# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-23-070477
**Filing Date:** 2023-3
**Character Count:** 260979
**Document Hash:** 9817be71554db3b97be5dca48165a540
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070477.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070477

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380
- **IRS NUMBER:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 23771747

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

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

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

## Series and Classes Contracts Data

### TIAA-CREF Quant International Small-Cap Equity Fund (Series ID: S000055721)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000175453 | Advisor Class       | TAISX           |
| C000175454 | Institutional Class | TIISX           |
| C000175455 | Premier Class       | TPISX           |
| C000175456 | Retail Class        | TLISX           |
| C000175457 | Retirement Class    | TTISX           |
| C000202770 | Class W             | TAIWX           |

## Nport-Ex

1

2

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

1

---

---

---

---

---

---

---

---

---

---

1

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1267559336.00

**Total Liabilities:** $51071618.00

**Net Assets:** $1216487718.00

**Cash Not Reported:** $1154762.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000175455 | 11.68%               | -2.43%               | 6.94%                |
| Class ID C000175454 | 11.60%               | -2.39%               | 7.05%                |
| Class ID C000175453 | 11.73%               | -2.40%               | 6.94%                |
| Class ID C000175456 | 11.60%               | -2.49%               | 6.92%                |
| Class ID C000202770 | 11.74%               | -2.28%               | 6.92%                |
| Class ID C000175457 | 11.63%               | -2.37%               | 6.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20310823.49            | $154650079.13                              |
| Month 2  | $-3522315.45             | $-25985700.10                              |
| Month 3  | $-4305754.42             | $83658162.44                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Genting Plantations Bhd                                          | Genting Plantations BHD                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    125100 | NS      | $178012.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Life Assurance PCL                                       | Bangkok Life Assurance PCL                                                  | CUSIP: N/A<br>LEI: 254900S8RTAA59ZF6T09       | Long             | EC               | CORP              | TH        |   1445100 | NS      | $1280496.06   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Drilling Group International Inc                           | Major Drilling Group International                                          | CUSIP: 560909103<br>LEI: 549300O1MNHCX2FUBC21 | Long             | EC               | CORP              | CA        |     73246 | NS      | $607195.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Indika Energy Tbk PT                                             | PT Indika Energy Tbk                                                        | CUSIP: N/A<br>LEI: 254900YVKE6BJ1I4V036       | Long             | EC               | CORP              | ID        |  15303100 | NS      | $2468683.76   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tobacco International HK Co Ltd                            | China Tobacco International HK Co Ltd                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    389500 | NS      | $601534.26    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United Plantations BHD                                           | United Plantations BHD                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    191200 | NS      | $695412.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Entertainment Corp                                     | Universal Entertainment Corp                                                | CUSIP: 612689901<br>LEI: 353800BBJTHSMSQ31V91 | Long             | EC               | CORP              | JP        |     19800 | NS      | $376399.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Balanced Commercial Property Trust Ltd                           | BMO Commercial Property Trust Ltd                                           | CUSIP: N/A<br>LEI: 213800A2B1H4ULF3K397       | Long             | EC               | CORP              | GB        |    369839 | NS      | $362028.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Consortium International Ltd                            | Far East Consortium                                                         | CUSIP: 633155908<br>LEI: 54930031259IQB0EH527 | Long             | EC               | CORP              | HK        |   1021200 | NS      | $267347.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Odontoprev SA                                                    | Odontoprev S.A.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1860990 | NS      | $4171949.29   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Corp/Aichi                                                  | Fuji Machine Manufacturing Co Ltd                                           | CUSIP: 635659006<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |     13620 | NS      | $226774.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Triveni Turbine Ltd                                              | Triveni Turbine Ltd                                                         | CUSIP: N/A<br>LEI: 335800CN8OF2ECX4NK89       | Long             | EC               | CORP              | IN        |    721704 | NS      | $2400939.59   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Depository Services India Ltd                            | Central Depository Services India Ltd                                       | CUSIP: N/A<br>LEI: 335800YRV56TH7RQVH27       | Long             | EC               | CORP              | IN        |     74492 | NS      | $952639.92    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Coromandel International Ltd                                     | Coromandel International Ltd                                                | CUSIP: N/A<br>LEI: 335800U73K3HJSQKT249       | Long             | EC               | CORP              | IN        |    434717 | NS      | $4766531.60   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Ence Energia y Celulosa SA                                       | Ence Energia y Celulosa S.A.                                                | CUSIP: 123456782<br>LEI: 95980020140005309084 | Long             | EC               | CORP              | ES        |    394490 | NS      | $1299977.66   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morita Holdings Corp                                             | Morita Holdings Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     38500 | NS      | $360343.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Centamin PLC                                                     | Centamin plc                                                                | CUSIP: N/A<br>LEI: 213800PDI9G7OUKLPV84       | Long             | EC               | CORP              | GB        |    924783 | NS      | $1267752.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Abou Kir Fertilizers & Chemical Industries                       | Abou Kir Fertilizers & Chemical Industries                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |   1049291 | NS      | $1498299.17   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichiden Corp                                                    | Nichiden Corp                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8300 | NS      | $115166.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Pharma Co Ltd                                           | Sumitomo Dainippon Pharma Co Ltd                                            | CUSIP: 625086004<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |    608600 | NS      | $4278983.96   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Melexis NV                                                       | Melexis NV                                                                  | CUSIP: 737006908<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |      8932 | NS      | $951475.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Finolex Cables Ltd                                               | Finolex Cables Ltd                                                          | CUSIP: N/A<br>LEI: 335800KAEKSMUCIH3795       | Long             | EC               | CORP              | IN        |    267621 | NS      | $1816503.46   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Holding Co ADMIE IPTO SA                                         | Holding CO ADMIE IPTO S.A.                                                  | CUSIP: N/A<br>LEI: 213800CO5OAZT7F4F862       | Long             | EC               | CORP              | GR        |    203076 | NS      | $439634.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegean Airlines SA                                               | Aegean Airlines S.A.                                                        | CUSIP: B1ZBHG902<br>LEI: 213800VI8OH5EJM18L21 | Long             | EC               | CORP              | GR        |     37745 | NS      | $267796.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                              | Helvetia Holding AG.                                                        | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |      9165 | NS      | $1146526.30   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NOF Corp                                                         | NOF Corp                                                                    | CUSIP: 664048006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    132200 | NS      | $5631348.69   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus Fire AG                                                  | Amadeus Fire AG                                                             | CUSIP: N/A<br>LEI: 391200TJJ820ZDHNFJ33       | Long             | EC               | CORP              | DE        |      2499 | NS      | $348096.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Creades AB                                                       | Creades AB                                                                  | CUSIP: N/A<br>LEI: 549300MYLGD0VKNGTJ47       | Long             | EC               | CORP              | SE        |     62109 | NS      | $529397.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Wacker Neuson SE                                                 | Wacker Construction Equipment AG.                                           | CUSIP: B17R24901<br>LEI: 529900RJL86244E1I652 | Long             | EC               | CORP              | DE        |     52705 | NS      | $1043128.01   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Simplo Technology Co Ltd                                         | Simplo Technology Co Ltd                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    296000 | NS      | $2932444.05   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannstar Board Corp                                              | Hannstar Board Corp                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    240000 | NS      | $263051.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Kogyo Co Ltd                                              | Yamato Kogyo Co Ltd                                                         | CUSIP: 698544004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    112000 | NS      | $4244983.71   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                                          | Tritax Big Box REIT plc                                                     | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |   1299385 | NS      | $2503611.19   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Alma AB                                                   | Beijer Alma AB                                                              | CUSIP: N/A<br>LEI: 549300HJX9BNG5055Z38       | Long             | EC               | CORP              | SE        |     50834 | NS      | $1008054.55   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Scope Metals Group Ltd                                           | Scope Metals Group Ltd                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1465 | NS      | $54478.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Computacenter PLC                                                | Computacenter plc                                                           | CUSIP: N/A<br>LEI: 549300XSXUZ1I19DB105       | Long             | EC               | CORP              | GB        |     23566 | NS      | $647651.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Migros Ticaret AS                                                | Migros Ticaret AS                                                           | CUSIP: N/A<br>LEI: 5493002IOWNT1QZMAA74       | Long             | EC               | CORP              | TR        |    467189 | NS      | $3430406.17   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Nykode Therapeutics ASA                                          | Vaccibody AS.                                                               | CUSIP: N/A<br>LEI: 254900UKQHWYZJD22017       | Long             | EC               | CORP              | NO        |    429827 | NS      | $1233327.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                                       | Suzuken Co Ltd                                                              | CUSIP: 686556903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    213100 | NS      | $5612647.84   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinkong Insurance Co Ltd                                        | Shinkong Insurance Co Ltd                                                   | CUSIP: N/A<br>LEI: 25490029RLTT2HAJLA57       | Long             | EC               | CORP              | TW        |    476000 | NS      | $799426.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                      | Hensoldt AG.                                                                | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |    198313 | NS      | $5749724.99   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarkson PLC                                                     | Clarkson plc                                                                | CUSIP: 020183000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |     19947 | NS      | $756193.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                                        | Reply S.p.A                                                                 | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |     20372 | NS      | $2644431.09   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| China Bills Finance Corp                                         | China Bills Finance Corp                                                    | CUSIP: N/A<br>LEI: 254900P27RRO3L1J9C83       | Long             | EC               | CORP              | TW        |   1462000 | NS      | $735946.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Headwater Exploration Inc                                        | Headwater Exploration, Inc                                                  | CUSIP: 422096107<br>LEI: 549300XIU4JQ0GKLRG88 | Long             | EC               | CORP              | CA        |   1029376 | NS      | $5028705.42   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Bure Equity AB                                                   | Bure Equity AB                                                              | CUSIP: N/A<br>LEI: 5493000EHCBQ7QQBGX32       | Long             | EC               | CORP              | SE        |    118201 | NS      | $2977271.52   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Justsystems Corp                                                 | Justsystems Corp                                                            | CUSIP: N/A<br>LEI: 5299006DS4ZV570NR192       | Long             | EC               | CORP              | JP        |     38800 | NS      | $966303.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg Brewery Malaysia Bhd                                   | Carlsberg Brewery-Malay BHD                                                 | CUSIP: N/A<br>LEI: 5493003SDA6PQJEKHM83       | Long             | EC               | CORP              | MY        |    108800 | NS      | $601212.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbin Electric Co Ltd                                           | Harbin Power Equipment                                                      | CUSIP: 642276901<br>LEI: 529900QH6Y4U07RU0U61 | Long             | EC               | CORP              | HK        |    650000 | NS      | $333664.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Danya Cebus Ltd                                                  | Danya Cebus Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     20901 | NS      | $538610.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopec Kantons Holdings Ltd                                     | Sinopec Kantons Holdings Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   1848000 | NS      | $656193.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                        | Kesko Oyj (B Shares)                                                        | CUSIP: 449000900<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |    173984 | NS      | $4052692.74   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Workspace Group PLC                                              | Workspace Group plc                                                         | CUSIP: N/A<br>LEI: 2138003GUZRFIN3UT430       | Long             | EC               | CORP              | GB        |     82137 | NS      | $511375.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| YungShin Global Holding Corp                                     | YungShin Global Holding Corp                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    124000 | NS      | $176351.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital China Holdings Ltd                                       | Digital China Holdings Ltd                                                  | CUSIP: N/A<br>LEI: 529900I1QWBV75VEW226       | Long             | EC               | CORP              | HK        |   2136000 | NS      | $1089402.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ituran Location and Control Ltd                                  | Ituran Location and Control Ltd                                             | CUSIP: M6158M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15457 | NS      | $339281.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                              | Danieli & Co S.p.A. (RSP)                                                   | CUSIP: 425337003<br>LEI: 815600B4B8C6A353E566 | Long             | EC               | CORP              | IT        |     46760 | NS      | $871949.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Marine & Fire Insurance Co Ltd                           | Hyundai Marine & Fire Insurance Co Ltd                                      | CUSIP: B01LXY902<br>LEI: 988400SYR92543UITC37 | Long             | EC               | CORP              | KR        |    199874 | NS      | $5032124.92   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| HMC Capital Ltd                                                  | Home Consortium                                                             | CUSIP: N/A<br>LEI: 9845005E59E4DCFA1C33       | Long             | EC               | CORP              | AU        |    182937 | NS      | $598835.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Shatai Co Ltd                                             | Nissan Shatai Co Ltd                                                        | CUSIP: 664290004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46500 | NS      | $323094.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujimi Inc                                                       | Fujimi, Inc                                                                 | CUSIP: 635527906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65300 | NS      | $3311680.19   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC Corp                                                         | TKC                                                                         | CUSIP: 689266005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49900 | NS      | $1421857.98   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Vilmorin & Cie SA                                                | Vilmorin & Cie                                                              | CUSIP: B0WM39904<br>LEI: 969500TQ4OAZZXSUPZ18 | Long             | EC               | CORP              | FR        |      4486 | NS      | $225559.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hill & Smith PLC                                                 | Hill & Smith Holdings plc                                                   | CUSIP: N/A<br>LEI: 2138003A3ISGQZBOWI83       | Long             | EC               | CORP              | GB        |     26216 | NS      | $407236.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipar Carbocloro SA                                             | Uniao de Industrias Petroquimicas S.A.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    201500 | NS      | $3387508.62   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Faes Farma SA                                                    | Faes Farma S.A. (Sigma)                                                     | CUSIP: B1PQHS904<br>LEI: 959800FXZQY7U3P1G969 | Long             | EC               | CORP              | ES        |    476839 | NS      | $1787338.07   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TransAlta Renewables Inc                                         | TransAlta Renewables, Inc                                                   | CUSIP: 893463109<br>LEI: 529900U45A1JKZFABZ35 | Long             | EC               | CORP              | CA        |    560782 | NS      | $5158747.65   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Topdanmark AS                                                    | Topdanmark AS                                                               | CUSIP: N/A<br>LEI: 549300PP3ULLF0SQRK46       | Long             | EC               | CORP              | DK        |     79738 | NS      | $4304073.75   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Harum Energy Tbk PT                                              | PT Harum Energy Indonesia Tbk                                               | CUSIP: N/A<br>LEI: 529900BJBI0YIIEUBJ14       | Long             | EC               | CORP              | ID        |  13543200 | NS      | $1570298.73   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tong Hsing Electronic Industries Ltd                             | Tong Hsing Electronic Industries Ltd                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    149400 | NS      | $1146610.99   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand Pharmaceutical Group Ltd                                   | China Grand Pharmaceutical and Healthcare Holdings Ltd                      | CUSIP: N/A<br>LEI: 8945001XW4FS15S8Z778       | Long             | EC               | CORP              | HK        |   3268500 | NS      | $2036946.42   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Agri-Resources Ltd                                        | Golden Agri-Resources Ltd                                                   | CUSIP: N/A<br>LEI: 529900GAK9LTNC3IFY40       | Long             | EC               | CORP              | SG        |  19461900 | NS      | $3707478.62   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Humansoft Holding Co KSC                                         | Humansoft Holding Co KSC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KW        |    107669 | NS      | $1198340.28   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritsu Koki Co Ltd                                              | Noritsu Koki Co Ltd                                                         | CUSIP: 664878907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70600 | NS      | $1278732.19   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Dong-A Socio Holdings Co Ltd                                     | Dong-A Pharmaceutical Co Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      5657 | NS      | $467297.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Inversiones Aguas Metropolitanas SA                              | Inversiones Aguas Metropolitanas S.A.                                       | CUSIP: B0LD0L902<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |    207503 | NS      | $122342.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chudenko Corp                                                    | Chudenko Corp                                                               | CUSIP: 619586001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     62000 | NS      | $1022369.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Motor Oil Hellas Corinth Refineries SA                           | Motor Oil Hellas Corinth Refineries S.A.                                    | CUSIP: 599623907<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |    161541 | NS      | $3947704.86   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co Ltd                                | Electric Power Development Co                                               | CUSIP: B02Q32903<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |    365800 | NS      | $5903473.51   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Logistics Investment Corp                                | ITOCHU Advance Logistics Investment Corp                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1226 | NS      | $1318779.39   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ttet Union Corp                                                  | Ttet Union Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     15000 | NS      | $72017.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Posco International Corp                                         | Daewoo International Corp                                                   | CUSIP: 634427900<br>LEI: 988400B6ECL5BWA8KC19 | Long             | EC               | CORP              | KR        |     90806 | NS      | $1738711.51   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Daishin Securities Co Ltd                                        | Daishin Securities Co Ltd                                                   | CUSIP: 625120001<br>LEI: 549300A0MNIZNJBONO78 | Long             | EC               | CORP              | KR        |     61682 | NS      | $675349.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Borr Drilling Ltd                                                | Borr Drilling Ltd                                                           | CUSIP: N/A<br>LEI: 213800J2JPCTXLHQ5R78       | Long             | EC               | CORP              | NO        |    189878 | NS      | $1139948.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Coronation Fund Managers Ltd                                     | Coronation Fund Managers Ltd                                                | CUSIP: N/A<br>LEI: 3789001BC9A294E6FF77       | Long             | EC               | CORP              | ZA        |   1024225 | NS      | $2059045.43   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Castrol India Ltd                                                | Castrol India Ltd                                                           | CUSIP: N/A<br>LEI: 335800KCNMKXQFPJ5Q28       | Long             | EC               | CORP              | IN        |   1095775 | NS      | $1580705.84   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Iino Kaiun Kaisha Ltd                                            | Iino Kaiun Kaisha Ltd                                                       | CUSIP: 645700006<br>LEI: 353800VWL98SRNE0NX81 | Long             | EC               | CORP              | JP        |    582300 | NS      | $4122744.08   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Akeso Inc                                                        | Akeso, Inc                                                                  | CUSIP: N/A<br>LEI: 254900ECWYGR3QW5GF30       | Long             | EC               | CORP              | HK        |    997000 | NS      | $6064917.51   | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Greenvolt-Energias Renovaveis SA                                 | Greenvolt-Energias Renovaveis S.A.                                          | CUSIP: N/A<br>LEI: 549300ZSZ6VJXXCVUM49       | Long             | EC               | CORP              | PT        |    392544 | NS      | $3290768.82   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical India Ltd                                      | Sumitomo Chemical India Ltd                                                 | CUSIP: N/A<br>LEI: 335800L1XZBQ95MM4J51       | Long             | EC               | CORP              | IN        |    186044 | NS      | $1035447.72   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Hospitality Trust                                       | Far East Hospitality Trust                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    371000 | NS      | $189664.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Energy Exchange Ltd                                       | Indian Energy Exchange Ltd                                                  | CUSIP: N/A<br>LEI: 335800JRG8ZOKN1KAE97       | Long             | EC               | CORP              | IN        |   2169244 | NS      | $3689611.73   | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Contact Energy Ltd                                               | Contact Energy Ltd                                                          | CUSIP: 615252905<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |    363228 | NS      | $1826729.76   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Odfjell Drilling Ltd                                             | Odfjell Drilling Ltd                                                        | CUSIP: N/A<br>LEI: 529900M08ZU24JXMPB85       | Long             | EC               | CORP              | NO        |    289867 | NS      | $773259.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional SAB de CV                                               | Regional SAB de C.V.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    299974 | NS      | $2588182.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Warba Bank KSCP                                                  | Warba Bank KSCP                                                             | CUSIP: N/A<br>LEI: 254900HX6OLMFSO34H53       | Long             | EC               | CORP              | KW        |    915016 | NS      | $721740.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Manappuram Finance Ltd                                           | Manappuram General Finance & Leasing Ltd                                    | CUSIP: N/A<br>LEI: 335800JL5WTUSKOSPN77       | Long             | EC               | CORP              | IN        |     50470 | NS      | $71242.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                 | Raiffeisen International Bank Holding AG.                                   | CUSIP: B0704T905<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |    112709 | NS      | $2027878.55   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciech SA                                                         | Ciech S.A.                                                                  | CUSIP: N/A<br>LEI: 259400GYHYZPQ0HTMT82       | Long             | EC               | CORP              | PL        |     45953 | NS      | $509983.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontken Corp Bhd                                                | Frontken Corp BHD                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    998375 | NS      | $778419.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SmartGroup Corp Ltd                                              | SmartGroup Corp Ltd                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    347319 | NS      | $1391688.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                                      | easyJet plc                                                                 | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |   1281646 | NS      | $7807255.16   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Industri Jamu Dan Farmasi Sido Muncul Tbk PT                     | Industri Jamu Dan Farmasi Sido Muncul Tbk PT                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |  30975337 | NS      | $1560132.05   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OX2 AB                                                           | OX2 AB                                                                      | CUSIP: N/A<br>LEI: 549300DSDIWP6USPXU21       | Long             | EC               | CORP              | SE        |     25610 | NS      | $197700.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiznext Corp                                                    | Shinko Plantech Co Ltd                                                      | CUSIP: 677498008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52900 | NS      | $537862.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| XTB SA                                                           | X-Trade Brokers Dom Maklerski S.A.                                          | CUSIP: N/A<br>LEI: 259400AVUPSABLEXNT19       | Long             | EC               | CORP              | PL        |     66732 | NS      | $510871.61    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Jamieson Wellness Inc                                            | Jamieson Wellness, Inc                                                      | CUSIP: 470748104<br>LEI: 254900EIXJ4NHQFFRO95 | Long             | EC               | CORP              | CA        |     14977 | NS      | $417269.09    | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| RL Commercial REIT Inc                                           | RL Commercial REIT, Inc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |   1152500 | NS      | $124896.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infomart Corp                                                    | Infomart Corp                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    537900 | NS      | $1740137.89   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiken Chemical Co Ltd                                            | Eiken Chemical Co Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     29900 | NS      | $366136.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                           | OCI NV                                                                      | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |     20479 | NS      | $697114.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Senior PLC                                                       | Senior plc                                                                  | CUSIP: 079582003<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |    351488 | NS      | $661264.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Resources Inc                                            | Solaris Resources, Inc                                                      | CUSIP: 83419D201<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17600 | NS      | $91931.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magyar Telekom Telecommunications PLC                            | Magyar Telekom                                                              | CUSIP: 457746907<br>LEI: 529900CA1YDA41X76751 | Long             | EC               | CORP              | HU        |    353745 | NS      | $375577.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tianjin Port Development Holdings Ltd                            | Tianjin Port Development Holdings Ltd                                       | CUSIP: B1528Y906<br>LEI: 529900U3Z18PIW2UXS70 | Long             | EC               | CORP              | HK        |    650000 | NS      | $53041.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonata Software Ltd                                              | Sonata Software Ltd                                                         | CUSIP: N/A<br>LEI: 335800G5IMSVQ5JFBB25       | Long             | EC               | CORP              | IN        |     40656 | NS      | $302487.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Carbon Korea Co Ltd                                        | Tokai Carbon Korea Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     27349 | NS      | $2329293.24   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Semapa-Sociedade de Investimento e Gestao                        | Semapa-Sociedade de Investimento e Gestao                                   | CUSIP: 596293902<br>LEI: 549300HNGOW85KIOH584 | Long             | EC               | CORP              | PT        |     22412 | NS      | $295787.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinyoung Securities Co Ltd                                      | Shinyoung Securities Co Ltd                                                 | CUSIP: N/A<br>LEI: 988400QC6B9Y6NV55763       | Long             | EC               | CORP              | KR        |      5869 | NS      | $279847.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaiprakash Power Ventures Ltd                                    | Jaiprakash Power Ventures Ltd                                               | CUSIP: N/A<br>LEI: 335800PCQ613KFXZYQ56       | Long             | EC               | CORP              | IN        |  15244237 | NS      | $1337403.48   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Oiles Corp                                                       | Oiles Corp                                                                  | CUSIP: 665753901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12800 | NS      | $152347.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sok Marketler Ticaret AS                                         | Sok Marketler Ticaret AS.                                                   | CUSIP: N/A<br>LEI: 7890005KB5WP0KUURR88       | Long             | EC               | CORP              | TR        |   1226558 | NS      | $1721553.55   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                                  | Gerresheimer AG.                                                            | CUSIP: B1Y47Y901<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |     69492 | NS      | $5139217.83   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Electric Co Ltd                                           | Nissin Electric Co Ltd                                                      | CUSIP: 664166006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    127400 | NS      | $1320903.66   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd                                               | Perseus Mining Ltd                                                          | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |   4084315 | NS      | $6205207.73   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Harel Insurance Investments & Financial Services Ltd             | Harel Insurance Investments & Finances Ltd                                  | CUSIP: 641070909<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |    203146 | NS      | $1965179.78   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                          | NKT Holding AS                                                              | CUSIP: 710635905<br>LEI: 529900197LKWCEQ0NL18 | Long             | EC               | CORP              | DK        |     95789 | NS      | $5977409.91   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| UBE Corp                                                         | UBE Industries Ltd                                                          | CUSIP: 691070007<br>LEI: 529900XMRZ2VNF3ZPS69 | Long             | EC               | CORP              | JP        |    184900 | NS      | $2900223.19   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA Macquarie Mexico                                           | Macquarie Mexico Real Estate Management SA de CV                            | CUSIP: BA5270166<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    605400 | NS      | $1023333.53   | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Spirent Communications PLC                                       | Spirent Communications plc                                                  | CUSIP: 047260906<br>LEI: 213800HKCUNWP1916L38 | Long             | EC               | CORP              | GB        |   1242572 | NS      | $3367484.11   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitrolife AB                                                     | Vitrolife AB                                                                | CUSIP: N/A<br>LEI: 5493001WDZMONMSPPR49       | Long             | EC               | CORP              | SE        |    114586 | NS      | $2456794.11   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Shokuhin Co Ltd                                       | Ryoshoku Ltd                                                                | CUSIP: 674454905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32900 | NS      | $793031.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sistema PJSFC                                                    | Sistema PJSFC (GDR)                                                         | CUSIP: 48122U204<br>LEI: 213800JSZ2UUK4QQK694 | Long             | EC               | CORP              | RU        |     81310 | NS      | $813.10       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PrairieSky Royalty Ltd                                           | PrairieSky Royalty Ltd                                                      | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |    184793 | NS      | $3174903.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| SIA Engineering Co Ltd                                           | SIA Engineering Co Ltd                                                      | CUSIP: N/A<br>LEI: 2549008BTH8VFCM3UL43       | Long             | EC               | CORP              | SG        |    399800 | NS      | $760483.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOVE Environment Corp                                           | ECOVE Environment Corp                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     18000 | NS      | $155507.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Route Mobile Ltd                                                 | Route Mobile Ltd                                                            | CUSIP: N/A<br>LEI: 254900ACRLX7ASC1F147       | Long             | EC               | CORP              | IN        |     25613 | NS      | $386937.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Carbon Capture ASA                                          | Aker Carbon Capture AS.                                                     | CUSIP: N/A<br>LEI: 549300JXF011KX2HXT02       | Long             | EC               | CORP              | NO        |    648774 | NS      | $961617.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen Showa Unyu Co Ltd                                        | Maruzen Showa Unyu Co Ltd                                                   | CUSIP: 656962008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12800 | NS      | $310161.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Applus Services SA                                               | Applus Services S.A.                                                        | CUSIP: N/A<br>LEI: 213800M9XCA6NR98E873       | Long             | EC               | CORP              | ES        |    162262 | NS      | $1245321.29   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanlord Land Group Ltd                                           | Yanlord Land Group Ltd                                                      | CUSIP: B17KMY908<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    589000 | NS      | $498832.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco Malaysia Bhd                            | British American Tobacco Malaysia BHD                                       | CUSIP: 675234009<br>LEI: 213800G2NPVMCBXTCO16 | Long             | EC               | CORP              | MY        |     91000 | NS      | $270373.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alok Industries Ltd                                              | Alok Industries Ltd                                                         | CUSIP: N/A<br>LEI: 335800HCFXEI9W3SM133       | Long             | EC               | CORP              | IN        |   1141709 | NS      | $187441.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JNBY Design Ltd                                                  | JNBY Design Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    504000 | NS      | $653745.62    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MIRAIT ONE corp                                                  | Miraito Holdings Corp                                                       | CUSIP: N/A<br>LEI: 353800RI3EZVEIDAEL62       | Long             | EC               | CORP              | JP        |    315600 | NS      | $3848805.32   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CellSource Co Ltd                                                | CellSource Co Ltd                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     54500 | NS      | $1537863.34   | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Excellence Commercial Property & Facilities Management Group Ltd | Excellence Commercial Property & Facilities Management Group Ltd            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    313000 | NS      | $157788.54    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Swissquote Group Holding SA                                      | Swissquote Group Holding S.A.                                               | CUSIP: B1X3KP908<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |      8518 | NS      | $1538404.82   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Redington Ltd                                                    | Redington India Ltd                                                         | CUSIP: N/A<br>LEI: 335800DTFNX7F2LM5227       | Long             | EC               | CORP              | IN        |    277409 | NS      | $630158.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Well Health Technologies Corp                                    | Well Health Technologies Corp                                               | CUSIP: 94947L102<br>LEI: 254900HK2IQLCK4I7B82 | Long             | EC               | CORP              | CA        |     62396 | NS      | $167883.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuria Office REIT                                             | Centuria Office REIT                                                        | CUSIP: N/A<br>LEI: 984500D9D1RFE9AF4796       | Long             | EC               | CORP              | AU        |    116987 | NS      | $132816.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisdom Marine Lines Co Ltd                                       | Wisdom Marine Lines Co Ltd                                                  | CUSIP: N/A<br>LEI: 2138002Y4SAHF7NM3W37       | Long             | EC               | CORP              | TW        |   2446000 | NS      | $4979067.74   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                         | Howden Joinery Group plc                                                    | CUSIP: 055768006<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |    848761 | NS      | $7242289.51   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Chambal Fertilisers and Chemicals Ltd                            | Chambal Fertilizers & Chemicals Ltd                                         | CUSIP: N/A<br>LEI: 335800DFMF2OEJ7HWM17       | Long             | EC               | CORP              | IN        |    147570 | NS      | $566336.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Incitec Pivot Ltd                                                | Incitec Pivot Ltd                                                           | CUSIP: 667304901<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |   1108023 | NS      | $2709348.72   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Maurel et Prom SA                                 | Etablissements Maurel et Prom                                               | CUSIP: B05DY7904<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |    404180 | NS      | $1624131.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Electricals Ltd                                            | Bajaj Electricals Ltd                                                       | CUSIP: N/A<br>LEI: 335800ZPCXHRNUEKNQ82       | Long             | EC               | CORP              | IN        |     63519 | NS      | $834804.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME dotCom Bhd                                                  | Time dotCom BHD                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    461700 | NS      | $569311.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Asia Metals PLC                                          | Central Asia Metals plc                                                     | CUSIP: N/A<br>LEI: 213800EYQBJZIT64NH43       | Long             | EC               | CORP              | GB        |    236652 | NS      | $824283.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris CR AS                                              | Philip Morris CR                                                            | CUSIP: 487454902<br>LEI: 315700LNPHNXCMNLQC73 | Long             | EC               | CORP              | CZ        |       631 | NS      | $484526.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                          | Ssab Svenskt Stal AB (Series A)                                             | CUSIP: B17H0S902<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    104442 | NS      | $746513.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Medios AG                                                        | Medios AG.                                                                  | CUSIP: N/A<br>LEI: 391200Z7Z09IHDBT2L23       | Long             | EC               | CORP              | DE        |     19051 | NS      | $373515.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunway Real Estate Investment Trust                              | Sunway Real Estate Investment                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    414200 | NS      | $152652.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BSE Ltd                                                          | BSE Ltd                                                                     | CUSIP: N/A<br>LEI: 335800UOTLCPTZQVDA19       | Long             | EC               | CORP              | IN        |     78718 | NS      | $495476.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Seria Co Ltd                                                     | Seria Co Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    222400 | NS      | $4887271.05   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Morguard Corp                                                    | Morguard Corp                                                               | CUSIP: 617577101<br>LEI: 549300UZ0SQJ32MWEL16 | Long             | EC               | CORP              | CA        |      7878 | NS      | $694635.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Munters Group AB                                                 | Munters Group AB                                                            | CUSIP: N/A<br>LEI: 549300KYCB37YAVUV523       | Long             | EC               | CORP              | SE        |    157239 | NS      | $1507624.54   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sectra AB                                                        | Sectra AB                                                                   | CUSIP: N/A<br>LEI: 549300R9ZBT8YSFFK266       | Long             | EC               | CORP              | SE        |    145796 | NS      | $2064719.77   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IVD Medical Holding Ltd                                          | IVD Medical Holding Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    182000 | NS      | $45261.22     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tokyo Seimitsu Co Ltd                                            | Tokyo Seimitsu Co Ltd                                                       | CUSIP: 689430007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $199693.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmos Semiconductor SE                                           | Elmos Semiconductor AG.                                                     | CUSIP: N/A<br>LEI: 529900UMKKDCAP4P4H63       | Long             | EC               | CORP              | DE        |     17723 | NS      | $1204054.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 Nord Norge                                           | Sparebanken Nord-Norge                                                      | CUSIP: B06T25907<br>LEI: 549300SXM92LQ05OJQ76 | Long             | EC               | CORP              | NO        |    110813 | NS      | $1031435.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mincor Resources NL                                              | Mincor Resources NL                                                         | CUSIP: 600052906<br>LEI: 5299004P3ED1LV7QQV97 | Long             | EC               | CORP              | AU        |   1027711 | NS      | $1111378.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                    | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |  38745962 | NS      | $38745961.69  | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Canada ETF                                          | iShares MSCI Canada Index Fund                                              | CUSIP: 464286509<br>LEI: 549300DXCD53F4JK3H45 | Long             | EC               | RF                | US        |     49233 | NS      | $1764018.39   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                              | Tourmaline Oil Corp                                                         | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |    107620 | NS      | $5015607.23   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GMM Pfaudler Ltd                                                 | GMM Pfaudler Ltd                                                            | CUSIP: N/A<br>LEI: 335800KCMB1KC4EBZR39       | Long             | EC               | CORP              | IN        |     91873 | NS      | $1848825.04   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Centerra Gold Inc                                                | Centerra Gold, Inc                                                          | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |    164447 | NS      | $1055486.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jyske Bank A/S                                                   | Jyske Bank                                                                  | CUSIP: B0386J902<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |     47050 | NS      | $3393403.71   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                                      | Aalberts Industries NV                                                      | CUSIP: B1W8P1906<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |    148917 | NS      | $7041176.85   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Asseco Poland SA                                                 | Asseco Poland S.A.                                                          | CUSIP: 597895903<br>LEI: 259400O79EWIK4XZPL40 | Long             | EC               | CORP              | PL        |     36400 | NS      | $640594.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Malam - Team Ltd                                                 | Malam-Team Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     17691 | NS      | $375706.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amara Raja Batteries Ltd                                         | Amara Raja Batteries Ltd                                                    | CUSIP: N/A<br>LEI: 335800PV7RRC72PLCG19       | Long             | EC               | CORP              | IN        |     16854 | NS      | $117003.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vetropack Holding AG                                             | Vetropack Holding AG.                                                       | CUSIP: N/A<br>LEI: 894500HGD08C8B6GS128       | Long             | EC               | CORP              | CH        |     10627 | NS      | $490254.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China BlueChemical Ltd                                           | China BlueChemical Ltd                                                      | CUSIP: B1DN3X908<br>LEI: 529900A9VMPOCJ331Y42 | Long             | EC               | CORP              | HK        |   4069600 | NS      | $1118741.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                                  | DKSH Holding AG.                                                            | CUSIP: N/A<br>LEI: 549300HUUUNHO6FJUS42       | Long             | EC               | CORP              | CH        |     71715 | NS      | $6109767.37   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| DMCI Holdings Inc                                                | DMCI Holdings, Inc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |   8663240 | NS      | $1749061.17   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JCR Pharmaceuticals Co Ltd                                       | JCR Pharmaceuticals Co Ltd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    293700 | NS      | $3623784.47   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Group Ltd/South Africa                                     | Super Group Ltd                                                             | CUSIP: N/A<br>LEI: 378900A8FDADE26AD654       | Long             | EC               | CORP              | ZA        |    471360 | NS      | $748244.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VST Industries Ltd                                               | VST Industries Ltd                                                          | CUSIP: N/A<br>LEI: 335800JW3EQAV3RB8F15       | Long             | EC               | CORP              | IN        |      4121 | NS      | $152477.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                                   | Air France-KLM                                                              | CUSIP: 491603908<br>LEI: 969500AQW31GYO8JZD66 | Long             | EC               | CORP              | FR        |   3030924 | NS      | $5123777.81   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochin Shipyard Ltd                                              | Cochin Shipyard Ltd                                                         | CUSIP: N/A<br>LEI: 3358006BM5LULPW8CY42       | Long             | EC               | CORP              | IN        |     57211 | NS      | $358512.01    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kyokuto Kaihatsu Kogyo Co Ltd                                    | Kyokuto Kaihatsu Kogyo Co Ltd                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     17500 | NS      | $201026.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beneteau SA                                                      | Beneteau S.A.                                                               | CUSIP: 730928900<br>LEI: 969500FHXW3AEY6Z0B25 | Long             | EC               | CORP              | FR        |     20012 | NS      | $328020.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Champion Iron Ltd                                                | Champion Iron Ltd                                                           | CUSIP: N/A<br>LEI: 894500WQI96G4T75O202       | Long             | EC               | CORP              | AU        |     11059 | NS      | $56273.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Protector Forsikring ASA                                         | Protector Forsikring ASA                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXAIO813       | Long             | EC               | CORP              | NO        |     17725 | NS      | $255374.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat Narmada Valley Fertilizers & Chemicals Ltd               | Gujarat Narmada Valley Fertilizers Co Ltd                                   | CUSIP: N/A<br>LEI: 335800CLY1JH3J6OZH70       | Long             | EC               | CORP              | IN        |    443598 | NS      | $2991453.99   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BioGaia AB                                                       | BioGaia AB                                                                  | CUSIP: N/A<br>LEI: 549300UBUJOY2L7TT361       | Long             | EC               | CORP              | SE        |     77855 | NS      | $684328.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Bottlers Japan Holdings Inc                            | Coca-Cola West Japan Co Ltd                                                 | CUSIP: 616328902<br>LEI: 353800XN1G90665VTQ16 | Long             | EC               | CORP              | JP        |    222700 | NS      | $2344778.58   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Stillfront Group AB                                              | Stillfront Group AB                                                         | CUSIP: N/A<br>LEI: 529900SYKCO4GYBTIJ54       | Long             | EC               | CORP              | SE        |   2161193 | NS      | $3771961.50   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sarantis SA                                                      | Sarantis S.A.                                                               | CUSIP: 712495902<br>LEI: 21380078FJXYHFE8KP46 | Long             | EC               | CORP              | GR        |     36206 | NS      | $303082.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nufarm Ltd                                                       | Nufarm Ltd                                                                  | CUSIP: 633533906<br>LEI: 529900QVU58IVMPRWJ98 | Long             | EC               | CORP              | AU        |   1314224 | NS      | $5530021.51   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat Alkalies & Chemicals Ltd                                 | Gujarat Alkalies & Chemicals Ltd                                            | CUSIP: N/A<br>LEI: 3358005P5ZRWDOH2RW46       | Long             | EC               | CORP              | IN        |     11156 | NS      | $93934.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Happiest Minds Technologies Ltd                                  | Happiest Minds Technologies Ltd                                             | CUSIP: N/A<br>LEI: 335800CFVR5OM5M7Y410       | Long             | EC               | CORP              | IN        |     55091 | NS      | $573471.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                            | Kongsberg Gruppen ASA                                                       | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |    140573 | NS      | $5596449.42   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| LIG Nex1 Co Ltd                                                  | LIG Nex1 Co Ltd                                                             | CUSIP: N/A<br>LEI: 988400VTP0QVY3OIY652       | Long             | EC               | CORP              | KR        |     67927 | NS      | $4472892.65   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| SATS Ltd                                                         | Singapore Airport Terminal Services Ltd                                     | CUSIP: 624358909<br>LEI: 529900SEP1R0K8049D51 | Long             | EC               | CORP              | SG        |    269800 | NS      | $622618.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Banco del Bajio SA                                               | Banco del Bajio S.A.                                                        | CUSIP: N/A<br>LEI: 4469000001BD95FFLY16       | Long             | EC               | CORP              | MX        |   1689800 | NS      | $6804786.60   | 0.56%             |  |  |  | Yes           |                  1 | On Loan: —       |
| IG Group Holdings PLC                                            | IG Group Holdings plc                                                       | CUSIP: B06QFB906<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |    241692 | NS      | $2376382.09   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF India Ltd                                                    | SKF India Ltd                                                               | CUSIP: N/A<br>LEI: 549300CVYOU2WDXEH441       | Long             | EC               | CORP              | IN        |      2989 | NS      | $160703.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Co Ltd                                                    | Nomura Co Ltd                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    290300 | NS      | $2088739.24   | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| APL Apollo Tubes Ltd                                             | APL Apollo Tubes Ltd                                                        | CUSIP: N/A<br>LEI: 335800ZU4GXSB7Q4IU95       | Long             | EC               | CORP              | IN        |     56310 | NS      | $789212.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfresa Holdings Corp                                            | Alfresa Holdings Corp                                                       | CUSIP: 668721905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     77000 | NS      | $963808.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Rami Levy Chain Stores Hashikma Marketing 2006 Ltd               | Rami Levi Chain Stores Hashikma Marketing Ltd                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     15950 | NS      | $1015270.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Perenti Ltd                                                      | Perenti Global Ltd                                                          | CUSIP: N/A<br>LEI: 25490044GUNE4S2E6K11       | Long             | EC               | CORP              | AU        |   1807852 | NS      | $1606302.82   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca Pharma India Ltd                                     | AstraZeneca Pharma India Ltd                                                | CUSIP: N/A<br>LEI: 335800N8M7W5JDTAHR68       | Long             | EC               | CORP              | IN        |      9473 | NS      | $389110.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Halfords Group PLC                                               | Halfords Group plc                                                          | CUSIP: B012TP908<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |    559037 | NS      | $1414255.83   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Qatar QSC                                               | Vodafone Qatar                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    630962 | NS      | $297919.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Fertilizer Co Ltd                                         | Taiwan Fertilizer Co Ltd                                                    | CUSIP: 610943904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2417000 | NS      | $4506295.69   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Tung Ho Steel Enterprise Corp                                    | Tung Ho Steel Enterprise Corp                                               | CUSIP: 690731906<br>LEI: 5299003755GCQVWX5K49 | Long             | EC               | CORP              | TW        |     71000 | NS      | $137217.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CI Takiron Corp                                                  | Takiron Co Ltd                                                              | CUSIP: 687088005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     77200 | NS      | $311106.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Pharma PLC                                              | Alliance Pharma plc                                                         | CUSIP: N/A<br>LEI: 213800RYIWZA4Q5WPZ13       | Long             | EC               | CORP              | GB        |    254393 | NS      | $197585.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tisco Financial Group PCL                                        | Tisco Bank PCL                                                              | CUSIP: N/A<br>LEI: 529900OOUQI3OWX2WU06       | Long             | EC               | CORP              | TH        |   1680900 | NS      | $5229886.62   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| HomeCo Daily Needs REIT                                          | HomeCo Daily Needs REIT                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   1066946 | NS      | $1024122.27   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Funai Soken Holdings Inc                                         | Funai Soken Holdings, Inc                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     81200 | NS      | $1757379.43   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nyfosa AB                                                        | Nyfosa AB                                                                   | CUSIP: N/A<br>LEI: 5493000YR2B83SILCJ50       | Long             | EC               | CORP              | SE        |    133392 | NS      | $1163163.86   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lintec Corp                                                      | Lintec Corp                                                                 | CUSIP: 633008008<br>LEI: 3538002YOJO0IAM1PD28 | Long             | EC               | CORP              | JP        |     37000 | NS      | $640729.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DNO ASA                                                          | DNO International ASA                                                       | CUSIP: B15GGN900<br>LEI: 5967007LIEEXZXH3K072 | Long             | EC               | CORP              | NO        |   1556650 | NS      | $1920448.63   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kainos Group PLC                                                 | Kainos Group plc                                                            | CUSIP: N/A<br>LEI: 213800H2PQMIF3OVZY47       | Long             | EC               | CORP              | GB        |     12302 | NS      | $223402.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                          | Definity Financial Corp                                                     | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |    135892 | NS      | $3661439.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasseur Real Estate Investment Trust                             | Sasseur Real Estate Investment Trust                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    544900 | NS      | $338447.27    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Origin Enterprises PLC                                           | Origin Enterprises plc                                                      | CUSIP: N/A<br>LEI: 213800AIB4U7N5BLS350       | Long             | EC               | CORP              | IE        |    206765 | NS      | $937351.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                                             | Big Yellow Group plc                                                        | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |    269468 | NS      | $4019168.04   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Co Ltd                                              | Nissin Foods Co Ltd                                                         | CUSIP: N/A<br>LEI: 353800BDH75N9VLV9Z07       | Long             | EC               | CORP              | HK        |    789000 | NS      | $681955.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Vinati Organics Ltd                                              | Vinati Organics Ltd                                                         | CUSIP: N/A<br>LEI: 254900Q2IRNXURG92U10       | Long             | EC               | CORP              | IN        |     24937 | NS      | $559555.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Steel Manufacturing Co Ltd                                 | Tokyo Steel Manufacturing Co Ltd                                            | CUSIP: 689587004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    227100 | NS      | $2470922.73   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NETLINK NBN TRUST                                                | NetLink NBN Trust                                                           | CUSIP: N/A<br>LEI: 25490032IBVZHHXJIM98       | Long             | EC               | CORP              | SG        |   7311800 | NS      | $4876343.94   | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| YTL Corp Bhd                                                     | YTL Corp BHD                                                                | CUSIP: 643612005<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   5205300 | NS      | $691099.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Interfor Corp                                                    | Interfor Corp                                                               | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |    278108 | NS      | $5561950.98   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEXium Interconnect Inc                                         | FLEXium Interconnect, Inc                                                   | CUSIP: N/A<br>LEI: 213800WXE6VMVZICKA40       | Long             | EC               | CORP              | TW        |    558000 | NS      | $1869481.20   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanto Denka Kogyo Co Ltd                                         | Kanto Denka Kogyo Co Ltd                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    112100 | NS      | $870228.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TSH Resources Bhd                                                | TSH Resources BHD                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   4892300 | NS      | $1274931.72   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                               | TBC Bank Group plc                                                          | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |     15723 | NS      | $461341.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Life India Asset Management Ltd                           | Nippon Life India Asset Management Ltd                                      | CUSIP: N/A<br>LEI: 335800ZQXV958RZSRU89       | Long             | EC               | CORP              | IN        |     15261 | NS      | $46511.48     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MOS Food Services Inc                                            | MOS Food Services, Inc                                                      | CUSIP: 660583006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     84000 | NS      | $1992377.55   | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| Hornbach Holding AG & Co KGaA                                    | Hornbach Holding AG. & Co KGaA                                              | CUSIP: N/A<br>LEI: 529900EGQZ79V21LBL44       | Long             | EC               | CORP              | DE        |      4570 | NS      | $404853.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Britvic PLC                                                      | Britvic plc                                                                 | CUSIP: B0N8QD901<br>LEI: 635400L3NVMYD4BVCI53 | Long             | EC               | CORP              | GB        |    572897 | NS      | $5487918.31   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Grafton Group PLC                                                | Grafton Group plc                                                           | CUSIP: B00NKF904<br>LEI: 635400BE9SBAG61DJ963 | Long             | EC               | CORP              | GB        |     16003 | NS      | $181649.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisho Pharmaceutical Holdings Co Ltd                            | Taisho Pharmaceutical Holdings Co Ltd                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28800 | NS      | $1211491.55   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Lung Yen Life Service Corp                                       | Lung Yen Life Service Corp                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    548000 | NS      | $697285.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Zhongwang Holdings Ltd                                     | China Zhongwang Holdings Ltd                                                | CUSIP: N/A<br>LEI: 529900J21TD2P9K4YC63       | Long             | EC               | CORP              | HK        |   4565760 | NS      | $5822.82      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Blue Dart Express Ltd                                            | Blue Dart Express Ltd                                                       | CUSIP: N/A<br>LEI: 3358003QNMHXM1CHC382       | Long             | EC               | CORP              | IN        |      6167 | NS      | $476590.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gestamp Automocion SA                                            | Gestamp Automocion S.A.                                                     | CUSIP: N/A<br>LEI: 95980020140005484363       | Long             | EC               | CORP              | ES        |    366042 | NS      | $1616197.22   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Elis SA                                                          | Elis S.A.                                                                   | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               | CORP              | FR        |    161093 | NS      | $2829326.68   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                                                     | Hugo Boss AG.                                                               | CUSIP: N/A<br>LEI: 529900LFVU534EBRXD13       | Long             | EC               | CORP              | DE        |    124133 | NS      | $8429891.09   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| SGC Energy Co Ltd                                                | Sam Kwang Glass Ind Co Ltd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      5777 | NS      | $152408.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Pacific Co Ltd                                             | First Pacific Co                                                            | CUSIP: 633987003<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | HK        |   3768000 | NS      | $1314028.94   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Rain Industries Ltd                                              | Rain Commodities Ltd                                                        | CUSIP: N/A<br>LEI: 335800922PYQABXMRO68       | Long             | EC               | CORP              | IN        |    149061 | NS      | $309146.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dong-A ST Co Ltd                                                 | Dong-A ST Co Ltd                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      8751 | NS      | $460357.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shineway Pharmaceutical Group Ltd                          | China Shineway Pharmaceutical Group Ltd                                     | CUSIP: N/A<br>LEI: 5299001VVE1YDGPXXR74       | Long             | EC               | CORP              | HK        |    662000 | NS      | $618044.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Multi Commodity Exchange of India Ltd                            | Multi Commodity Exchange of India Ltd                                       | CUSIP: N/A<br>LEI: 254900BTZEPM27IOAM68       | Long             | EC               | CORP              | IN        |     10250 | NS      | $190238.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Smith PLC                                                     | WH Smith plc                                                                | CUSIP: B2PDGW903<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |     90404 | NS      | $1785257.91   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NBCC India Ltd                                                   | NBCC India Ltd                                                              | CUSIP: N/A<br>LEI: 3358007GX3F7PDUPVI11       | Long             | EC               | CORP              | IN        |   1356976 | NS      | $609976.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                          | Ssab Svenskt Stal AB (Series B)                                             | CUSIP: B17H3F907<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |   1065394 | NS      | $7260301.60   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Investment AB Oresund                                            | Investment AB Oresund                                                       | CUSIP: N/A<br>LEI: 549300ZNNKE1UFGNNE47       | Long             | EC               | CORP              | SE        |     32083 | NS      | $384252.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Emami Ltd                                                        | Emami Ltd                                                                   | CUSIP: N/A<br>LEI: 335800CCQHJCDEUS7G90       | Long             | EC               | CORP              | IN        |     25910 | NS      | $140529.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin Zu Shing Co Ltd                                             | Shin Zu Shing Co Ltd                                                        | CUSIP: B02GHN904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    474000 | NS      | $1305783.05   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakata Seed Corp                                                 | Sakata Seed Corp                                                            | CUSIP: 676981004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    108500 | NS      | $3466365.98   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                   | BAWAG Group AG.                                                             | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |    132163 | NS      | $8186813.76   | 0.67%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tamburi Investment Partners SpA                                  | Tamburi Investment Partners S.p.A.                                          | CUSIP: B0NN17908<br>LEI: 81560017CF8066680595 | Long             | EC               | CORP              | IT        |    168598 | NS      | $1402574.34   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Topco Scientific Co Ltd                                          | Topco Scientific Co Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    148000 | NS      | $837253.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Inwido AB                                                        | Inwido AB                                                                   | CUSIP: N/A<br>LEI: 529900A9NKQW5UTHBG13       | Long             | EC               | CORP              | SE        |    131474 | NS      | $1432832.37   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VSTECS Holdings Ltd                                              | VST Holdings Ltd                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    736000 | NS      | $460501.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuit Group PLC                                                 | Polypipe Group plc                                                          | CUSIP: N/A<br>LEI: 2138005IF1N2RKJ6KO18       | Long             | EC               | CORP              | GB        |    358172 | NS      | $1443941.03   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sdiptech AB                                                      | Sdiptech AB                                                                 | CUSIP: N/A<br>LEI: 549300JBO7VTEGMRW310       | Long             | EC               | CORP              | SE        |     73072 | NS      | $1784115.12   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group PLC                                                | QinetiQ plc                                                                 | CUSIP: B0WMWD903<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |   1163409 | NS      | $5218572.72   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Bucher Industries AG                                             | Bucher Industries AG.                                                       | CUSIP: B07ZBW903<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |     12013 | NS      | $5473921.16   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinetic Development Group Ltd                                    | Kinetic Development Group Ltd                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   2944000 | NS      | $240291.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinden Corp                                                      | Kinden Corp                                                                 | CUSIP: 649292000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    138400 | NS      | $1586277.81   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotte Chemical Titan Holding Bhd                                 | Lotte Chemical Titan Holding BHD                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    567609 | NS      | $209269.19    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Takara Bio Inc                                                   | Takara Bio, Inc                                                             | CUSIP: B03ML2901<br>LEI: 529900OUPLSGTCWC5447 | Long             | EC               | CORP              | JP        |    268200 | NS      | $3550447.92   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Alleima AB                                                       | Alleima AB                                                                  | CUSIP: N/A<br>LEI: 529900EBHTYGLA6PGP77       | Long             | EC               | CORP              | SE        |    599146 | NS      | $2996106.53   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento de Minas Gerais-COPASA                         | Cia de Saneamento de Minas Gerais-COPASA                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1500600 | NS      | $4327715.86   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hopson Development Holdings Ltd                                  | Hopson Development Holdings Ltd                                             | CUSIP: N/A<br>LEI: 549300HYMKPTC1DTZS42       | Long             | EC               | CORP              | HK        |     97300 | NS      | $115325.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Godfrey Phillips India Ltd                                       | Godfrey Phillips India Ltd                                                  | CUSIP: N/A<br>LEI: 335800G5RNAHTNVKE518       | Long             | EC               | CORP              | IN        |    150341 | NS      | $3543211.74   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Advanced Technologies Co Ltd                             | Formosa Advanced Technologies Co Ltd                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    116000 | NS      | $155060.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zignago Vetro SpA                                                | Zignago Vetro S.p.A.                                                        | CUSIP: B1Y0SZ903<br>LEI: 815600DFC29A91FF0C71 | Long             | EC               | CORP              | IT        |     25990 | NS      | $443629.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Metalurgica Gerdau SA                                            | Metalurgica Gerdau S.A.                                                     | CUSIP: 264886904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   1329300 | NS      | $3794408.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mycronic AB                                                      | Micronic AB                                                                 | CUSIP: 526284906<br>LEI: 549300S5CCFESE4C6Y07 | Long             | EC               | CORP              | SE        |     16623 | NS      | $355327.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Electronics Inc                                            | Canon Electronics, Inc                                                      | CUSIP: 617239009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47000 | NS      | $617664.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NS United Kaiun Kaisha Ltd                                       | Shinwa Kaiun Kaisha Ltd                                                     | CUSIP: 680500006<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |    166840 | NS      | $5024644.61   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| SPCG PCL                                                         | SPCG PCL                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    599200 | NS      | $267146.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Aviation Fuel Services PCL                               | Bangkok Aviation Fuel Services PCL                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    301600 | NS      | $302157.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Pembangunan Daerah Jawa Timur Tbk PT                        | Bank Pembangunan Daerah Jawa Timur Tbk PT                                   | CUSIP: N/A<br>LEI: 529900DGM06AC0584V78       | Long             | EC               | CORP              | ID        |   5291700 | NS      | $259597.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                | TAG Tegernsee Immobilien und Beteiligungs AG.                               | CUSIP: 573563905<br>LEI: 529900TAE68USJNXLR59 | Long             | EC               | CORP              | DE        |     25434 | NS      | $217812.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Corp/Gifu                                                  | Tokai Corp (GIFU)                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     12100 | NS      | $182081.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nittetsu Mining Co Ltd                                           | Nittetsu Mining Co Ltd                                                      | CUSIP: 664102001<br>LEI: 213800HBRWZK44PCU381 | Long             | EC               | CORP              | JP        |     11560 | NS      | $321914.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen Ltd                                                | Stolt-Nielsen S.A.                                                          | CUSIP: N/A<br>LEI: 213800VZX4LWJSGRLR94       | Long             | EC               | CORP              | NO        |     19769 | NS      | $519783.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexans SA                                                        | Nexans S.A.                                                                 | CUSIP: 713083905<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |     54697 | NS      | $5800264.24   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                                     | Fujikura Ltd                                                                | CUSIP: 635670003<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |    899100 | NS      | $6834381.18   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuno Corp                                                      | Mizuno Corp                                                                 | CUSIP: 659796007<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |     78900 | NS      | $1790202.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Comture Corp                                                     | Comture Corp                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     20100 | NS      | $386472.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PHC Holdings Corp                                                | PHC Holdings Corp                                                           | CUSIP: N/A<br>LEI: 3538001U3W83EUYS3187       | Long             | EC               | CORP              | JP        |    277100 | NS      | $3287574.68   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamarack Valley Energy Ltd                                       | Tamarack Valley Energy Ltd                                                  | CUSIP: 87505Y409<br>LEI: 549300TLKPX8BE14MH06 | Long             | EC               | CORP              | CA        |   1369393 | NS      | $4960711.18   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Bumitama Agri Ltd                                                | Bumitama Agri Ltd                                                           | CUSIP: N/A<br>LEI: 529900BOE6UQFFDNZR10       | Long             | EC               | CORP              | SG        |   1628400 | NS      | $753195.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerplus Corp                                                    | Enerplus Corp                                                               | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |    245373 | NS      | $4354031.44   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| YouGov PLC                                                       | YouGov plc                                                                  | CUSIP: N/A<br>LEI: 213800MZGBGCJIPOBB41       | Long             | EC               | CORP              | GB        |    150232 | NS      | $1804884.87   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercuries Life Insurance Co Ltd                                  | Mercuries Life Insurance Co Lt                                              | CUSIP: N/A<br>LEI: 254900MGZPWGJDGJRO25       | Long             | EC               | CORP              | TW        |     74034 | NS      | $13667.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xvivo Perfusion AB                                               | Xvivo Perfusion AB                                                          | CUSIP: N/A<br>LEI: 549300G2464FYLS14B41       | Long             | EC               | CORP              | SE        |     20154 | NS      | $413652.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Diploma PLC                                                      | Diploma plc                                                                 | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |    193739 | NS      | $6553686.13   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikoku Electric Power Co Inc                                    | Shikoku Electric Power Co, Inc                                              | CUSIP: 680434008<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |    280100 | NS      | $1619455.29   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectris PLC                                                     | Spectris plc                                                                | CUSIP: 033086000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |    160226 | NS      | $6352154.79   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Sincere Navigation Corp                                          | Sincere Navigation                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   5479000 | NS      | $3720343.37   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino-Thai Engineering & Construction PCL                         | Sino Thai Engineering & Construction PCL                                    | CUSIP: N/A<br>LEI: 52990031W69XUIL5KM46       | Long             | EC               | CORP              | TH        |   4747800 | NS      | $2078747.21   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Social Infrastructure REIT                          | Charter Hall Education Trust                                                | CUSIP: N/A<br>LEI: 254900W31UGIMDQW3W98       | Long             | EC               | CORP              | AU        |    162789 | NS      | $401700.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MARR SpA                                                         | MARR S.p.A.                                                                 | CUSIP: B0B87F900<br>LEI: 815600576D5536AC7B34 | Long             | EC               | CORP              | IT        |     16401 | NS      | $215648.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fugro NV                                                         | Fugro NV                                                                    | CUSIP: N/A<br>LEI: 7245000R8GNBSDTSZ396       | Long             | EC               | CORP              | NL        |    469658 | NS      | $6253884.15   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                                      | Plus500 Ltd                                                                 | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | GB        |    241239 | NS      | $5528877.66   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| NongShim Co Ltd                                                  | Nong Shim Co Ltd                                                            | CUSIP: 663811909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     15667 | NS      | $4368328.16   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| OC Oerlikon Corp AG                                              | OC Oerlikon Corp AG.                                                        | CUSIP: 461275901<br>LEI: 529900I8VLAZR2FJ0M10 | Long             | EC               | CORP              | CH        |    537118 | NS      | $3687717.25   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| OKUMA Corp                                                       | Okuma Holdings, Inc                                                         | CUSIP: 665778007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     71600 | NS      | $2902165.62   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Saras SpA                                                        | Saras S.p.A.                                                                | CUSIP: B04F67901<br>LEI: 5299005KJSU2AQUJUH84 | Long             | EC               | CORP              | IT        |    170338 | NS      | $295320.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Group PLC                                                   | Just Retirement Group plc                                                   | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | EC               | CORP              | GB        |   1746998 | NS      | $1767181.13   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer CropScience Ltd/India                                      | Bayer CropScience Ltd                                                       | CUSIP: N/A<br>LEI: 529900XEDZLQSXJY7F33       | Long             | EC               | CORP              | IN        |      8219 | NS      | $447257.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Enauta Participacoes SA                                          | Enauta Participacoes S.A.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1335600 | NS      | $3959730.51   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MEKO AB                                                          | Mekonomen AB                                                                | CUSIP: B23PWD904<br>LEI: 529900R809HC1RFRQA91 | Long             | EC               | CORP              | SE        |     78678 | NS      | $872016.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Per Aarsleff Holding A/S                                         | PER Aarsleff A.S.                                                           | CUSIP: N/A<br>LEI: 5493008HS8STXVZXYZ63       | Long             | EC               | CORP              | DK        |     18972 | NS      | $787415.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Komeri Co Ltd                                                    | Komeri Co Ltd                                                               | CUSIP: 649625001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65600 | NS      | $1345712.77   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Cia de Seguridad SA                                     | Prosegur Cia de Seguridad S.A.                                              | CUSIP: N/A<br>LEI: 549300N94L4D5NDBFG97       | Long             | EC               | CORP              | ES        |    418298 | NS      | $946742.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaveri Seed Co Ltd                                               | Kaveri Seed Co Ltd                                                          | CUSIP: N/A<br>LEI: 894500FEWZB4Q6S1O477       | Long             | EC               | CORP              | IN        |    145787 | NS      | $943214.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Long Wale REIT                                      | Charter Hall Long Wale REIT                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   1942331 | NS      | $6285816.69   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Arts Inc                                                 | Digital Arts, Inc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     93000 | NS      | $4154041.86   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Daewoong Co Ltd                                                  | Daewoong Co Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     62147 | NS      | $1121401.47   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TPI Polene Power PCL                                             | TPI Polene Power PCL                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    841700 | NS      | $89310.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polar Capital Holdings PLC                                       | Polar Capital Holdings plc                                                  | CUSIP: N/A<br>LEI: 549300OXX7YE1947B825       | Long             | EC               | CORP              | GB        |    185156 | NS      | $1182435.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat Mineral Development Corp Ltd                             | Gujarat Mineral Development Corp Ltd                                        | CUSIP: N/A<br>LEI: 335800B8OP5L7DH9VD35       | Long             | EC               | CORP              | IN        |    957818 | NS      | $1664089.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Popolare di Sondrio SPA                                    | Banca Popolare di Sondrio SCARL                                             | CUSIP: N/A<br>LEI: J48C8PCSJVUBR8KCW529       | Long             | EC               | CORP              | IT        |    247840 | NS      | $1217258.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Faraday Technology Corp                                          | Faraday Technology Corp                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    375000 | NS      | $2145042.25   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Rotork PLC                                                       | Rotork plc                                                                  | CUSIP: N/A<br>LEI: 213800AH5RZIHGWRJ718       | Long             | EC               | CORP              | GB        |   1513401 | NS      | $5961637.06   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoei Co Ltd                                                     | Shoei Co Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     73700 | NS      | $2837862.57   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Burkhalter Holding AG                                            | Burkhalter Holding AG.                                                      | CUSIP: N/A<br>LEI: 3912002Q7RGEIHPQ0J90       | Long             | EC               | CORP              | CH        |      1221 | NS      | $113458.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polycab India Ltd                                                | Polycab India Ltd                                                           | CUSIP: N/A<br>LEI: 335800ZAL1L11ERZVW68       | Long             | EC               | CORP              | IN        |     40908 | NS      | $1465082.39   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Haitong UniTrust International Leasing Co Ltd                    | Haitong UniTrust International Leasing Co Ltd                               | CUSIP: N/A<br>LEI: 300300CF1TC4X94X7E53       | Long             | EC               | CORP              | HK        |    614000 | NS      | $72823.50     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| METAWATER Co Ltd                                                 | METAWATER Co Ltd                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     74600 | NS      | $984659.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagron                                                           | Fagron NV                                                                   | CUSIP: N/A<br>LEI: 549300TRKRUFK2RRG779       | Long             | EC               | CORP              | BE        |    118344 | NS      | $1749802.98   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Delight Co Ltd                                              | Aeon Delight Co Ltd                                                         | CUSIP: 647621903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41400 | NS      | $982799.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                     | DS Smith plc                                                                | CUSIP: 082201906<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |   1359257 | NS      | $5950701.86   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| GHCL Ltd                                                         | GHCL Ltd                                                                    | CUSIP: N/A<br>LEI: 335800L2UYNOUH82F930       | Long             | EC               | CORP              | IN        |      9465 | NS      | $56992.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Milbon Co Ltd                                                    | Milbon Co Ltd                                                               | CUSIP: 658611900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37000 | NS      | $1627179.41   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Geo Holdings Corp                                                | Geo Holdings Corp                                                           | CUSIP: 629655903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     83900 | NS      | $1225646.79   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Centuria Industrial REIT                                         | Centuria Industrial REIT                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   1429882 | NS      | $3399809.56   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopec Engineering Group Co Ltd                                 | Sinopec Engineering Group Co Ltd                                            | CUSIP: N/A<br>LEI: 529900MZVFFC7D57VV51       | Long             | EC               | CORP              | HK        |    900500 | NS      | $453912.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Financial Holdings SA                                    | Piraeus Financial Holdings S.A.                                             | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | EC               | CORP              | GR        |    456636 | NS      | $945727.73    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Carasso Motors Ltd                                               | Carasso Motors Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      7930 | NS      | $50599.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| StarHub Ltd                                                      | StarHub Ltd                                                                 | CUSIP: N/A<br>LEI: 254900993L0UTJFD3A68       | Long             | EC               | CORP              | SG        |    811400 | NS      | $705732.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Department Store Co Ltd                                 | Kintetsu Department Store Co Ltd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8800 | NS      | $174187.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Redrow PLC                                                       | Redrow plc                                                                  | CUSIP: N/A<br>LEI: 2138008WJZBBA7EYEL28       | Long             | EC               | CORP              | GB        |    750782 | NS      | $4815703.27   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Bengo4.com Inc                                                   | Bengo4.com, Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    130600 | NS      | $2718091.26   | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| SK Networks Co Ltd                                               | SK Networks Co Ltd                                                          | CUSIP: B04PZG907<br>LEI: 988400WX6GOIPU4EMN09 | Long             | EC               | CORP              | KR        |    543304 | NS      | $1797649.07   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ACEA SpA                                                         | ACEA S.p.A.                                                                 | CUSIP: 572812907<br>LEI: 549300Q3448N041CTH56 | Long             | EC               | CORP              | IT        |    121234 | NS      | $1858453.84   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| G City Ltd                                                       | Gazit Globe Ltd                                                             | CUSIP: 658539903<br>LEI: 213800EO12XXGZSQ2A73 | Long             | EC               | CORP              | IL        |     73125 | NS      | $285833.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd                     | Bezeq Israeli Telecommunication Corp Ltd                                    | CUSIP: 609803903<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |   2358937 | NS      | $3909260.21   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| KFC Holdings Japan Ltd                                           | Kentucky Fried Chicken Japan Ltd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     33900 | NS      | $729696.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Misr Fertilizers Production Co SAE                               | Misr Fertilizers Production Co SAE                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |     79197 | NS      | $402404.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Malakoff Corp Bhd                                                | Malakoff Corp BHD                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   3151400 | NS      | $510592.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                               | Harbour Energy plc                                                          | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |    475073 | NS      | $1837490.42   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat Fluorochemicals Ltd                                      | Gujarat Fluorochemicals Ltd                                                 | CUSIP: N/A<br>LEI: 335800AQPB19VEXI8M93       | Long             | EC               | CORP              | IN        |      1365 | NS      | $46528.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana Gas PJSC                                                    | Dana Gas PJSC                                                               | CUSIP: N/A<br>LEI: 254900RDMPHWDEJBUW56       | Long             | EC               | CORP              | AE        |   4356405 | NS      | $983293.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Steico SE                                                        | Steico SE                                                                   | CUSIP: N/A<br>LEI: 5299007UCGLCBLO3OE49       | Long             | EC               | CORP              | DE        |       780 | NS      | $41984.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shui On Land Ltd                                                 | Shui On Land Ltd                                                            | CUSIP: B16NHT900<br>LEI: 5299008W71Y7DHTU7753 | Long             | EC               | CORP              | HK        |    371200 | NS      | $50275.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&A Capital Partners Co Ltd                                      | M&A Capital Partners Co Ltd                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6900 | NS      | $233703.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Strike Co Ltd                                                    | Strike Co Ltd                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3300 | NS      | $106919.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aston Martin Lagonda Global Holdings PLC                         | Aston Martin Lagonda Global Holdings plc                                    | CUSIP: N/A<br>LEI: 213800167WOVOK5ZC776       | Long             | EC               | CORP              | GB        |    259492 | NS      | $530264.51    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Jinke Smart Services Group Co Ltd                                | Jinke Smart Services Group Co Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   1028000 | NS      | $1826232.70   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: —       |
| CGG SA                                                           | CGG S.A.                                                                    | CUSIP: N/A<br>LEI: 969500FCVQ5SLAAUJV59       | Long             | EC               | CORP              | FR        |   5431948 | NS      | $4574574.73   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Fattal Holdings 1998 Ltd                                         | Fattal Holdings 1998 Ltd                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     15781 | NS      | $1526534.17   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat Pipavav Port Ltd                                         | Gujarat Pipavav Port Ltd                                                    | CUSIP: N/A<br>LEI: 335800Y6JBMRA4Y8TA95       | Long             | EC               | CORP              | IN        |    251336 | NS      | $289457.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group PLC                                                 | Keller Group plc                                                            | CUSIP: 048662902<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |     10586 | NS      | $105582.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Line Corp                                                  | Korea Line Corp                                                             | CUSIP: 649499902<br>LEI: 988400Y1R0Y8FLIV2742 | Long             | EC               | CORP              | KR        |    762615 | NS      | $1429655.20   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pick n Pay Stores Ltd                                            | Pick'n Pay Stores Ltd                                                       | CUSIP: 668806904<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |   1407661 | NS      | $4514223.21   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Kindred Group PLC                                                | Kindred Group plc                                                           | CUSIP: N/A<br>LEI: 213800D1MJVOT6SNBX11       | Long             | EC               | CORP              | MT        |     81603 | NS      | $822331.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Torii Pharmaceutical Co Ltd                                      | Torii Pharmaceutical Co Ltd                                                 | CUSIP: 689689008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41100 | NS      | $984803.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Ltd                                                          | Independence Group NL                                                       | CUSIP: 643956907<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |     87034 | NS      | $904741.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Raito Kogyo Co Ltd                                               | Raito Kogyo Co Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     62620 | NS      | $929328.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Medley Inc                                                       | Medley, Inc                                                                 | CUSIP: N/A<br>LEI: 353800VX74BO9P8XHJ87       | Long             | EC               | CORP              | JP        |    125040 | NS      | $4430584.45   | 0.36%             |  |  |  | No            |                  2 | On Loan: —       |
| Jalles Machado SA                                                | Jalles Machado S.A.                                                         | CUSIP: N/A<br>LEI: 549300S93ZYNLI3P7Q97       | Long             | EC               | CORP              | BR        |    566000 | NS      | $826204.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Takasago Thermal Engineering Co Ltd                              | Takasago Thermal Engineering Co Ltd                                         | CUSIP: 687052001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45200 | NS      | $655466.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                                        | Rubis S.C.A                                                                 | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |      8656 | NS      | $242240.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                           | K&S AG.                                                                     | CUSIP: D48164129<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |    266426 | NS      | $6377290.47   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde India Ltd                                                  | Linde India Ltd                                                             | CUSIP: N/A<br>LEI: 549300I8YN6PVG2KEU64       | Long             | EC               | CORP              | IN        |      8474 | NS      | $344730.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| West African Resources Ltd                                       | West African Resources Ltd                                                  | CUSIP: N/A<br>LEI: 529900XLO8GMJNTUL013       | Long             | EC               | CORP              | AU        |    429616 | NS      | $340443.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongyang Life Insurance Co Ltd                                   | Tongyang Life Insurance Co Ltd                                              | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | EC               | CORP              | KR        |     20337 | NS      | $79075.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Co for Cooperative Insurance/The                                 | Co for Cooperative Insurance                                                | CUSIP: N/A<br>LEI: 549300J2GTNKWJRJ8581       | Long             | EC               | CORP              | SA        |    125921 | NS      | $2828107.55   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sydbank AS                                                       | Sydbank AS                                                                  | CUSIP: B06JSP907<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |    120532 | NS      | $5496053.02   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Region RE Ltd                                                    | Region RE Ltd                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   1128405 | NS      | $2165289.96   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanamoto Co Ltd                                                  | Kanamoto Co Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5700 | NS      | $99139.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwa Co Ltd                                                     | Hanwa Co Ltd                                                                | CUSIP: 640882007<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |      6000 | NS      | $191046.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atco Ltd/Canada                                                  | Atco Ltd                                                                    | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |    138813 | NS      | $4417227.78   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sheng Siong Group Ltd                                            | Sheng Siong Group Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |   1834000 | NS      | $2292004.44   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Corem Property Group AB                                          | Corem Property Group AB                                                     | CUSIP: N/A<br>LEI: 213800CHXQQD7TSS1T59       | Long             | EC               | CORP              | SE        |    700300 | NS      | $641118.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Solaria Energia y Medio Ambiente SA                              | Solaria Energia y Medio Ambiente S.A.                                       | CUSIP: B1YVKJ909<br>LEI: 959800PM2YJU406K2789 | Long             | EC               | CORP              | ES        |    212039 | NS      | $4350759.11   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT             | Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT                        | CUSIP: N/A<br>LEI: 254900JENDVZGXOAND36       | Long             | EC               | CORP              | ID        |   4725500 | NS      | $430307.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eramet SA                                                        | Eramet                                                                      | CUSIP: N/A<br>LEI: 549300LUH78PG2MP6N64       | Long             | EC               | CORP              | FR        |     33742 | NS      | $3372279.26   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Dynamics Ltd                                              | Bharat Dynamics Ltd                                                         | CUSIP: N/A<br>LEI: 335800B99NHE5ZGSGR16       | Long             | EC               | CORP              | IN        |    382688 | NS      | $4438417.30   | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sankyo Co Ltd                                                    | Sankyo Co Ltd                                                               | CUSIP: 677543001<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |    184700 | NS      | $7460331.85   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| TGS ASA                                                          | TGS Nopec Geophysical Co ASA                                                | CUSIP: B15SLC902<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |    369083 | NS      | $6110946.46   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Sawit Sumbermas Sarana Tbk PT                                    | PT Sawit Sumbermas Sarana Tbk                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |   7672100 | NS      | $811226.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Bridge Holdings Corp                                    | Yokogawa Bridge Holdings Corp                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13200 | NS      | $203740.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Ancora                                                       | KBC Ancora                                                                  | CUSIP: B1YWXY900<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |     12864 | NS      | $631593.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atea ASA                                                         | Atea ASA                                                                    | CUSIP: B12TR1901<br>LEI: 5967007LIEEXZXINVS13 | Long             | EC               | CORP              | NO        |     85182 | NS      | $960832.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Innocean Worldwide Inc                                           | Innocean Worldwide, Inc                                                     | CUSIP: N/A<br>LEI: 9884004U41HRH3VEBX04       | Long             | EC               | CORP              | KR        |      5586 | NS      | $203504.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                | Belimo Holding AG.                                                          | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |      2876 | NS      | $1516930.32   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Daishin Securities Co Ltd                                        | Daishin Securities Co Ltd PF                                                | CUSIP: N/A<br>LEI: 549300A0MNIZNJBONO78       | Long             | EC               | CORP              | KR        |     28387 | NS      | $284412.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                        | Bank of Ireland Group plc                                                   | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     43025 | NS      | $459672.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Topaz Energy Corp                                                | Topaz Energy Corp                                                           | CUSIP: 89055A203<br>LEI: 5493008M0TDGJOBY9122 | Long             | EC               | CORP              | CA        |    330095 | NS      | $5132964.23   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Vidrala SA                                                       | Vidrala S.A.                                                                | CUSIP: 546672908<br>LEI: 95980020140005399488 | Long             | EC               | CORP              | ES        |     32743 | NS      | $3302949.57   | 0.27%             |  |  |  | No            |                  2 | On Loan: —       |
| Mitsui-Soko Holdings Co Ltd                                      | Mitsui-Soko Co Ltd                                                          | CUSIP: 659764005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53400 | NS      | $1535307.23   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| National Aluminium Co Ltd                                        | National Aluminium Co Ltd                                                   | CUSIP: N/A<br>LEI: 335800OM1V78CX7SSC72       | Long             | EC               | CORP              | IN        |   5072049 | NS      | $5204953.88   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| PSG Konsult Ltd                                                  | PSG Konsult Ltd                                                             | CUSIP: N/A<br>LEI: 378900ECF3D86FD28194       | Long             | EC               | CORP              | ZA        |    363706 | NS      | $266926.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinbon Electronics Co Ltd                                        | Sinbon Electronics Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    120000 | NS      | $1152926.23   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Inaba Denki Sangyo Co Ltd                                        | Inaba Denki Sangyo Co Ltd                                                   | CUSIP: 645921909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88300 | NS      | $1918391.27   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Corp Ltd                                                  | Israel Corp Ltd                                                             | CUSIP: 688967900<br>LEI: 213800VASRTF37M7LO42 | Long             | EC               | CORP              | IL        |      2710 | NS      | $1005535.41   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibuya Corp                                                     | Shibuya Kogyo Co Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7600 | NS      | $148203.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Retail Group Ltd                                           | Super Retail Group Ltd                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1166 | NS      | $10522.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chang Wah Technology Co Ltd                                      | Chang Wah Technology Co Ltd                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     19000 | NS      | $20060.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                           | BKW S.A.                                                                    | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |      9828 | NS      | $1413288.66   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Cint Group AB                                                    | Cint Group AB                                                               | CUSIP: N/A<br>LEI: 549300KSY3P5G8XC0A34       | Long             | EC               | CORP              | SE        |    349793 | NS      | $1312923.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemring Group PLC                                               | Chemring Group plc                                                          | CUSIP: 019046002<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |    698249 | NS      | $2427557.37   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc                                    | Sky Perfect Jsat Corp                                                       | CUSIP: B1TK23904<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |    705400 | NS      | $2723066.46   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Vesuvius PLC                                                     | Vesuvius plc                                                                | CUSIP: N/A<br>LEI: 213800ORZ521W585SY02       | Long             | EC               | CORP              | GB        |     47707 | NS      | $240555.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marlowe PLC                                                      | Marlowe plc                                                                 | CUSIP: N/A<br>LEI: 213800ZWSR4SBOM6B608       | Long             | EC               | CORP              | GB        |     84703 | NS      | $524218.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Spar Nord Bank A/S                                               | Spar Nord Bank AS                                                           | CUSIP: B14LS0907<br>LEI: 549300DHT635Q5P8J715 | Long             | EC               | CORP              | DK        |     16386 | NS      | $261010.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Blau Farmaceutica SA                                             | Blau Farmaceutica S.A.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    329700 | NS      | $1889362.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bytes Technology Group PLC                                       | Bytes Technology Group plc                                                  | CUSIP: N/A<br>LEI: 213800LA4DZLFBAC9O33       | Long             | EC               | CORP              | GB        |    301062 | NS      | $1436405.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupa Azoty SA                                                   | Grupa Azoty S.A.                                                            | CUSIP: N/A<br>LEI: 259400Z9C99U5B36R274       | Long             | EC               | CORP              | PL        |    122915 | NS      | $1291850.19   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Petroleum Exploration Co Ltd                               | Japan Petroleum Exploration Co                                              | CUSIP: 671169902<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |    224900 | NS      | $7290497.87   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co Ltd                                            | Ryohin Keikaku Co Ltd                                                       | CUSIP: 675845903<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |    498600 | NS      | $5528547.66   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitz Corp                                                        | Kitz Corp                                                                   | CUSIP: 649427002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    170100 | NS      | $1077184.46   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KWS Saat SE & Co KGaA                                            | KWS Saat AG.                                                                | CUSIP: N/A<br>LEI: 529900FR2K4P9L9XLV21       | Long             | EC               | CORP              | DE        |     12839 | NS      | $870328.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishi-Nippon Financial Holdings Inc                              | Nishi-Nippon Financial Holdings, Inc                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     45600 | NS      | $379551.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Brasileira de Distribuicao                                   | Cia Brasileira de Distribuicao                                              | CUSIP: N/A<br>LEI: 5299003V5B6KLICZCC14       | Long             | EC               | CORP              | BR        |   1029099 | NS      | $4200486.83   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Torex Gold Resources Inc                                         | Torex Gold Resources, Inc                                                   | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |    377207 | NS      | $5185161.05   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Taro Pharmaceutical Industries Ltd                               | Taro Pharmaceutical Industries Ltd                                          | CUSIP: M8737E108<br>LEI: 5493002WIJCSC2L2VL79 | Long             | EC               | CORP              | US        |     23214 | NS      | $692241.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MorphoSys AG                                                     | Morphosys AG.                                                               | CUSIP: 553100900<br>LEI: 529900493806K77LRE72 | Long             | EC               | CORP              | DE        |     92206 | NS      | $1852463.93   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BIPROGY Inc                                                      | Nihon Unisys Ltd                                                            | CUSIP: 664268000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54500 | NS      | $1423905.87   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                          | Saab AB (Class B)                                                           | CUSIP: 546955907<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     87510 | NS      | $3582526.03   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuso Chemical Co Ltd                                             | Fuso Chemical Co Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     75700 | NS      | $2150869.51   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                                 | Zehnder Group AG.                                                           | CUSIP: N/A<br>LEI: 8945000LUWFSSFRPU761       | Long             | EC               | CORP              | CH        |      8644 | NS      | $643359.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Ltd                                              | First Resources Ltd                                                         | CUSIP: N/A<br>LEI: 5493007RRD817HUP4O49       | Long             | EC               | CORP              | SG        |   1276080 | NS      | $1495548.67   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunting PLC                                                      | Hunting plc                                                                 | CUSIP: 044788008<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |    385900 | NS      | $1658011.86   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Retail REIT                                         | Macquarie CountryWide Trust                                                 | CUSIP: 622559904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1454168 | NS      | $4129546.77   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Bermaz Auto Bhd                                                  | Berjaya Auto BHD                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   1123600 | NS      | $572375.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ag Growth International Inc                                      | AG Growth International Inc                                                 | CUSIP: 001181106<br>LEI: 549300ZCF9VG3Z4PHL09 | Long             | EC               | CORP              | CA        |     38362 | NS      | $1436106.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA Titanium Technologies Co Ltd                               | Osaka Titanium Technologies                                                 | CUSIP: 644771909<br>LEI: 529900HGCI4F5WM6OE59 | Long             | EC               | CORP              | JP        |     90600 | NS      | $2570722.26   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharma Mar SA                                                    | Pharma Mar S.A.                                                             | CUSIP: N/A<br>LEI: 959800QWKZ45ZQC2AV58       | Long             | EC               | CORP              | ES        |     58752 | NS      | $3874331.40   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| TTY Biopharm Co Ltd                                              | TTY Biopharm Co Ltd                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    727000 | NS      | $1883563.08   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparebank 1 Oestlandet                                           | Sparebank Oestlandet                                                        | CUSIP: N/A<br>LEI: 549300VRM6G42M8OWN49       | Long             | EC               | CORP              | NO        |     16564 | NS      | $194012.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alm Brand A/S                                                    | Alm Brand AS                                                                | CUSIP: 435002902<br>LEI: 549300H4TGLJVZ6VTA48 | Long             | EC               | CORP              | DK        |    343957 | NS      | $638317.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra Agro Lestari Tbk PT                                        | PT Astra Agro Lestari Tbk                                                   | CUSIP: 609249909<br>LEI: 529900XU6T7VIQ56SN17 | Long             | EC               | CORP              | ID        |   1674000 | NS      | $919303.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| China New Higher Education Group Ltd                             | China New Higher Education Group Ltd                                        | CUSIP: N/A<br>LEI: 549300UQUTN69WGJ7J09       | Long             | EC               | CORP              | HK        |    625000 | NS      | $319700.55    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Montana Aerospace AG                                             | Montana Aerospace AG.                                                       | CUSIP: N/A<br>LEI: 506700YRG9330Q97U450       | Long             | EC               | CORP              | CH        |     16803 | NS      | $307528.47    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Saudi Airlines Catering Co                                       | Saudi Airlines Catering Co                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |    210747 | NS      | $4263297.14   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Ahli Bank of Kuwait KSCP                                      | Al Ahli Bank of Kuwait KSCP                                                 | CUSIP: N/A<br>LEI: 254900PGVVLJTOEWLL80       | Long             | EC               | CORP              | KW        |    360647 | NS      | $404202.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Billerud AB                                                      | Billerud AB                                                                 | CUSIP: 724037908<br>LEI: 549300YJUYJ9A24RXL71 | Long             | EC               | CORP              | SE        |    146500 | NS      | $1701924.51   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai & Co Ltd                                            | Sun Hung Kai & Co Ltd                                                       | CUSIP: 685978009<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    149000 | NS      | $63676.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Financial Group Co Ltd                                        | JB Financial Group Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    217716 | NS      | $1798819.96   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk PT                                          | Mitra Adiperkasa Tbk PT                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |  15277800 | NS      | $1326867.25   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyo General Lease Co Ltd                                        | Fuyo General Lease Co Ltd                                                   | CUSIP: B03P2F906<br>LEI: 353800IE82QJT7UQJK58 | Long             | EC               | CORP              | JP        |     17500 | NS      | $1202733.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Supalai PCL                                                      | Supalai PCL                                                                 | CUSIP: N/A<br>LEI: 9845000F0E39B2C16696       | Long             | EC               | CORP              | TH        |   2377100 | NS      | $1745795.38   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Precision Drilling Corp                                          | Precision Drilling Corp                                                     | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |     53513 | NS      | $4265596.02   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Aryzta AG                                                        | Aryzta AG.                                                                  | CUSIP: H0336B110<br>LEI: 549300W2PUDQQVRD8W85 | Long             | EC               | CORP              | CH        |   3270835 | NS      | $4453658.97   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Malaysia Bhd                                            | Guinness Anchor BHD                                                         | CUSIP: 639780006<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    219000 | NS      | $1437496.34   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Medical Solutions Group PLC                             | Advanced Medical Solutions Group plc                                        | CUSIP: N/A<br>LEI: 213800HJP6OWOSZI1L74       | Long             | EC               | CORP              | GB        |     82179 | NS      | $257338.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First International Bank Of Israel Ltd/The                       | First International Bank Of Israel Ltd                                      | CUSIP: N/A<br>LEI: 2138002RV6AUUX19F397       | Long             | EC               | CORP              | IL        |    140890 | NS      | $5691083.88   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| JAFCO Group Co ltd                                               | Jafco Co Ltd                                                                | CUSIP: 647143007<br>LEI: 353800R7EWCVA2488G32 | Long             | EC               | CORP              | JP        |    334900 | NS      | $5976328.54   | 0.49%             |  |  |  | No            |                  2 | On Loan: —       |
| iShares Core MSCI Emerging Markets ETF                           | iShares Core MSCI Emerging Markets ETF                                      | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |    117508 | NS      | $5977631.96   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Matas A/S                                                        | Matas A.S.                                                                  | CUSIP: N/A<br>LEI: 2138004PXX8LWGHGL872       | Long             | EC               | CORP              | DK        |     68975 | NS      | $750604.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Metals Co Ltd                                            | Pacific Metals Co Ltd                                                       | CUSIP: 666634001<br>LEI: 35380077BZD6E7GU0N68 | Long             | EC               | CORP              | JP        |     93600 | NS      | $1445087.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Taihei Dengyo Kaisha Ltd                                         | Taihei Dengyo Kaisha Ltd                                                    | CUSIP: 686994005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11000 | NS      | $294728.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRY AB                                                          | AF AB                                                                       | CUSIP: N/A<br>LEI: 549300Q87LKPPD4X9R30       | Long             | EC               | CORP              | SE        |    168049 | NS      | $3033707.90   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Micronics Co Ltd                                            | Star Micronics Co Ltd                                                       | CUSIP: 684152002<br>LEI: 353800YVVMLCGEV0Q544 | Long             | EC               | CORP              | JP        |     36900 | NS      | $481434.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arjo AB                                                          | Arjo AB                                                                     | CUSIP: N/A<br>LEI: 549300OWGJPYKC6JF790       | Long             | EC               | CORP              | SE        |    366562 | NS      | $1422442.97   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Yonex Co Ltd                                                     | Yonex Co Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    180360 | NS      | $1763854.08   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandom Corp                                                      | Mandom Corp                                                                 | CUSIP: 656097003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37300 | NS      | $422883.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Insource Co Ltd                                                  | Insource Co Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    220000 | NS      | $2475113.08   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Astral Ltd                                                       | Astral Polytechnik Ltd                                                      | CUSIP: N/A<br>LEI: 3358007M1SKFTVDRMC40       | Long             | EC               | CORP              | IN        |     41492 | NS      | $1044044.83   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Pulp & Paper Co Ltd                                        | Japan Pulp & Paper Co Ltd                                                   | CUSIP: 647030006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $118134.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDI Insurance Co Ltd                                             | IDI Insurance Co Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      8441 | NS      | $201807.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coronado Global Resources Inc                                    | Coronado Global Resources, Inc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4196456 | NS      | $6080224.38   | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Asia Vital Components Co Ltd                                     | Asia Vital Components Co Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   1064000 | NS      | $3792483.61   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Qube Holdings Ltd                                                | Qube Logistics Holdings Ltd                                                 | CUSIP: N/A<br>LEI: 391200RT2MUFEO3RFW25       | Long             | EC               | CORP              | AU        |   3234599 | NS      | $7033560.79   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| MDA Ltd                                                          | MDA Ltd                                                                     | CUSIP: 55292X108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    172891 | NS      | $896582.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amada Co Ltd                                                     | Amada Co Ltd                                                                | CUSIP: 602210007<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |    663300 | NS      | $5958267.91   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Derichebourg SA                                                  | Derichebourg                                                                | CUSIP: 445708902<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |     17289 | NS      | $118658.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE Small-Cap ETF                                  | iShares MSCI EAFE Small-Cap ETF                                             | CUSIP: 464288273<br>LEI: 549300MJV5OZGVS4LX86 | Long             | EC               | RF                | US        |    256640 | NS      | $15690969.60  | 1.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Procter & Gamble Health Ltd                                      | Merck Ltd                                                                   | CUSIP: N/A<br>LEI: 3358008EZOXHCL1OF384       | Long             | EC               | CORP              | IN        |      7866 | NS      | $393380.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoucheng Holdings Ltd                                           | Shoucheng Holdings Ltd                                                      | CUSIP: N/A<br>LEI: 5299004VTNFRA1JE0Q48       | Long             | EC               | CORP              | HK        |   1348000 | NS      | $324079.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| C Uyemura & Co Ltd                                               | C Uyemura & Co Ltd                                                          | CUSIP: 608901906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $204255.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thoresen Thai Agencies PCL                                       | Thoresen Thai Agencies PCL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |  10899720 | NS      | $2698707.94   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Freehold Royalties Ltd                                           | Freehold Royalty Trust                                                      | CUSIP: 356500108<br>LEI: 529900KRYLKJ2WW87P48 | Long             | EC               | CORP              | CA        |    425973 | NS      | $5147980.79   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsui DM Sugar Holdings Co Ltd                                  | Mitsui Sugar Co Ltd                                                         | CUSIP: 659756001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34000 | NS      | $531786.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Magic Software Enterprises Ltd                                   | Magic Software Enterprises Ltd                                              | CUSIP: 559166103<br>LEI: 529900PT36UHAIVEFN60 | Long             | EC               | CORP              | IL        |     25644 | NS      | $416851.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                                           | Safestore Holdings plc                                                      | CUSIP: N/A<br>LEI: 213800WGA3YSJC1YOH73       | Long             | EC               | CORP              | GB        |    128171 | NS      | $1595945.74   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| A-Living Smart City Services Co Ltd                              | A-Living Services Co Ltd                                                    | CUSIP: N/A<br>LEI: 3003007MSHCO6ZTTSZ09       | Long             | EC               | CORP              | HK        |     84250 | NS      | $106619.86    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| CSSC Hong Kong Shipping Co Ltd                                   | CSSC Hong Kong Shipping Co Ltd                                              | CUSIP: N/A<br>LEI: 3003000ZPNREQ784GR92       | Long             | EC               | CORP              | HK        |   1990000 | NS      | $327830.30    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SPIE SA                                                          | SPIE S.A.                                                                   | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |    284710 | NS      | $7772657.66   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Secom Co Ltd                                              | Taiwan Secom Co Ltd                                                         | CUSIP: 687781906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    182000 | NS      | $610385.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLFZON Co Ltd                                                   | Golfzon co Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     17806 | NS      | $2049926.76   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                                           | NCC AB (B Shares)                                                           | CUSIP: 464574003<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |    101752 | NS      | $1006618.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| PVA TePla AG                                                     | PVA TePla AG.                                                               | CUSIP: N/A<br>LEI: 5299002Y7DARXV2Y4R82       | Long             | EC               | CORP              | DE        |     72041 | NS      | $1718447.93   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Resources Holdings Ltd                                     | Citic Resources Holdings Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   8274000 | NS      | $523438.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Astral Foods Ltd                                                 | Astral Foods Ltd                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     65434 | NS      | $606091.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SOL SpA                                                          | SOL S.p.A.                                                                  | CUSIP: 549068906<br>LEI: 81560096A9AEBBBD4B25 | Long             | EC               | CORP              | IT        |     21928 | NS      | $483858.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Raffles Medical Group Ltd                                        | Raffles Medical Group Ltd                                                   | CUSIP: N/A<br>LEI: 254900BARSOMRVZFY947       | Long             | EC               | CORP              | SG        |   1093300 | NS      | $1209302.31   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Uni-Select Inc                                                   | Uni-Select, Inc                                                             | CUSIP: 90457D100<br>LEI: 549300GQ1WI8PKN1NQ40 | Long             | EC               | CORP              | CA        |     42872 | NS      | $1278539.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chong Kun Dang Pharmaceutical Corp                               | Chong Kun Dang Pharmaceutical Corp                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     18861 | NS      | $1252456.54   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co Ltd                                                 | TVS Motor Co Ltd                                                            | CUSIP: N/A<br>LEI: 335800URVL13UQEWM152       | Long             | EC               | CORP              | IN        |    361110 | NS      | $4590952.78   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Yellow Hat Ltd                                                   | Yellow Hat Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     92700 | NS      | $1270918.81   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Lifesciences PCL                                            | Mega Lifesciences PCL                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |   1094200 | NS      | $1731958.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Abacus Property Group                                            | Abacus Property Group                                                       | CUSIP: N/A<br>LEI: 2138009R3Y4TK4IZDW59       | Long             | EC               | CORP              | AU        |   1296733 | NS      | $2569574.87   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| United Malt Grp Ltd                                              | United Malt Grp Ltd                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    892938 | NS      | $2308886.22   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Fu Shou Yuan International Group Ltd                             | Fu Shou Yuan International Group Ltd                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   1410000 | NS      | $1189711.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd                                    | Kawasaki Heavy Industries Ltd                                               | CUSIP: 648462000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |    169700 | NS      | $3883178.49   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Grape King Bio Ltd                                               | Grape King Industrial Co                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     58000 | NS      | $334173.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie des Alpes                                                    | Cie des Alpes                                                               | CUSIP: N/A<br>LEI: 96950029IN3GW457GG90       | Long             | EC               | CORP              | FR        |     12866 | NS      | $203476.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentradora Fibra Danhos SA de CV                              | Concentradora Fibra Danhos S.A. de C.V.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     43500 | NS      | $57544.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wihlborgs Fastigheter AB                                         | Wihlborgs Fastigheter AB                                                    | CUSIP: N/A<br>LEI: 549300RC1YDJPITF8X06       | Long             | EC               | CORP              | SE        |     96931 | NS      | $798044.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HUTCHMED China Ltd                                               | HUTCHMED China Ltd                                                          | CUSIP: N/A<br>LEI: 2138006X34YDQ6OBYE79       | Long             | EC               | CORP              | HK        |   1587500 | NS      | $5861732.93   | 0.48%             |  |  |  | No            |                  2 | On Loan: —       |
| Oracle Financial Services Software Ltd                           | Oracle Financial Services Software Ltd                                      | CUSIP: N/A<br>LEI: 3358008SYNPKSPNMTJ57       | Long             | EC               | CORP              | IN        |      3726 | NS      | $139162.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enea SA                                                          | Enea S.A.                                                                   | CUSIP: N/A<br>LEI: 2594003JTXPYO8NOG018       | Long             | EC               | CORP              | PL        |    567705 | NS      | $885849.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                 | Unicaja Banco S.A.                                                          | CUSIP: BA3732100<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |   4080217 | NS      | $5015201.30   | 0.41%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Medipal Holdings Corp                                            | Mediceo Paltac Holdings Co Ltd                                              | CUSIP: 678209909<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |    159700 | NS      | $2132151.77   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Sinai Kalkinma Bankasi AS                                | Turkiye Sinai Kalkinma Bankasi AS                                           | CUSIP: N/A<br>LEI: 549300MFCXK5HOOEWP84       | Long             | EC               | CORP              | TR        |   3009141 | NS      | $672399.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Colbun SA                                                        | Colbun S.A.                                                                 | CUSIP: 230925901<br>LEI: 5493003VQJLE2QB8IF36 | Long             | EC               | CORP              | CL        |  15773899 | NS      | $1835637.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GlaxoSmithKline Pharmaceuticals Ltd                              | GlaxoSmithKline Pharmaceuticals Ltd                                         | CUSIP: N/A<br>LEI: 3358002TNSC1U2DWNY52       | Long             | EC               | CORP              | IN        |     71795 | NS      | $1094062.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Catalana Occidente SA                                      | Grupo Catalana Occidente S.A.                                               | CUSIP: B188XC900<br>LEI: 959800H2P9S8MS95DT42 | Long             | EC               | CORP              | ES        |     19277 | NS      | $597520.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Feng Hsin Steel Co Ltd                                           | Feng Hsin Iron & Steel Co                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    471000 | NS      | $1086560.90   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TransAlta Corp                                                   | TransAlta Corp                                                              | CUSIP: 89346D107<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | EC               | CORP              | CA        |    191479 | NS      | $1859312.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi Research Institute Inc                                | Mitsubishi Research Institute, Inc                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     30700 | NS      | $1194483.54   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Filinvest REIT Corp                                              | Filinvest REIT Corp                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |    290100 | NS      | $30307.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Foods Ltd                                                  | Cofco International Ltd                                                     | CUSIP: 610573909<br>LEI: 529900SKC2U9O25M2019 | Long             | EC               | CORP              | HK        |   1500000 | NS      | $558974.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Semirara Mining & Power Corp                                     | Semirara Mining & Power Corp                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |   4233900 | NS      | $2488629.65   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Synsam AB                                                        | Synsam AB                                                                   | CUSIP: N/A<br>LEI: 5493000TMEGW9DHNOQ70       | Long             | EC               | CORP              | SE        |    102876 | NS      | $421106.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wickes Group PLC                                                 | Wickes Group plc                                                            | CUSIP: N/A<br>LEI: 213800IEX9ZXJRAOL133       | Long             | EC               | CORP              | GB        |    296068 | NS      | $555176.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Energy Ltd                                                 | Beach Petroleum Ltd                                                         | CUSIP: N/A<br>LEI: 8Q9PJD25OKTQT5FHUF40       | Long             | EC               | CORP              | AU        |   4625292 | NS      | $4970276.08   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Matahari Department Store Tbk PT                                 | Matahari Department Store Tbk PT                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |   2669200 | NS      | $782545.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                     | Kyushu Electric Power Co, Inc                                               | CUSIP: 649980000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |    890900 | NS      | $5128588.29   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Vakrangee Ltd                                                    | Vakrangee Ltd                                                               | CUSIP: N/A<br>LEI: 984500B15479085L2F46       | Long             | EC               | CORP              | IN        |    806465 | NS      | $267084.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                              | AMG Advanced Metallurgical Group NV                                         | CUSIP: B1Z95S904<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |     86712 | NS      | $3387198.36   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital & Counties Properties PLC                                | Capital & Counties Properties                                               | CUSIP: N/A<br>LEI: 549300TTXXZ1SHUI0D54       | Long             | EC               | CORP              | GB        |   1455979 | NS      | $2064253.47   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                                         | Ambea AB                                                                    | CUSIP: N/A<br>LEI: 549300AEVNZRHYI5HV24       | Long             | EC               | CORP              | SE        |     47169 | NS      | $177065.66    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sesa SpA                                                         | Sesa S.p.A                                                                  | CUSIP: N/A<br>LEI: 81560005C031D4E76707       | Long             | EC               | CORP              | IT        |     23801 | NS      | $3238750.02   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Medigen Vaccine Biologics Corp                                   | Medigen Vaccine Biologics Corp                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   1276000 | NS      | $3127298.40   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Ceramic Co Ltd                                            | Nippon Ceramic Co Ltd                                                       | CUSIP: 664656006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     61700 | NS      | $1150042.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Boryung                                                          | Boryung Pharmaceutical Co Ltd                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    170960 | NS      | $1343131.61   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Power Ltd                                               | Reliance Power Ltd                                                          | CUSIP: N/A<br>LEI: 335800D1QMGOF93XZU85       | Long             | EC               | CORP              | IN        |  13351381 | NS      | $2088505.63   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Zydus Wellnes Ltd                                                | Zydus Wellness Ltd                                                          | CUSIP: N/A<br>LEI: 335800YCS4FG8P1D1Y21       | Long             | EC               | CORP              | IN        |     37155 | NS      | $635532.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar Industries India Ltd                                       | Solar Industries India Ltd                                                  | CUSIP: N/A<br>LEI: 3358002ANWRT2YJ79L60       | Long             | EC               | CORP              | IN        |      4558 | NS      | $223504.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Financial Markets Consulting PLC                           | Alpha Financial Markets Consulting plc                                      | CUSIP: N/A<br>LEI: 2138003XGYCLWLC7GF39       | Long             | EC               | CORP              | GB        |      8942 | NS      | $51262.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co Ltd                                     | Hanwha Life Insurance Co Ltd                                                | CUSIP: N/A<br>LEI: 988400ZKCI3R9DQHR320       | Long             | EC               | CORP              | KR        |   1509914 | NS      | $3372618.54   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Fletcher Building Ltd                                            | Fletcher Building Ltd                                                       | CUSIP: 634160907<br>LEI: 549300UPHQTT2LG75045 | Long             | EC               | CORP              | NZ        |   1134711 | NS      | $3736544.80   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Iren SpA                                                         | Iride S.p.A.                                                                | CUSIP: 478321904<br>LEI: 8156001EBD33FD474E60 | Long             | EC               | CORP              | IT        |   1828701 | NS      | $3311940.54   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Dios Fastigheter AB                                              | Dios Fastigheter AB                                                         | CUSIP: N/A<br>LEI: 549300G3VF7LZQ9IW435       | Long             | EC               | CORP              | SE        |     56183 | NS      | $428131.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Italmobiliare SpA                                                | Italmobiliare S.p.A                                                         | CUSIP: N/A<br>LEI: 815600E546497667D288       | Long             | EC               | CORP              | IT        |      6266 | NS      | $167838.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group PLC                                         | Morgan Sindall plc                                                          | CUSIP: 080856008<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |     59796 | NS      | $1210473.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co Ltd                                                  | Kandenko Co Ltd                                                             | CUSIP: 648358000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |    244000 | NS      | $1639958.83   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Camurus AB                                                       | Camurus AB                                                                  | CUSIP: N/A<br>LEI: 5493003S6Z6VI7WYFQ06       | Long             | EC               | CORP              | SE        |     49320 | NS      | $1180339.62   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Advanced Materials PLC                                    | Morgan Crucible Co plc                                                      | CUSIP: 060272002<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |    209518 | NS      | $813149.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Glass Industry Corp                                       | Taiwan Glass Industrial Corp                                                | CUSIP: 687086900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    737000 | NS      | $576282.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bolsa Mexicana de Valores SAB de CV                              | Bolsa Mexicana de Valores S.A. de C.V.                                      | CUSIP: N/A<br>LEI: 894500CS2D6RLGW61A19       | Long             | EC               | CORP              | MX        |    969100 | NS      | $2101805.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahanagar Gas Ltd                                                | Mahanagar Gas Ltd                                                           | CUSIP: N/A<br>LEI: 3358001GYZI2KS7FHN90       | Long             | EC               | CORP              | IN        |     32332 | NS      | $349715.80    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mimasu Semiconductor Industry Co Ltd                             | Mimasu Semiconductor Industry Co Ltd                                        | CUSIP: 659460901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     91700 | NS      | $1818857.30   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Finning International Inc                                        | Finning International, Inc                                                  | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |    299338 | NS      | $8445491.35   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CureVac NV                                                       | CureVac NV                                                                  | CUSIP: N/A<br>LEI: 724500BUT8GAG9LMYN56       | Long             | EC               | CORP              | DE        |     67219 | NS      | $745007.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Electronics Ltd                                        | Kanematsu Electronics Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     21700 | NS      | $1036330.87   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fire Rock Holdings Ltd                                           | Fire Rock Holdings Ltd                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   4220000 | NS      | $226038.27    | 0.02%             |  |  |  | No            |                  3 | On Loan: —       |
| Monadelphous Group Ltd                                           | Monadelphous Group Ltd                                                      | CUSIP: N/A<br>LEI: 5299007YT51BCWZTYW93       | Long             | EC               | CORP              | AU        |    307215 | NS      | $3027969.68   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| National Express Group PLC                                       | National Express Group plc                                                  | CUSIP: 062152905<br>LEI: 213800A8IQEMY8PA5X34 | Long             | EC               | CORP              | GB        |   1356224 | NS      | $2234054.62   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIQ ENERGY HOLDINGS S.A.                                    | Hellenic Petroleum S.A.                                                     | CUSIP: 547565903<br>LEI: 213800YUBJMZYR1SNG35 | Long             | EC               | CORP              | GR        |     80256 | NS      | $677506.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Trican Well Service Ltd                                          | Trican Well Service Ltd                                                     | CUSIP: 895945103<br>LEI: 5493003PMAE3KEW1DL91 | Long             | EC               | CORP              | CA        |    706425 | NS      | $1826389.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shufersal Ltd                                                    | Shufersal Ltd                                                               | CUSIP: N/A<br>LEI: 984500F64E05B78E0D41       | Long             | EC               | CORP              | IL        |    503126 | NS      | $2823185.44   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamron Co Ltd                                                    | Tamron Co Ltd                                                               | CUSIP: 687102004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13652 | NS      | $330953.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bukit Asam Tbk PT                                                | PT Tambang Batubara Bukit Asam Tbk                                          | CUSIP: N/A<br>LEI: 529900XX13TXG5L4CN33       | Long             | EC               | CORP              | ID        |   5777700 | NS      | $1313532.54   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Glenmark Pharmaceuticals Ltd                                     | Glenmark Pharmaceuticals Ltd                                                | CUSIP: 669875908<br>LEI: 335800WKECZXIIT9GK20 | Long             | EC               | CORP              | IN        |     87161 | NS      | $409497.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Piaggio & C SpA                                                  | Piaggio & C S.p.A.                                                          | CUSIP: B15CPD901<br>LEI: 8156000256C2431C2E92 | Long             | EC               | CORP              | IT        |    434192 | NS      | $1640237.93   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar A/S                                                        | Solar Holdings AS (B Shares)                                                | CUSIP: 482167905<br>LEI: 21380031XTLI9X5MTY92 | Long             | EC               | CORP              | DK        |      9846 | NS      | $909692.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                                       | Aurubis AG.                                                                 | CUSIP: 548552900<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |     25803 | NS      | $2728843.27   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AUB Group Ltd                                                    | AUB Group Ltd                                                               | CUSIP: N/A<br>LEI: 5493005X7SUBQF3OEG82       | Long             | EC               | CORP              | AU        |    306436 | NS      | $5133086.57   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Burgan Bank SAK                                                  | Burgan Bank SAK                                                             | CUSIP: N/A<br>LEI: 558600NC81HKXMFSTY52       | Long             | EC               | CORP              | KW        |   1690111 | NS      | $1243013.66   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IGB Real Estate Investment Trust                                 | IGB Real Estate Investment Trust                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   2202000 | NS      | $908735.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ta Ann Holdings Bhd                                              | Ta Ann Holdings BHD                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     17500 | NS      | $13989.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC Ltd/India                                                    | Nagarjuna Construction Co                                                   | CUSIP: N/A<br>LEI: 3358004NHG46U9TEGO83       | Long             | EC               | CORP              | IN        |    336220 | NS      | $372085.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Veidekke ASA                                                     | Veidekke ASA                                                                | CUSIP: B1XCHJ906<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |     70611 | NS      | $729092.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shougang Fushan Resources Group Ltd                              | Fushan International Energy Group Ltd                                       | CUSIP: 635467905<br>LEI: 529900OPUNJYLOX4OL37 | Long             | EC               | CORP              | HK        |   9438023 | NS      | $3418658.32   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Elders Ltd                                                       | Futuris Corp Ltd                                                            | CUSIP: 635785009<br>LEI: 254900Y0SQG962QL6549 | Long             | EC               | CORP              | AU        |     22823 | NS      | $157128.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Zosen Corp                                               | Hitachi Zosen Corp                                                          | CUSIP: 642930002<br>LEI: 5493006MPD0OCAMCE046 | Long             | EC               | CORP              | JP        |    908200 | NS      | $6013861.46   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamoto Industries Inc                                           | Okamoto Industries, Inc                                                     | CUSIP: 665776001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11400 | NS      | $343090.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Konoike Transport Co Ltd                                         | Konoike Transport Co Ltd                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     16100 | NS      | $191006.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ElringKlinger AG                                                 | ElringKlinger AG.                                                           | CUSIP: 513863902<br>LEI: 529900QDISXXZ2D1Q489 | Long             | EC               | CORP              | DE        |     61306 | NS      | $533606.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SA                                                         | Sa des Ciments Vicat                                                        | CUSIP: N/A<br>LEI: 9695009YI1863TOVDP79       | Long             | EC               | CORP              | FR        |      9722 | NS      | $271473.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Caplin Point Laboratories Ltd                                    | Caplin Point Laboratories Ltd                                               | CUSIP: N/A<br>LEI: 33580043U3LXMROY5J69       | Long             | EC               | CORP              | IN        |     49110 | NS      | $416413.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Killam Apartment Real Estate Investment Trust                    | Killam Apartment Real Estate Investment Trust                               | CUSIP: 49410M102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    227318 | NS      | $3143550.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Softcat PLC                                                      | Softcat plc                                                                 | CUSIP: N/A<br>LEI: 213800N42YZLR9GLVC42       | Long             | EC               | CORP              | GB        |    227621 | NS      | $3406098.09   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ABLBio Inc                                                       | ABLBio, Inc                                                                 | CUSIP: N/A<br>LEI: 9884007BRC71Y64NK235       | Long             | EC               | CORP              | KR        |    243280 | NS      | $3892976.94   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perkebunan London Sumatra Indonesia Tbk PT            | PT Perusahaan Perkebunan London Sumatra Indonesia Tbk                       | CUSIP: N/A<br>LEI: 5299004YVLW9J08ITY27       | Long             | EC               | CORP              | ID        |  10617100 | NS      | $751585.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAM KANG M&T Co Ltd                                              | SAM KANG M&T Co Ltd                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    174953 | NS      | $2955683.56   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnia Holdings Ltd                                               | Omnia Holdings Ltd                                                          | CUSIP: N/A<br>LEI: 529900T6L5CEOP1PNP91       | Long             | EC               | CORP              | ZA        |    641178 | NS      | $2311925.73   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins India Ltd                                                | Cummins India Ltd                                                           | CUSIP: N/A<br>LEI: 3358002PR6NKJRU4YS77       | Long             | EC               | CORP              | IN        |      8121 | NS      | $142946.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Riso Kyoiku Co Ltd                                               | Riso Kyoiku Co Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    555500 | NS      | $1561094.89   | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| LS Corp                                                          | LS Cable Ltd                                                                | CUSIP: 637578006<br>LEI: 988400SQWZ34LADYL505 | Long             | EC               | CORP              | KR        |     78109 | NS      | $4489789.69   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| LEM Holding SA                                                   | LEM Holding S.A.                                                            | CUSIP: N/A<br>LEI: 5067008AF2B2C5O7TJ43       | Long             | EC               | CORP              | CH        |       196 | NS      | $433533.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Superior Plus Corp                                               | Superior Plus Corp                                                          | CUSIP: 86828P103<br>LEI: 52990059VEQM9RBM0045 | Long             | EC               | CORP              | CA        |     62244 | NS      | $503359.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Virgin Money UK PLC                                              | Virgin Money UK plc                                                         | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | EC               | CORP              | GB        |   2315631 | NS      | $5540617.83   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Noevir Holdings Co Ltd                                           | Noevir Holdings Co Ltd                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7900 | NS      | $347875.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marimekko Oyj                                                    | Marimekko Oyj                                                               | CUSIP: N/A<br>LEI: 74370053IOY42B9YJ350       | Long             | EC               | CORP              | FI        |     25014 | NS      | $250784.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kelt Exploration Ltd                                             | Kelt Exploration Ltd                                                        | CUSIP: 488295106<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |    191842 | NS      | $658913.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Inficon Holding AG                                               | Inficon Holding AG.                                                         | CUSIP: N/A<br>LEI: 5067008UT6890I0YM937       | Long             | EC               | CORP              | CH        |       610 | NS      | $638672.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Liontrust Asset Management PLC                                   | Liontrust Asset Management plc                                              | CUSIP: N/A<br>LEI: 549300XVXU6S7PLCL855       | Long             | EC               | CORP              | GB        |     31676 | NS      | $453848.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Telecom International Holdings Ltd                         | Citic Telecom International Holdings Ltd                                    | CUSIP: B1VKZ8904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    702000 | NS      | $250062.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape PLC                                                     | Inchcape plc                                                                | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |    625722 | NS      | $7054840.85   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Latent View Analytics Ltd                                        | Latent View Analytics Ltd                                                   | CUSIP: N/A<br>LEI: 335800DH59WJEXU4X131       | Long             | EC               | CORP              | IN        |     92845 | NS      | $421826.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BW LPG Ltd                                                       | BW LPG Ltd                                                                  | CUSIP: N/A<br>LEI: 5493006WBEME88YFDW23       | Long             | EC               | CORP              | NO        |    198452 | NS      | $1642441.80   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ASMPT Ltd                                                        | ASM Pacific Technology                                                      | CUSIP: 600245005<br>LEI: 529900PYFA1HFYKPT360 | Long             | EC               | CORP              | HK        |    587200 | NS      | $4850051.23   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Group Ltd                                              | Hang Lung Group Ltd                                                         | CUSIP: 640835005<br>LEI: 529900V2T2EPOQYH0981 | Long             | EC               | CORP              | HK        |    882000 | NS      | $1627656.39   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                                | International Games System Co Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    263000 | NS      | $4351050.84   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd                                                   | Kobe Steel Ltd                                                              | CUSIP: J34555144<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |    603600 | NS      | $3251912.59   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Medytox Inc                                                      | Medy-Tox, Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     29496 | NS      | $3212361.73   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagerhult AB                                                     | Fagerhult AB                                                                | CUSIP: N/A<br>LEI: 549300G9NPD8LSJLMP91       | Long             | EC               | CORP              | SE        |    114298 | NS      | $533367.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Oriental Group Co Ltd                                      | China Oriental Group Co Ltd                                                 | CUSIP: N/A<br>LEI: 254900JSQWBLJHVYA555       | Long             | EC               | CORP              | HK        |    716000 | NS      | $147341.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McPhy Energy SA                                                  | McPhy Energy S.A.                                                           | CUSIP: N/A<br>LEI: 969500W5X02DTT3BZS69       | Long             | EC               | CORP              | FR        |     52246 | NS      | $795204.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pola Orbis Holdings Inc                                          | Pola Orbis Holdings, Inc                                                    | CUSIP: N/A<br>LEI: 353800E8OIV0XYBABS79       | Long             | EC               | CORP              | JP        |    436100 | NS      | $6291926.64   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Hotai Finance Co Ltd                                             | Hotai Finance Co Ltd                                                        | CUSIP: N/A<br>LEI: 2549007978RPLLF25G91       | Long             | EC               | CORP              | TW        |     97000 | NS      | $342327.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China XLX Fertiliser Ltd                                         | China XLX Fertiliser Ltd                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   2996949 | NS      | $1752958.42   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PCCW Ltd                                                         | PCCW Ltd                                                                    | CUSIP: 657407904<br>LEI: 254900SI7GPUPA1TJX39 | Long             | EC               | CORP              | HK        |    391400 | NS      | $192319.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wakita & Co Ltd                                                  | Wakita & Co Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14400 | NS      | $134319.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Corp Ltd                                                | New Hope Corp Ltd                                                           | CUSIP: N/A<br>LEI: 254900DHRUGXZSLSNZ83       | Long             | EC               | CORP              | AU        |    472564 | NS      | $1958497.54   | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| Itochu Enex Co Ltd                                               | Itochu Enex Co Ltd                                                          | CUSIP: 646782003<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |    106200 | NS      | $910282.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Calibre Mining Corp                                              | Calibre Mining Corp                                                         | CUSIP: 13000C205<br>LEI: 9845005U3E61362A1O58 | Long             | EC               | CORP              | CA        |    563656 | NS      | $457516.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NSD Co Ltd                                                       | Nippon System Development Co Ltd                                            | CUSIP: 663960003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    159600 | NS      | $2867353.45   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Growthpoint Properties Australia Ltd                             | Growthpoint Properties Australia Ltd                                        | CUSIP: N/A<br>LEI: 529900VCPJ9IEDF4TJ03       | Long             | EC               | CORP              | AU        |    295197 | NS      | $681847.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Abdullah Al Othaim Markets Co                                    | Abdullah Al Othaim Markets Co                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |    129768 | NS      | $3650551.77   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Iluka Resources Ltd                                              | Iluka Resources Ltd                                                         | CUSIP: 695757005<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |    853015 | NS      | $6563673.62   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Sesoda Corp                                                      | Sesoda Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   2796000 | NS      | $3980804.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                                       | AddTech AB                                                                  | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |    269944 | NS      | $4310824.94   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeuchi Manufacturing Co Ltd                                    | Takeuchi Manufacturing Co Ltd                                               | CUSIP: 656503901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    194400 | NS      | $4302546.61   | 0.35%             |  |  |  | No            |                  2 | On Loan: —       |
| Gillette India Ltd                                               | Gillette India Ltd                                                          | CUSIP: N/A<br>LEI: 3358002S2XZDSQKDGX30       | Long             | EC               | CORP              | IN        |      3243 | NS      | $193906.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuwait International Bank KSCP                                   | Kuwait International Bank KSCP                                              | CUSIP: N/A<br>LEI: 254900OP0ZRLYKKXET16       | Long             | EC               | CORP              | KW        |    153627 | NS      | $102442.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Doutor Nichires Holdings Co Ltd                                  | Doutor Nichires Holdings Co Ltd                                             | CUSIP: B249GF902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     62200 | NS      | $895186.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Unichip Corp                                              | Global Unichip Corp                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    187000 | NS      | $4935574.05   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| OY Nofar Energy Ltd                                              | OY Nofar Energy Ltd                                                         | CUSIP: N/A<br>LEI: 894500AMGSB9R178TW69       | Long             | EC               | CORP              | IL        |     32750 | NS      | $881663.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Queensland Ltd                                           | Bank of Queensland Ltd (ASE)                                                | CUSIP: 607624004<br>LEI: 549300WFIN7T02UKDG08 | Long             | EC               | CORP              | AU        |    149555 | NS      | $739526.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AG Barr PLC                                                      | AG. Barr plc                                                                | CUSIP: N/A<br>LEI: 213800QWTXXXF8BNEC87       | Long             | EC               | CORP              | GB        |     87543 | NS      | $592072.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Greentown Management Holdings Co Ltd                             | Greentown Management Holdings Co Ltd                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   3164000 | NS      | $2613773.94   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hutchison Port Holdings Trust                                    | Hutchison Port Holdings Trust                                               | CUSIP: N/A<br>LEI: 529900E8LS83XV4W6889       | Long             | EC               | CORP              | SG        |   2899300 | NS      | $596536.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prima Meat Packers Ltd                                           | Prima Meat Packers Ltd                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     59600 | NS      | $1011064.62   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Orior AG                                                         | Orior AG.                                                                   | CUSIP: N/A<br>LEI: 50670020I84ZA17K9522       | Long             | EC               | CORP              | CH        |      8020 | NS      | $663932.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Astrindo Nusantara Infrastructure Tbk PT                         | PT Benakat Petroleum Energy                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        | 258970492 | NS      | $3080671.16   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxvalu Tokai Co Ltd                                             | Maxvalu Tokai Co Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15000 | NS      | $325333.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Securities Ltd                                             | ICICI Securities Ltd                                                        | CUSIP: N/A<br>LEI: 335800RT5NJ3UPWK7351       | Long             | EC               | CORP              | IN        |     26435 | NS      | $159714.29    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

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

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Principal Financial Officer, Principal Accounting Officer and Treasurer