 | NS      | $5520377.81   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Foresight Group Holdings Ltd             | Foresight Group Holdings Ltd.              | CUSIP: 000000000<br>LEI: 213800NNT42FFIZB1T09 | Long             | EC               | CORP              | GG        |    193219 | NS      | $1158338.28   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| TP ICAP Group PLC                        | TP ICAP Group PLC                          | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |   4000385 | NS      | $13797186.80  | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| Burford Capital Ltd                      | Burford Capital Ltd.                       | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |    882542 | NS      | $8669870.92   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| Bytes Technology Group PLC               | Bytes Technology Group PLC                 | CUSIP: 000000000<br>LEI: 213800LA4DZLFBAC9O33 | Long             | EC               | CORP              | GB        |   1230937 | NS      | $5998971.37   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Pollen Street Group Ltd                  | Pollen Street Group Ltd.                   | CUSIP: 000000000<br>LEI: 894500LP94M98N8CY487 | Long             | EC               | CORP              | GG        |     33545 | NS      | $390516.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Moonpig Group PLC                        | Moonpig Group PLC                          | CUSIP: 000000000<br>LEI: 213800VAYO5KCAXZHK83 | Long             | EC               | CORP              | GB        |   1414723 | NS      | $3987196.87   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| B&M European Value Retail SA             | B&M European Value Retail SA               | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |   2973749 | NS      | $7021632.97   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| THG PLC                                  | THG PLC                                    | CUSIP: 000000000<br>LEI: 21380066N3SV9O8IDP37 | Long             | EC               | CORP              | GB        |   2922420 | NS      | $1786091.19   | 0.10%             |  |  |  | No            | 2                  | On Loan: —       |
| Auction Technology Group PLC             | Auction Technology Group PLC               | CUSIP: 000000000<br>LEI: 213800U8Q9K2XI3WRE39 | Long             | EC               | CORP              | GB        |    225034 | NS      | $913874.09    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Mondi PLC                                | Mondi PLC                                  | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |   1324933 | NS      | $14809891.86  | 0.85%             |  |  |  | No            | 2                  | On Loan: —       |
| Dowlais Group PLC                        | Dowlais Group PLC                          | CUSIP: 000000000<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |   6027958 | NS      | $6548627.41   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Metro Bank Holdings PLC                  | Metro Bank Holdings PLC                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | EC               | CORP              | GB        |    786642 | NS      | $1210621.73   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Saga PLC                                 | Saga PLC                                   | CUSIP: 000000000<br>LEI: 2138004WWUJN94K2LH95 | Long             | EC               | CORP              | GB        |    543711 | NS      | $1903805.25   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Conduit Holdings Ltd                     | Conduit Holdings Ltd.                      | CUSIP: 000000000<br>LEI: 21380085AE62D1BXSF19 | Long             | EC               | CORP              | BM        |    134394 | NS      | $598556.99    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Volution Group PLC                       | Volution Group PLC                         | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |   1054055 | NS      | $9103277.43   | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| Indivior PLC                             | Indivior PLC                               | CUSIP: 000000000<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |     29972 | NS      | $880271.75    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Aston Martin Lagonda Global Holdings PLC | Aston Martin Lagonda Global Holdings PLC   | CUSIP: 000000000<br>LEI: 213800167WOVOK5ZC776 | Long             | EC               | CORP              | GB        |    714333 | NS      | $591401.05    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Bridgepoint Group PLC                    | Bridgepoint Group PLC                      | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    160990 | NS      | $637593.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Quilter PLC                              | Quilter PLC                                | CUSIP: 000000000<br>LEI: 54930092XIVK28RZGM95 | Long             | EC               | CORP              | GB        |   7537198 | NS      | $17995461.71  | 1.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Capricorn Energy PLC                     | Capricorn Energy PLC                       | CUSIP: 000000000<br>LEI: 213800ZJEUQ8ZOC9AL24 | Long             | EC               | CORP              | GB        |    394740 | NS      | $1036946.70   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Spire Healthcare Group PLC               | Spire Healthcare Group PLC                 | CUSIP: 000000000<br>LEI: 213800IBJPW3SE2RA350 | Long             | EC               | CORP              | GB        |   1640160 | NS      | $5056761.20   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Pennon Group PLC                         | Pennon Group PLC                           | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |   2153172 | NS      | $14674131.34  | 0.85%             |  |  |  | No            | 2                  | On Loan: No      |
| Synthomer PLC                            | Synthomer PLC                              | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | EC               | CORP              | GB        |    469934 | NS      | $331657.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Victorian Plumbing Group PLC             | Victorian Plumbing Group PLC               | CUSIP: 000000000<br>LEI: 894500R59II0S4WXGZ04 | Long             | EC               | CORP              | GB        |     25510 | NS      | $25482.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkeley Group Holdings PLC              | Berkeley Group Holdings PLC                | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |    462974 | NS      | $24525892.09  | 1.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Savannah Energy PLC                      | Savannah Energy PLC                        | CUSIP: 000000000<br>LEI: 2138002YCJORSFH5YR43 | Long             | EC               | CORP              | GB        |    388799 | NS      | $35617.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tate & Lyle PLC                          | Tate & Lyle PLC                            | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |   2010537 | NS      | $10207168.12  | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Schroders PLC                            | Schroders PLC                              | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |    941049 | NS      | $4695949.59   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Ithaca Energy PLC                        | Ithaca Energy PLC                          | CUSIP: 000000000<br>LEI: 21380057TNFLXPXBIP34 | Long             | EC               | CORP              | GB        |    549122 | NS      | $1572878.33   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Diversified Energy Co PLC                | Diversified Energy Co. PLC                 | CUSIP: 000000000<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | GB        |    193263 | NS      | $2438908.46   | 0.14%             |  |  |  | No            | 2                  | On Loan: —       |
| Accsys Technologies PLC                  | Accsys Technologies PLC                    | CUSIP: 000000000<br>LEI: 213800HKRFK8PNUNV581 | Long             | EC               | CORP              | GB        |      9505 | NS      | $7614.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gamma Communications PLC                 | Gamma Communications PLC                   | CUSIP: 000000000<br>LEI: 213800LAQZXPRIZUEH50 | Long             | EC               | CORP              | GB        |    371019 | NS      | $4843794.63   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Mortgage Advice Bureau Holdings Ltd      | Mortgage Advice Bureau Holdings Ltd.       | CUSIP: 000000000<br>LEI: 2138008AY1RA61T6W960 | Long             | EC               | CORP              | GB        |     33264 | NS      | $304946.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fevara PLC                               | Fevara PLC                                 | CUSIP: 000000000<br>LEI: 213800HTIKPQV98RA653 | Long             | EC               | CORP              | GB        |    141570 | NS      | $224993.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| MJ Gleeson PLC                           | MJ Gleeson PLC                             | CUSIP: 000000000<br>LEI: 21380064K7N2W7FD6434 | Long             | EC               | CORP              | GB        |    259734 | NS      | $1259446.60   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Canal+ SA                                | Canal & SA                                 | CUSIP: 000000000<br>LEI: 9695000537F9F73BXN18 | Long             | EC               | CORP              | FR        |    323445 | NS      | $1017842.01   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Pinewood Technologies Group PLC          | Pinewood Technologies Group PLC            | CUSIP: 000000000<br>LEI: 213800VRSPZFOGMMIS18 | Long             | EC               | CORP              | GB        |    405073 | NS      | $1960490.67   | 0.11%             |  |  |  | No            | 2                  | On Loan: —       |
| DFS Furniture PLC                        | DFS Furniture PLC                          | CUSIP: 000000000<br>LEI: 213800GDSOBNKS1U1P93 | Long             | EC               | CORP              | GB        |   1173532 | NS      | $2456804.60   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Computacenter PLC                        | Computacenter PLC                          | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |    464553 | NS      | $17505668.47  | 1.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RWS Holdings PLC                         | RWS Holdings PLC                           | CUSIP: 000000000<br>LEI: 213800YGBGTTSKUVK111 | Long             | EC               | CORP              | GB        |    694282 | NS      | $706197.39    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Rotork PLC                               | Rotork PLC                                 | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |   4165742 | NS      | $18753563.48  | 1.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Phoenix Spree Deutschland Ltd            | Phoenix Spree Deutschland Ltd.             | CUSIP: 000000000<br>LEI: 213800OR6IIJPG98AG39 | Long             | EC               | CORP              | JE        |     15813 | NS      | $34616.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hiscox Ltd                               | Hiscox Ltd.                                | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |   1597711 | NS      | $28883845.34  | 1.67%             |  |  |  | No            | 2                  | On Loan: No      |
| Spirax Group PLC                         | Spirax Group PLC                           | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |    202540 | NS      | $18891452.74  | 1.09%             |  |  |  | No            | 2                  | On Loan: No      |
| PureTech Health PLC                      | PureTech Health PLC                        | CUSIP: 000000000<br>LEI: 213800LVPDNO2Z9T9I39 | Long             | EC               | CORP              | GB        |    528190 | NS      | $917221.07    | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| On the Beach Group PLC                   | On the Beach Group PLC                     | CUSIP: 000000000<br>LEI: 213800K51Y9BZY7F9R69 | Long             | EC               | CORP              | GB        |    547133 | NS      | $1528363.31   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Domino's Pizza Group PLC                 | Domino's Pizza Group PLC                   | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |   2930614 | NS      | $7494833.50   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Beazley PLC                              | Beazley PLC                                | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |   1927165 | NS      | $23576531.77  | 1.36%             |  |  |  | No            | 2                  | On Loan: No      |
| TBC Bank Group PLC                       | TBC Bank Group PLC                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |    203571 | NS      | $11663013.26  | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| Gulf Keystone Petroleum Ltd              | Gulf Keystone Petroleum Ltd.               | CUSIP: 000000000<br>LEI: 213800QTAQOSSTNTPO15 | Long             | EC               | CORP              | BM        |   1477716 | NS      | $3517613.59   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| International Workplace Group PLC        | International Workplace Group PLC          | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Long             | EC               | CORP              | JE        |   3940007 | NS      | $11725880.17  | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| Sabre Insurance Group PLC                | Sabre Insurance Group PLC                  | CUSIP: 000000000<br>LEI: 2138006RXRQ8P8VKGV98 | Long             | EC               | CORP              | GB        |    544531 | NS      | $958796.02    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Tatton Asset Management PLC              | Tatton Asset Management PLC                | CUSIP: 000000000<br>LEI: 213800G2F8I1N7HTVP88 | Long             | EC               | CORP              | GB        |      1575 | NS      | $15399.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SigmaRoc PLC                             | Sigmaroc PLC                               | CUSIP: 000000000<br>LEI: 213800Q3CJUERBGD1E44 | Long             | EC               | CORP              | GB        |   1009259 | NS      | $1532605.05   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Ibstock PLC                              | Ibstock PLC                                | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |   1726064 | NS      | $3100756.14   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Hostelworld Group Plc                    | Hostelworld Group PLC                      | CUSIP: 000000000<br>LEI: 213800OC94PF2D675H41 | Long             | EC               | CORP              | GB        |     71032 | NS      | $118600.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Forterra PLC                             | Forterra PLC                               | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |   1042668 | NS      | $2495112.55   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| RHI Magnesita NV                         | RHI Magnesita NV                           | CUSIP: 000000000<br>LEI: 724500UWG6A61XNA3Y36 | Long             | EC               | CORP              | NL        |     33620 | NS      | $927738.19    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Softcat PLC                              | Softcat PLC                                | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |    677804 | NS      | $14282344.81  | 0.82%             |  |  |  | No            | 2                  | On Loan: No      |
| Harworth Group PLC                       | Harworth Group PLC                         | CUSIP: 000000000<br>LEI: 213800R8JSSGK2KPFG21 | Long             | EC               | CORP              | GB        |     87590 | NS      | $188726.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Future PLC                               | Future PLC                                 | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |    349476 | NS      | $2817958.97   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| ATALAYA MINING COPPER SA                 | Atalaya Mining Copper SA                   | CUSIP: 000000000<br>LEI: 549300QNQPXVRXGXOX56 | Long             | EC               | CORP              | ES        |    179752 | NS      | $1616737.72   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Matthey PLC                      | Johnson Matthey PLC                        | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |    895415 | NS      | $25077246.28  | 1.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Gym Group PLC                            | Gym Group PLC                              | CUSIP: 000000000<br>LEI: 213800VCU9TBANZIN455 | Long             | EC               | CORP              | GB        |    814968 | NS      | $1489679.01   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Luceco PLC                               | Luceco PLC                                 | CUSIP: 000000000<br>LEI: 213800BBFZK4W4P98U76 | Long             | EC               | CORP              | GB        |    371359 | NS      | $643595.29    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Diversified Energy Co PLC                | Diversified Energy Co. PLC                 | CUSIP: 000000000<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | GB        |      5324 | NS      | $67348.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-19

**Name of Applicant:** DFA INVESTMENT TRUST CO

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President