# EDGAR Filing Document

**Accession Number:** 0001350487
**File Stem:** 0001752724-25-212636
**Filing Date:** 2025-8
**Character Count:** 387076
**Document Hash:** 7f8c972edca31f45f37c285d91d69a42
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-212636.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001752724-25-212636

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WisdomTree Trust
- **CENTRAL INDEX KEY:** 0001350487

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21864
- **FILM NUMBER:** 251278523

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000164635 | WisdomTree Dynamic International SmallCap Equity Fund | DDLS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 250 WEST 34TH STREET

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10119

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $438899345.83

**Total Liabilities:** $13797391.65

**Net Assets:** $425101954.18

**Cash Not Reported:** $412878.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164635 | 4.27%                | 5.19%                | 4.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $142445.41               | $17529455.39                               |
| Month 2  | $862386.34               | $16630954.61                               |
| Month 3  | $2525613.32              | $16705489.08                               |

**Designated Index Information**

- **Index Name:** WisdomTree Dynamic Currency Hedged International SmallCap Equity Index

- **Index Identifier:** WTISDIHD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Awa Bank Ltd/The                                   | Awa Bank Ltd/The                                         | CUSIP: 000000000<br>LEI: 353800YH8XWV0XAHXR13 | Long             | EC               | CORP              | JP        |      5370 | NS      | $106808.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Puuilo Oyj                                         | Puuilo Oyj                                               | CUSIP: 000000000<br>LEI: 743700UJUT6FWHBXPR69 | Long             | EC               | CORP              | FI        |     49213 | NS      | $753880.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Talenom Oyj                                        | Talenom Oyj                                              | CUSIP: 000000000<br>LEI: 7437008E4R0N45B8J675 | Long             | EC               | CORP              | FI        |     37923 | NS      | $174947.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Zigup PLC                                          | Zigup PLC                                                | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |    200396 | NS      | $974874.37    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Migdal Insurance & Financial H                     | Migdal Insurance & Financial Holdings Ltd                | CUSIP: 000000000<br>LEI: 549300W4Y1WPXVCYYE42 | Long             | EC               | CORP              | IL        |    131635 | NS      | $362401.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Onoken Co Ltd                                      | Onoken Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800HJJJZ8VMSWL025 | Long             | EC               | CORP              | JP        |      5400 | NS      | $52338.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7997.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Food Empire Holdings Ltd                           | Food Empire Holdings Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    432300 | NS      | $624529.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITEC Group Holdings Inc                          | MEITEC Group Holdings Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43900 | NS      | $965255.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicat SACA                                         | Vicat SACA                                               | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |     23570 | NS      | $1626856.74   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                      | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9923.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hill & Smith PLC                                   | Hill & Smith PLC                                         | CUSIP: 000000000<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |     24089 | NS      | $591545.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Macfarlane Group PLC                               | Macfarlane Group PLC                                     | CUSIP: 000000000<br>LEI: 213800LVRYDERSJAAZ73 | Long             | EC               | CORP              | GB        |    111337 | NS      | $180033.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AQ Group AB                                        | AQ Group AB                                              | CUSIP: 000000000<br>LEI: 549300CN568MD1JD3E40 | Long             | EC               | CORP              | SE        |     18564 | NS      | $352175.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiheiyo Cement Corp                               | Taiheiyo Cement Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20700 | NS      | $513612.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Round One Corp                                     | Round One Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37900 | NS      | $386228.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Sistema SpA                                  | Banca Sistema SpA                                        | CUSIP: 000000000<br>LEI: 815600B5C61A10BBB451 | Long             | EC               | CORP              | IT        |     87172 | NS      | $178253.29    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | CURRENCY CONTRACT - ILS                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2295.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui DM Sugar Co Ltd                             | Mitsui DM Sugar Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12100 | NS      | $256332.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandi Standard AB                                 | Scandi Standard AB                                       | CUSIP: 000000000<br>LEI: 5493006VHH78UQJVF844 | Long             | EC               | CORP              | SE        |     29485 | NS      | $298859.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daihen Corp                                        | Daihen Corp                                              | CUSIP: 000000000<br>LEI: 353800VGTLA3QRNG5478 | Long             | EC               | CORP              | JP        |      3737 | NS      | $165318.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Mining & Smelting Co Lt                     | Mitsui Mining & Smelting Co Ltd                          | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |     14000 | NS      | $488393.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mani Inc                                           | Mani Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12100 | NS      | $103454.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydbank AS                                         | Sydbank AS                                               | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |     58177 | NS      | $4300254.04   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIA Engineering Co Ltd                             | SIA Engineering Co Ltd                                   | CUSIP: 000000000<br>LEI: 2549008BTH8VFCM3UL43 | Long             | EC               | CORP              | SG        |    305800 | NS      | $756306.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GR Engineering Services Ltd                        | GR Engineering Services Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    243820 | NS      | $519309.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Reach Subsea ASA                                   | Reach Subsea ASA                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXK7FS45 | Long             | EC               | CORP              | NO        |    236059 | NS      | $179148.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenmare Resources PLC                              | Kenmare Resources PLC                                    | CUSIP: 000000000<br>LEI: 635400ETHWP1EKJMDO16 | Long             | EC               | CORP              | IE        |    102173 | NS      | $458541.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Portland Estates PLC                         | Great Portland Estates PLC                               | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               | CORP              | GB        |    142227 | NS      | $698718.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Basin Shipping Ltd                         | Pacific Basin Shipping Ltd                               | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | HK        |   1852000 | NS      | $476565.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AIXTRON SE                                         | AIXTRON SE                                               | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |     29632 | NS      | $542274.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AddLife AB                                         | AddLife AB                                               | CUSIP: 000000000<br>LEI: 5493005T3M7CD7XWE013 | Long             | EC               | CORP              | SE        |      9938 | NS      | $196770.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dalrymple Bay Infrastructure L                     | Dalrymple Bay Infrastructure Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    402504 | NS      | $1121069.37   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Construcciones y Auxiliar de F                     | Construcciones y Auxiliar de Ferrocarriles SA            | CUSIP: 000000000<br>LEI: 95980020140005275134 | Long             | EC               | CORP              | ES        |     14014 | NS      | $767407.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilfinger SE                                       | Bilfinger SE                                             | CUSIP: 000000000<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |     16869 | NS      | $1616806.06   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Evans Group PLC                                 | MP Evans Group PLC                                       | CUSIP: 000000000<br>LEI: 2138003IBXJUCR4SZG26 | Long             | EC               | CORP              | GB        |     39629 | NS      | $613652.93    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | CURRENCY CONTRACT - JPY                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6175.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - ILS                                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1844.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teijin Ltd                                         | Teijin Ltd                                               | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |     24700 | NS      | $199727.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuller Smith & Turner PLC                          | Fuller Smith & Turner PLC                                | CUSIP: 000000000<br>LEI: 213800C7ACOFMRCQQW76 | Long             | EC               | CORP              | GB        |     16090 | NS      | $131852.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linea Directa Aseguradora SA C                     | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | CUSIP: 000000000<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |    227906 | NS      | $361696.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramelius Resources Ltd                             | Ramelius Resources Ltd                                   | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |    322942 | NS      | $533332.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9923.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beacon Lighting Group Ltd                          | Beacon Lighting Group Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     98138 | NS      | $232176.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orora Ltd                                          | Orora Ltd                                                | CUSIP: 000000000<br>LEI: 549300WFEQJK35VDF789 | Long             | EC               | CORP              | AU        |    451831 | NS      | $559643.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matsui Securities Co Ltd                           | Matsui Securities Co Ltd                                 | CUSIP: 000000000<br>LEI: 3538007PRKOSDN175V58 | Long             | EC               | CORP              | JP        |    144800 | NS      | $697710.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7997.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Recticel SA                                        | Recticel SA                                              | CUSIP: 000000000<br>LEI: 549300R8K43AXHYP5M15 | Long             | EC               | CORP              | BE        |     18266 | NS      | $219132.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bic Camera Inc                                     | Bic Camera Inc                                           | CUSIP: 000000000<br>LEI: 353800MQU1LJXY6N8N97 | Long             | EC               | CORP              | JP        |     16100 | NS      | $184356.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon M&A Center Holdings Inc                      | Nihon M&A Center Holdings Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     81800 | NS      | $414195.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MFE-MediaForEurope NV                              | MFE-MediaForEurope NV                                    | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | IT        |    237378 | NS      | $810859.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4801.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clas Ohlson AB                                     | Clas Ohlson AB                                           | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |     22160 | NS      | $751966.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bisalloy Steel Group Ltd                           | Bisalloy Steel Group Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     79613 | NS      | $192523.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPoint PLC                                       | PayPoint PLC                                             | CUSIP: 000000000<br>LEI: 5493004YKWI8U0GDD138 | Long             | EC               | CORP              | GB        |     53129 | NS      | $616660.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 7C Solarparken AG                                  | 7C Solarparken AG                                        | CUSIP: 000000000<br>LEI: 529900SUURYOXKCQ6Z90 | Long             | EC               | CORP              | DE        |     62703 | NS      | $131014.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Etablissements Maurel et Prom                      | Etablissements Maurel et Prom SA                         | CUSIP: 000000000<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |    105959 | NS      | $600754.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hakuto Co Ltd                                      | Hakuto Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $208909.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-95785.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Amot Investments Ltd                               | Amot Investments Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    233735 | NS      | $1583220.59   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinagawa Refractories Co Ltd                      | Shinagawa Refractories Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14200 | NS      | $163091.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mochida Pharmaceutical Co Ltd                      | Mochida Pharmaceutical Co Ltd                            | CUSIP: 000000000<br>LEI: 3538008YGVRYRM8B7Q95 | Long             | EC               | CORP              | JP        |      5300 | NS      | $108792.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safestore Holdings PLC                             | Safestore Holdings PLC                                   | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               | CORP              | GB        |     69597 | NS      | $675235.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IDOM Inc                                           | IDOM Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23000 | NS      | $168783.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terveystalo Oyj                                    | Terveystalo Oyj                                          | CUSIP: 000000000<br>LEI: 7437001AEZHLL3UEX093 | Long             | EC               | CORP              | FI        |     37795 | NS      | $508430.23    | 0.12%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Shin-Etsu Polymer Co Ltd                           | Shin-Etsu Polymer Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16600 | NS      | $199505.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanematsu Corp                                     | Kanematsu Corp                                           | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |     35900 | NS      | $682111.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Taikisha Ltd                                       | Taikisha Ltd                                             | CUSIP: 000000000<br>LEI: 3538005OOQOUE7DBWV52 | Long             | EC               | CORP              | JP        |     17600 | NS      | $314483.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichiyoshi Securities Co Ltd                        | Ichiyoshi Securities Co Ltd                              | CUSIP: 000000000<br>LEI: 353800A8M3VE49QYFV53 | Long             | EC               | CORP              | JP        |     16700 | NS      | $93994.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7420.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABG Sundal Collier Holding ASA                     | ABG Sundal Collier Holding ASA                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIEMG82 | Long             | EC               | CORP              | NO        |    296874 | NS      | $206233.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AG Barr PLC                                        | AG Barr PLC                                              | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |     44018 | NS      | $415001.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tristel PLC                                        | Tristel PLC                                              | CUSIP: 000000000<br>LEI: 2138009DZ4LH9CZGF662 | Long             | EC               | CORP              | GB        |     43593 | NS      | $244924.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMP Ltd                                            | AMP Ltd                                                  | CUSIP: 000000000<br>LEI: 5299000D93LTLU0UJR35 | Long             | EC               | CORP              | AU        |    649345 | NS      | $536190.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MCJ Co Ltd                                         | MCJ Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22000 | NS      | $198608.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverstone Holdings Ltd                            | Riverstone Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    735500 | NS      | $386907.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Chugoku Marine Paints Ltd                          | Chugoku Marine Paints Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22800 | NS      | $427445.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamigumi Co Ltd                                    | Kamigumi Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25000 | NS      | $693516.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Artience Co Ltd                                    | Artience Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12228 | NS      | $255235.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Troax Group AB                                     | Troax Group AB                                           | CUSIP: 000000000<br>LEI: 5493003TBEWGBIEG1X97 | Long             | EC               | CORP              | SE        |     12542 | NS      | $188977.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IPD Group Ltd/Australia                            | IPD Group Ltd/Australia                                  | CUSIP: 000000000<br>LEI: 984500A59A3EAPEA7D69 | Long             | EC               | CORP              | AU        |     57393 | NS      | $112085.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bega Cheese Ltd                                    | Bega Cheese Ltd                                          | CUSIP: 000000000<br>LEI: 549300P1H1GM5BXPB476 | Long             | EC               | CORP              | AU        |     64860 | NS      | $232082.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Focusrite PLC                                      | Focusrite PLC                                            | CUSIP: 000000000<br>LEI: 213800JJ51KA4LOTF736 | Long             | EC               | CORP              | GB        |     48471 | NS      | $112917.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascom Holding AG                                   | Ascom Holding AG                                         | CUSIP: 000000000<br>LEI: 506700ZQR2RU51M31817 | Long             | EC               | CORP              | CH        |     33133 | NS      | $150055.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RHI Magnesita NV                                   | RHI Magnesita NV                                         | CUSIP: 000000000<br>LEI: 724500UWG6A61XNA3Y36 | Long             | EC               | CORP              | AT        |     18526 | NS      | $752727.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Fok Corp Ltd                                  | Hong Fok Corp Ltd                                        | CUSIP: 000000000<br>LEI: 254900AL3H0NQC2CPU32 | Long             | EC               | CORP              | SG        |    234600 | NS      | $135383.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokkaido Electric Power Co Inc                     | Hokkaido Electric Power Co Inc                           | CUSIP: 000000000<br>LEI: 353800XDXIIZDHUO0J51 | Long             | EC               | CORP              | JP        |     30300 | NS      | $157557.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VITASOY INT'L                                      | Vitasoy International Holdings Ltd                       | CUSIP: 000000000<br>LEI: 5493003LPGHN62KWIZ77 | Long             | EC               | CORP              | HK        |    204000 | NS      | $238563.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - SEK                                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-775.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| France Bed Holdings Co Ltd                         | France Bed Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 353800EBNDTCYMRTFU33 | Long             | EC               | CORP              | JP        |     10900 | NS      | $96288.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morita Holdings Corp                               | Morita Holdings Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $82017.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toda Corp                                          | Toda Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64504 | NS      | $408963.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanmore Resources Ltd                             | Stanmore Resources Ltd                                   | CUSIP: 000000000<br>LEI: 52990090OHRBVS7DDA54 | Long             | EC               | CORP              | AU        |    449583 | NS      | $550966.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Metcash Ltd                                        | Metcash Ltd                                              | CUSIP: 000000000<br>LEI: 25490065W4SN3LZMX216 | Long             | EC               | CORP              | AU        |    514096 | NS      | $1317329.26   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Oma Saastopankki Oyj                               | Oma Saastopankki Oyj                                     | CUSIP: 000000000<br>LEI: 743700LE1ECAPXC5UT18 | Long             | EC               | CORP              | FI        |     21374 | NS      | $211005.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Tamar Petroleum Ltd                                | Tamar Petroleum Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     47485 | NS      | $583779.96    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Heiwa Corp                                         | Heiwa Corp                                               | CUSIP: 000000000<br>LEI: 529900N1BTC5X6TU7W19 | Long             | EC               | CORP              | JP        |     28449 | NS      | $413603.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Speedy Hire PLC                                    | Speedy Hire PLC                                          | CUSIP: 000000000<br>LEI: 213800U78SIYAZDYXM61 | Long             | EC               | CORP              | GB        |    435896 | NS      | $174121.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-95855.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citizen Watch Co Ltd                               | Citizen Watch Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |     77200 | NS      | $456962.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Corp                                        | Nissin Corp                                              | CUSIP: 000000000<br>LEI: 353800I34CZNQXPM2G81 | Long             | EC               | CORP              | JP        |      6000 | NS      | $336044.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bufab AB                                           | Bufab AB                                                 | CUSIP: 000000000<br>LEI: 5493002TF62S16D67T17 | Long             | EC               | CORP              | SE        |     42350 | NS      | $390199.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tessenderlo Group SA                               | Tessenderlo Group SA                                     | CUSIP: 000000000<br>LEI: 549300ZKLIF7RP6EH823 | Long             | EC               | CORP              | BE        |     22635 | NS      | $672223.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Daido Steel Co Ltd                                 | Daido Steel Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |     55300 | NS      | $381198.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resorttrust Inc                                    | Resorttrust Inc                                          | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |     43600 | NS      | $531549.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acrow Ltd                                          | Acrow Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    328575 | NS      | $213178.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VBG Group AB                                       | VBG Group AB                                             | CUSIP: 000000000<br>LEI: 549300O1V2ZWY6W9GZ14 | Long             | EC               | CORP              | SE        |      7667 | NS      | $209164.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ercros SA                                          | Ercros SA                                                | CUSIP: 000000000<br>LEI: 959800Z611RK76NEVF32 | Long             | EC               | CORP              | ES        |     44744 | NS      | $155992.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forterra PLC                                       | Forterra PLC                                             | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |     69148 | NS      | $186671.11    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Magellan Financial Group Ltd                       | Magellan Financial Group Ltd                             | CUSIP: 000000000<br>LEI: 549300X5WFW6USQQ9U26 | Long             | EC               | CORP              | AU        |     92343 | NS      | $518025.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Megmilk Snow Brand Co Ltd                          | Megmilk Snow Brand Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15700 | NS      | $296728.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulvac Inc                                          | Ulvac Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $242442.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Shaver Shop Group Ltd                              | Shaver Shop Group Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    178479 | NS      | $156149.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Heijmans N.V                           | Koninklijke Heijmans N.V                                 | CUSIP: 000000000<br>LEI: 724500OUE3PCA809DZ79 | Long             | EC               | CORP              | NL        |     13927 | NS      | $898333.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| G8 Education Ltd                                   | G8 Education Ltd                                         | CUSIP: 000000000<br>LEI: 5299008FNTQ0LDQ3UZ44 | Long             | EC               | CORP              | AU        |    337802 | NS      | $261226.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Group Ltd                                    | Delek Group Ltd                                          | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |         0 | NS      | $70.41        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobilezone Holding AG                              | Mobilezone Holding AG                                    | CUSIP: 000000000<br>LEI: 506700P3R89PJL1LM545 | Long             | EC               | CORP              | CH        |     27868 | NS      | $400514.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SRG Global Ltd                                     | SRG Global Ltd                                           | CUSIP: 000000000<br>LEI: 984500DDOA7EBAC95715 | Long             | EC               | CORP              | AU        |    383851 | NS      | $433935.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryobi Ltd                                          | Ryobi Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $68309.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Takara Standard Co Ltd                             | Takara Standard Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15500 | NS      | $260756.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Onward Holdings Co Ltd                             | Onward Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36000 | NS      | $148042.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths News PLC                                    | Smiths News PLC                                          | CUSIP: 000000000<br>LEI: 2138004O33ONVOOQXB02 | Long             | EC               | CORP              | GB        |    384701 | NS      | $307870.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Truecaller AB                                      | Truecaller AB                                            | CUSIP: 000000000<br>LEI: 549300TEYF1FA5G5GK26 | Long             | EC               | CORP              | SE        |     44324 | NS      | $312068.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| C&C Group PLC                                      | C&C Group PLC                                            | CUSIP: 000000000<br>LEI: 635400LNUHA2LDXXV850 | Long             | EC               | CORP              | IE        |    139810 | NS      | $311906.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raisio Oyj                                         | Raisio Oyj                                               | CUSIP: 000000000<br>LEI: 74370083282NHIP4QD02 | Long             | EC               | CORP              | FI        |    111755 | NS      | $324023.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Raito Kogyo Co Ltd                                 | Raito Kogyo Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $93157.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Derichebourg SA                                    | Derichebourg SA                                          | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |     53329 | NS      | $360890.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bekaert SA                                         | Bekaert SA                                               | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |     24335 | NS      | $1001225.21   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CTT-Correios de Portugal SA                        | CTT-Correios de Portugal SA                              | CUSIP: 000000000<br>LEI: 529900G4A1IKOKC22K56 | Long             | EC               | CORP              | PT        |     84228 | NS      | $746475.99    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcs Co Ltd                                        | Arcs Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $167557.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peab AB                                            | Peab AB                                                  | CUSIP: 000000000<br>LEI: 549300FQS4VD3153I854 | Long             | EC               | CORP              | SE        |     52794 | NS      | $429037.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7438.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synsam AB                                          | Synsam AB                                                | CUSIP: 000000000<br>LEI: 5493000TMEGW9DHNOQ70 | Long             | EC               | CORP              | SE        |     58125 | NS      | $326291.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hunting PLC                                        | Hunting PLC                                              | CUSIP: 000000000<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |     56303 | NS      | $232235.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Construction C                     | Sumitomo Mitsui Construction Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19400 | NS      | $80047.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutz AG                                           | Deutz AG                                                 | CUSIP: 000000000<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |     65487 | NS      | $586532.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Advanced Materials PLC                      | Morgan Advanced Materials PLC                            | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |    128840 | NS      | $388422.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TietoEVRY Oyj                                      | TietoEVRY Oyj                                            | CUSIP: 000000000<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |     79403 | NS      | $1500635.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Yurtec Corp                                        | Yurtec Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21100 | NS      | $309389.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil Refineries Ltd                                 | Oil Refineries Ltd                                       | CUSIP: 000000000<br>LEI: 213800CWUC7NV7VR3D03 | Long             | EC               | CORP              | IL        |   3110947 | NS      | $838824.02    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Electronics Inc                              | Canon Electronics Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11800 | NS      | $208396.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Volution Group PLC                                 | Volution Group PLC                                       | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |     44409 | NS      | $359658.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rvrc Holding AB                                    | Rvrc Holding AB                                          | CUSIP: 000000000<br>LEI: 549300YU7003VHQV3J57 | Long             | EC               | CORP              | SE        |     44122 | NS      | $202498.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ratos AB                                           | Ratos AB                                                 | CUSIP: 000000000<br>LEI: 2138008KECUUB9VR4798 | Long             | EC               | CORP              | SE        |    103449 | NS      | $435487.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39127.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TechnoPro Holdings Inc                             | TechnoPro Holdings Inc                                   | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |     20500 | NS      | $597068.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Taiyo Holdings Co Ltd                              | Taiyo Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12900 | NS      | $630509.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Young & Co's Brewery PLC                           | Young & Co's Brewery PLC                                 | CUSIP: 000000000<br>LEI: 213800JMZDORXCMKFW06 | Long             | EC               | CORP              | GB        |     16108 | NS      | $211906.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker Solutions ASA                                 | Aker Solutions ASA                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |    191753 | NS      | $659786.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Galliford Try Holdings PLC                         | Galliford Try Holdings PLC                               | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |     59856 | NS      | $344089.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Travel Management Lt                     | Corporate Travel Management Ltd                          | CUSIP: 000000000<br>LEI: 529900NSAKXFXS5XED26 | Long             | EC               | CORP              | AU        |     39987 | NS      | $362945.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kid ASA                                            | Kid ASA                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH53K17 | Long             | EC               | CORP              | NO        |     26121 | NS      | $401635.19    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sala Corp                                          | Sala Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14800 | NS      | $98362.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacoal Holdings Corp                               | Wacoal Holdings Corp                                     | CUSIP: 000000000<br>LEI: 3538002U6NJ8QTW6VR34 | Long             | EC               | CORP              | JP        |      6700 | NS      | $230484.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mears Group PLC                                    | Mears Group PLC                                          | CUSIP: 000000000<br>LEI: 213800DHCALLH8IRJV57 | Long             | EC               | CORP              | GB        |     60865 | NS      | $322782.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ion Beam Applications                              | Ion Beam Applications                                    | CUSIP: 000000000<br>LEI: 5493002RVRZ1S3CPUI26 | Long             | EC               | CORP              | BE        |     11483 | NS      | $153933.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Proact IT Group AB                                 | Proact IT Group AB                                       | CUSIP: 000000000<br>LEI: 549300HMPIC1B86ZHC96 | Long             | EC               | CORP              | SE        |     11979 | NS      | $131725.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pigeon Corp                                        | Pigeon Corp                                              | CUSIP: 000000000<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |     38300 | NS      | $464547.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuit Group PLC                                   | Genuit Group PLC                                         | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |     61072 | NS      | $329320.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirogin Holdings Inc                               | Hirogin Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     91300 | NS      | $762913.91    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Svedbergs Group AB                                 | Svedbergs Group AB                                       | CUSIP: 000000000<br>LEI: 549300233PQ1UWNYVK79 | Long             | EC               | CORP              | SE        |     41608 | NS      | $239683.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Kanzai Holdings Co Ltd                      | Nippon Kanzai Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $152416.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MJ Gleeson PLC                                     | MJ Gleeson PLC                                           | CUSIP: 000000000<br>LEI: 21380064K7N2W7FD6434 | Long             | EC               | CORP              | GB        |     20962 | NS      | $114039.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniphar PLC                                        | Uniphar PLC                                              | CUSIP: 000000000<br>LEI: 21380028LJSQGRUAX965 | Long             | EC               | CORP              | IE        |     52355 | NS      | $230463.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Supreme PLC                                        | Supreme PLC                                              | CUSIP: 000000000<br>LEI: 213800DBHCI5WQWECL16 | Long             | EC               | CORP              | GB        |     94046 | NS      | $264195.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inghams Group Ltd                                  | Inghams Group Ltd                                        | CUSIP: 000000000<br>LEI: 529900ZZ4VRHSGVBNE41 | Long             | EC               | CORP              | AU        |    256050 | NS      | $595698.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bonheur ASA                                        | Bonheur ASA                                              | CUSIP: 000000000<br>LEI: 213800HOQE1B34SUA323 | Long             | EC               | CORP              | NO        |     14488 | NS      | $327850.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanto Denka Kogyo Co Ltd                           | Kanto Denka Kogyo Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $62880.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yu Group plc                                       | Yu Group plc                                             | CUSIP: 000000000<br>LEI: 213800ACO9GDDBM7DS35 | Long             | EC               | CORP              | GB        |     11012 | NS      | $255025.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovisa Holdings Ltd                                | Lovisa Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 549300R4Y8GURIO5MN11 | Long             | EC               | CORP              | AU        |     42210 | NS      | $876342.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Totetsu Kogyo Co Ltd                               | Totetsu Kogyo Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14845 | NS      | $397216.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advan Group Co Ltd                                 | Advan Group Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17300 | NS      | $98330.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercos SpA                                       | Intercos SpA                                             | CUSIP: 000000000<br>LEI: 8156004C3711C92F7648 | Long             | EC               | CORP              | IT        |     15077 | NS      | $228659.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Takasago Thermal                                   | Takasago Thermal Engineering Co Ltd                      | CUSIP: 000000000<br>LEI: 353800VL9UEB0RUJLC67 | Long             | EC               | CORP              | JP        |     23300 | NS      | $1143183.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AF Gruppen ASA                                     | AF Gruppen ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFU1405 | Long             | EC               | CORP              | NO        |     23576 | NS      | $355980.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autosports Group Ltd                               | Autosports Group Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    178623 | NS      | $286798.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Takuma Co Ltd                                      | Takuma Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20600 | NS      | $292075.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bulten AB                                          | Bulten AB                                                | CUSIP: 000000000<br>LEI: 549300HUR75YN61F4108 | Long             | EC               | CORP              | SE        |     21279 | NS      | $135974.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirarth Holdings Inc                               | Mirarth Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     75800 | NS      | $197312.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Horiba Ltd                                         | Horiba Ltd                                               | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |      9600 | NS      | $748021.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 SMN                                    | SpareBank 1 SMN                                          | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |     72610 | NS      | $1391541.59   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertu Motors PLC                                   | Vertu Motors PLC                                         | CUSIP: 000000000<br>LEI: 213800GIKJEIUIGMI575 | Long             | EC               | CORP              | GB        |    216118 | NS      | $188059.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamei Corp                                         | Kamei Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $108078.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7990.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUOTAI JUNAN I                                     | Guotai Junan International Holdings Ltd                  | CUSIP: 000000000<br>LEI: 2138006FECWIZUO67V37 | Long             | EC               | CORP              | HK        |   1987000 | NS      | $868205.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| VT Holdings Co Ltd                                 | VT Holdings Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26300 | NS      | $85939.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Ethical Investment                      | Australian Ethical Investment Ltd                        | CUSIP: 000000000<br>LEI: 261700TW5OWRLEFOCX59 | Long             | EC               | CORP              | AU        |     67269 | NS      | $281701.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TRSY OBLIG CASH M                          | DREYFUS TRSY OBLIG CASH M                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     46078 | NS      | $46078.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumida Corp                                        | Sumida Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24000 | NS      | $160836.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tohokushinsha Film Corp                            | Tohokushinsha Film Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50100 | NS      | $193539.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| 4imprint Group PLC                                 | 4imprint Group PLC                                       | CUSIP: 000000000<br>LEI: 213800G95T751RN2CT94 | Long             | EC               | CORP              | GB        |      9045 | NS      | $453649.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Glass Co Ltd                               | Central Glass Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $158483.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippn Corp                                         | Nippn Corp                                               | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |     23800 | NS      | $350792.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aica Kogyo Co Ltd                                  | Aica Kogyo Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800I589BKZAOJD116 | Long             | EC               | CORP              | JP        |     23500 | NS      | $585364.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| dip Corp                                           | dip Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12141 | NS      | $191640.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hansen Technologies Ltd                            | Hansen Technologies Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     62555 | NS      | $204157.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norconsult Norge AS                                | Norconsult Norge AS                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |    101316 | NS      | $455535.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alleima AB                                         | Alleima AB                                               | CUSIP: 000000000<br>LEI: 529900EBHTYGLA6PGP77 | Long             | EC               | CORP              | SE        |     75858 | NS      | $594978.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maire SpA                                          | Maire SpA                                                | CUSIP: 000000000<br>LEI: 815600D85A61200A1B83 | Long             | EC               | CORP              | IT        |    112112 | NS      | $1475265.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Veidekke ASA                                       | Veidekke ASA                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |     42230 | NS      | $676033.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tachibana Eletech Co Ltd                           | Tachibana Eletech Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $62400.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Epwin Group PLC                                    | Epwin Group PLC                                          | CUSIP: 000000000<br>LEI: 213800HMK424E12BI432 | Long             | EC               | CORP              | GB        |    146374 | NS      | $204595.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $34165.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubakimoto Chain Co                               | Tsubakimoto Chain Co                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45668 | NS      | $568142.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiki Aluminium Industry Co Lt                     | Daiki Aluminium Industry Co Ltd                          | CUSIP: 000000000<br>LEI: 353800ETXWM22FC94B33 | Long             | EC               | CORP              | JP        |     10800 | NS      | $72525.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Catana Group                                       | Catana Group                                             | CUSIP: 000000000<br>LEI: 96950079QAYBTB8V4F22 | Long             | EC               | CORP              | FR        |     31200 | NS      | $120859.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagegroup PLC                                      | Pagegroup PLC                                            | CUSIP: 000000000<br>LEI: 213800JK5ZEQW4AB8G71 | Long             | EC               | CORP              | GB        |    133533 | NS      | $487842.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marshalls PLC                                      | Marshalls PLC                                            | CUSIP: 000000000<br>LEI: 213800S21IFC367J5V62 | Long             | EC               | CORP              | GB        |     66917 | NS      | $246672.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Craneware PLC                                      | Craneware PLC                                            | CUSIP: 000000000<br>LEI: 213800O2CTJ1YFXNXG05 | Long             | EC               | CORP              | GB        |      8366 | NS      | $243044.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kokuyo Co Ltd                                      | Kokuyo Co Ltd                                            | CUSIP: 000000000<br>LEI: 3538001EN1YX65H42410 | Long             | EC               | CORP              | JP        |    159200 | NS      | $911257.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Chemometec A/S                                     | Chemometec A/S                                           | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |      3009 | NS      | $276717.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichols PLC                                        | Nichols PLC                                              | CUSIP: 000000000<br>LEI: 213800EF5CMR3K8PND54 | Long             | EC               | CORP              | GB        |     19741 | NS      | $373318.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichias Corp                                       | Nichias Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15474 | NS      | $591771.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sakata Seed Corp                                   | Sakata Seed Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $65516.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Bridge Holdings Corp                      | Yokogawa Bridge Holdings Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14600 | NS      | $255521.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iino Kaiun Kaisha Ltd                              | Iino Kaiun Kaisha Ltd                                    | CUSIP: 000000000<br>LEI: 353800VWL98SRNE0NX81 | Long             | EC               | CORP              | JP        |     37500 | NS      | $262729.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRAIT ONE corp                                    | MIRAIT ONE corp                                          | CUSIP: 000000000<br>LEI: 353800RI3EZVEIDAEL62 | Long             | EC               | CORP              | JP        |     19600 | NS      | $344385.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13172.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Device Ltd                          | Tokyo Electron Device Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $125523.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| City of London Investment Grou                     | City of London Investment Group PLC                      | CUSIP: 000000000<br>LEI: 549300BV85TFYXK2Y635 | Long             | EC               | CORP              | GB        |     43519 | NS      | $206341.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUB Group Ltd                                      | AUB Group Ltd                                            | CUSIP: 000000000<br>LEI: 5493005X7SUBQF3OEG82 | Long             | EC               | CORP              | AU        |     26545 | NS      | $617219.59    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Securities Finance Co Lt                     | Japan Securities Finance Co Ltd                          | CUSIP: 000000000<br>LEI: 3538000FYEWEUFDCS891 | Long             | EC               | CORP              | JP        |     18200 | NS      | $221129.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Denka Co Ltd                                       | Denka Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800Y94EKQEH8MVD43 | Long             | EC               | CORP              | JP        |     23900 | NS      | $327612.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rusta AB                                           | Rusta AB                                                 | CUSIP: 000000000<br>LEI: 549300V512S3QMRNO618 | Long             | EC               | CORP              | SE        |     40302 | NS      | $313352.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MPC Container Ships ASA                            | MPC Container Ships ASA                                  | CUSIP: 000000000<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |    424269 | NS      | $669543.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Card Factory PLC                                   | Card Factory PLC                                         | CUSIP: 000000000<br>LEI: 213800TTSOPFVCKPFQ11 | Long             | EC               | CORP              | GB        |    265926 | NS      | $330156.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Group International PLC                      | Alpha Group International PLC                            | CUSIP: 000000000<br>LEI: 213800RESM1FPUXY6K31 | Long             | EC               | CORP              | GB        |      6491 | NS      | $283303.73    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Michelmersh Brick Holdings PLC                     | Michelmersh Brick Holdings PLC                           | CUSIP: 000000000<br>LEI: 213800CIFQFPAHIQE695 | Long             | EC               | CORP              | GB        |    133389 | NS      | $201068.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Joyful Honda Co Ltd                                | Joyful Honda Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16100 | NS      | $232619.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Metropole Television SA                            | Metropole Television SA                                  | CUSIP: 000000000<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |     60467 | NS      | $932666.09    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Harbour Energy PLC                                 | Harbour Energy PLC                                       | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |    457791 | NS      | $1228946.39   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeuchi Manufacturing Co Ltd                      | Takeuchi Manufacturing Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $337318.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valqua Ltd                                         | Valqua Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $121146.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMEDA Holdings Co Ltd                             | KOMEDA Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14900 | NS      | $306468.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GrainCorp Ltd                                      | GrainCorp Ltd                                            | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |     67824 | NS      | $345809.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Waypoint REIT Ltd                                  | Waypoint REIT Ltd                                        | CUSIP: 000000000<br>LEI: 5493003CS5K82RREKA54 | Long             | EC               | CORP              | AU        |    344874 | NS      | $555992.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - DKK                                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $43.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen Ltd                                  | Stolt-Nielsen Ltd                                        | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | GB        |     39935 | NS      | $1010243.39   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JAC Recruitment Co Ltd                             | JAC Recruitment Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     73800 | NS      | $517563.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Klaveness Combination Carriers                     | Klaveness Combination Carriers ASA                       | CUSIP: 000000000<br>LEI: 213800ZFB2MQM3JA6K52 | Long             | EC               | CORP              | NO        |     63386 | NS      | $382081.09    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Hanza AB                                           | Hanza AB                                                 | CUSIP: 000000000<br>LEI: 549300X0C14ZL28N1L09 | Long             | EC               | CORP              | SE        |     28503 | NS      | $268568.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kitwave Group Plc                                  | Kitwave Group Plc                                        | CUSIP: 000000000<br>LEI: 2138007DLCYPVY95UD40 | Long             | EC               | CORP              | GB        |     50128 | NS      | $220504.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Senko Group Holdings Co Ltd                        | Senko Group Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 35380077MB9W0NB6BA14 | Long             | EC               | CORP              | JP        |     36680 | NS      | $498733.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlorenzo SpA/Ameglia                             | Sanlorenzo SpA/Ameglia                                   | CUSIP: 000000000<br>LEI: 8156006C71E895860132 | Long             | EC               | CORP              | IT        |      9367 | NS      | $328214.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Engineering & Consult                     | Computer Engineering & Consulting Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $119885.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cofinimmo SA                                       | Cofinimmo SA                                             | CUSIP: 000000000<br>LEI: 549300TM914CSF6KI389 | Long             | EC               | CORP              | BE        |     30946 | NS      | $2804362.96   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Wereldhave NV                                      | Wereldhave NV                                            | CUSIP: 000000000<br>LEI: 724500YRQCY3BD9RJZ92 | Long             | EC               | CORP              | NL        |     47985 | NS      | $962067.99    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cafe de Coral Holdings Ltd                         | Cafe de Coral Holdings Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    526000 | NS      | $463684.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Trusco Nakayama Corp                               | Trusco Nakayama Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $122946.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shikoku Electric Power Co Inc                      | Shikoku Electric Power Co Inc                            | CUSIP: 000000000<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |     60600 | NS      | $506590.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TKC Corp                                           | TKC Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10700 | NS      | $312603.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Data#3 Ltd                                         | Data#3 Ltd                                               | CUSIP: 000000000<br>LEI: 529900WW6OYX86LFDA80 | Long             | EC               | CORP              | AU        |     63935 | NS      | $318857.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKAI Holdings Corp                                | TOKAI Holdings Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43200 | NS      | $297281.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiera Milano SpA                                   | Fiera Milano SpA                                         | CUSIP: 000000000<br>LEI: 81560026FB4FD48C6110 | Long             | EC               | CORP              | IT        |     49801 | NS      | $344322.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Krosaki Harima Corp                                | Krosaki Harima Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $197666.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Odfjell Drilling Ltd                               | Odfjell Drilling Ltd                                     | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | NO        |    109581 | NS      | $722259.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Elementis PLC                                      | Elementis PLC                                            | CUSIP: 000000000<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |    167160 | NS      | $366508.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Addnode Group AB                                   | Addnode Group AB                                         | CUSIP: 000000000<br>LEI: 213800CQXEA3W1YWXZ31 | Long             | EC               | CORP              | SE        |     20330 | NS      | $236355.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMSI SpA                                          | IMMSI SpA                                                | CUSIP: 000000000<br>LEI: 815600B5D89DAB660021 | Long             | EC               | CORP              | IT        |    385689 | NS      | $226144.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hollywood Bowl Group PLC                           | Hollywood Bowl Group PLC                                 | CUSIP: 000000000<br>LEI: 213800XB8YZNGJYDEZ97 | Long             | EC               | CORP              | GB        |    104614 | NS      | $361261.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monash IVF Group Ltd                               | Monash IVF Group Ltd                                     | CUSIP: 000000000<br>LEI: 9845000F654B75F7D091 | Long             | EC               | CORP              | AU        |    236511 | NS      | $109273.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Saga Ltd/The                               | Bank of Saga Ltd/The                                     | CUSIP: 000000000<br>LEI: 353800F5W4TG8U8OOA26 | Long             | EC               | CORP              | JP        |      7600 | NS      | $122382.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruha Nichiro Corp                                | Maruha Nichiro Corp                                      | CUSIP: 000000000<br>LEI: 529900HGXVKT576NWZ27 | Long             | EC               | CORP              | JP        |     12800 | NS      | $270098.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ariake Japan Co Ltd                                | Ariake Japan Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800PBX8D0J0H60M72 | Long             | EC               | CORP              | JP        |      3100 | NS      | $142074.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Takashimaya Co Ltd                                 | Takashimaya Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800IFO566STDN4V78 | Long             | EC               | CORP              | JP        |     36900 | NS      | $288287.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wing Tai Holdings Ltd                              | Wing Tai Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 984500SB157F8C2A6839 | Long             | EC               | CORP              | SG        |    284000 | NS      | $287645.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Carbon Co Ltd                               | Nippon Carbon Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $45249.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Kiraboshi Financial Grou                     | Tokyo Kiraboshi Financial Group Inc                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $248343.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Shokuhin Co Ltd                         | Mitsubishi Shokuhin Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $425082.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nafco Co Ltd                                       | Nafco Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800W3ZKFS2LI6AC19 | Long             | EC               | CORP              | JP        |      1300 | NS      | $15785.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXEO Group Inc                                     | EXEO Group Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59100 | NS      | $751203.57    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Assura PLC                                         | Assura PLC                                               | CUSIP: 000000000<br>LEI: 21380026T19N2Y52XF72 | Long             | EC               | CORP              | GB        |   2103517 | NS      | $1448482.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NSK Ltd                                            | NSK Ltd                                                  | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |    177900 | NS      | $835647.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Healthcare Group PLC                         | Spire Healthcare Group PLC                               | CUSIP: 000000000<br>LEI: 213800IBJPW3SE2RA350 | Long             | EC               | CORP              | GB        |     86771 | NS      | $266350.72    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| PostNL NV                                          | PostNL NV                                                | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | EC               | CORP              | NL        |    294071 | NS      | $318615.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| STELLA HOLDINGS                                    | Stella International Holdings Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    787500 | NS      | $1454617.83   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Workman Co Ltd                                     | Workman Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $332001.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurocell PLC                                       | Eurocell PLC                                             | CUSIP: 000000000<br>LEI: 213800RH62IQ7S9OFQ55 | Long             | EC               | CORP              | GB        |     82077 | NS      | $179958.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| One Software Technologies Ltd                      | One Software Technologies Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     28362 | NS      | $731053.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Heiwa Real Estate Co Ltd                           | Heiwa Real Estate Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17200 | NS      | $260777.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Domain Holdings Australia Ltd                      | Domain Holdings Australia Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    141842 | NS      | $408077.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AIT Corp                                           | AIT Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18900 | NS      | $231858.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KH Neochem Co Ltd                                  | KH Neochem Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $152142.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorian Plumbing Group PLC                       | Victorian Plumbing Group PLC                             | CUSIP: 000000000<br>LEI: 894500R59II0S4WXGZ04 | Long             | EC               | CORP              | GB        |    108528 | NS      | $116300.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| C Uyemura & Co Ltd                                 | C Uyemura & Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $160268.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bytes Technology Group PLC                         | Bytes Technology Group PLC                               | CUSIP: 000000000<br>LEI: 213800LA4DZLFBAC9O33 | Long             | EC               | CORP              | GB        |     83290 | NS      | $584948.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Daicel Corp                                        | Daicel Corp                                              | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |     82100 | NS      | $687458.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Maas Group Holdings Ltd                            | Maas Group Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 9845002E61U3EB3DD061 | Long             | EC               | CORP              | AU        |     61451 | NS      | $170752.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Sotetsu Holdings Inc                               | Sotetsu Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12500 | NS      | $196355.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Workspace Group PLC                                | Workspace Group PLC                                      | CUSIP: 000000000<br>LEI: 2138003GUZRFIN3UT430 | Long             | EC               | CORP              | GB        |     81532 | NS      | $469813.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin Nippon Air Technologies C                     | Shin Nippon Air Technologies Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11300 | NS      | $187987.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keikyu Corp                                        | Keikyu Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47700 | NS      | $496500.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carel Industries SpA                               | Carel Industries SpA                                     | CUSIP: 000000000<br>LEI: 815600115DA6E507AE33 | Long             | EC               | CORP              | IT        |     14027 | NS      | $372122.25    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Amano Corp                                         | Amano Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26500 | NS      | $822638.37    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                      | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13070.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Noevir Holdings Co Ltd                             | Noevir Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18573 | NS      | $556759.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Granges AB                                         | Granges AB                                               | CUSIP: 000000000<br>LEI: 5493006UG44TYSIXOB13 | Long             | EC               | CORP              | SE        |     25457 | NS      | $324008.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EDION Corp                                         | EDION Corp                                               | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |     24900 | NS      | $363557.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Group PLC                                      | CVS Group PLC                                            | CUSIP: 000000000<br>LEI: 213800J41XDQ2NX48O05 | Long             | EC               | CORP              | GB        |     13281 | NS      | $227495.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OSG Corp                                           | OSG Corp                                                 | CUSIP: 000000000<br>LEI: 353800IWJAOVAFO6X450 | Long             | EC               | CORP              | JP        |     24800 | NS      | $292047.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Savills PLC                                        | Savills PLC                                              | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |     29505 | NS      | $401895.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PHC Holdings Corp                                  | PHC Holdings Corp                                        | CUSIP: 000000000<br>LEI: 3538001U3W83EUYS3187 | Long             | EC               | CORP              | JP        |     28400 | NS      | $179509.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMS Integration Ltd                                | UMS Integration Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    415325 | NS      | $433700.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Norma Group SE                                     | Norma Group SE                                           | CUSIP: 000000000<br>LEI: 5299000LM9HC76W5XD46 | Long             | EC               | CORP              | DE        |     15358 | NS      | $247704.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Opmobility                                         | Opmobility                                               | CUSIP: 000000000<br>LEI: 9695001VLC2KYXX0DW73 | Long             | EC               | CORP              | FR        |     89963 | NS      | $1146848.78   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EVT Ltd                                            | EVT Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     50373 | NS      | $549648.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosei Corp                                         | Tosei Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12900 | NS      | $230680.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pets at Home Group Plc                             | Pets at Home Group Plc                                   | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |    171166 | NS      | $614539.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Create SD Holdings Co Ltd                          | Create SD Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $159756.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Treatt PLC                                         | Treatt PLC                                               | CUSIP: 000000000<br>LEI: 213800G4OJM9F7G9LG39 | Long             | EC               | CORP              | GB        |     26169 | NS      | $93058.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itoham Yonekyu Holdings Inc                        | Itoham Yonekyu Holdings Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20180 | NS      | $684565.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Frencken Group Ltd                                 | Frencken Group Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    152000 | NS      | $147984.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Sea Group SPA/The                          | Italian Sea Group SPA/The                                | CUSIP: 000000000<br>LEI: 8156007833AB49068789 | Long             | EC               | CORP              | IT        |     38983 | NS      | $263578.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Tatton Asset Management PLC                        | Tatton Asset Management PLC                              | CUSIP: 000000000<br>LEI: 213800G2F8I1N7HTVP88 | Long             | EC               | CORP              | GB        |     25138 | NS      | $232867.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altshuler Shaham Finance Ltd                       | Altshuler Shaham Finance Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    239122 | NS      | $424632.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BW LPG Ltd                                         | BW LPG Ltd                                               | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | SG        |    131484 | NS      | $1546152.16   | 0.36%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Pola Orbis Holdings Inc                            | Pola Orbis Holdings Inc                                  | CUSIP: 000000000<br>LEI: 353800E8OIV0XYBABS79 | Long             | EC               | CORP              | JP        |     61700 | NS      | $546754.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Musashi Seimitsu Industry Co L                     | Musashi Seimitsu Industry Co Ltd                         | CUSIP: 000000000<br>LEI: 353800J742CBBV9MSZ43 | Long             | EC               | CORP              | JP        |      9400 | NS      | $199785.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tomy Co Ltd                                        | Tomy Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15200 | NS      | $342524.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Izumi Co Ltd                                       | Izumi Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13200 | NS      | $304218.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ES-Con Japan Ltd                                   | ES-Con Japan Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42500 | NS      | $291581.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xior Student Housing NV                            | Xior Student Housing NV                                  | CUSIP: 000000000<br>LEI: 549300JK7HFOCP0U8K85 | Long             | EC               | CORP              | BE        |     20347 | NS      | $734442.68    | 0.17%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Modec Inc                                          | Modec Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $269978.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kainos Group PLC                                   | Kainos Group PLC                                         | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |     44603 | NS      | $455050.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Menora Mivtachim Holdings Ltd                      | Menora Mivtachim Holdings Ltd                            | CUSIP: 000000000<br>LEI: 2549009I6K3RDXFFY773 | Long             | EC               | CORP              | IL        |     27119 | NS      | $2136502.06   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hazama Ando Corp                                   | Hazama Ando Corp                                         | CUSIP: 000000000<br>LEI: 353800YSSP5B2GMQ6E51 | Long             | EC               | CORP              | JP        |     63900 | NS      | $641897.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijer Alma AB                                     | Beijer Alma AB                                           | CUSIP: 000000000<br>LEI: 549300HJX9BNG5055Z38 | Long             | EC               | CORP              | SE        |     11045 | NS      | $263654.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilan Ltd                                          | Hilan Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4416 | NS      | $375179.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| North Pacific Bank Ltd                             | North Pacific Bank Ltd                                   | CUSIP: 000000000<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |     66300 | NS      | $265300.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daishi Hokuetsu Financial Grou                     | Daishi Hokuetsu Financial Group Inc                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23400 | NS      | $540267.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seikitokyu Kogyo Co Ltd                            | Seikitokyu Kogyo Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18300 | NS      | $185856.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ForFarmers NV                                      | ForFarmers NV                                            | CUSIP: 000000000<br>LEI: 724500YEIHQKMHTXW058 | Long             | EC               | CORP              | NL        |     75648 | NS      | $354753.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nipro Corp                                         | Nipro Corp                                               | CUSIP: 000000000<br>LEI: 353800AKDDNW0E810O26 | Long             | EC               | CORP              | JP        |     19600 | NS      | $173210.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                             | Golden Ocean Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | NO        |    139416 | NS      | $1029807.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Breedon Group PLC                                  | Breedon Group PLC                                        | CUSIP: 000000000<br>LEI: 213800DQGNQE3X76WS92 | Long             | EC               | CORP              | GB        |    135107 | NS      | $714654.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Group Corp                                   | Seiko Group Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $151787.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marimekko Oyj                                      | Marimekko Oyj                                            | CUSIP: 000000000<br>LEI: 74370053IOY42B9YJ350 | Long             | EC               | CORP              | FI        |     20581 | NS      | $299088.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Konoike Transport Co Ltd                           | Konoike Transport Co Ltd                                 | CUSIP: 000000000<br>LEI: 3538004PLQ2IF2DMNC61 | Long             | EC               | CORP              | JP        |     16000 | NS      | $326214.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SSP Group Plc                                      | SSP Group Plc                                            | CUSIP: 000000000<br>LEI: 213800QGNIWTXFMENJ24 | Long             | EC               | CORP              | GB        |    194485 | NS      | $459200.81    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferretti SpA                                       | Ferretti SpA                                             | CUSIP: 000000000<br>LEI: 815600F40754716D2D91 | Long             | EC               | CORP              | IT        |    116425 | NS      | $383756.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ABC arbitrage                                      | ABC arbitrage                                            | CUSIP: 000000000<br>LEI: 969500IZ7E6B3QVX2I11 | Long             | EC               | CORP              | FR        |     49107 | NS      | $365464.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FW Thorpe PLC                                      | FW Thorpe PLC                                            | CUSIP: 000000000<br>LEI: 2138007NXVPPRAXXHT76 | Long             | EC               | CORP              | GB        |     51547 | NS      | $226392.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Corp Ltd                                 | Centurion Corp Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    493200 | NS      | $650552.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ridley Corp Ltd                                    | Ridley Corp Ltd                                          | CUSIP: 000000000<br>LEI: 549300UQM21UZW8DVW82 | Long             | EC               | CORP              | AU        |    185061 | NS      | $356562.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M1 Kliniken AG                                     | M1 Kliniken AG                                           | CUSIP: 000000000<br>LEI: 529900W697S31A26WT02 | Long             | EC               | CORP              | DE        |     12303 | NS      | $219516.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Healthcare Ltd                               | Regis Healthcare Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    114942 | NS      | $590565.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventia Services Group Pty Ltd                      | Ventia Services Group Pty Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    420286 | NS      | $1426750.53   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmera Group ASA                                   | Elmera Group ASA                                         | CUSIP: 000000000<br>LEI: 2138006BSHJVCD9SR489 | Long             | EC               | CORP              | NO        |    116150 | NS      | $405733.62    | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Suzuden Corp                                       | Suzuden Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $52334.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokai Rika Co Ltd                                  | Tokai Rika Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22400 | NS      | $344579.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TGS ASA                                            | TGS ASA                                                  | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |    103060 | NS      | $875323.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcosmos Inc                                    | Transcosmos Inc                                          | CUSIP: 000000000<br>LEI: 353800AAR1GYRFDRTV97 | Long             | EC               | CORP              | JP        |      4900 | NS      | $118730.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanto Bank Ltd/The                                 | Nanto Bank Ltd/The                                       | CUSIP: 000000000<br>LEI: 353800923E4YW3IDES52 | Long             | EC               | CORP              | JP        |      7400 | NS      | $210301.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danieli & C Officine Meccanich                     | Danieli & C Officine Meccaniche SpA                      | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EC               | CORP              | IT        |      7011 | NS      | $274465.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Komeri Co Ltd                                      | Komeri Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $101976.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimak Group AB                                    | Alimak Group AB                                          | CUSIP: 000000000<br>LEI: 549300LC2ER06GDV6565 | Long             | EC               | CORP              | SE        |     34685 | NS      | $529897.59    | 0.12%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Pilot Corp                                         | Pilot Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $129868.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikkon Holdings Co Ltd                             | Nikkon Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Long             | EC               | CORP              | JP        |     28800 | NS      | $639822.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Datalogic SpA                                      | Datalogic SpA                                            | CUSIP: 000000000<br>LEI: 815600A033443037ED66 | Long             | EC               | CORP              | IT        |     25439 | NS      | $139901.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                      | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4798.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co Ltd                             | Nippon Shokubai Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34600 | NS      | $393799.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fonix PLC                                          | Fonix PLC                                                | CUSIP: 000000000<br>LEI: 213800GBZCWQ7HR2ZE92 | Long             | EC               | CORP              | GB        |     70363 | NS      | $219359.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAF-Holland SE                                     | SAF-Holland SE                                           | CUSIP: 000000000<br>LEI: 222100QJQLUJHWREL058 | Long             | EC               | CORP              | DE        |     35871 | NS      | $720032.33    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyokuyo Co Ltd                                     | Kyokuyo Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800PIEETYXIDK6K51 | Long             | EC               | CORP              | JP        |      2200 | NS      | $69985.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S Foods Inc                                        | S Foods Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $65248.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matas A/S                                          | Matas A/S                                                | CUSIP: 000000000<br>LEI: 2138004PXX8LWGHGL872 | Long             | EC               | CORP              | DK        |     10267 | NS      | $215491.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Volex PLC                                          | Volex PLC                                                | CUSIP: 000000000<br>LEI: 213800HBLQNH5FXXGE63 | Long             | EC               | CORP              | GB        |     43898 | NS      | $230095.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Energix-Renewable Energies Ltd                     | Energix-Renewable Energies Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    140271 | NS      | $518180.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| MARR SpA                                           | MARR SpA                                                 | CUSIP: 000000000<br>LEI: 815600576D5536AC7B34 | Long             | EC               | CORP              | IT        |     36458 | NS      | $415123.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubun Corp                                       | Marubun Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23800 | NS      | $170370.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exedy Corp                                         | Exedy Corp                                               | CUSIP: 000000000<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |     13530 | NS      | $386852.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiday Hidaka Corp                                  | Hiday Hidaka Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $70930.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Steel Works Ltd/The                          | Japan Steel Works Ltd/The                                | CUSIP: 000000000<br>LEI: 529900AWFTILIHHO0936 | Long             | EC               | CORP              | JP        |      6200 | NS      | $355015.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumiai Chemical                                    | Kumiai Chemical Industry Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25900 | NS      | $143086.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonae SGPS SA                                      | Sonae SGPS SA                                            | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |   1019048 | NS      | $1445020.39   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichikosho Co Ltd                                | Daiichikosho Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24900 | NS      | $279865.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $34160.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADEKA Corp                                         | ADEKA Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24200 | NS      | $462069.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Construction Co Ltd                          | Tokyu Construction Co Ltd                                | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |     25500 | NS      | $186600.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBI Holdings Ltd                                  | FIBI Holdings Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     19285 | NS      | $1436854.19   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Accent Group Ltd                                   | Accent Group Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    297828 | NS      | $272278.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AZ-COM MARUWA Holdings Inc                         | AZ-COM MARUWA Holdings Inc                               | CUSIP: 000000000<br>LEI: 353800T8U9EBANSQUQ17 | Long             | EC               | CORP              | JP        |     19000 | NS      | $134300.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuyama Transporting Co Ltd                       | Fukuyama Transporting Co Ltd                             | CUSIP: 000000000<br>LEI: 529900Z7D20PNX4HSO85 | Long             | EC               | CORP              | JP        |      6200 | NS      | $144650.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santec Holdings Corp                               | Santec Holdings Corp                                     | CUSIP: 000000000<br>LEI: 353800ICB22B7I7R6795 | Long             | EC               | CORP              | JP        |      2300 | NS      | $88213.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ibstock PLC                                        | Ibstock PLC                                              | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |    119676 | NS      | $239764.94    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Europris ASA                                       | Europris ASA                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |     75729 | NS      | $639075.92    | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-96067.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Alerion Cleanpower SpA                             | Alerion Cleanpower SpA                                   | CUSIP: 000000000<br>LEI: 81560090173FFC67B069 | Long             | EC               | CORP              | IT        |     17167 | NS      | $352650.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| G-7 Holdings Inc                                   | G-7 Holdings Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $29353.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouvet ASA                                         | Bouvet ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFMBC26 | Long             | EC               | CORP              | NO        |     39137 | NS      | $308232.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Faes Farma SA                                      | Faes Farma SA                                            | CUSIP: 000000000<br>LEI: 959800FXZQY7U3P1G969 | Long             | EC               | CORP              | ES        |    117649 | NS      | $629055.59    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyorin Pharmaceutical Co Ltd                       | Kyorin Pharmaceutical Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12873 | NS      | $135106.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Parking Development Co                      | Nippon Parking Development Co Ltd                        | CUSIP: 000000000<br>LEI: 353800OBX8MRKQA9PG73 | Long             | EC               | CORP              | JP        |     61100 | NS      | $111671.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jenoptik AG                                        | Jenoptik AG                                              | CUSIP: 000000000<br>LEI: 529900P34GDHGXK6VB37 | Long             | EC               | CORP              | DE        |     10411 | NS      | $238675.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Serco Group PLC                                    | Serco Group PLC                                          | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |    277959 | NS      | $769419.81    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichicon Corp                                      | Nichicon Corp                                            | CUSIP: 000000000<br>LEI: 353800QK5U8ET4YJHF28 | Long             | EC               | CORP              | JP        |     19800 | NS      | $162983.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| San-Ai Obbli Co Ltd                                | San-Ai Obbli Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40000 | NS      | $502613.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ElringKlinger AG                                   | ElringKlinger AG                                         | CUSIP: 000000000<br>LEI: 529900QDISXXZ2D1Q489 | Long             | EC               | CORP              | DE        |     40712 | NS      | $215770.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyoei Steel Ltd                                    | Kyoei Steel Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19600 | NS      | $278982.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamazen Corp                                       | Yamazen Corp                                             | CUSIP: 000000000<br>LEI: 353800VADDW91MPELT42 | Long             | EC               | CORP              | JP        |     24000 | NS      | $208023.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Aviation Electronics Ind                     | Japan Aviation Electronics Industry Ltd                  | CUSIP: 000000000<br>LEI: 353800OSHAMOO6TCTF61 | Long             | EC               | CORP              | JP        |     12700 | NS      | $225873.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GL Events SACA                                     | GL Events SACA                                           | CUSIP: 000000000<br>LEI: 9695002PXZMQNBPY2P44 | Long             | EC               | CORP              | FR        |     13100 | NS      | $419803.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| H&T Group PLC                                      | H&T Group PLC                                            | CUSIP: 000000000<br>LEI: 2138006N2X1XSBSDSU74 | Long             | EC               | CORP              | GB        |     47136 | NS      | $412101.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sheng Siong Group Ltd                              | Sheng Siong Group Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    749401 | NS      | $1100286.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARE Holdings Inc                                   | ARE Holdings Inc                                         | CUSIP: 000000000<br>LEI: 353800W25FCOFE32EM73 | Long             | EC               | CORP              | JP        |     22500 | NS      | $281162.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiei Kankyo Co Ltd                                | Daiei Kankyo Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11700 | NS      | $255959.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dowa Holdings Co Ltd                               | Dowa Holdings Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |     11300 | NS      | $365492.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Infrastructure Trust                        | Keppel Infrastructure Trust                              | CUSIP: 000000000<br>LEI: 254900BF7L1ZCMAZS467 | Long             | EC               | CORP              | SG        |   4029350 | NS      | $1265449.69   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsero SpA                                         | Orsero SpA                                               | CUSIP: 000000000<br>LEI: 8156001895E0F4E7A803 | Long             | EC               | CORP              | IT        |     14113 | NS      | $231268.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyu Inc                                         | Sankyu Inc                                               | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |     16400 | NS      | $877876.01    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Sindall Group PLC                           | Morgan Sindall Group PLC                                 | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |     18904 | NS      | $1185157.47   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AJ Bell PLC                                        | AJ Bell PLC                                              | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |    130983 | NS      | $917206.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tasmea Ltd                                         | Tasmea Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    117948 | NS      | $285999.76    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Avon Technologies PLC                              | Avon Technologies PLC                                    | CUSIP: 000000000<br>LEI: 213800JM1AN62REBWA71 | Long             | EC               | CORP              | GB        |     10400 | NS      | $275056.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alleanza Holdings Co Ltd                           | Alleanza Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18000 | NS      | $126234.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rana Gruber ASA                                    | Rana Gruber ASA                                          | CUSIP: 000000000<br>LEI: 5493003MBTQHX9VNKN13 | Long             | EC               | CORP              | NO        |     53731 | NS      | $365827.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| en Japan Inc                                       | en Japan Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $72662.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellneo Sugar Co Ltd                               | Wellneo Sugar Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21100 | NS      | $329402.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishi-Nippon Railroad Co Ltd                       | Nishi-Nippon Railroad Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $83101.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danieli & C Officine Meccanich                     | Danieli & C Officine Meccaniche SpA                      | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EC               | CORP              | IT        |      9812 | NS      | $294855.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsuboshi Belting Ltd                             | Mitsuboshi Belting Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12500 | NS      | $297258.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Yuasa Corp                                      | GS Yuasa Corp                                            | CUSIP: 000000000<br>LEI: 353800MW7O6PQQHLDR79 | Long             | EC               | CORP              | JP        |     19851 | NS      | $370509.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanamoto Co Ltd                                    | Kanamoto Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $74021.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JTEKT Corp                                         | JTEKT Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     96500 | NS      | $793672.33    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Renew Holdings PLC                                 | Renew Holdings PLC                                       | CUSIP: 000000000<br>LEI: 213800O3DC3V4WYA2E09 | Long             | EC               | CORP              | GB        |     21143 | NS      | $246272.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Dominion Access SA                          | Global Dominion Access SA                                | CUSIP: 000000000<br>LEI: 95980020140005225955 | Long             | EC               | CORP              | ES        |     72274 | NS      | $265969.62    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Hogy Medical Co Ltd                                | Hogy Medical Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $41797.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kier Group PLC                                     | Kier Group PLC                                           | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | EC               | CORP              | GB        |    171641 | NS      | $491584.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - CHF                                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $146.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sangetsu Corp                                      | Sangetsu Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22300 | NS      | $456204.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sparebank 1 Oestlandet                             | Sparebank 1 Oestlandet                                   | CUSIP: 000000000<br>LEI: 549300VRM6G42M8OWN49 | Long             | EC               | CORP              | NO        |     23130 | NS      | $444877.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4800.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                     | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4799.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Systena Corp                                       | Systena Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    129700 | NS      | $367249.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricardo PLC                                        | Ricardo PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNYAY35F4XB814 | Long             | EC               | CORP              | GB        |     40723 | NS      | $247214.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kendrion NV                                        | Kendrion NV                                              | CUSIP: 000000000<br>LEI: 724500IGR5FBK0RLZI29 | Long             | EC               | CORP              | NL        |     12847 | NS      | $174631.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39096.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bodycote PLC                                       | Bodycote PLC                                             | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |     71857 | NS      | $575552.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiren Co Ltd                                      | Seiren Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800O8K6NWOIT8Q636 | Long             | EC               | CORP              | JP        |     15500 | NS      | $249811.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Hat Ltd                                     | Yellow Hat Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24800 | NS      | $264405.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Empiric Student Property PLC                       | Empiric Student Property PLC                             | CUSIP: 000000000<br>LEI: 213800FPF38IBPRFPU87 | Long             | EC               | CORP              | GB        |    264671 | NS      | $372847.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Riken Vitamin Co Ltd                               | Riken Vitamin Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15800 | NS      | $298947.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ai Holdings Corp                                   | Ai Holdings Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15800 | NS      | $256505.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennon Group PLC                                   | Pennon Group PLC                                         | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |    223198 | NS      | $1533883.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Anora Group Oyj                                    | Anora Group Oyj                                          | CUSIP: 000000000<br>LEI: 52990007AXNSS4PNX352 | Long             | EC               | CORP              | FI        |     56433 | NS      | $212311.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuto Corp                                        | Hokuto Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $38587.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group NV                                     | Iveco Group NV                                           | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | IT        |     57304 | NS      | $1123346.69   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tama Home Co Ltd                                   | Tama Home Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $213434.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Restore PLC                                        | Restore PLC                                              | CUSIP: 000000000<br>LEI: 213800CE3EOGYML9AY08 | Long             | EC               | CORP              | GB        |     51865 | NS      | $189765.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd                                  | Swire Pacific Ltd                                        | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |   1070000 | NS      | $1515719.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacker Neuson SE                                   | Wacker Neuson SE                                         | CUSIP: 000000000<br>LEI: 529900RJL86244E1I652 | Long             | EC               | CORP              | DE        |     34798 | NS      | $992597.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IPSOS SA                                           | IPSOS SA                                                 | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |     19616 | NS      | $1047693.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-95726.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Property Franchise Group PLC/T                     | Property Franchise Group PLC/The                         | CUSIP: 000000000<br>LEI: 2138008J5PTJ8C77I535 | Long             | EC               | CORP              | GB        |     41762 | NS      | $314756.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Steel Ltd                                   | Vulcan Steel Ltd                                         | CUSIP: 000000000<br>LEI: 98450060022AC677C824 | Long             | EC               | CORP              | NZ        |     47051 | NS      | $179458.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Riko Co Ltd                               | Sumitomo Riko Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18800 | NS      | $217095.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fila SpA                                           | Fila SpA                                                 | CUSIP: 000000000<br>LEI: 81560094A389646CAF21 | Long             | EC               | CORP              | IT        |     12124 | NS      | $137621.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adastria Co Ltd                                    | Adastria Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800DZZIJ399PIWU03 | Long             | EC               | CORP              | JP        |      9800 | NS      | $202248.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AcadeMedia AB                                      | AcadeMedia AB                                            | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |     37489 | NS      | $327670.79    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Huber + Suhner AG                                  | Huber + Suhner AG                                        | CUSIP: 000000000<br>LEI: 5067007PRZ9OSX7A6787 | Long             | EC               | CORP              | CH        |      3843 | NS      | $427751.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon Care Ltd                                   | Paragon Care Ltd                                         | CUSIP: 000000000<br>LEI: 529900E2YER7JPV13S18 | Long             | EC               | CORP              | AU        |    624746 | NS      | $149440.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ComfortDelGro Corp Ltd                             | ComfortDelGro Corp Ltd                                   | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |   1296000 | NS      | $1455093.63   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS SGPS SA                                        | NOS SGPS SA                                              | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |    299844 | NS      | $1362130.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Genus PLC                                          | Genus PLC                                                | CUSIP: 000000000<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |     10679 | NS      | $299264.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NP3 Fastigheter AB                                 | NP3 Fastigheter AB                                       | CUSIP: 000000000<br>LEI: 549300MGVITW8GYJHZ50 | Long             | EC               | CORP              | SE        |      9229 | NS      | $261461.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bravida Holding AB                                 | Bravida Holding AB                                       | CUSIP: 000000000<br>LEI: 549300H88IJGPNNL3T61 | Long             | EC               | CORP              | SE        |     82011 | NS      | $818784.80    | 0.19%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sligro Food Group NV                               | Sligro Food Group NV                                     | CUSIP: 000000000<br>LEI: 724500YLB8OA6WK5CH48 | Long             | EC               | CORP              | NL        |     16453 | NS      | $278498.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Boot PLC                                     | Henry Boot PLC                                           | CUSIP: 000000000<br>LEI: 213800H5873O9TC3XT22 | Long             | EC               | CORP              | GB        |     67646 | NS      | $213206.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Steel Manufacturing Co L                     | Tokyo Steel Manufacturing Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22100 | NS      | $231488.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitec Co Ltd                                     | Fujitec Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800YTI2P5MIZAV086 | Long             | EC               | CORP              | JP        |     21000 | NS      | $901090.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KYB Corp                                           | KYB Corp                                                 | CUSIP: 000000000<br>LEI: 353800TNYJJSI69KPE33 | Long             | EC               | CORP              | JP        |     16900 | NS      | $349126.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JM AB                                              | JM AB                                                    | CUSIP: 000000000<br>LEI: 529900X0UEM9DOM6FK12 | Long             | EC               | CORP              | SE        |     13713 | NS      | $218276.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Landis+Gyr Group AG                                | Landis+Gyr Group AG                                      | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |      7753 | NS      | $541541.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Luceco PLC                                         | Luceco PLC                                               | CUSIP: 000000000<br>LEI: 213800BBFZK4W4P98U76 | Long             | EC               | CORP              | GB        |    104745 | NS      | $214731.69    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Wickes Group PLC                                   | Wickes Group PLC                                         | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |    177580 | NS      | $546313.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Kayaku Co Ltd                               | Nippon Kayaku Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45000 | NS      | $403440.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Martens PLC                                     | Dr Martens PLC                                           | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |    473484 | NS      | $486953.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mabuchi Motor Co Ltd                               | Mabuchi Motor Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31600 | NS      | $465976.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johns Lyng Group Ltd                               | Johns Lyng Group Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     84606 | NS      | $175765.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Severfield PLC                                     | Severfield PLC                                           | CUSIP: 000000000<br>LEI: 21380025AWPR781CY104 | Long             | EC               | CORP              | GB        |    211268 | NS      | $108856.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                      | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7432.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NS United Kaiun Kaisha Ltd                         | NS United Kaiun Kaisha Ltd                               | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |      8300 | NS      | $224673.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontron AG                                         | Kontron AG                                               | CUSIP: 000000000<br>LEI: 5299002PSXXMVHB26433 | Long             | EC               | CORP              | AT        |     20859 | NS      | $612133.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maytronics Ltd                                     | Maytronics Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     85852 | NS      | $125762.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bergman & Beving AB                                | Bergman & Beving AB                                      | CUSIP: 000000000<br>LEI: 549300RC0HUZSJYJO751 | Long             | EC               | CORP              | SE        |      5821 | NS      | $178348.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONY Group PLC                                     | MONY Group PLC                                           | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |    267913 | NS      | $812101.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga Milk Industry Co Ltd                      | Morinaga Milk Industry Co Ltd                            | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |     18200 | NS      | $407860.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarkson PLC                                       | Clarkson PLC                                             | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |     12655 | NS      | $566208.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - NOK                                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-470.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macmahon Holdings Ltd                              | Macmahon Holdings Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1273750 | NS      | $254599.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rengo Co Ltd                                       | Rengo Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54450 | NS      | $294556.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| nib holdings Ltd/Australia                         | nib holdings Ltd/Australia                               | CUSIP: 000000000<br>LEI: 529900SPKHL951XMJC07 | Long             | EC               | CORP              | AU        |    202180 | NS      | $938090.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39107.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group PLC                                  | TP ICAP Group PLC                                        | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | GB        |    568058 | NS      | $2121243.08   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiken Chemical Co Ltd                              | Eiken Chemical Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $137203.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piaggio & C SpA                                    | Piaggio & C SpA                                          | CUSIP: 000000000<br>LEI: 8156000256C2431C2E92 | Long             | EC               | CORP              | IT        |    222101 | NS      | $490140.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Okinawa Financial Group Inc                        | Okinawa Financial Group Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3642 | NS      | $76901.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Kogyo Corp                                   | Nitto Kogyo Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24300 | NS      | $524036.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Inabata & Co Ltd                                   | Inabata & Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15300 | NS      | $340541.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomsbury Publishing PLC                          | Bloomsbury Publishing PLC                                | CUSIP: 000000000<br>LEI: 213800ZL2PEC4C6UOQ53 | Long             | EC               | CORP              | GB        |     34160 | NS      | $239672.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SMA Solar Technology AG                            | SMA Solar Technology AG                                  | CUSIP: 000000000<br>LEI: 529900Q6JQHI8X451Q21 | Long             | EC               | CORP              | DE        |     15722 | NS      | $391989.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| James Halstead PLC                                 | James Halstead PLC                                       | CUSIP: 000000000<br>LEI: 213800C8FFBYVO6UL498 | Long             | EC               | CORP              | GB        |    223117 | NS      | $487668.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Retailors Ltd                                      | Retailors Ltd                                            | CUSIP: 000000000<br>LEI: 2549006QHZTQOYRBB695 | Long             | EC               | CORP              | IL        |     18687 | NS      | $361698.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bredband2 i Skandinavien AB                        | Bredband2 i Skandinavien AB                              | CUSIP: 000000000<br>LEI: 549300JN2F648ULRTI22 | Long             | EC               | CORP              | SE        |   1025811 | NS      | $264245.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PALTAC Corp                                        | PALTAC Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $240415.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUTCHTEL HK                                        | Hutchison Telecommunications Hong Kong Holdings Ltd      | CUSIP: 000000000<br>LEI: 254900ZIRESZ56ME6215 | Long             | EC               | CORP              | HK        |   2982000 | NS      | $387470.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemring Group PLC                                 | Chemring Group PLC                                       | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |     57473 | NS      | $444983.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shibaura Mechatronics Corp                         | Shibaura Mechatronics Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $158468.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morimatsu International Holdin                     | Morimatsu International Holdings Co Ltd                  | CUSIP: 000000000<br>LEI: 254900S979D8JU8HAB24 | Long             | EC               | CORP              | CN        |    322000 | NS      | $247755.41    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nichiden Corp                                      | Nichiden Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $95468.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsumura & Co                                       | Tsumura & Co                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13313 | NS      | $320370.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bahnhof AB                                         | Bahnhof AB                                               | CUSIP: 000000000<br>LEI: 213800K7LQU3H85KCU96 | Long             | EC               | CORP              | SE        |     54662 | NS      | $345853.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| San-A Co Ltd                                       | San-A Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14800 | NS      | $302465.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DREY INST PREF GOV MM-M                            | DREY INST PREF GOV MM-M                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10439692 | NS      | $10439692.50  | 2.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Alps Alpine Co Ltd                                 | Alps Alpine Co Ltd                                       | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |     40500 | NS      | $435295.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Attendo AB                                         | Attendo AB                                               | CUSIP: 000000000<br>LEI: 549300KEJDL2FNITUW65 | Long             | EC               | CORP              | SE        |     54188 | NS      | $360480.06    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Valor Holdings Co Ltd                              | Valor Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12100 | NS      | $211181.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Almirall SA                                        | Almirall SA                                              | CUSIP: 000000000<br>LEI: 95980020140005007996 | Long             | EC               | CORP              | ES        |     41420 | NS      | $517325.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoei Co Ltd                                       | Shoei Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $61435.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dah Sing Banking Group Ltd                         | Dah Sing Banking Group Ltd                               | CUSIP: 000000000<br>LEI: 529900DXBMKJOLLQOM66 | Long             | EC               | CORP              | HK        |    399600 | NS      | $462721.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Itochu Enex Co Ltd                                 | Itochu Enex Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |     30400 | NS      | $363255.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumitama Agri Ltd                                  | Bumitama Agri Ltd                                        | CUSIP: 000000000<br>LEI: 529900BOE6UQFFDNZR10 | Long             | EC               | CORP              | ID        |    326500 | NS      | $196107.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sparebanken Norge                                  | Sparebanken Norge                                        | CUSIP: 000000000<br>LEI: 213800M7T3CYVZ3ZRT12 | Long             | EC               | CORP              | NO        |     55216 | NS      | $873551.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokorei Co Ltd                                     | Yokorei Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $33857.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ithaca Energy PLC                                  | Ithaca Energy PLC                                        | CUSIP: 000000000<br>LEI: 21380057TNFLXPXBIP34 | Long             | EC               | CORP              | GB        |    649682 | NS      | $1403098.95   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cairo Communication SpA                            | Cairo Communication SpA                                  | CUSIP: 000000000<br>LEI: 8156000BA1E707067579 | Long             | EC               | CORP              | IT        |    150067 | NS      | $511733.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deceuninck NV                                      | Deceuninck NV                                            | CUSIP: 000000000<br>LEI: 549300R6YGQQ24P6WW72 | Long             | EC               | CORP              | BE        |     70858 | NS      | $171759.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OVS SpA                                            | OVS SpA                                                  | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |     86845 | NS      | $377392.82    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Eolus Vind AB                                      | Eolus Vind AB                                            | CUSIP: 000000000<br>LEI: 549300NNUPH6DE8DVO06 | Long             | EC               | CORP              | SE        |     29544 | NS      | $169568.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Impax Asset Management Group P                     | Impax Asset Management Group PLC                         | CUSIP: 000000000<br>LEI: 213800AJDNW4S2B7E680 | Long             | EC               | CORP              | GB        |     93700 | NS      | $238570.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Bank Services Ltd                        | Automatic Bank Services Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     34760 | NS      | $222546.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bonduelle SCA                                      | Bonduelle SCA                                            | CUSIP: 000000000<br>LEI: 969500QVHHN3NNVYRE94 | Long             | EC               | CORP              | FR        |     23806 | NS      | $239206.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Shinmaywa Industries Ltd                           | Shinmaywa Industries Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $113135.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Furukawa Electric Co Ltd                           | Furukawa Electric Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |      6900 | NS      | $335959.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sisram Medical Ltd                                 | Sisram Medical Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    374800 | NS      | $207691.72    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nisshin Oillio Group Ltd/The                       | Nisshin Oillio Group Ltd/The                             | CUSIP: 000000000<br>LEI: 549300DMFXTY70ZEGQ59 | Long             | EC               | CORP              | JP        |      7700 | NS      | $260407.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nick Scali Ltd                                     | Nick Scali Ltd                                           | CUSIP: 000000000<br>LEI: 9845001BZF7580DX6460 | Long             | EC               | CORP              | AU        |     41153 | NS      | $491116.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ogaki Kyoritsu Bank Ltd/The                        | Ogaki Kyoritsu Bank Ltd/The                              | CUSIP: 000000000<br>LEI: 549300M5X5T6C27W3H96 | Long             | EC               | CORP              | JP        |      6000 | NS      | $103970.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Enterprises PLC                             | Origin Enterprises PLC                                   | CUSIP: 000000000<br>LEI: 213800AIB4U7N5BLS350 | Long             | EC               | CORP              | IE        |     69474 | NS      | $301742.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - GBP                                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-603.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Co Ltd                                      | Nomura Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21658 | NS      | $138244.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arise AB                                           | Arise AB                                                 | CUSIP: 000000000<br>LEI: 549300FOT7EE85QYB655 | Long             | EC               | CORP              | SE        |     34468 | NS      | $123869.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Plus500 Ltd                                        | Plus500 Ltd                                              | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |     55338 | NS      | $2575267.77   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Dometic Group AB                                   | Dometic Group AB                                         | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | EC               | CORP              | SE        |     95031 | NS      | $394666.22    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Panoro Energy ASA                                  | Panoro Energy ASA                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGWM030 | Long             | EC               | CORP              | NO        |     87362 | NS      | $195966.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Funai Soken Holdings Inc                           | Funai Soken Holdings Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $162914.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Lung Group Ltd                                | Hang Lung Group Ltd                                      | CUSIP: 000000000<br>LEI: 529900V2T2EPOQYH0981 | Long             | EC               | CORP              | HK        |    879000 | NS      | $1529571.97   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunka Shutter Co Ltd                               | Bunka Shutter Co Ltd                                     | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |     22600 | NS      | $369560.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VSTECS Holdings Ltd                                | VSTECS Holdings Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    752000 | NS      | $744336.31    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| H.U. Group Holdings Inc                            | H.U. Group Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19700 | NS      | $434656.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascopiave SpA                                      | Ascopiave SpA                                            | CUSIP: 000000000<br>LEI: 815600ABFF26D15A4920 | Long             | EC               | CORP              | IT        |    151345 | NS      | $540963.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nakayama Steel Works Ltd                           | Nakayama Steel Works Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25200 | NS      | $108514.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Financial Software Holdin                     | Alfa Financial Software Holdings PLC                     | CUSIP: 000000000<br>LEI: 213800C5UOZHUTNUGA28 | Long             | EC               | CORP              | GB        |    112199 | NS      | $345172.82    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Mega Or Holdings Ltd                               | Mega Or Holdings Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     11459 | NS      | $535263.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Relo Group Inc                                     | Relo Group Inc                                           | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Long             | EC               | CORP              | JP        |     24700 | NS      | $292152.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Victrex PLC                                        | Victrex PLC                                              | CUSIP: 000000000<br>LEI: 213800UYNPHAUNHPXL67 | Long             | EC               | CORP              | GB        |     52783 | NS      | $561289.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Holdings Co Ltd                               | Toho Holdings Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800Z8BQ3ZHELA4J90 | Long             | EC               | CORP              | JP        |      5600 | NS      | $180663.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FP Corp                                            | FP Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $172713.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LANXESS AG                                         | LANXESS AG                                               | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      5650 | NS      | $167530.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstgroup PLC                                     | Firstgroup PLC                                           | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |    240455 | NS      | $759843.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Restar Corp                                        | Restar Corp                                              | CUSIP: 000000000<br>LEI: 353800609PNM9E4ZNY15 | Long             | EC               | CORP              | JP        |     22254 | NS      | $393483.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktia Bank Oyj                                     | Aktia Bank Oyj                                           | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | EC               | CORP              | FI        |     25103 | NS      | $286125.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AFRY AB                                            | AFRY AB                                                  | CUSIP: 000000000<br>LEI: 549300Q87LKPPD4X9R30 | Long             | EC               | CORP              | SE        |     32277 | NS      | $535105.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Wizel Ltd                                      | Fox Wizel Ltd                                            | CUSIP: 000000000<br>LEI: 984500CD14C1DFBH7712 | Long             | EC               | CORP              | IL        |      5060 | NS      | $506676.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coats Group PLC                                    | Coats Group PLC                                          | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |    471831 | NS      | $514025.73    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurabo Industries Ltd                              | Kurabo Industries Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5863 | NS      | $303206.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LSL Property Services PLC                          | LSL Property Services PLC                                | CUSIP: 000000000<br>LEI: 213800T4VM5VR3C7S706 | Long             | EC               | CORP              | GB        |     71641 | NS      | $311209.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokian Renkaat Oyj                                 | Nokian Renkaat Oyj                                       | CUSIP: 000000000<br>LEI: 743700YQIO8Y4L4WKR40 | Long             | EC               | CORP              | FI        |     76083 | NS      | $548363.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Jumbo Interactive Ltd                              | Jumbo Interactive Ltd                                    | CUSIP: 000000000<br>LEI: 52990094T9F7X0NC0X54 | Long             | EC               | CORP              | AU        |     32851 | NS      | $210983.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunel International NV                            | Brunel International NV                                  | CUSIP: 000000000<br>LEI: 724500Y5L5UIEYCJCZ03 | Long             | EC               | CORP              | NL        |     33809 | NS      | $355195.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Okumura Corp                                       | Okumura Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16390 | NS      | $488483.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tubacex SA                                         | Tubacex SA                                               | CUSIP: 000000000<br>LEI: 95980020140005703680 | Long             | EC               | CORP              | ES        |     79097 | NS      | $389497.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GFT Technologies SE                                | GFT Technologies SE                                      | CUSIP: 000000000<br>LEI: 5299002FNBSGW23ULF72 | Long             | EC               | CORP              | DE        |      9113 | NS      | $266362.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | CURRENCY CONTRACT - CHF                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $315.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toagosei Co Ltd                                    | Toagosei Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34700 | NS      | $335721.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tel Aviv Stock Exchange Ltd                        | Tel Aviv Stock Exchange Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18748 | NS      | $362433.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinfonia Technology Co Ltd                         | Sinfonia Technology Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $155408.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NSD Co Ltd                                         | NSD Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21000 | NS      | $519021.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 77 Bank Ltd/The                                    | 77 Bank Ltd/The                                          | CUSIP: 000000000<br>LEI: 549300U6CT3EHB9XS980 | Long             | EC               | CORP              | JP        |     17635 | NS      | $601039.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Up Group Inc                                  | Open Up Group Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19700 | NS      | $233080.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Zignago Vetro SpA                                  | Zignago Vetro SpA                                        | CUSIP: 000000000<br>LEI: 815600DFC29A91FF0C71 | Long             | EC               | CORP              | IT        |     55698 | NS      | $547239.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LUK FOOK HOLD                                      | Luk Fook Holdings International Ltd                      | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | HK        |    418000 | NS      | $1067630.57   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ki-Star Real Estate Co Ltd                         | Ki-Star Real Estate Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $227335.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | CURRENCY CONTRACT - DKK                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $139.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paradox Interactive AB                             | Paradox Interactive AB                                   | CUSIP: 000000000<br>LEI: 529900QNSZUY53R5WW95 | Long             | EC               | CORP              | SE        |     17705 | NS      | $352970.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitec Software Group AB                            | Vitec Software Group AB                                  | CUSIP: 000000000<br>LEI: 5493005EB5RV1QHE6H94 | Long             | EC               | CORP              | SE        |      4543 | NS      | $227474.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nagase & Co Ltd                                    | Nagase & Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800VMIQIB0LSK1Q36 | Long             | EC               | CORP              | JP        |     21500 | NS      | $413716.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| iFAST Corp Ltd                                     | iFAST Corp Ltd                                           | CUSIP: 000000000<br>LEI: 254900R8J6BPHWK23Z14 | Long             | EC               | CORP              | SG        |     40300 | NS      | $208832.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| d'Amico International Shipping                     | d'Amico International Shipping SA                        | CUSIP: 000000000<br>LEI: 2221005IWV4R4EP4D553 | Long             | EC               | CORP              | LU        |     72064 | NS      | $291505.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugin Financial Group Inc                         | Chugin Financial Group Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48900 | NS      | $591255.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Holding AG                                   | Indus Holding AG                                         | CUSIP: 000000000<br>LEI: 529900GE4O7ZOMRWR939 | Long             | EC               | CORP              | DE        |     15125 | NS      | $404801.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DTS Corp                                           | DTS Corp                                                 | CUSIP: 000000000<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |      7600 | NS      | $272020.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monex Group Inc                                    | Monex Group Inc                                          | CUSIP: 000000000<br>LEI: 353800SGXKLYGPUJ4648 | Long             | EC               | CORP              | JP        |     82700 | NS      | $405928.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Instalco AB                                        | Instalco AB                                              | CUSIP: 000000000<br>LEI: 549300DZ9ONT2AXY4029 | Long             | EC               | CORP              | SE        |     69205 | NS      | $176454.45    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SkiStar AB                                         | SkiStar AB                                               | CUSIP: 000000000<br>LEI: 529900CD7HSJ1CZS7089 | Long             | EC               | CORP              | SE        |     21101 | NS      | $342517.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Geo Energy Resources Ltd                           | Geo Energy Resources Ltd                                 | CUSIP: 000000000<br>LEI: 254900KDTNYQVU0QS743 | Long             | EC               | CORP              | SG        |   1010400 | NS      | $265759.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Nishimatsu Construction Co Ltd                     | Nishimatsu Construction Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13650 | NS      | $453598.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Press Kogyo Co Ltd                                 | Press Kogyo Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800Z8ABLQL0MHSA16 | Long             | EC               | CORP              | JP        |     62200 | NS      | $234684.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                                          | Loomis AB                                                | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |     25548 | NS      | $1065840.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Instruments PLC                             | Oxford Instruments PLC                                   | CUSIP: 000000000<br>LEI: 213800J364EZD6UCE231 | Long             | EC               | CORP              | GB        |      8027 | NS      | $208556.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| El.En. SpA                                         | El.En. SpA                                               | CUSIP: 000000000<br>LEI: 81560012F663E89E7085 | Long             | EC               | CORP              | IT        |     18973 | NS      | $247881.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Future PLC                                         | Future PLC                                               | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |     13147 | NS      | $131336.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                      | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $34149.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H2O Retailing Corp                                 | H2O Retailing Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20400 | NS      | $267348.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger PLC                                       | Grainger PLC                                             | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               | CORP              | GB        |    200002 | NS      | $602959.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - AUD                                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $104.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstad Maritime Holding AS                        | Solstad Maritime Holding AS                              | CUSIP: 000000000<br>LEI: 636700X6XN8UWIBHQ877 | Long             | EC               | CORP              | NO        |    113569 | NS      | $268725.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fnac Darty SA                                      | Fnac Darty SA                                            | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | EC               | CORP              | FR        |      6818 | NS      | $268911.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heba Fastighets AB                                 | Heba Fastighets AB                                       | CUSIP: 000000000<br>LEI: 549300B1UZTBDU27UJ88 | Long             | EC               | CORP              | SE        |     59412 | NS      | $197616.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Godo Steel Ltd                                     | Godo Steel Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $184326.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kogan.com Ltd                                      | Kogan.com Ltd                                            | CUSIP: 000000000<br>LEI: 529900EOAC36USKQV388 | Long             | EC               | CORP              | AU        |     59576 | NS      | $146802.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                         | Suzuken Co Ltd/Aichi Japan                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $295653.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                      | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7990.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox SA                                        | Acerinox SA                                              | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |    140348 | NS      | $1782567.11   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Partners Group Co Lt                     | Financial Partners Group Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40600 | NS      | $670928.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Co Ltd                                | Nissin Foods Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800BDH75N9VLV9Z07 | Long             | EC               | CORP              | HK        |    544000 | NS      | $481630.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Roland Corp                                        | Roland Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $153380.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arnoldo Mondadori Editore SpA                      | Arnoldo Mondadori Editore SpA                            | CUSIP: 000000000<br>LEI: 815600049A1F9AFE6666 | Long             | EC               | CORP              | IT        |    186542 | NS      | $470790.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Asanuma Corp                                       | Asanuma Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37100 | NS      | $192890.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hargreaves Services PLC                            | Hargreaves Services PLC                                  | CUSIP: 000000000<br>LEI: 213800O17BER1SHMH466 | Long             | EC               | CORP              | GB        |     38633 | NS      | $395996.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Medical Solutions Gro                     | Advanced Medical Solutions Group PLC                     | CUSIP: 000000000<br>LEI: 213800HJP6OWOSZI1L74 | Long             | EC               | CORP              | GB        |     64769 | NS      | $192600.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tam Jai International Co Ltd                       | Tam Jai International Co Ltd                             | CUSIP: 000000000<br>LEI: 98450080E0L0ACS84C98 | Long             | EC               | CORP              | HK        |   2097000 | NS      | $414057.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca IFIS SpA                                     | Banca IFIS SpA                                           | CUSIP: 000000000<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |     41685 | NS      | $1110754.46   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Paz Retail And Energy Ltd                          | Paz Retail And Energy Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $157.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daio Paper Corp                                    | Daio Paper Corp                                          | CUSIP: 000000000<br>LEI: 353800VL9DQ781ZR1G70 | Long             | EC               | CORP              | JP        |     17900 | NS      | $99014.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lintec Corp                                        | Lintec Corp                                              | CUSIP: 000000000<br>LEI: 3538002YOJO0IAM1PD28 | Long             | EC               | CORP              | JP        |     16800 | NS      | $343920.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuno Corp                                        | Mizuno Corp                                              | CUSIP: 000000000<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |     13100 | NS      | $240877.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tire Corp                                     | Toyo Tire Corp                                           | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     56700 | NS      | $1198807.85   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Secure Trust Bank PLC                              | Secure Trust Bank PLC                                    | CUSIP: 000000000<br>LEI: 213800CXIBLC2TMIGI76 | Long             | EC               | CORP              | GB        |     17809 | NS      | $198653.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Cellular Telephone Co                      | Okinawa Cellular Telephone Co                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16300 | NS      | $577770.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SWCC Corp                                          | SWCC Corp                                                | CUSIP: 000000000<br>LEI: 353800A7RNYOC4KL4T49 | Long             | EC               | CORP              | JP        |      4900 | NS      | $255779.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeol Ltd                                           | Jeol Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $140249.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED LAB                                         | United Laboratories International Holdings Ltd/The       | CUSIP: 000000000<br>LEI: 2549007JL3XIH77JXN70 | Long             | EC               | CORP              | HK        |    804000 | NS      | $1538354.14   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Organo Corp                                        | Organo Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $274152.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenrin Co Ltd                                      | Zenrin Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800AOWZ4V1DJ17N16 | Long             | EC               | CORP              | JP        |     16100 | NS      | $114470.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexerials Corp                                     | Dexerials Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25000 | NS      | $386392.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fugro NV                                           | Fugro NV                                                 | CUSIP: 000000000<br>LEI: 7245000R8GNBSDTSZ396 | Long             | EC               | CORP              | NL        |     27415 | NS      | $383920.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Myer Holdings Ltd                                  | Myer Holdings Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    376619 | NS      | $149324.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starts Corp Inc                                    | Starts Corp Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19500 | NS      | $614922.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22763.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SHO-BOND Holdings Co Ltd                           | SHO-BOND Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20100 | NS      | $655412.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Propnex Ltd                                        | Propnex Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    245000 | NS      | $207749.38    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Daiwabo Holdings Co Ltd                            | Daiwabo Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18200 | NS      | $326779.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamux Corp                                         | Kamux Corp                                               | CUSIP: 000000000<br>LEI: 743700KCVYIYNLPZYN56 | Long             | EC               | CORP              | FI        |     36074 | NS      | $83589.91     | 0.02%             |  |  |  | Yes           |                  1 | On Loan: —       |
| KLN Logistics Group Ltd                            | KLN Logistics Group Ltd                                  | CUSIP: 000000000<br>LEI: 254900G739TFTQCVKO70 | Long             | EC               | CORP              | HK        |    495000 | NS      | $478605.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Global Asset Management Co                     | SBI Global Asset Management Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42597 | NS      | $185787.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kagome Co Ltd                                      | Kagome Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300QC5KRGKXSZKO90 | Long             | EC               | CORP              | JP        |      7800 | NS      | $155006.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ME GROUP INTERNATIONAL PLC                         | ME GROUP INTERNATIONAL PLC                               | CUSIP: 000000000<br>LEI: 2138006YJ65EKBYYYX41 | Long             | EC               | CORP              | GB        |    171054 | NS      | $537956.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Team Internet Group PLC                            | Team Internet Group PLC                                  | CUSIP: 000000000<br>LEI: 213800M4IINBWMXEKV82 | Long             | EC               | CORP              | GB        |    111201 | NS      | $96611.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hammerson PLC                                      | Hammerson PLC                                            | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | EC               | CORP              | GB        |    209673 | NS      | $859102.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilia AB                                           | Bilia AB                                                 | CUSIP: 000000000<br>LEI: 2138002GW5WN1UYZAO32 | Long             | EC               | CORP              | SE        |     50976 | NS      | $683039.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RAI Way SpA                                        | RAI Way SpA                                              | CUSIP: 000000000<br>LEI: 815600303CCB3CFD2264 | Long             | EC               | CORP              | IT        |    183131 | NS      | $1307006.80   | 0.31%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Pharma Mar SA                                      | Pharma Mar SA                                            | CUSIP: 000000000<br>LEI: 959800QWKZ45ZQC2AV58 | Long             | EC               | CORP              | ES        |      2572 | NS      | $240021.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Electra Real Estate Ltd                            | Electra Real Estate Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18506 | NS      | $275158.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Showa Sangyo Co Ltd                                | Showa Sangyo Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300JPYQ7YV93EU469 | Long             | EC               | CORP              | JP        |     11400 | NS      | $235347.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altri SGPS SA                                      | Altri SGPS SA                                            | CUSIP: 000000000<br>LEI: 213800AKSTYRLHY3X497 | Long             | EC               | CORP              | PT        |     94345 | NS      | $539337.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Illimity Bank SpA                                  | Illimity Bank SpA                                        | CUSIP: 000000000<br>LEI: 815600A029117B20DD63 | Long             | EC               | CORP              | IT        |     61028 | NS      | $279816.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Happinet Corp                                      | Happinet Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $221759.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNeVision Holdings Ltd                            | SUNeVision Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    710000 | NS      | $683770.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $34182.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd                             | Sirius Real Estate Ltd                                   | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | EC               | CORP              | DE        |   1033710 | NS      | $1381130.09   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc                      | SKY Perfect JSAT Holdings Inc                            | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |     50400 | NS      | $504540.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Food Group PLC                              | Hilton Food Group PLC                                    | CUSIP: 000000000<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |     43128 | NS      | $511809.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Inwido AB                                          | Inwido AB                                                | CUSIP: 000000000<br>LEI: 529900A9NKQW5UTHBG13 | Long             | EC               | CORP              | SE        |     25360 | NS      | $559333.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Magic Software Enterprises Ltd                     | Magic Software Enterprises Ltd                           | CUSIP: 559166103<br>LEI: 529900PT36UHAIVEFN60 | Long             | EC               | CORP              | IL        |     26890 | NS      | $514243.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| West Holdings Corp                                 | West Holdings Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $47231.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macnica Holdings Inc                               | Macnica Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54300 | NS      | $729663.89    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaichi Electronics Co Ltd                        | Yamaichi Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $98078.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39101.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Electronics Co Ltd                        | Shibaura Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $182463.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORBIT ASA                                         | NORBIT ASA                                               | CUSIP: 000000000<br>LEI: 254900C08RCMXVZYFY97 | Long             | EC               | CORP              | NO        |     32509 | NS      | $693888.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fevertree Drinks PLC                               | Fevertree Drinks PLC                                     | CUSIP: 000000000<br>LEI: 2138007AJRLHRVQZLD07 | Long             | EC               | CORP              | GB        |     30444 | NS      | $389654.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Okamura Corp                                       | Okamura Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28800 | NS      | $442632.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioCodes Ltd                                     | AudioCodes Ltd                                           | CUSIP: 000000000<br>LEI: 529900TA48138NEVR854 | Long             | EC               | CORP              | IL        |     18749 | NS      | $184344.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OC Oerlikon Corp AG Pfaffikon                      | OC Oerlikon Corp AG Pfaffikon                            | CUSIP: 000000000<br>LEI: 529900I8VLAZR2FJ0M10 | Long             | EC               | CORP              | CH        |    144590 | NS      | $670272.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NIOX GROUP PLC                                     | NIOX GROUP PLC                                           | CUSIP: 000000000<br>LEI: 2138006YAT138TOGA556 | Long             | EC               | CORP              | GB        |    247371 | NS      | $230509.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anritsu Corp                                       | Anritsu Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32800 | NS      | $424178.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Next 15 Group PLC                                  | Next 15 Group PLC                                        | CUSIP: 000000000<br>LEI: 213800BK9MBUZUUPMZ63 | Long             | EC               | CORP              | GB        |     48128 | NS      | $158944.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Osaka Cement Co Ltd                       | Sumitomo Osaka Cement Co Ltd                             | CUSIP: 000000000<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |      5000 | NS      | $130949.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Implenia AG                                        | Implenia AG                                              | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |      5087 | NS      | $354684.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Noritake Co Ltd                                    | Noritake Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |      6700 | NS      | $169535.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvia Oyj                                         | Harvia Oyj                                               | CUSIP: 000000000<br>LEI: 7437002ULTBOWQQOXL69 | Long             | EC               | CORP              | FI        |      4515 | NS      | $257046.62    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Viva Goods Company Ltd                             | Viva Goods Company Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   2368000 | NS      | $122170.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Seven Bank Ltd                                     | Seven Bank Ltd                                           | CUSIP: 000000000<br>LEI: 353800WMG1NLGHB7B594 | Long             | EC               | CORP              | JP        |    279100 | NS      | $508174.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Investments Ltd                               | Aura Investments Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     34439 | NS      | $246467.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| New Wave Group AB                                  | New Wave Group AB                                        | CUSIP: 000000000<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |     37872 | NS      | $493944.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Enterprises Ltd                     | Domino's Pizza Enterprises Ltd                           | CUSIP: 000000000<br>LEI: 54930034RFI409JZ3179 | Long             | EC               | CORP              | AU        |     23316 | NS      | $294448.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nickel Industries Ltd                              | Nickel Industries Ltd                                    | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | EC               | CORP              | AU        |   1835387 | NS      | $835960.61    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Begbies Traynor Group PLC                          | Begbies Traynor Group PLC                                | CUSIP: 000000000<br>LEI: 21380075TB4ROF7KWK30 | Long             | EC               | CORP              | GB        |    161184 | NS      | $244070.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Frontier Fudousan Co Ltd                       | Sun Frontier Fudousan Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $114922.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22745.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                      | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39101.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rami Levy Chain Stores Hashikm                     | Rami Levy Chain Stores Hashikma Marketing 2006 Ltd       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9310 | NS      | $898791.69    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shibaura Machine Co Ltd                            | Shibaura Machine Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900T7KEXD7VGOFO59 | Long             | EC               | CORP              | JP        |      4000 | NS      | $88061.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaguchi Financial Group Inc                      | Yamaguchi Financial Group Inc                            | CUSIP: 000000000<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |     54500 | NS      | $585956.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldwin Inc                                        | Goldwin Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $320308.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Clinical Labs Ltd                       | Australian Clinical Labs Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    102411 | NS      | $186579.86    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Fuji Co Ltd/Ehime                                  | Fuji Co Ltd/Ehime                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $113027.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nittoc Construction Co Ltd                         | Nittoc Construction Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27300 | NS      | $208088.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yakin Kogyo Co Ltd                          | Nippon Yakin Kogyo Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $82661.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mader Group Ltd                                    | Mader Group Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     46938 | NS      | $207020.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| First Resources Ltd                                | First Resources Ltd                                      | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |    600927 | NS      | $693567.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyokuto Kaihatsu Kogyo Co Ltd                      | Kyokuto Kaihatsu Kogyo Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17200 | NS      | $319005.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Soken Inc                                   | Dentsu Soken Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $381487.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNE AG                                             | PNE AG                                                   | CUSIP: 000000000<br>LEI: 391200KEHI6OQSGGN373 | Long             | EC               | CORP              | DE        |     11219 | NS      | $199911.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Makino Milling Machine Co Ltd                      | Makino Milling Machine Co Ltd                            | CUSIP: 000000000<br>LEI: 353800JAOIGQ7V5T9078 | Long             | EC               | CORP              | JP        |      3000 | NS      | $239052.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keihan Holdings Co Ltd                             | Keihan Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800ADZSZ9AD39RL13 | Long             | EC               | CORP              | JP        |     10600 | NS      | $224115.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JTC PLC                                            | JTC PLC                                                  | CUSIP: 000000000<br>LEI: 213800DVUG4KLF2ASK33 | Long             | EC               | CORP              | JE        |     27648 | NS      | $322043.03    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Brickability Group PLC                             | Brickability Group PLC                                   | CUSIP: 000000000<br>LEI: 213800SK28MWXB3K3P26 | Long             | EC               | CORP              | GB        |    257751 | NS      | $226053.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamborner REIT AG                                  | Hamborner REIT AG                                        | CUSIP: 000000000<br>LEI: 529900EJTD8IR1GN0P96 | Long             | EC               | CORP              | DE        |     55325 | NS      | $387061.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NTN Corp                                           | NTN Corp                                                 | CUSIP: 000000000<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |    126200 | NS      | $198938.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arjo AB                                            | Arjo AB                                                  | CUSIP: 000000000<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |     57872 | NS      | $205610.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANCOM SE                                          | CANCOM SE                                                | CUSIP: 000000000<br>LEI: 391200T4AUN1BPBXAO14 | Long             | EC               | CORP              | DE        |     14140 | NS      | $465580.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambea AB                                           | Ambea AB                                                 | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |     28798 | NS      | $340545.48    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | CURRENCY CONTRACT - AUD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1117.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitron ASA                                         | Kitron ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIG6009 | Long             | EC               | CORP              | NO        |     75938 | NS      | $469748.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinepolis Group NV                                 | Kinepolis Group NV                                       | CUSIP: 000000000<br>LEI: 5493002BJQRO0S06F161 | Long             | EC               | CORP              | BE        |      5402 | NS      | $227963.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adairs Ltd                                         | Adairs Ltd                                               | CUSIP: 000000000<br>LEI: 529900HLMXKO4QLZNW81 | Long             | EC               | CORP              | AU        |    135650 | NS      | $185797.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Scroll Corp                                        | Scroll Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30700 | NS      | $226140.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke BAM Groep NV                           | Koninklijke BAM Groep NV                                 | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |    109133 | NS      | $967838.66    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Norcros PLC                                        | Norcros PLC                                              | CUSIP: 000000000<br>LEI: 213800EIMJZZA1GBIE18 | Long             | EC               | CORP              | GB        |     66919 | NS      | $251264.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Group PLC                           | Domino's Pizza Group PLC                                 | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |    125080 | NS      | $441192.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Catella AB                                         | Catella AB                                               | CUSIP: 000000000<br>LEI: 213800WNI4X4LCFHV831 | Long             | EC               | CORP              | SE        |     56160 | NS      | $173540.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mandatum Oyj                                       | Mandatum Oyj                                             | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |    303563 | NS      | $1975533.77   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Electric Holdings Ltd                      | Johnson Electric Holdings Ltd                            | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | HK        |    448500 | NS      | $1234089.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvelous Inc                                      | Marvelous Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36800 | NS      | $129677.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Shinyaku Co Ltd                             | Nippon Shinyaku Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16500 | NS      | $359368.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atresmedia Corp de Medios de C                     | Atresmedia Corp de Medios de Comunicacion SA             | CUSIP: 000000000<br>LEI: 95980020140005491929 | Long             | EC               | CORP              | ES        |    153811 | NS      | $933448.45    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Elecom Co Ltd                                      | Elecom Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800BXFUVR7EPC0G35 | Long             | EC               | CORP              | JP        |     19600 | NS      | $245602.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Oil Ltd                                    | Horizon Oil Ltd                                          | CUSIP: 000000000<br>LEI: 52990027DG9I87NLGK24 | Long             | EC               | CORP              | AU        |   1816004 | NS      | $232073.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Senior PLC                                         | Senior PLC                                               | CUSIP: 000000000<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |    143233 | NS      | $361153.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oesterreichische Post AG                           | Oesterreichische Post AG                                 | CUSIP: 000000000<br>LEI: 529900MVUWACNUTK8467 | Long             | EC               | CORP              | AT        |     23060 | NS      | $818836.29    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Core REIT Management P                     | Digital Core REIT Management Pte Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    768700 | NS      | $407411.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohort PLC                                         | Cohort PLC                                               | CUSIP: 000000000<br>LEI: 213800WE61C73LZZNW11 | Long             | EC               | CORP              | GB        |     16612 | NS      | $352845.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Propel Funeral Partners Ltd                        | Propel Funeral Partners Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     52104 | NS      | $154683.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enav SpA                                           | Enav SpA                                                 | CUSIP: 000000000<br>LEI: 81560048ECF8D2059980 | Long             | EC               | CORP              | IT        |    378297 | NS      | $1741617.93   | 0.41%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Paramount Bed Holdings Co Ltd                      | Paramount Bed Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12200 | NS      | $216558.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Store Holdings Ltd                       | Universal Store Holdings Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     56800 | NS      | $289601.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| YouGov PLC                                         | YouGov PLC                                               | CUSIP: 000000000<br>LEI: 213800MZGBGCJIPOBB41 | Long             | EC               | CORP              | GB        |     39537 | NS      | $203173.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJI OIL CO LTD /Osaka                             | FUJI OIL CO LTD /Osaka                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11000 | NS      | $215133.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamma Communications PLC                           | Gamma Communications PLC                                 | CUSIP: 000000000<br>LEI: 213800LAQZXPRIZUEH50 | Long             | EC               | CORP              | GB        |     17060 | NS      | $266043.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Workplace Group                      | International Workplace Group PLC                        | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Long             | EC               | CORP              | CH        |    104100 | NS      | $297860.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9913.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sesa SpA                                           | Sesa SpA                                                 | CUSIP: 000000000<br>LEI: 81560005C031D4E76707 | Long             | EC               | CORP              | IT        |      2450 | NS      | $247761.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delfi Ltd                                          | Delfi Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    461900 | NS      | $273807.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Musashino Bank Ltd/The                             | Musashino Bank Ltd/The                                   | CUSIP: 000000000<br>LEI: 353800L8RJMVN2OOS612 | Long             | EC               | CORP              | JP        |      7800 | NS      | $176309.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Outokumpu Oyj                                      | Outokumpu Oyj                                            | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |    298369 | NS      | $1226541.49   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Nolato AB                                          | Nolato AB                                                | CUSIP: 000000000<br>LEI: 213800T7T7I7WAOX8Y72 | Long             | EC               | CORP              | SE        |     69109 | NS      | $419857.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Diagnostics Ltd                           | Integral Diagnostics Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    154204 | NS      | $256686.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DCM Holdings Co Ltd                                | DCM Holdings Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800S1QF5V2DN70A36 | Long             | EC               | CORP              | JP        |     24100 | NS      | $222405.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Takamatsu                                          | Takamatsu Construction Group Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $91373.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7445.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centuria Capital Group                             | Centuria Capital Group                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    408744 | NS      | $451361.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumagai Gumi Co Ltd                                | Kumagai Gumi Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900M993KYZI2Q1Q47 | Long             | EC               | CORP              | JP        |      8700 | NS      | $252064.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elders Ltd                                         | Elders Ltd                                               | CUSIP: 000000000<br>LEI: 254900Y0SQG962QL6549 | Long             | EC               | CORP              | AU        |     76204 | NS      | $314623.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Seal International Inc                        | Fuji Seal International Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15600 | NS      | $301210.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Warpaint London plc                                | Warpaint London plc                                      | CUSIP: 000000000<br>LEI: 213800EBJ2CN6KIDCO78 | Long             | EC               | CORP              | GB        |     32875 | NS      | $187859.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DAH SING                                           | Dah Sing Financial Holdings Ltd                          | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |    186800 | NS      | $707936.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Juroku Financial Group Inc                         | Juroku Financial Group Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $322004.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Semapa-Sociedade de Investimen                     | Semapa-Sociedade de Investimento e Gestao                | CUSIP: 000000000<br>LEI: 549300HNGOW85KIOH584 | Long             | EC               | CORP              | PT        |     28443 | NS      | $557576.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Food & Life Cos Ltd                                | Food & Life Cos Ltd                                      | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |      7000 | NS      | $339956.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-91693.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Knights Group Holdings PLC                         | Knights Group Holdings PLC                               | CUSIP: 000000000<br>LEI: 213800URB59EOGJKT919 | Long             | EC               | CORP              | GB        |    103528 | NS      | $270970.77    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Isramco Negev 2 LP                                 | Isramco Negev 2 LP                                       | CUSIP: 000000000<br>LEI: 213800N8SB4D3Y6BFI15 | Long             | EC               | CORP              | IL        |   1011748 | NS      | $690722.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ezaki Glico Co Ltd                                 | Ezaki Glico Co Ltd                                       | CUSIP: 000000000<br>LEI: 3538001RG4BHKDFV6G61 | Long             | EC               | CORP              | JP        |      7400 | NS      | $236172.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujimi Inc                                         | Fujimi Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15400 | NS      | $218134.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui-Soko Holdings Co Ltd                        | Mitsui-Soko Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11800 | NS      | $321457.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Signal Co Ltd                               | Nippon Signal Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800WH3SH4B0OO8074 | Long             | EC               | CORP              | JP        |     16800 | NS      | $125379.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9855.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| St Marc Holdings Co Ltd                            | St Marc Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $91984.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | CURRENCY CONTRACT - EUR                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2649.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETLINK NBN TRUST                                  | NETLINK NBN TRUST                                        | CUSIP: 000000000<br>LEI: 25490032IBVZHHXJIM98 | Long             | EC               | CORP              | SG        |   1863300 | NS      | $1287405.49   | 0.30%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Penta-Ocean Cons                                   | Penta-Ocean Construction Co Ltd                          | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |     61200 | NS      | $382889.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mie Kotsu Group Holdings Inc                       | Mie Kotsu Group Holdings Inc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17300 | NS      | $59884.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JVCKenwood Corp                                    | JVCKenwood Corp                                          | CUSIP: 000000000<br>LEI: 529900GGYCEJXM5Y6961 | Long             | EC               | CORP              | JP        |     22400 | NS      | $179113.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13177.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GB Group PLC                                       | GB Group PLC                                             | CUSIP: 000000000<br>LEI: 213800RBAFZIBCV7XR29 | Long             | EC               | CORP              | GB        |     51570 | NS      | $167131.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRW Holdings Ltd                                   | NRW Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 5493003S2MORCH0HEL95 | Long             | EC               | CORP              | AU        |    251087 | NS      | $492004.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediterranean Towers Ltd                           | Mediterranean Towers Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    101263 | NS      | $375883.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dalata Hotel Group PLC                             | Dalata Hotel Group PLC                                   | CUSIP: 000000000<br>LEI: 635400L2CWET7ONOBJ04 | Long             | EC               | CORP              | IE        |     70773 | NS      | $535845.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitie Group PLC                                    | Mitie Group PLC                                          | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |    571346 | NS      | $1107082.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kato Sangyo Co Ltd                                 | Kato Sangyo Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5048 | NS      | $192211.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sawai Group Holdings Co Ltd                        | Sawai Group Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18900 | NS      | $239840.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie des Alpes                                      | Cie des Alpes                                            | CUSIP: 000000000<br>LEI: 96950029IN3GW457GG90 | Long             | EC               | CORP              | FR        |     31506 | NS      | $761856.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyoda Gosei Co Ltd                                | Toyoda Gosei Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |     41500 | NS      | $816238.01    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosegur Cash SA                                   | Prosegur Cash SA                                         | CUSIP: 000000000<br>LEI: 9598005HY5DEFPU2SM35 | Long             | EC               | CORP              | ES        |    305262 | NS      | $292398.61    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nishio Holdings Co Ltd                             | Nishio Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $94741.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | CURRENCY CONTRACT - SEK                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-377.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                          | Coface SA                                                | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |    124371 | NS      | $2378223.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Casio Computer Co Ltd                              | Casio Computer Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800JRMIABSXKHV344 | Long             | EC               | CORP              | JP        |     81900 | NS      | $623697.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| StarHub Ltd                                        | StarHub Ltd                                              | CUSIP: 000000000<br>LEI: 254900993L0UTJFD3A68 | Long             | EC               | CORP              | SG        |    701000 | NS      | $638448.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cromwell Property Group                            | Cromwell Property Group                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1684563 | NS      | $375352.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Plus PLC                                   | Telecom Plus PLC                                         | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |     45242 | NS      | $1197788.59   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Insurance Group PLC                          | Sabre Insurance Group PLC                                | CUSIP: 000000000<br>LEI: 2138006RXRQ8P8VKGV98 | Long             | EC               | CORP              | GB        |    183724 | NS      | $372110.20    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Infomedia Ltd                                      | Infomedia Ltd                                            | CUSIP: 000000000<br>LEI: 98450051D5F3ADD36510 | Long             | EC               | CORP              | AU        |    239018 | NS      | $185618.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leroy Seafood Group ASA                            | Leroy Seafood Group ASA                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ2JK50 | Long             | EC               | CORP              | NO        |    237898 | NS      | $1123701.73   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kureha Corp                                        | Kureha Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10900 | NS      | $237325.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Road Resources Ltd                            | Gold Road Resources Ltd                                  | CUSIP: 000000000<br>LEI: 213800HJWH96TDEMNY83 | Long             | EC               | CORP              | AU        |    120666 | NS      | $258586.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Suedzucker AG                                      | Suedzucker AG                                            | CUSIP: 000000000<br>LEI: 529900S8QNB101D40S72 | Long             | EC               | CORP              | DE        |    178868 | NS      | $2341099.76   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Soda Co Ltd                                  | Osaka Soda Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10300 | NS      | $128139.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                      | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22791.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Halfords Group PLC                                 | Halfords Group PLC                                       | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |    137949 | NS      | $293009.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Denko Co Ltd                                | Nippon Denko Co Ltd                                      | CUSIP: 000000000<br>LEI: 3538004G9RTDJWY4O927 | Long             | EC               | CORP              | JP        |     11800 | NS      | $20341.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Corp                                          | Life Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35400 | NS      | $542108.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Engcon AB                                          | Engcon AB                                                | CUSIP: 000000000<br>LEI: 549300EMZ2B768S85S50 | Long             | EC               | CORP              | SE        |     19399 | NS      | $183600.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichibanya Co Ltd                                   | Ichibanya Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $127799.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seria Co Ltd                                       | Seria Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12600 | NS      | $234213.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gestamp Automocion SA                              | Gestamp Automocion SA                                    | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | EC               | CORP              | ES        |    276627 | NS      | $948827.31    | 0.22%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Volati AB                                          | Volati AB                                                | CUSIP: 000000000<br>LEI: 529900R2YHW43H9B4342 | Long             | EC               | CORP              | SE        |     18423 | NS      | $230036.20    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Miroku Jyoho Service Co Ltd                        | Miroku Jyoho Service Co Ltd                              | CUSIP: 000000000<br>LEI: 3538009FEB7DY7VJDQ12 | Long             | EC               | CORP              | JP        |      6900 | NS      | $85697.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PILLAR Corp /Japan                                 | PILLAR Corp /Japan                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $171913.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbonia AG                                         | Arbonia AG                                               | CUSIP: 000000000<br>LEI: 52990053OCTMTW77M139 | Long             | EC               | CORP              | CH        |     19460 | NS      | $129814.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Platinum Asset Management Ltd                      | Platinum Asset Management Ltd                            | CUSIP: 000000000<br>LEI: 254900P02G6ZRXQO0R61 | Long             | EC               | CORP              | AU        |    500702 | NS      | $150942.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitou BF SA                                      | Manitou BF SA                                            | CUSIP: 000000000<br>LEI: 9695008SHP3XTT9QCM25 | Long             | EC               | CORP              | FR        |     20125 | NS      | $493735.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancashire Holdings Ltd                            | Lancashire Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | GB        |     83926 | NS      | $661295.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugoku Electric Power Co Inc/                     | Chugoku Electric Power Co Inc/The                        | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |     91200 | NS      | $450175.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Canada T.R Ltd                              | Israel Canada T.R Ltd                                    | CUSIP: 000000000<br>LEI: 984500FA8AEA2CE5RB18 | Long             | EC               | CORP              | IL        |     43872 | NS      | $197375.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanwa Co Ltd                                       | Hanwa Co Ltd                                             | CUSIP: 000000000<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |     11439 | NS      | $430808.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Materials Corp                          | Mitsubishi Materials Corp                                | CUSIP: 000000000<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |     39100 | NS      | $617311.43    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | CURRENCY CONTRACT - GBP                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1355.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Electric Glass Co Ltd                       | Nippon Electric Glass Co Ltd                             | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |     27300 | NS      | $647511.51    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Objective Corp Ltd                                 | Objective Corp Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     16766 | NS      | $210522.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inaba Denki Sangyo Co Ltd                          | Inaba Denki Sangyo Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20400 | NS      | $558989.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Seikan Group Holdings Ltd                     | Toyo Seikan Group Holdings Ltd                           | CUSIP: 000000000<br>LEI: 5299004VWXGQPXR05T33 | Long             | EC               | CORP              | JP        |     57000 | NS      | $1113994.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                      | Sapiens International Corp NV                            | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | IL        |      8678 | NS      | $254683.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrie De Nora SpA                              | Industrie De Nora SpA                                    | CUSIP: 000000000<br>LEI: 815600CD933CB2F89862 | Long             | EC               | CORP              | IT        |     14966 | NS      | $116299.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Finance Group PLC                             | Lion Finance Group PLC                                   | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |     20356 | NS      | $1974953.85   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Micronics Co Ltd                              | Star Micronics Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800YVVMLCGEV0Q544 | Long             | EC               | CORP              | JP        |     14200 | NS      | $165746.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perenti Ltd                                        | Perenti Ltd                                              | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |    476417 | NS      | $505796.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13016.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Future Corp                                        | Future Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $266061.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mivne Real Estate KD Ltd                           | Mivne Real Estate KD Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    131567 | NS      | $493058.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Collins Foods Ltd                                  | Collins Foods Ltd                                        | CUSIP: 000000000<br>LEI: 529900SNO1ZIFF0A2094 | Long             | EC               | CORP              | AU        |     48071 | NS      | $292981.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IntegraFin Holdings PLC                            | IntegraFin Holdings PLC                                  | CUSIP: 000000000<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |     91146 | NS      | $407180.03    | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Bando Chemical Industries Ltd                      | Bando Chemical Industries Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19700 | NS      | $231580.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Lifeline Co Ltd                              | Japan Lifeline Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800QUW6LROZVA6765 | Long             | EC               | CORP              | JP        |     22100 | NS      | $228734.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corbion NV                                         | Corbion NV                                               | CUSIP: 000000000<br>LEI: 724500BKS1TSAVLTWG46 | Long             | EC               | CORP              | NL        |     14787 | NS      | $316431.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAB Shop Concept AB                               | ITAB Shop Concept AB                                     | CUSIP: 000000000<br>LEI: 2138001H6FCSZBP26351 | Long             | EC               | CORP              | SE        |    104151 | NS      | $250804.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Strauss Group Ltd                                  | Strauss Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900GBA9EK5FGVQA80 | Long             | EC               | CORP              | IL        |     38891 | NS      | $1066543.09   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IPH Ltd                                            | IPH Ltd                                                  | CUSIP: 000000000<br>LEI: 529900KRTADQ17ANK140 | Long             | EC               | CORP              | AU        |    148288 | NS      | $445086.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helloworld Travel Ltd                              | Helloworld Travel Ltd                                    | CUSIP: 000000000<br>LEI: 894500ONC2MO5CNDRN40 | Long             | EC               | CORP              | AU        |    158936 | NS      | $148946.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ratio Energies Finance LP                          | Ratio Energies Finance LP                                | CUSIP: 000000000<br>LEI: 984500B54B3D0958E560 | Long             | EC               | CORP              | IL        |    282969 | NS      | $406618.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harworth Group PLC                                 | Harworth Group PLC                                       | CUSIP: 000000000<br>LEI: 213800R8JSSGK2KPFG21 | Long             | EC               | CORP              | GB        |     65612 | NS      | $161840.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIC Corp                                           | DIC Corp                                                 | CUSIP: 000000000<br>LEI: 549300F1YB9ARLPUKB67 | Long             | EC               | CORP              | JP        |     20300 | NS      | $407630.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| XPS Pensions Group PLC                             | XPS Pensions Group PLC                                   | CUSIP: 000000000<br>LEI: 2138004Y8OBPJEAACJ11 | Long             | EC               | CORP              | GB        |     89049 | NS      | $467978.26    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| MENIF - Financial Services Ltd                     | MENIF - Financial Services Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     36213 | NS      | $259163.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gav-Yam Lands Corp Ltd                             | Gav-Yam Lands Corp Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18674 | NS      | $204346.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elecnor SA                                         | Elecnor SA                                               | CUSIP: 000000000<br>LEI: 95980020140005491250 | Long             | EC               | CORP              | ES        |     20059 | NS      | $509776.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Next Vision Stabilized Systems                     | Next Vision Stabilized Systems Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     24825 | NS      | $926652.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Growthpoint Properties Austral                     | Growthpoint Properties Australia Ltd                     | CUSIP: 000000000<br>LEI: 529900VCPJ9IEDF4TJ03 | Long             | EC               | CORP              | AU        |    462338 | NS      | $705974.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RENK Group AG                                      | RENK Group AG                                            | CUSIP: 000000000<br>LEI: 894500H8CNSZ53EI6K63 | Long             | EC               | CORP              | DE        |     16701 | NS      | $1330358.63   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Helia Group Ltd                                    | Helia Group Ltd                                          | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |    194263 | NS      | $716756.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOW IT AB                                         | KNOW IT AB                                               | CUSIP: 000000000<br>LEI: 549300CM6KSG2GY3HV62 | Long             | EC               | CORP              | SE        |     15003 | NS      | $201186.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindab International AB                            | Lindab International AB                                  | CUSIP: 000000000<br>LEI: 54930085MH6IRQ1JP227 | Long             | EC               | CORP              | SE        |     23152 | NS      | $476381.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Gas Co Ltd                                  | Nippon Gas Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300N3DC5V2XON9C60 | Long             | EC               | CORP              | JP        |     48100 | NS      | $882779.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Entertainment Corp                       | Universal Entertainment Corp                             | CUSIP: 000000000<br>LEI: 353800BBJTHSMSQ31V91 | Long             | EC               | CORP              | JP        |     38100 | NS      | $256118.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Yuasa Trading Co Ltd                               | Yuasa Trading Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $155941.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IwaiCosmo Holdings Inc                             | IwaiCosmo Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16000 | NS      | $249119.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-91698.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fagron                                             | Fagron                                                   | CUSIP: 000000000<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |     18333 | NS      | $483128.09    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Iluka Resources Ltd                                | Iluka Resources Ltd                                      | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |     72417 | NS      | $180342.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Max Co Ltd                                         | Max Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17300 | NS      | $557523.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Downer EDI Ltd                                     | Downer EDI Ltd                                           | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |    183144 | NS      | $757347.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IDI Insurance Co Ltd                               | IDI Insurance Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     13014 | NS      | $848663.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashdod Refinery Ltd                                | Ashdod Refinery Ltd                                      | CUSIP: 000000000<br>LEI: 549300PCINY5ZLVLX226 | Long             | EC               | CORP              | IL        |     15812 | NS      | $303090.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aoyama Trading Co Ltd                              | Aoyama Trading Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300FYZLM486BSOQ14 | Long             | EC               | CORP              | JP        |     20900 | NS      | $316874.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shufersal Ltd                                      | Shufersal Ltd                                            | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |     50795 | NS      | $583595.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Travis Perkins PLC                                 | Travis Perkins PLC                                       | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |     26251 | NS      | $218536.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | CURRENCY CONTRACT - SGD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $583.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prima Meat Packers Ltd                             | Prima Meat Packers Ltd                                   | CUSIP: 000000000<br>LEI: 353800FLEUUL20RKCU14 | Long             | EC               | CORP              | JP        |      8957 | NS      | $140576.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harel Insurance Investments &                      | Harel Insurance Investments & Financial Services Ltd     | CUSIP: 000000000<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |    119308 | NS      | $3341686.88   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Chori Co Ltd                                       | Chori Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $271300.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Investment Management                     | Pinnacle Investment Management Group Ltd                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     59913 | NS      | $806482.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Iron Ltd                                  | Champion Iron Ltd                                        | CUSIP: 000000000<br>LEI: 894500WQI96G4T75O202 | Long             | EC               | CORP              | AU        |    161655 | NS      | $441772.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| San-In Godo Bank Ltd/The                           | San-In Godo Bank Ltd/The                                 | CUSIP: 000000000<br>LEI: 353800I3C5900CEME762 | Long             | EC               | CORP              | JP        |     35200 | NS      | $290480.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Okuwa Co Ltd                                       | Okuwa Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $43361.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TBC Bank Group PLC                                 | TBC Bank Group PLC                                       | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GE        |     31023 | NS      | $1972572.73   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Boshoku Corp                                | Toyota Boshoku Corp                                      | CUSIP: 000000000<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |     68000 | NS      | $925999.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Melia Hotels International SA                      | Melia Hotels International SA                            | CUSIP: 000000000<br>LEI: 959800JRKSZ6YZD4EL80 | Long             | EC               | CORP              | ES        |     37474 | NS      | $312760.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valiant Holding AG                                 | Valiant Holding AG                                       | CUSIP: 000000000<br>LEI: 529900R30EKFHO09CN42 | Long             | EC               | CORP              | CH        |     10415 | NS      | $1580567.84   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissui Corp                                        | Nissui Corp                                              | CUSIP: 000000000<br>LEI: 529900MPH5BMANQ3EC50 | Long             | EC               | CORP              | JP        |     58100 | NS      | $352232.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Instone Real Estate Group SE                       | Instone Real Estate Group SE                             | CUSIP: 000000000<br>LEI: 391200DINUIRPDZQHX03 | Long             | EC               | CORP              | DE        |     20561 | NS      | $232907.75    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9935.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OKUMA Corp                                         | OKUMA Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13600 | NS      | $345543.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tocalo Co Ltd                                      | Tocalo Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24100 | NS      | $317507.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE GOVERNMENT MONEY MARKET DIGITAL FUND    | WISDOMTREE GOVERNMENT MONEY MARKET DIGITAL FUND          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1700000 | NS      | $1700000.00   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux Professional AB                         | Electrolux Professional AB                               | CUSIP: 000000000<br>LEI: 254900KI62Q46ZWD8084 | Long             | EC               | CORP              | SE        |     38753 | NS      | $272438.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Max Stock Ltd                                      | Max Stock Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     94484 | NS      | $448921.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GlobalData PLC                                     | GlobalData PLC                                           | CUSIP: 000000000<br>LEI: 2138005I669UO6PJXM24 | Long             | EC               | CORP              | GB        |    204856 | NS      | $414068.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| San ju San Financial Group Inc                     | San ju San Financial Group Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $145445.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-91704.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| K's Holdings Corp                                  | K's Holdings Corp                                        | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |     37300 | NS      | $378306.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Television Francaise 1 SA                          | Television Francaise 1 SA                                | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |     89221 | NS      | $923212.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Taihei Dengyo Kaisha Ltd                           | Taihei Dengyo Kaisha Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $59482.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Holdings Ltd                                   | EQT Holdings Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9146 | NS      | $203790.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix IT Ltd                                      | Matrix IT Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     25505 | NS      | $887657.31    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fagerhult Group AB                                 | Fagerhult Group AB                                       | CUSIP: 000000000<br>LEI: 549300G9NPD8LSJLMP91 | Long             | EC               | CORP              | SE        |     58243 | NS      | $258507.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Cross Electrical Engi                     | Southern Cross Electrical Engineering Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    190055 | NS      | $227308.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saibu Gas Holdings Co Ltd                          | Saibu Gas Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: 353800SPVTXVJZ0EGD74 | Long             | EC               | CORP              | JP        |      4400 | NS      | $53520.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autobacs Seven Co Ltd                              | Autobacs Seven Co Ltd                                    | CUSIP: 000000000<br>LEI: 5299006NCUSCPURTQB07 | Long             | EC               | CORP              | JP        |     18500 | NS      | $183789.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Katitas Co Ltd                                     | Katitas Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14600 | NS      | $252792.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MLP SE                                             | MLP SE                                                   | CUSIP: 000000000<br>LEI: 529900M25NF9TALIWQ20 | Long             | EC               | CORP              | DE        |     20098 | NS      | $198880.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - EUR                                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $803.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella Chemifa Corp                                | Stella Chemifa Corp                                      | CUSIP: 000000000<br>LEI: 529900413RCXZ2LOEY81 | Long             | EC               | CORP              | JP        |      2500 | NS      | $68105.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $34146.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Kohden Corp                                  | Nihon Kohden Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23400 | NS      | $277990.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | CURRENCY CONTRACT - NOK                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $202.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co Ltd                             | Nagoya Railroad Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800P62OOYUY3I8T51 | Long             | EC               | CORP              | JP        |     18700 | NS      | $211086.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESPEC Corp                                         | ESPEC Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $143559.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiit SpA                                           | Wiit SpA                                                 | CUSIP: 000000000<br>LEI: 815600AB2BDB42BC0E81 | Long             | EC               | CORP              | IT        |      7447 | NS      | $135146.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Biotage AB                                         | Biotage AB                                               | CUSIP: 000000000<br>LEI: 529900SR87NBUKX74L58 | Long             | EC               | CORP              | SE        |     11392 | NS      | $171052.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Takara Holdings Inc                                | Takara Holdings Inc                                      | CUSIP: 000000000<br>LEI: 3538001CXSU150WNEY98 | Long             | EC               | CORP              | JP        |     34200 | NS      | $283648.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokuyama Corp                                      | Tokuyama Corp                                            | CUSIP: 000000000<br>LEI: 529900MHGZKHNMNCQB62 | Long             | EC               | CORP              | JP        |     19500 | NS      | $407158.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IVE Group Ltd                                      | IVE Group Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    232709 | NS      | $439216.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SThree PLC                                         | SThree PLC                                               | CUSIP: 000000000<br>LEI: 2138003NEBX5VRP3EX50 | Long             | EC               | CORP              | GB        |     91042 | NS      | $305036.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Leopalace21 Corp                                   | Leopalace21 Corp                                         | CUSIP: 000000000<br>LEI: 529900Z3BHJUW1DY6254 | Long             | EC               | CORP              | JP        |     50800 | NS      | $218751.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Pacific Co Ltd                               | First Pacific Co Ltd                                     | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | HK        |   2650000 | NS      | $1876942.68   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon Chouzai Co Ltd                               | Nihon Chouzai Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $86534.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FastPartner AB                                     | FastPartner AB                                           | CUSIP: 000000000<br>LEI: 549300BG6SL5QQ7LQW56 | Long             | EC               | CORP              | SE        |     37136 | NS      | $225612.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aussie Broadband Ltd                               | Aussie Broadband Ltd                                     | CUSIP: 000000000<br>LEI: 98450090EAD3778B9832 | Long             | EC               | CORP              | AU        |     68812 | NS      | $176325.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MyState Ltd                                        | MyState Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    179087 | NS      | $494105.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokai Tokyo Financial Holdings                     | Tokai Tokyo Financial Holdings Inc                       | CUSIP: 000000000<br>LEI: 3538009U6UOURH99YH12 | Long             | EC               | CORP              | JP        |     93118 | NS      | $319107.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schoeller-Bleckmann Oilfield E                     | Schoeller-Bleckmann Oilfield Equipment AG                | CUSIP: 000000000<br>LEI: 549300ZD9ED8GSG3JW36 | Long             | EC               | CORP              | AT        |     11810 | NS      | $417974.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VTech Holdings Ltd                                 | VTech Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    255400 | NS      | $1852870.06   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Micronics Japan Co Ltd                             | Micronics Japan Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800FFW2OP7ZVXBO86 | Long             | EC               | CORP              | JP        |      4100 | NS      | $153560.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mortgage Advice Bureau Holding                     | Mortgage Advice Bureau Holdings Ltd                      | CUSIP: 000000000<br>LEI: 2138008AY1RA61T6W960 | Long             | EC               | CORP              | GB        |     26389 | NS      | $318226.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARB Corp Ltd                                       | ARB Corp Ltd                                             | CUSIP: 000000000<br>LEI: 98450097B6B8GE0BAE73 | Long             | EC               | CORP              | AU        |     19233 | NS      | $412162.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSC ASA                                           | AMSC ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHXNC41 | Long             | EC               | CORP              | NO        |     88828 | NS      | $12885.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PWR Holdings Ltd                                   | PWR Holdings Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     29710 | NS      | $134930.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| As One Corp                                        | As One Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $148309.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaga Electronics Co Ltd                            | Kaga Electronics Co Ltd                                  | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |     16200 | NS      | $307300.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Technogym SpA                                      | Technogym SpA                                            | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |     72862 | NS      | $1040888.16   | 0.24%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Co                     | Nippon Light Metal Holdings Co Ltd                       | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |     10400 | NS      | $117287.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMABIKO Corp                                      | YAMABIKO Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20200 | NS      | $297032.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ship Healthcare Holdings Inc                       | Ship Healthcare Holdings Inc                             | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |     17700 | NS      | $237784.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kitz Corp                                          | Kitz Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23800 | NS      | $195415.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloetta AB                                         | Cloetta AB                                               | CUSIP: 000000000<br>LEI: 549300CSLHPO6Y1AZN37 | Long             | EC               | CORP              | SE        |    169549 | NS      | $605582.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lassila & Tikanoja Oyj                             | Lassila & Tikanoja Oyj                                   | CUSIP: 000000000<br>LEI: 743700Z9Z54VGHZA0028 | Long             | EC               | CORP              | FI        |     23187 | NS      | $259387.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Australia Ltd                              | Lindsay Australia Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    360466 | NS      | $170086.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ence Energia y Celulosa SA                         | Ence Energia y Celulosa SA                               | CUSIP: 000000000<br>LEI: 95980020140005309084 | Long             | EC               | CORP              | ES        |     99733 | NS      | $339975.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Mersen SA                                          | Mersen SA                                                | CUSIP: 000000000<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |     13217 | NS      | $342876.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Medy Co Ltd                                 | Mizuho Medy Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $80030.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dicker Data Ltd                                    | Dicker Data Ltd                                          | CUSIP: 000000000<br>LEI: 549300Z9AR1B5G2UQJ37 | Long             | EC               | CORP              | AU        |     89490 | NS      | $473283.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MEKO AB                                            | MEKO AB                                                  | CUSIP: 000000000<br>LEI: 529900R809HC1RFRQA91 | Long             | EC               | CORP              | SE        |     17306 | NS      | $195387.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisan Industry Co Ltd                              | Aisan Industry Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22400 | NS      | $260683.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FULLCAST Holdings Co Ltd                           | FULLCAST Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $23607.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                      | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-95807.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NCC Group PLC                                      | NCC Group PLC                                            | CUSIP: 000000000<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |    117768 | NS      | $234005.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Glory Ltd                                          | Glory Ltd                                                | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |     17000 | NS      | $395797.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Senshu Ikeda Holdings Inc                          | Senshu Ikeda Holdings Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     63000 | NS      | $249042.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanoma Oyj                                         | Sanoma Oyj                                               | CUSIP: 000000000<br>LEI: 743700XJC24THUPK0S03 | Long             | EC               | CORP              | FI        |     29981 | NS      | $348764.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coor Service Management Holdin                     | Coor Service Management Holding AB                       | CUSIP: 000000000<br>LEI: 529900TMO6717OKBSU69 | Long             | EC               | CORP              | SE        |     80446 | NS      | $349625.76    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Pan African Resources PLC                          | Pan African Resources PLC                                | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | ZA        |    584916 | NS      | $366704.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Helical PLC                                        | Helical PLC                                              | CUSIP: 000000000<br>LEI: 2138003SBD2Z7WV2MP70 | Long             | EC               | CORP              | GB        |     60262 | NS      | $189933.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Soda Co Ltd                                 | Nippon Soda Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16400 | NS      | $344587.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NCC AB                                             | NCC AB                                                   | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |     40173 | NS      | $743569.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Austevoll Seafood ASA                              | Austevoll Seafood ASA                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |     81348 | NS      | $778938.23    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuda Denshi Co Ltd                               | Fukuda Denshi Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $271383.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Industry Co Ltd                              | Eagle Industry Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $237931.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Micro Science Co Ltd                        | Nomura Micro Science Co Ltd                              | CUSIP: 000000000<br>LEI: 353800TK9TXKBPGJ2K14 | Long             | EC               | CORP              | JP        |      5600 | NS      | $99830.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duni AB                                            | Duni AB                                                  | CUSIP: 000000000<br>LEI: 549300MWQEN1427O5L53 | Long             | EC               | CORP              | SE        |     29328 | NS      | $287113.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Osaki Electric Co Ltd                              | Osaki Electric Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33700 | NS      | $223741.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Platzer Fastigheter Holding AB                     | Platzer Fastigheter Holding AB                           | CUSIP: 000000000<br>LEI: 5493009KPII4BZE70820 | Long             | EC               | CORP              | SE        |     28971 | NS      | $242884.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BioGaia AB                                         | BioGaia AB                                               | CUSIP: 000000000<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |     19566 | NS      | $218029.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Partners Ltd                                 | Regal Partners Ltd                                       | CUSIP: 000000000<br>LEI: 21380053IWTO1FZTF831 | Long             | EC               | CORP              | AU        |    128123 | NS      | $182204.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AOKI Holdings Inc                                  | AOKI Holdings Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19100 | NS      | $220692.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barco NV                                           | Barco NV                                                 | CUSIP: 000000000<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |     39678 | NS      | $576145.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-Dan Co Ltd                                     | Dai-Dan Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9000 | NS      | $276956.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanki Engineering Co Ltd                           | Sanki Engineering Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21600 | NS      | $605628.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sogefi SpA                                         | Sogefi SpA                                               | CUSIP: 000000000<br>LEI: 5493005HPJ40IY377O47 | Long             | EC               | CORP              | IT        |    175262 | NS      | $459809.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                      | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-91691.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Neinor Homes SA                                    | Neinor Homes SA                                          | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | EC               | CORP              | ES        |     45750 | NS      | $892554.04    | 0.21%             |  |  |  | Yes           |                  1 | On Loan: No      |
| FP Partner Inc                                     | FP Partner Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $39257.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INVISIO AB                                         | INVISIO AB                                               | CUSIP: 000000000<br>LEI: 54930054EB7KX3MY2Q11 | Long             | EC               | CORP              | DK        |      5166 | NS      | $193784.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rorze Corp                                         | Rorze Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11700 | NS      | $166292.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| House Foods Group Inc                              | House Foods Group Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $166855.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Suruga Bank Ltd                                    | Suruga Bank Ltd                                          | CUSIP: 000000000<br>LEI: 3538003A9JIMKE5G3M02 | Long             | EC               | CORP              | JP        |     40400 | NS      | $375905.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Midwich Group PLC                                  | Midwich Group PLC                                        | CUSIP: 000000000<br>LEI: 213800TUH2ZU68PZZN12 | Long             | EC               | CORP              | GB        |    103946 | NS      | $300553.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-91691.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Zeon Corp                                          | Zeon Corp                                                | CUSIP: 000000000<br>LEI: 529900UEFURDYZ4F4U10 | Long             | EC               | CORP              | JP        |     58500 | NS      | $593120.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Primary Health Properties PLC                      | Primary Health Properties PLC                            | CUSIP: 000000000<br>LEI: 213800Y5CJHXOATK7X11 | Long             | EC               | CORP              | GB        |    735538 | NS      | $996856.53    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nifco Inc/Japan                                    | Nifco Inc/Japan                                          | CUSIP: 654101104<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |     16500 | NS      | $390667.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zinzino AB                                         | Zinzino AB                                               | CUSIP: 000000000<br>LEI: 549300Z20D1BP4MA0040 | Long             | EC               | CORP              | SE        |     23881 | NS      | $626442.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Smith PLC                                       | WH Smith PLC                                             | CUSIP: 000000000<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |     28101 | NS      | $419739.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shizuoka Gas Co Ltd                                | Shizuoka Gas Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800FKNOC1V6FE8T28 | Long             | EC               | CORP              | JP        |     35100 | NS      | $260009.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keiyo Bank Ltd/The                                 | Keiyo Bank Ltd/The                                       | CUSIP: 000000000<br>LEI: 353800HBJ702X2J5OX58 | Long             | EC               | CORP              | JP        |     30400 | NS      | $210881.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gunma Bank Ltd/The                                 | Gunma Bank Ltd/The                                       | CUSIP: 000000000<br>LEI: 54930054A69VC4I5BP89 | Long             | EC               | CORP              | JP        |     84287 | NS      | $706354.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Corem Property Group AB                            | Corem Property Group AB                                  | CUSIP: 000000000<br>LEI: 213800CHXQQD7TSS1T59 | Long             | EC               | CORP              | SE        |    261722 | NS      | $142801.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartGroup Corp Ltd                                | SmartGroup Corp Ltd                                      | CUSIP: 000000000<br>LEI: 254900GHFZAMQGOYO431 | Long             | EC               | CORP              | AU        |     79898 | NS      | $385901.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reach PLC                                          | Reach PLC                                                | CUSIP: 000000000<br>LEI: 213800GNI5XF3XOATR61 | Long             | EC               | CORP              | GB        |    281121 | NS      | $281991.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Protector Forsikring ASA                           | Protector Forsikring ASA                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXAIO813 | Long             | EC               | CORP              | NO        |      9171 | NS      | $388782.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - SGD                                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alumasc Group PLC/The                              | Alumasc Group PLC/The                                    | CUSIP: 000000000<br>LEI: 2138002MV11VKZFJ4359 | Long             | EC               | CORP              | GB        |     44745 | NS      | $228403.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Group PLC                                     | Just Group PLC                                           | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |    235112 | NS      | $426573.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dainichiseika                                      | Dainichiseika Color & Chemicals Manufacturing Co Ltd     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $74145.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elekta AB                                          | Elekta AB                                                | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |    108355 | NS      | $555736.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ASKUL Corp                                         | ASKUL Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $74630.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Redox Ltd/Australia                                | Redox Ltd/Australia                                      | CUSIP: 000000000<br>LEI: 984500FE9LB83BDC7K07 | Long             | EC               | CORP              | AU        |    236523 | NS      | $334811.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMC Markets PLC                                    | CMC Markets PLC                                          | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |    109080 | NS      | $376683.78    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Towa Pharmaceutical Co Ltd                         | Towa Pharmaceutical Co Ltd                               | CUSIP: 000000000<br>LEI: 35380036BH1C3PNO2426 | Long             | EC               | CORP              | JP        |      4500 | NS      | $93180.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REN - Redes Energeticas Nacion                     | REN - Redes Energeticas Nacionais SGPS SA                | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |    438667 | NS      | $1557660.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Amotiv Ltd                                         | Amotiv Ltd                                               | CUSIP: 000000000<br>LEI: 254900KHH5GGEGUIZS22 | Long             | EC               | CORP              | AU        |     53410 | NS      | $280368.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaneka Corp                                        | Kaneka Corp                                              | CUSIP: 000000000<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |     13100 | NS      | $360954.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pexip Holding ASA                                  | Pexip Holding ASA                                        | CUSIP: 000000000<br>LEI: 549300S79JFZK79XBI07 | Long             | EC               | CORP              | NO        |     46902 | NS      | $273448.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesnara PLC                                       | Chesnara PLC                                             | CUSIP: 000000000<br>LEI: 213800VFRMBRTSZ3SJ06 | Long             | EC               | CORP              | GB        |    152750 | NS      | $625869.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7435.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imdex Ltd                                          | Imdex Ltd                                                | CUSIP: 000000000<br>LEI: 529900H31NX5KRKXB865 | Long             | EC               | CORP              | AU        |    103772 | NS      | $184979.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoegh Autoliners ASA                               | Hoegh Autoliners ASA                                     | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |    273843 | NS      | $2412433.52   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Takasago International Corp                        | Takasago International Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $96645.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Systemair AB                                       | Systemair AB                                             | CUSIP: 000000000<br>LEI: 529900RK1R6HF8KKOI20 | Long             | EC               | CORP              | SE        |     46407 | NS      | $428017.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lycopodium Ltd                                     | Lycopodium Ltd                                           | CUSIP: 000000000<br>LEI: 2549001A9OUIDKVOOI57 | Long             | EC               | CORP              | AU        |     42442 | NS      | $288156.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Perseus Mining Ltd                                 | Perseus Mining Ltd                                       | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |    233185 | NS      | $519580.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Woods Properties Ltd                         | Cedar Woods Properties Ltd                               | CUSIP: 000000000<br>LEI: 9845005E52CDEBDEF822 | Long             | EC               | CORP              | AU        |     66862 | NS      | $310669.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Bakelite Co Ltd                           | Sumitomo Bakelite Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16200 | NS      | $467567.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamron Co Ltd                                      | Tamron Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     62000 | NS      | $375575.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keller Group PLC                                   | Keller Group PLC                                         | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |     28723 | NS      | $575451.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dermapharm Holding SE                              | Dermapharm Holding SE                                    | CUSIP: 000000000<br>LEI: 5299009F0KNZINQQQK37 | Long             | EC               | CORP              | DE        |     14065 | NS      | $572903.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Furuno Electric Co Ltd                             | Furuno Electric Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $36394.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Service Group PLC                          | Johnson Service Group PLC                                | CUSIP: 000000000<br>LEI: 2138004WZUPWV53KWV11 | Long             | EC               | CORP              | GB        |    117922 | NS      | $245623.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T Hasegawa Co Ltd                                  | T Hasegawa Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $81415.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBE Corp                                           | UBE Corp                                                 | CUSIP: 000000000<br>LEI: 529900XMRZ2VNF3ZPS69 | Long             | EC               | CORP              | JP        |     32800 | NS      | $513646.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hays PLC                                           | Hays PLC                                                 | CUSIP: 000000000<br>LEI: 213800QC8AWD4BO8TH08 | Long             | EC               | CORP              | GB        |    537214 | NS      | $525257.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4799.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Codan Ltd                                          | Codan Ltd                                                | CUSIP: 000000000<br>LEI: 9845005866EB809B5694 | Long             | EC               | CORP              | AU        |     38715 | NS      | $510228.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aztech Global Ltd                                  | Aztech Global Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    789100 | NS      | $350050.25    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Polar Capital Holdings PLC                         | Polar Capital Holdings PLC                               | CUSIP: 000000000<br>LEI: 549300OXX7YE1947B825 | Long             | EC               | CORP              | GB        |     82473 | NS      | $536264.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Keystone Law Group PLC                             | Keystone Law Group PLC                                   | CUSIP: 000000000<br>LEI: 213800RTARHELL51S215 | Long             | EC               | CORP              | GB        |     26354 | NS      | $219574.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Construction Co Ltd                           | Toyo Construction Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30200 | NS      | $299606.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokmanni Group Corp                                | Tokmanni Group Corp                                      | CUSIP: 000000000<br>LEI: 743700VMG6KWF0FW1560 | Long             | EC               | CORP              | FI        |     41569 | NS      | $514795.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Sangyo Co Ltd                                | Tokyo Sangyo Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800F767RIJ2KRGL03 | Long             | EC               | CORP              | JP        |     17500 | NS      | $94741.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga & Co Ltd/Japan                            | Morinaga & Co Ltd/Japan                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16400 | NS      | $269652.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmington PLC                                     | Wilmington PLC                                           | CUSIP: 000000000<br>LEI: 213800PFUQT4HHFYZJ63 | Long             | EC               | CORP              | GB        |     39095 | NS      | $182150.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nankai Electric Railway Co Ltd                     | Nankai Electric Railway Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18400 | NS      | $277697.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monadelphous Group Ltd                             | Monadelphous Group Ltd                                   | CUSIP: 000000000<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |     45298 | NS      | $521287.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Elixirr International PLC                          | Elixirr International PLC                                | CUSIP: 000000000<br>LEI: 213800MKY7OHMVAKW681 | Long             | EC               | CORP              | GB        |     22471 | NS      | $208161.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Brands plc                               | Franchise Brands plc                                     | CUSIP: 000000000<br>LEI: 213800CFRX6CJ8LCKN37 | Long             | EC               | CORP              | GB        |     70843 | NS      | $145134.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkavor Group PLC                                 | Bakkavor Group PLC                                       | CUSIP: 000000000<br>LEI: 213800COL7AD54YU9949 | Long             | EC               | CORP              | GB        |    238723 | NS      | $706609.17    | 0.17%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SpareBank 1 Nord Norge                             | SpareBank 1 Nord Norge                                   | CUSIP: 000000000<br>LEI: 549300SXM92LQ05OJQ76 | Long             | EC               | CORP              | NO        |     65345 | NS      | $949726.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Obara Group Inc                                    | Obara Group Inc                                          | CUSIP: 000000000<br>LEI: 3538003M0UGWDBTV2318 | Long             | EC               | CORP              | JP        |      4300 | NS      | $106722.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cementir Holding NV                                | Cementir Holding NV                                      | CUSIP: 000000000<br>LEI: 8156008B101B97A43B02 | Long             | EC               | CORP              | IT        |     59657 | NS      | $1037819.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RYODEN CORP                                        | RYODEN CORP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $149367.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vesuvius PLC                                       | Vesuvius PLC                                             | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |    145623 | NS      | $783051.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Advisory Group PLC                             | FRP Advisory Group PLC                                   | CUSIP: 000000000<br>LEI: 213800IPCG6DE1CVLY36 | Long             | EC               | CORP              | GB        |    174386 | NS      | $301101.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UACJ Corp                                          | UACJ Corp                                                | CUSIP: 000000000<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |      7400 | NS      | $270497.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MIPS AB                                            | MIPS AB                                                  | CUSIP: 000000000<br>LEI: 549300LZSA4S0L54VQ25 | Long             | EC               | CORP              | SE        |      5591 | NS      | $260002.85    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Toyobo Co Ltd                                      | Toyobo Co Ltd                                            | CUSIP: 000000000<br>LEI: 5299005EWBCNUAZ4PM62 | Long             | EC               | CORP              | JP        |     14800 | NS      | $94059.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| oOh!media Ltd                                      | oOh!media Ltd                                            | CUSIP: 000000000<br>LEI: 984500D581E7E7A88078 | Long             | EC               | CORP              | AU        |    310472 | NS      | $350982.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cairn Homes PLC                                    | Cairn Homes PLC                                          | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |    281970 | NS      | $709974.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7991.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Premier Foods PLC                                  | Premier Foods PLC                                        | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |    131389 | NS      | $359017.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22785.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22801.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Perpetual Ltd                                      | Perpetual Ltd                                            | CUSIP: 000000000<br>LEI: 549300US8OE0UQWXPO82 | Long             | EC               | CORP              | AU        |     56720 | NS      | $671316.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiseki Co Ltd                                     | Daiseki Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $86856.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSE Global Ltd                                     | CSE Global Ltd                                           | CUSIP: 000000000<br>LEI: 549300CNUGIB5L3RNJ48 | Long             | EC               | CORP              | SG        |    800671 | NS      | $355183.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Tachi-S Co Ltd                                     | Tachi-S Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17000 | NS      | $202900.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Stream Ltd                                 | Service Stream Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    287166 | NS      | $373565.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Duerr AG                                           | Duerr AG                                                 | CUSIP: 000000000<br>LEI: 5299003APZ54EDTSRO20 | Long             | EC               | CORP              | DE        |     21475 | NS      | $569710.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brooks Macdonald Group PLC                         | Brooks Macdonald Group PLC                               | CUSIP: 000000000<br>LEI: 213800WRDF8LB8MIEX37 | Long             | EC               | CORP              | GB        |      9849 | NS      | $230116.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea ASA                                           | Atea ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXINVS13 | Long             | EC               | CORP              | NO        |     50050 | NS      | $787371.17    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Westgold Resources Ltd                             | Westgold Resources Ltd                                   | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |     95737 | NS      | $180067.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohsho Food Service Corp                            | Ohsho Food Service Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9116 | NS      | $240135.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gateley Holdings PLC                               | Gateley Holdings PLC                                     | CUSIP: 000000000<br>LEI: 213800WZGNN7U6LEUM62 | Long             | EC               | CORP              | GB        |    132594 | NS      | $239844.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingenia Communities Group                          | Ingenia Communities Group                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    104030 | NS      | $372923.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essentra PLC                                       | Essentra PLC                                             | CUSIP: 000000000<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |    106914 | NS      | $156765.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - USD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13106.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAL GROUP Holdings Co Ltd                          | PAL GROUP Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8380 | NS      | $209144.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GWA Group Ltd                                      | GWA Group Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    248725 | NS      | $391204.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| China Aviation Oil Singapore C                     | China Aviation Oil Singapore Corp Ltd                    | CUSIP: 000000000<br>LEI: 79GWRL7CPDKLUJ3L0772 | Long             | EC               | CORP              | SG        |    351900 | NS      | $251426.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichigo Inc                                         | Ichigo Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65800 | NS      | $184036.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Borregaard ASA                                     | Borregaard ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGYXC05 | Long             | EC               | CORP              | NO        |     20021 | NS      | $392518.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corticeira Amorim SGPS SA                          | Corticeira Amorim SGPS SA                                | CUSIP: 000000000<br>LEI: 213800J5M11TDEP3LQ76 | Long             | EC               | CORP              | PT        |     44464 | NS      | $413376.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OEM International AB                               | OEM International AB                                     | CUSIP: 000000000<br>LEI: 549300Z7DLN54J8M4J79 | Long             | EC               | CORP              | SE        |     26370 | NS      | $385710.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - JPY                                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-447.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyakujushi Bank Ltd/The                            | Hyakujushi Bank Ltd/The                                  | CUSIP: 000000000<br>LEI: 5493009ZQOZS8JYRQN62 | Long             | EC               | CORP              | JP        |      5900 | NS      | $170940.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Noram Drilling AS                                  | Noram Drilling AS                                        | CUSIP: 000000000<br>LEI: 549300YA98I8QIPGWZ72 | Long             | EC               | CORP              | NO        |     67194 | NS      | $151390.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Leong Asia Ltd                                | Hong Leong Asia Ltd                                      | CUSIP: 000000000<br>LEI: 254900OXRICREAQ3VU73 | Long             | EC               | CORP              | SG        |    330600 | NS      | $415310.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quadient SA                                        | Quadient SA                                              | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |     16580 | NS      | $309452.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Value Driller AS                              | Deep Value Driller AS                                    | CUSIP: 000000000<br>LEI: 549300QEVW47ULJE4O08 | Long             | EC               | CORP              | NO        |    113858 | NS      | $172142.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-28

**Name of Applicant:** WisdomTree Trust

**Signature:** Clint Martin

**Name of Signer:** Clint Martin

**Title:** Assistant Treasurer